Home > Lumbee Guaranty Bank > Securities
Lumbee Guaranty Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $251,617,000 | 798 |
| U.S. Government securities | $112,297,000 | 1,057 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $112,297,000 | 897 |
| Securities issued by states & political subdivisions | $139,326,000 | 299 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,254,000 | 699 |
| Mortgage-backed securities | $101,736,000 | 771 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,307,000 | 796 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,192,000 | 708 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,633,000 | 335 |
| Other commercial mortgage-backed securities | $10,604,000 | 499 |
| Held to maturity securities (book value) | $139,326,000 | 315 |
| Available-for-sale securities (fair market value) | $112,297,000 | 1,387 |
| Total debt securities | $251,624,000 | 786 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $238,911,000 | 833 |
| U.S. Government securities | $99,154,000 | 1,160 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $99,154,000 | 973 |
| Securities issued by states & political subdivisions | $139,763,000 | 286 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,374,000 | 694 |
| Mortgage-backed securities | $88,965,000 | 844 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,086,000 | 851 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,845,000 | 786 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,823,000 | 337 |
| Other commercial mortgage-backed securities | $9,211,000 | 523 |
| Held to maturity securities (book value) | $139,763,000 | 321 |
| Available-for-sale securities (fair market value) | $99,154,000 | 1,501 |
| Total debt securities | $238,917,000 | 822 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $242,131,000 | 838 |
| U.S. Government securities | $101,495,000 | 1,180 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $101,495,000 | 986 |
| Securities issued by states & political subdivisions | $140,643,000 | 300 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,263,000 | 742 |
| Mortgage-backed securities | $90,745,000 | 851 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,882,000 | 865 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,789,000 | 844 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $17,452,000 | 322 |
| Other commercial mortgage-backed securities | $9,622,000 | 517 |
| Held to maturity securities (book value) | $140,643,000 | 319 |
| Available-for-sale securities (fair market value) | $101,495,000 | 1,513 |
| Total debt securities | $242,137,000 | 829 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $239,622,000 | 879 |
| U.S. Government securities | $98,551,000 | 1,273 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $98,551,000 | 1,021 |
| Securities issued by states & political subdivisions | $141,078,000 | 318 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,093,000 | 784 |
| Mortgage-backed securities | $87,277,000 | 917 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $45,725,000 | 939 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,829,000 | 839 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,875,000 | 374 |
| Other commercial mortgage-backed securities | $9,848,000 | 523 |
| Held to maturity securities (book value) | $141,078,000 | 332 |
| Available-for-sale securities (fair market value) | $98,551,000 | 1,603 |
| Total debt securities | $239,629,000 | 867 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $236,499,000 | 899 |
| U.S. Government securities | $94,988,000 | 1,320 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $94,988,000 | 1,046 |
| Securities issued by states & political subdivisions | $141,511,000 | 335 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,111,000 | 775 |
| Mortgage-backed securities | $83,780,000 | 958 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $43,833,000 | 983 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,917,000 | 870 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,518,000 | 380 |
| Other commercial mortgage-backed securities | $9,512,000 | 527 |
| Held to maturity securities (book value) | $141,511,000 | 343 |
| Available-for-sale securities (fair market value) | $94,988,000 | 1,683 |
| Total debt securities | $236,501,000 | 891 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $235,167,000 | 919 |
| U.S. Government securities | $94,224,000 | 1,332 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $94,224,000 | 1,062 |
| Securities issued by states & political subdivisions | $140,943,000 | 335 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,083,000 | 701 |
| Mortgage-backed securities | $80,675,000 | 982 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,988,000 | 970 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,244,000 | 1,051 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,867,000 | 386 |
| Other commercial mortgage-backed securities | $9,576,000 | 558 |
| Held to maturity securities (book value) | $140,943,000 | 335 |
| Available-for-sale securities (fair market value) | $94,224,000 | 1,692 |
| Total debt securities | $235,168,000 | 908 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $234,498,000 | 942 |
| U.S. Government securities | $92,924,000 | 1,363 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $92,924,000 | 1,106 |
| Securities issued by states & political subdivisions | $141,574,000 | 354 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,323,000 | 740 |
| Mortgage-backed securities | $78,188,000 | 1,027 |
| Certificates of participation in pools of residential mortgages | $44,188,000 | 1,026 |
| Issued or guaranteed by U.S. | $44,188,000 | 1,009 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $10,114,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $10,114,000 | 1,137 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $23,886,000 | 550 |
| Commercial mortgage pass-through securities | $14,558,000 | 396 |
| Other commercial mortgage-backed securities | $9,328,000 | 606 |
| Held to maturity securities (book value) | $141,574,000 | 303 |
| Available-for-sale securities (fair market value) | $92,924,000 | 1,780 |
| Total debt securities | $234,498,000 | 932 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $238,862,000 | 918 |
| U.S. Government securities | $97,286,000 | 1,284 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $97,286,000 | 1,066 |
| Securities issued by states & political subdivisions | $141,576,000 | 366 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,328,000 | 663 |
| Mortgage-backed securities | $81,416,000 | 1,020 |
| Certificates of participation in pools of residential mortgages | $43,617,000 | 1,062 |
| Issued or guaranteed by U.S. | $43,617,000 | 1,048 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $11,367,000 | 1,142 |
| CMOs issued by government agencies or sponsored agencies | $11,367,000 | 1,083 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $26,432,000 | 515 |
| Commercial mortgage pass-through securities | $16,357,000 | 373 |
| Other commercial mortgage-backed securities | $10,075,000 | 587 |
| Held to maturity securities (book value) | $141,576,000 | 272 |
| Available-for-sale securities (fair market value) | $97,286,000 | 1,724 |
| Total debt securities | $238,861,000 | 910 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $227,691,000 | 925 |
| U.S. Government securities | $98,076,000 | 1,195 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $98,076,000 | 1,049 |
| Securities issued by states & political subdivisions | $129,615,000 | 427 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,970,000 | 723 |
| Mortgage-backed securities | $81,592,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $43,023,000 | 1,053 |
| Issued or guaranteed by U.S. | $43,023,000 | 1,036 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $10,814,000 | 1,140 |
| CMOs issued by government agencies or sponsored agencies | $10,814,000 | 1,095 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $27,755,000 | 504 |
| Commercial mortgage pass-through securities | $17,839,000 | 348 |
| Other commercial mortgage-backed securities | $9,916,000 | 591 |
| Held to maturity securities (book value) | $129,615,000 | 225 |
| Available-for-sale securities (fair market value) | $98,076,000 | 1,686 |
| Total debt securities | $227,692,000 | 916 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $220,858,000 | 891 |
| U.S. Government securities | $99,299,000 | 1,132 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $99,299,000 | 1,009 |
| Securities issued by states & political subdivisions | $121,559,000 | 428 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,687,000 | 635 |
| Mortgage-backed securities | $81,225,000 | 985 |
| Certificates of participation in pools of residential mortgages | $36,732,000 | 1,153 |
| Issued or guaranteed by U.S. | $36,732,000 | 1,131 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $12,435,000 | 1,055 |
| CMOs issued by government agencies or sponsored agencies | $12,435,000 | 1,016 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $32,058,000 | 449 |
| Commercial mortgage pass-through securities | $21,253,000 | 295 |
| Other commercial mortgage-backed securities | $10,805,000 | 557 |
| Held to maturity securities (book value) | $121,559,000 | 219 |
| Available-for-sale securities (fair market value) | $99,299,000 | 1,598 |
| Total debt securities | $220,856,000 | 882 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $205,094,000 | 921 |
| U.S. Government securities | $97,640,000 | 1,081 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $97,640,000 | 983 |
| Securities issued by states & political subdivisions | $107,454,000 | 478 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,772,000 | 814 |
| Mortgage-backed securities | $80,392,000 | 953 |
| Certificates of participation in pools of residential mortgages | $34,224,000 | 1,162 |
| Issued or guaranteed by U.S. | $34,224,000 | 1,136 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $15,988,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $15,988,000 | 852 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $30,180,000 | 457 |
| Commercial mortgage pass-through securities | $19,314,000 | 300 |
| Other commercial mortgage-backed securities | $10,866,000 | 535 |
| Held to maturity securities (book value) | $107,454,000 | 217 |
| Available-for-sale securities (fair market value) | $97,640,000 | 1,550 |
| Total debt securities | $205,095,000 | 910 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $170,112,000 | 1,007 |
| U.S. Government securities | $80,276,000 | 1,152 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $80,276,000 | 1,078 |
| Securities issued by states & political subdivisions | $89,836,000 | 561 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,300,000 | 970 |
| Mortgage-backed securities | $64,871,000 | 1,062 |
| Certificates of participation in pools of residential mortgages | $27,602,000 | 1,294 |
| Issued or guaranteed by U.S. | $27,602,000 | 1,258 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $12,377,000 | 1,000 |
| CMOs issued by government agencies or sponsored agencies | $12,377,000 | 971 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $24,892,000 | 491 |
| Commercial mortgage pass-through securities | $15,051,000 | 358 |
| Other commercial mortgage-backed securities | $9,841,000 | 547 |
| Held to maturity securities (book value) | $89,836,000 | 226 |
| Available-for-sale securities (fair market value) | $80,276,000 | 1,686 |
| Total debt securities | $170,112,000 | 994 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $136,778,000 | 1,121 |
| U.S. Government securities | $41,115,000 | 1,706 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $41,115,000 | 1,620 |
| Securities issued by states & political subdivisions | $72,647,000 | 661 |
| Other domestic debt securities | $23,016,000 | 509 |
| Privately issued residential mortgage-backed securities | $23,016,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,262,000 | 896 |
| Mortgage-backed securities | $52,062,000 | 1,148 |
| Certificates of participation in pools of residential mortgages | $25,442,000 | 1,250 |
| Issued or guaranteed by U.S. | $2,426,000 | 3,061 |
| Privately issued | $23,016,000 | 31 |
| Collaterized mortgage obligations | $14,774,000 | 910 |
| CMOs issued by government agencies or sponsored agencies | $14,774,000 | 872 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $11,846,000 | 707 |
| Commercial mortgage pass-through securities | $8,593,000 | 480 |
| Other commercial mortgage-backed securities | $3,253,000 | 818 |
| Held to maturity securities (book value) | $72,647,000 | 225 |
| Available-for-sale securities (fair market value) | $64,131,000 | 1,845 |
| Total debt securities | $136,777,000 | 1,102 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $123,208,000 | 1,155 |
| U.S. Government securities | $60,635,000 | 1,256 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $60,635,000 | 1,184 |
| Securities issued by states & political subdivisions | $62,573,000 | 699 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,075,000 | 813 |
| Mortgage-backed securities | $50,297,000 | 1,155 |
| Certificates of participation in pools of residential mortgages | $24,437,000 | 1,239 |
| Issued or guaranteed by U.S. | $24,437,000 | 1,207 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $16,623,000 | 862 |
| CMOs issued by government agencies or sponsored agencies | $16,623,000 | 825 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $9,237,000 | 798 |
| Commercial mortgage pass-through securities | $5,570,000 | 598 |
| Other commercial mortgage-backed securities | $3,667,000 | 756 |
| Held to maturity securities (book value) | $62,573,000 | 243 |
| Available-for-sale securities (fair market value) | $60,635,000 | 1,834 |
| Total debt securities | $123,209,000 | 1,135 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $103,237,000 | 1,279 |
| U.S. Government securities | $51,943,000 | 1,390 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $51,943,000 | 1,312 |
| Securities issued by states & political subdivisions | $51,294,000 | 775 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,605,000 | 970 |
| Mortgage-backed securities | $45,525,000 | 1,224 |
| Certificates of participation in pools of residential mortgages | $21,081,000 | 1,321 |
| Issued or guaranteed by U.S. | $21,081,000 | 1,284 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $16,294,000 | 894 |
| CMOs issued by government agencies or sponsored agencies | $16,294,000 | 863 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $8,150,000 | 826 |
| Commercial mortgage pass-through securities | $5,512,000 | 596 |
| Other commercial mortgage-backed securities | $2,638,000 | 826 |
| Held to maturity securities (book value) | $51,294,000 | 273 |
| Available-for-sale securities (fair market value) | $51,943,000 | 1,962 |
| Total debt securities | $103,238,000 | 1,261 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $102,342,000 | 1,250 |
| U.S. Government securities | $50,968,000 | 1,418 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $50,968,000 | 1,333 |
| Securities issued by states & political subdivisions | $51,374,000 | 698 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,940,000 | 921 |
| Mortgage-backed securities | $44,322,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | $19,307,000 | 1,426 |
| Issued or guaranteed by U.S. | $19,307,000 | 1,387 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $19,090,000 | 826 |
| CMOs issued by government agencies or sponsored agencies | $19,090,000 | 800 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $5,925,000 | 925 |
| Commercial mortgage pass-through securities | $3,154,000 | 754 |
| Other commercial mortgage-backed securities | $2,771,000 | 786 |
| Held to maturity securities (book value) | $51,374,000 | 276 |
| Available-for-sale securities (fair market value) | $50,968,000 | 1,942 |
| Total debt securities | $102,342,000 | 1,235 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $99,294,000 | 1,277 |
| U.S. Government securities | $52,723,000 | 1,395 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $52,723,000 | 1,320 |
| Securities issued by states & political subdivisions | $46,571,000 | 720 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,842,000 | 872 |
| Mortgage-backed securities | $45,892,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | $19,763,000 | 1,345 |
| Issued or guaranteed by U.S. | $19,763,000 | 1,310 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $20,180,000 | 803 |
| CMOs issued by government agencies or sponsored agencies | $20,180,000 | 775 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $5,949,000 | 902 |
| Commercial mortgage pass-through securities | $3,142,000 | 742 |
| Other commercial mortgage-backed securities | $2,807,000 | 756 |
| Held to maturity securities (book value) | $46,571,000 | 307 |
| Available-for-sale securities (fair market value) | $52,723,000 | 1,880 |
| Total debt securities | $99,294,000 | 1,257 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $103,410,000 | 1,234 |
| U.S. Government securities | $56,993,000 | 1,315 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $56,993,000 | 1,236 |
| Securities issued by states & political subdivisions | $46,417,000 | 718 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,303,000 | 735 |
| Mortgage-backed securities | $44,484,000 | 1,205 |
| Certificates of participation in pools of residential mortgages | $19,281,000 | 1,329 |
| Issued or guaranteed by U.S. | $19,281,000 | 1,294 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $22,384,000 | 756 |
| CMOs issued by government agencies or sponsored agencies | $22,384,000 | 724 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,819,000 | 1,188 |
| Commercial mortgage pass-through securities | $1,066,000 | 1,071 |
| Other commercial mortgage-backed securities | $1,753,000 | 846 |
| Held to maturity securities (book value) | $46,417,000 | 330 |
| Available-for-sale securities (fair market value) | $56,993,000 | 1,765 |
| Total debt securities | $103,410,000 | 1,211 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $106,795,000 | 1,202 |
| U.S. Government securities | $60,190,000 | 1,266 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $60,190,000 | 1,197 |
| Securities issued by states & political subdivisions | $46,605,000 | 728 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,432,000 | 890 |
| Mortgage-backed securities | $47,304,000 | 1,124 |
| Certificates of participation in pools of residential mortgages | $20,393,000 | 1,268 |
| Issued or guaranteed by U.S. | $20,393,000 | 1,252 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $24,122,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $24,122,000 | 666 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,789,000 | 1,183 |
| Commercial mortgage pass-through securities | $1,030,000 | 1,088 |
| Other commercial mortgage-backed securities | $1,759,000 | 827 |
| Held to maturity securities (book value) | $46,605,000 | 347 |
| Available-for-sale securities (fair market value) | $60,190,000 | 1,711 |
| Total debt securities | $106,797,000 | 1,182 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $104,710,000 | 1,226 |
| U.S. Government securities | $57,578,000 | 1,312 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $57,578,000 | 1,242 |
| Securities issued by states & political subdivisions | $47,132,000 | 732 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,603,000 | 897 |
| Mortgage-backed securities | $44,456,000 | 1,166 |
| Certificates of participation in pools of residential mortgages | $20,109,000 | 1,296 |
| Issued or guaranteed by U.S. | $20,109,000 | 1,281 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $24,347,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $24,347,000 | 646 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $47,132,000 | 352 |
| Available-for-sale securities (fair market value) | $57,578,000 | 1,795 |
| Total debt securities | $104,709,000 | 1,205 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $104,600,000 | 1,247 |
| U.S. Government securities | $56,618,000 | 1,344 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $56,618,000 | 1,279 |
| Securities issued by states & political subdivisions | $47,982,000 | 741 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,973,000 | 884 |
| Mortgage-backed securities | $43,153,000 | 1,184 |
| Certificates of participation in pools of residential mortgages | $18,903,000 | 1,346 |
| Issued or guaranteed by U.S. | $18,903,000 | 1,332 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $24,250,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $24,250,000 | 643 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $47,982,000 | 367 |
| Available-for-sale securities (fair market value) | $56,618,000 | 1,844 |
| Total debt securities | $104,600,000 | 1,229 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $95,989,000 | 1,340 |
| U.S. Government securities | $46,839,000 | 1,566 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $46,839,000 | 1,490 |
| Securities issued by states & political subdivisions | $49,150,000 | 717 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,674,000 | 815 |
| Mortgage-backed securities | $32,980,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $16,384,000 | 1,515 |
| Issued or guaranteed by U.S. | $16,384,000 | 1,509 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $16,596,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $16,596,000 | 802 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $49,150,000 | 375 |
| Available-for-sale securities (fair market value) | $46,839,000 | 2,121 |
| Total debt securities | $95,990,000 | 1,319 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $98,750,000 | 1,324 |
| U.S. Government securities | $33,550,000 | 2,002 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $33,550,000 | 1,897 |
| Securities issued by states & political subdivisions | $49,344,000 | 738 |
| Other domestic debt securities | $15,856,000 | 503 |
| Privately issued residential mortgage-backed securities | $15,856,000 | 149 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,610,000 | 1,054 |
| Mortgage-backed securities | $34,923,000 | 1,378 |
| Certificates of participation in pools of residential mortgages | $17,380,000 | 1,491 |
| Issued or guaranteed by U.S. | $1,524,000 | 3,353 |
| Privately issued | $15,856,000 | 67 |
| Collaterized mortgage obligations | $17,543,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $17,543,000 | 770 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $49,344,000 | 373 |
| Available-for-sale securities (fair market value) | $49,406,000 | 2,070 |
| Total debt securities | $98,749,000 | 1,302 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $101,357,000 | 1,304 |
| U.S. Government securities | $51,915,000 | 1,478 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $51,915,000 | 1,415 |
| Securities issued by states & political subdivisions | $49,442,000 | 763 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,735,000 | 883 |
| Mortgage-backed securities | $36,729,000 | 1,335 |
| Certificates of participation in pools of residential mortgages | $18,324,000 | 1,493 |
| Issued or guaranteed by U.S. | $18,324,000 | 1,490 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,405,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $18,405,000 | 737 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $49,442,000 | 386 |
| Available-for-sale securities (fair market value) | $51,915,000 | 2,026 |
| Total debt securities | $101,357,000 | 1,284 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $106,798,000 | 1,257 |
| U.S. Government securities | $54,904,000 | 1,421 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $54,904,000 | 1,361 |
| Securities issued by states & political subdivisions | $51,894,000 | 768 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,250,000 | 856 |
| Mortgage-backed securities | $39,087,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $19,581,000 | 1,443 |
| Issued or guaranteed by U.S. | $19,581,000 | 1,442 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $19,506,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $19,506,000 | 702 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $51,894,000 | 376 |
| Available-for-sale securities (fair market value) | $54,904,000 | 1,974 |
| Total debt securities | $106,798,000 | 1,240 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $109,774,000 | 1,239 |
| U.S. Government securities | $56,778,000 | 1,404 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $56,778,000 | 1,346 |
| Securities issued by states & political subdivisions | $52,996,000 | 752 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,937,000 | 839 |
| Mortgage-backed securities | $40,216,000 | 1,261 |
| Certificates of participation in pools of residential mortgages | $20,698,000 | 1,425 |
| Issued or guaranteed by U.S. | $20,698,000 | 1,422 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $19,518,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $19,518,000 | 704 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $52,996,000 | 379 |
| Available-for-sale securities (fair market value) | $56,778,000 | 1,944 |
| Total debt securities | $109,774,000 | 1,216 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $110,488,000 | 1,250 |
| U.S. Government securities | $56,003,000 | 1,447 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $56,003,000 | 1,388 |
| Securities issued by states & political subdivisions | $54,485,000 | 744 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,313,000 | 1,068 |
| Mortgage-backed securities | $39,554,000 | 1,294 |
| Certificates of participation in pools of residential mortgages | $19,041,000 | 1,546 |
| Issued or guaranteed by U.S. | $19,041,000 | 1,544 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $20,513,000 | 717 |
| CMOs issued by government agencies or sponsored agencies | $20,513,000 | 680 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $54,485,000 | 376 |
| Available-for-sale securities (fair market value) | $56,003,000 | 1,988 |
| Total debt securities | $110,488,000 | 1,230 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $113,830,000 | 1,214 |
| U.S. Government securities | $57,329,000 | 1,442 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $57,329,000 | 1,377 |
| Securities issued by states & political subdivisions | $56,501,000 | 703 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,726,000 | 1,023 |
| Mortgage-backed securities | $40,311,000 | 1,300 |
| Certificates of participation in pools of residential mortgages | $19,017,000 | 1,575 |
| Issued or guaranteed by U.S. | $19,017,000 | 1,575 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $21,294,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $21,294,000 | 679 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $56,501,000 | 377 |
| Available-for-sale securities (fair market value) | $57,329,000 | 1,992 |
| Total debt securities | $113,830,000 | 1,196 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $112,170,000 | 1,224 |
| U.S. Government securities | $58,726,000 | 1,399 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $58,726,000 | 1,332 |
| Securities issued by states & political subdivisions | $53,444,000 | 747 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,194,000 | 981 |
| Mortgage-backed securities | $41,315,000 | 1,266 |
| Certificates of participation in pools of residential mortgages | $19,848,000 | 1,537 |
| Issued or guaranteed by U.S. | $19,848,000 | 1,537 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $21,467,000 | 712 |
| CMOs issued by government agencies or sponsored agencies | $21,467,000 | 671 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $53,444,000 | 389 |
| Available-for-sale securities (fair market value) | $58,726,000 | 1,945 |
| Total debt securities | $112,169,000 | 1,204 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $108,921,000 | 1,245 |
| U.S. Government securities | $58,070,000 | 1,404 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $58,070,000 | 1,346 |
| Securities issued by states & political subdivisions | $50,851,000 | 795 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,766,000 | 946 |
| Mortgage-backed securities | $40,174,000 | 1,289 |
| Certificates of participation in pools of residential mortgages | $18,860,000 | 1,611 |
| Issued or guaranteed by U.S. | $18,860,000 | 1,611 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $21,314,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $21,314,000 | 687 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $50,851,000 | 405 |
| Available-for-sale securities (fair market value) | $58,070,000 | 1,956 |
| Total debt securities | $108,921,000 | 1,222 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $104,665,000 | 1,321 |
| U.S. Government securities | $55,140,000 | 1,495 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $55,140,000 | 1,435 |
| Securities issued by states & political subdivisions | $49,525,000 | 826 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,224,000 | 1,126 |
| Mortgage-backed securities | $38,180,000 | 1,349 |
| Certificates of participation in pools of residential mortgages | $16,437,000 | 1,767 |
| Issued or guaranteed by U.S. | $16,437,000 | 1,763 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $21,743,000 | 724 |
| CMOs issued by government agencies or sponsored agencies | $21,743,000 | 685 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $49,525,000 | 421 |
| Available-for-sale securities (fair market value) | $55,140,000 | 2,033 |
| Total debt securities | $104,665,000 | 1,298 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $99,838,000 | 1,397 |
| U.S. Government securities | $52,919,000 | 1,604 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $52,919,000 | 1,533 |
| Securities issued by states & political subdivisions | $46,919,000 | 858 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,389,000 | 1,095 |
| Mortgage-backed securities | $35,499,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $15,978,000 | 1,785 |
| Issued or guaranteed by U.S. | $15,978,000 | 1,784 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $19,521,000 | 789 |
| CMOs issued by government agencies or sponsored agencies | $19,521,000 | 746 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $46,919,000 | 446 |
| Available-for-sale securities (fair market value) | $52,919,000 | 2,118 |
| Total debt securities | $99,838,000 | 1,378 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $86,256,000 | 1,604 |
| U.S. Government securities | $43,699,000 | 1,872 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $43,699,000 | 1,786 |
| Securities issued by states & political subdivisions | $42,557,000 | 945 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,162,000 | 1,077 |
| Mortgage-backed securities | $26,881,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $10,717,000 | 2,251 |
| Issued or guaranteed by U.S. | $10,717,000 | 2,249 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,164,000 | 901 |
| CMOs issued by government agencies or sponsored agencies | $16,164,000 | 850 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $42,557,000 | 490 |
| Available-for-sale securities (fair market value) | $43,699,000 | 2,466 |
| Total debt securities | $86,254,000 | 1,584 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $85,573,000 | 1,618 |
| U.S. Government securities | $42,930,000 | 1,919 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $42,930,000 | 1,841 |
| Securities issued by states & political subdivisions | $42,643,000 | 940 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,308,000 | 1,026 |
| Mortgage-backed securities | $25,089,000 | 1,825 |
| Certificates of participation in pools of residential mortgages | $9,634,000 | 2,405 |
| Issued or guaranteed by U.S. | $9,634,000 | 2,403 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $15,455,000 | 945 |
| CMOs issued by government agencies or sponsored agencies | $15,455,000 | 891 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $42,643,000 | 485 |
| Available-for-sale securities (fair market value) | $42,930,000 | 2,520 |
| Total debt securities | $85,573,000 | 1,596 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $84,383,000 | 1,663 |
| U.S. Government securities | $42,327,000 | 2,014 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $42,327,000 | 1,938 |
| Securities issued by states & political subdivisions | $42,056,000 | 936 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,439,000 | 1,092 |
| Mortgage-backed securities | $24,409,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $8,385,000 | 2,633 |
| Issued or guaranteed by U.S. | $8,385,000 | 2,629 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,024,000 | 958 |
| CMOs issued by government agencies or sponsored agencies | $16,024,000 | 907 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $42,056,000 | 499 |
| Available-for-sale securities (fair market value) | $42,327,000 | 2,570 |
| Total debt securities | $84,382,000 | 1,640 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $84,947,000 | 1,678 |
| U.S. Government securities | $41,302,000 | 2,097 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $41,302,000 | 2,017 |
| Securities issued by states & political subdivisions | $43,645,000 | 886 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,573,000 | 1,081 |
| Mortgage-backed securities | $24,156,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $7,270,000 | 2,848 |
| Issued or guaranteed by U.S. | $7,270,000 | 2,847 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $16,886,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $16,886,000 | 904 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $43,645,000 | 483 |
| Available-for-sale securities (fair market value) | $41,302,000 | 2,637 |
| Total debt securities | $84,947,000 | 1,655 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $84,972,000 | 1,682 |
| U.S. Government securities | $40,766,000 | 2,157 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $40,766,000 | 2,068 |
| Securities issued by states & political subdivisions | $44,206,000 | 878 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,238,000 | 1,062 |
| Mortgage-backed securities | $24,030,000 | 2,010 |
| Certificates of participation in pools of residential mortgages | $7,469,000 | 2,868 |
| Issued or guaranteed by U.S. | $7,469,000 | 2,867 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $16,561,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $16,561,000 | 933 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $44,206,000 | 480 |
| Available-for-sale securities (fair market value) | $40,766,000 | 2,699 |
| Total debt securities | $84,972,000 | 1,662 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $83,948,000 | 1,742 |
| U.S. Government securities | $39,680,000 | 2,246 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $39,680,000 | 2,164 |
| Securities issued by states & political subdivisions | $44,268,000 | 866 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,960,000 | 1,046 |
| Mortgage-backed securities | $23,322,000 | 2,113 |
| Certificates of participation in pools of residential mortgages | $7,637,000 | 2,929 |
| Issued or guaranteed by U.S. | $7,637,000 | 2,927 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $15,685,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $15,685,000 | 982 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $44,268,000 | 479 |
| Available-for-sale securities (fair market value) | $39,680,000 | 2,807 |
| Total debt securities | $83,948,000 | 1,721 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $86,844,000 | 1,691 |
| U.S. Government securities | $41,844,000 | 2,179 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $41,844,000 | 2,105 |
| Securities issued by states & political subdivisions | $45,000,000 | 848 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,356,000 | 1,808 |
| Mortgage-backed securities | $25,891,000 | 2,007 |
| Certificates of participation in pools of residential mortgages | $10,375,000 | 2,586 |
| Issued or guaranteed by U.S. | $10,375,000 | 2,586 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $15,516,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $15,516,000 | 1,011 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $45,000,000 | 463 |
| Available-for-sale securities (fair market value) | $41,844,000 | 2,745 |
| Total debt securities | $86,844,000 | 1,672 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $87,842,000 | 1,688 |
| U.S. Government securities | $42,537,000 | 2,177 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $42,537,000 | 2,106 |
| Securities issued by states & political subdivisions | $45,305,000 | 835 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,899,000 | 1,707 |
| Mortgage-backed securities | $29,181,000 | 1,901 |
| Certificates of participation in pools of residential mortgages | $13,724,000 | 2,258 |
| Issued or guaranteed by U.S. | $13,724,000 | 2,257 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $15,457,000 | 1,069 |
| CMOs issued by government agencies or sponsored agencies | $15,457,000 | 1,019 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $45,305,000 | 450 |
| Available-for-sale securities (fair market value) | $42,537,000 | 2,741 |
| Total debt securities | $87,842,000 | 1,666 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $88,039,000 | 1,674 |
| U.S. Government securities | $43,627,000 | 2,109 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,627,000 | 2,048 |
| Securities issued by states & political subdivisions | $44,412,000 | 852 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,487,000 | 1,629 |
| Mortgage-backed securities | $30,658,000 | 1,836 |
| Certificates of participation in pools of residential mortgages | $15,614,000 | 2,105 |
| Issued or guaranteed by U.S. | $15,614,000 | 2,103 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $15,044,000 | 1,091 |
| CMOs issued by government agencies or sponsored agencies | $15,044,000 | 1,034 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $44,412,000 | 445 |
| Available-for-sale securities (fair market value) | $43,627,000 | 2,690 |
| Total debt securities | $88,039,000 | 1,651 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $91,570,000 | 1,631 |
| U.S. Government securities | $47,594,000 | 1,964 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $47,594,000 | 1,899 |
| Securities issued by states & political subdivisions | $43,976,000 | 868 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,165,000 | 1,534 |
| Mortgage-backed securities | $34,307,000 | 1,690 |
| Certificates of participation in pools of residential mortgages | $18,606,000 | 1,871 |
| Issued or guaranteed by U.S. | $18,606,000 | 1,868 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $15,701,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $15,701,000 | 1,029 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $43,976,000 | 431 |
| Available-for-sale securities (fair market value) | $47,594,000 | 2,558 |
| Total debt securities | $91,570,000 | 1,606 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $92,648,000 | 1,607 |
| U.S. Government securities | $50,539,000 | 1,847 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $50,539,000 | 1,799 |
| Securities issued by states & political subdivisions | $42,109,000 | 894 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,830,000 | 1,499 |
| Mortgage-backed securities | $36,664,000 | 1,610 |
| Certificates of participation in pools of residential mortgages | $20,196,000 | 1,770 |
| Issued or guaranteed by U.S. | $20,196,000 | 1,768 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,468,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $16,468,000 | 1,000 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $42,109,000 | 415 |
| Available-for-sale securities (fair market value) | $50,539,000 | 2,418 |
| Total debt securities | $92,648,000 | 1,586 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $94,258,000 | 1,617 |
| U.S. Government securities | $53,253,000 | 1,799 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $53,253,000 | 1,750 |
| Securities issued by states & political subdivisions | $41,005,000 | 908 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,055,000 | 1,608 |
| Mortgage-backed securities | $37,811,000 | 1,604 |
| Certificates of participation in pools of residential mortgages | $21,224,000 | 1,750 |
| Issued or guaranteed by U.S. | $21,224,000 | 1,749 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,587,000 | 1,115 |
| CMOs issued by government agencies or sponsored agencies | $16,587,000 | 1,049 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $41,005,000 | 407 |
| Available-for-sale securities (fair market value) | $53,253,000 | 2,373 |
| Total debt securities | $94,258,000 | 1,599 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $96,907,000 | 1,525 |
| U.S. Government securities | $57,393,000 | 1,675 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $57,393,000 | 1,616 |
| Securities issued by states & political subdivisions | $39,514,000 | 924 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,631,000 | 1,683 |
| Mortgage-backed securities | $41,764,000 | 1,486 |
| Certificates of participation in pools of residential mortgages | $25,321,000 | 1,507 |
| Issued or guaranteed by U.S. | $25,321,000 | 1,505 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $16,443,000 | 1,140 |
| CMOs issued by government agencies or sponsored agencies | $16,443,000 | 1,068 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $39,514,000 | 409 |
| Available-for-sale securities (fair market value) | $57,393,000 | 2,181 |
| Total debt securities | $96,907,000 | 1,505 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $94,747,000 | 1,569 |
| U.S. Government securities | $59,648,000 | 1,652 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $59,648,000 | 1,603 |
| Securities issued by states & political subdivisions | $35,099,000 | 1,016 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,775,000 | 1,573 |
| Mortgage-backed securities | $47,000,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $29,296,000 | 1,409 |
| Issued or guaranteed by U.S. | $29,296,000 | 1,407 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $17,704,000 | 1,150 |
| CMOs issued by government agencies or sponsored agencies | $17,704,000 | 1,072 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $35,099,000 | 453 |
| Available-for-sale securities (fair market value) | $59,648,000 | 2,125 |
| Total debt securities | $94,747,000 | 1,546 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $87,133,000 | 1,687 |
| U.S. Government securities | $51,554,000 | 1,865 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $51,554,000 | 1,821 |
| Securities issued by states & political subdivisions | $33,025,000 | 1,047 |
| Other domestic debt securities | $2,554,000 | 1,471 |
| Privately issued residential mortgage-backed securities | $2,554,000 | 477 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,324,000 | 1,868 |
| Mortgage-backed securities | $42,469,000 | 1,556 |
| Certificates of participation in pools of residential mortgages | $27,898,000 | 1,498 |
| Issued or guaranteed by U.S. | $27,898,000 | 1,496 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,571,000 | 1,302 |
| CMOs issued by government agencies or sponsored agencies | $12,017,000 | 1,361 |
| Privately issued | $2,554,000 | 459 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $33,025,000 | 471 |
| Available-for-sale securities (fair market value) | $54,108,000 | 2,307 |
| Total debt securities | $87,133,000 | 1,669 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $68,193,000 | 2,078 |
| U.S. Government securities | $35,033,000 | 2,591 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $35,033,000 | 2,540 |
| Securities issued by states & political subdivisions | $33,160,000 | 993 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,496,000 | 1,744 |
| Mortgage-backed securities | $27,431,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $20,205,000 | 1,874 |
| Issued or guaranteed by U.S. | $20,205,000 | 1,872 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,226,000 | 1,866 |
| CMOs issued by government agencies or sponsored agencies | $7,226,000 | 1,766 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $33,160,000 | 481 |
| Available-for-sale securities (fair market value) | $35,033,000 | 3,180 |
| Total debt securities | $68,193,000 | 2,064 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $61,074,000 | 2,228 |
| U.S. Government securities | $27,914,000 | 2,957 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $27,914,000 | 2,891 |
| Securities issued by states & political subdivisions | $33,160,000 | 974 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,995,000 | 1,606 |
| Mortgage-backed securities | $22,832,000 | 2,270 |
| Certificates of participation in pools of residential mortgages | $18,542,000 | 1,886 |
| Issued or guaranteed by U.S. | $18,542,000 | 1,885 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,290,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $4,290,000 | 2,057 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $33,160,000 | 482 |
| Available-for-sale securities (fair market value) | $27,914,000 | 3,546 |
| Total debt securities | $61,074,000 | 2,208 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $62,033,000 | 2,123 |
| U.S. Government securities | $27,380,000 | 2,921 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $27,380,000 | 2,839 |
| Securities issued by states & political subdivisions | $34,503,000 | 881 |
| Other domestic debt securities | $150,000 | 2,672 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $150,000 | 1,987 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,234,000 | 1,486 |
| Mortgage-backed securities | $21,278,000 | 2,322 |
| Certificates of participation in pools of residential mortgages | $19,288,000 | 1,772 |
| Issued or guaranteed by U.S. | $19,288,000 | 1,768 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,990,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $1,990,000 | 2,543 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $34,503,000 | 454 |
| Available-for-sale securities (fair market value) | $27,530,000 | 3,498 |
| Total debt securities | $62,033,000 | 2,100 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $64,716,000 | 2,043 |
| U.S. Government securities | $29,933,000 | 2,812 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $29,933,000 | 2,731 |
| Securities issued by states & political subdivisions | $34,533,000 | 825 |
| Other domestic debt securities | $250,000 | 2,509 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $250,000 | 1,837 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,087,000 | 1,547 |
| Mortgage-backed securities | $22,364,000 | 2,204 |
| Certificates of participation in pools of residential mortgages | $20,354,000 | 1,640 |
| Issued or guaranteed by U.S. | $20,354,000 | 1,637 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,010,000 | 2,717 |
| CMOs issued by government agencies or sponsored agencies | $2,010,000 | 2,492 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $34,533,000 | 453 |
| Available-for-sale securities (fair market value) | $30,183,000 | 3,324 |
| Total debt securities | $64,716,000 | 2,022 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $63,091,000 | 2,100 |
| U.S. Government securities | $31,244,000 | 2,694 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $31,244,000 | 2,613 |
| Securities issued by states & political subdivisions | $31,597,000 | 894 |
| Other domestic debt securities | $250,000 | 2,562 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $250,000 | 1,878 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,056,000 | 1,477 |
| Mortgage-backed securities | $23,263,000 | 2,103 |
| Certificates of participation in pools of residential mortgages | $21,269,000 | 1,557 |
| Issued or guaranteed by U.S. | $21,269,000 | 1,553 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,994,000 | 2,663 |
| CMOs issued by government agencies or sponsored agencies | $1,994,000 | 2,425 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $31,597,000 | 491 |
| Available-for-sale securities (fair market value) | $31,494,000 | 3,224 |
| Total debt securities | $63,091,000 | 2,083 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $1,001,000 | 2,529 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $63,439,000 | 1,990 |
| U.S. Government securities | $32,318,000 | 2,499 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $32,318,000 | 2,421 |
| Securities issued by states & political subdivisions | $30,871,000 | 896 |
| Other domestic debt securities | $250,000 | 2,713 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $250,000 | 1,892 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,203,000 | 1,438 |
| Mortgage-backed securities | $25,316,000 | 1,947 |
| Certificates of participation in pools of residential mortgages | $23,266,000 | 1,406 |
| Issued or guaranteed by U.S. | $23,266,000 | 1,398 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,050,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $2,050,000 | 2,357 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $30,871,000 | 494 |
| Available-for-sale securities (fair market value) | $32,568,000 | 3,033 |
| Total debt securities | $63,438,000 | 1,973 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $1,000,000 | 2,405 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $59,285,000 | 2,075 |
| U.S. Government securities | $30,787,000 | 2,585 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $30,787,000 | 2,497 |
| Securities issued by states & political subdivisions | $28,248,000 | 956 |
| Other domestic debt securities | $250,000 | 2,799 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $250,000 | 1,919 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,410,000 | 1,362 |
| Mortgage-backed securities | $24,699,000 | 1,951 |
| Certificates of participation in pools of residential mortgages | $22,654,000 | 1,393 |
| Issued or guaranteed by U.S. | $22,654,000 | 1,389 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,045,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $2,045,000 | 2,338 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $28,248,000 | 538 |
| Available-for-sale securities (fair market value) | $31,037,000 | 3,098 |
| Total debt securities | $59,285,000 | 2,049 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $56,341,000 | 2,151 |
| U.S. Government securities | $29,445,000 | 2,719 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $29,445,000 | 2,633 |
| Securities issued by states & political subdivisions | $26,646,000 | 953 |
| Other domestic debt securities | $250,000 | 2,788 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $250,000 | 1,870 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,397,000 | 1,512 |
| Mortgage-backed securities | $24,910,000 | 1,913 |
| Certificates of participation in pools of residential mortgages | $23,834,000 | 1,341 |
| Issued or guaranteed by U.S. | $23,834,000 | 1,335 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,076,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $1,076,000 | 2,560 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $26,646,000 | 578 |
| Available-for-sale securities (fair market value) | $29,695,000 | 3,186 |
| Total debt securities | $56,341,000 | 2,130 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $50,710,000 | 2,370 |
| U.S. Government securities | $25,103,000 | 3,072 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $25,103,000 | 2,995 |
| Securities issued by states & political subdivisions | $25,357,000 | 977 |
| Other domestic debt securities | $250,000 | 2,848 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $250,000 | 1,894 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,322,000 | 1,385 |
| Mortgage-backed securities | $25,103,000 | 1,947 |
| Certificates of participation in pools of residential mortgages | $24,034,000 | 1,420 |
| Issued or guaranteed by U.S. | $24,034,000 | 1,416 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,069,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $1,069,000 | 2,529 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $25,357,000 | 597 |
| Available-for-sale securities (fair market value) | $25,353,000 | 3,544 |
| Total debt securities | $50,710,000 | 2,345 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $52,951,000 | 2,263 |
| U.S. Government securities | $26,655,000 | 2,904 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $26,655,000 | 2,839 |
| Securities issued by states & political subdivisions | $26,046,000 | 937 |
| Other domestic debt securities | $250,000 | 2,915 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $250,000 | 1,941 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,481,000 | 1,377 |
| Mortgage-backed securities | $26,655,000 | 1,897 |
| Certificates of participation in pools of residential mortgages | $25,590,000 | 1,390 |
| Issued or guaranteed by U.S. | $25,590,000 | 1,382 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,065,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $1,065,000 | 2,509 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $26,046,000 | 599 |
| Available-for-sale securities (fair market value) | $26,905,000 | 3,358 |
| Total debt securities | $52,951,000 | 2,239 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $54,447,000 | 2,220 |
| U.S. Government securities | $29,445,000 | 2,720 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $29,445,000 | 2,654 |
| Securities issued by states & political subdivisions | $24,752,000 | 985 |
| Other domestic debt securities | $250,000 | 3,014 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $250,000 | 2,038 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,872,000 | 1,357 |
| Mortgage-backed securities | $29,445,000 | 1,798 |
| Certificates of participation in pools of residential mortgages | $28,382,000 | 1,330 |
| Issued or guaranteed by U.S. | $28,382,000 | 1,321 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,063,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $1,063,000 | 2,479 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $24,752,000 | 639 |
| Available-for-sale securities (fair market value) | $29,695,000 | 3,170 |
| Total debt securities | $54,447,000 | 2,192 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $47,501,000 | 2,425 |
| U.S. Government securities | $27,157,000 | 2,817 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $27,157,000 | 2,755 |
| Securities issued by states & political subdivisions | $20,094,000 | 1,195 |
| Other domestic debt securities | $250,000 | 3,082 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $250,000 | 2,108 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,804,000 | 1,275 |
| Mortgage-backed securities | $26,153,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $25,117,000 | 1,485 |
| Issued or guaranteed by U.S. | $25,117,000 | 1,477 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,036,000 | 2,849 |
| CMOs issued by government agencies or sponsored agencies | $1,036,000 | 2,483 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $20,094,000 | 746 |
| Available-for-sale securities (fair market value) | $27,407,000 | 3,289 |
| Total debt securities | $47,501,000 | 2,393 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $52,919,000 | 2,215 |
| U.S. Government securities | $30,805,000 | 2,617 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $30,805,000 | 2,559 |
| Securities issued by states & political subdivisions | $21,864,000 | 1,034 |
| Other domestic debt securities | $250,000 | 3,006 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,218 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,209,000 | 1,287 |
| Mortgage-backed securities | $29,792,000 | 1,823 |
| Certificates of participation in pools of residential mortgages | $28,742,000 | 1,373 |
| Issued or guaranteed by U.S. | $28,742,000 | 1,360 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,050,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $1,050,000 | 2,510 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,864,000 | 705 |
| Available-for-sale securities (fair market value) | $31,055,000 | 3,014 |
| Total debt securities | $52,919,000 | 2,190 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $56,255,000 | 2,090 |
| U.S. Government securities | $32,587,000 | 2,496 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $32,587,000 | 2,441 |
| Securities issued by states & political subdivisions | $23,418,000 | 931 |
| Other domestic debt securities | $250,000 | 2,935 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,150 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,961,000 | 1,488 |
| Mortgage-backed securities | $31,564,000 | 1,706 |
| Certificates of participation in pools of residential mortgages | $30,547,000 | 1,260 |
| Issued or guaranteed by U.S. | $30,547,000 | 1,250 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,017,000 | 2,851 |
| CMOs issued by government agencies or sponsored agencies | $1,017,000 | 2,511 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,418,000 | 671 |
| Available-for-sale securities (fair market value) | $32,837,000 | 2,883 |
| Total debt securities | $56,255,000 | 2,064 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $55,601,000 | 2,060 |
| U.S. Government securities | $32,488,000 | 2,420 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $32,488,000 | 2,373 |
| Securities issued by states & political subdivisions | $22,863,000 | 938 |
| Other domestic debt securities | $250,000 | 2,882 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,110 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,733,000 | 1,506 |
| Mortgage-backed securities | $31,472,000 | 1,626 |
| Certificates of participation in pools of residential mortgages | $30,476,000 | 1,211 |
| Issued or guaranteed by U.S. | $30,476,000 | 1,199 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $996,000 | 2,772 |
| CMOs issued by government agencies or sponsored agencies | $996,000 | 2,436 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,863,000 | 675 |
| Available-for-sale securities (fair market value) | $32,738,000 | 2,830 |
| Total debt securities | $55,601,000 | 2,032 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $45,395,000 | 2,510 |
| U.S. Government securities | $22,528,000 | 3,258 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $22,528,000 | 3,197 |
| Securities issued by states & political subdivisions | $22,867,000 | 958 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,924,000 | 1,590 |
| Mortgage-backed securities | $21,508,000 | 2,142 |
| Certificates of participation in pools of residential mortgages | $20,524,000 | 1,647 |
| Issued or guaranteed by U.S. | $20,524,000 | 1,638 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $984,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 2,447 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,867,000 | 671 |
| Available-for-sale securities (fair market value) | $22,528,000 | 3,678 |
| Total debt securities | $45,394,000 | 2,456 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $46,282,000 | 2,457 |
| U.S. Government securities | $21,032,000 | 3,397 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $21,032,000 | 3,339 |
| Securities issued by states & political subdivisions | $25,250,000 | 845 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,604,000 | 1,459 |
| Mortgage-backed securities | $19,986,000 | 2,174 |
| Certificates of participation in pools of residential mortgages | $19,986,000 | 1,630 |
| Issued or guaranteed by U.S. | $19,986,000 | 1,620 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,250,000 | 616 |
| Available-for-sale securities (fair market value) | $21,032,000 | 3,853 |
| Total debt securities | $46,282,000 | 2,406 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $37,716,000 | 2,916 |
| U.S. Government securities | $14,252,000 | 4,432 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,252,000 | 4,341 |
| Securities issued by states & political subdivisions | $23,464,000 | 899 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,672,000 | 1,768 |
| Mortgage-backed securities | $7,438,000 | 3,311 |
| Certificates of participation in pools of residential mortgages | $7,438,000 | 2,677 |
| Issued or guaranteed by U.S. | $7,438,000 | 2,664 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,464,000 | 679 |
| Available-for-sale securities (fair market value) | $14,252,000 | 4,726 |
| Total debt securities | $37,716,000 | 2,865 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $45,779,000 | 2,477 |
| U.S. Government securities | $22,310,000 | 3,356 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $22,310,000 | 3,289 |
| Securities issued by states & political subdivisions | $23,469,000 | 870 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,228,000 | 1,476 |
| Mortgage-backed securities | $7,513,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $7,513,000 | 2,503 |
| Issued or guaranteed by U.S. | $7,513,000 | 2,491 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,469,000 | 703 |
| Available-for-sale securities (fair market value) | $22,310,000 | 3,707 |
| Total debt securities | $45,779,000 | 2,432 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $37,415,000 | 2,911 |
| U.S. Government securities | $16,507,000 | 4,151 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $16,507,000 | 4,053 |
| Securities issued by states & political subdivisions | $20,908,000 | 989 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,319,000 | 1,863 |
| Mortgage-backed securities | $3,822,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $3,822,000 | 3,391 |
| Issued or guaranteed by U.S. | $3,822,000 | 3,378 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,908,000 | 763 |
| Available-for-sale securities (fair market value) | $16,507,000 | 4,393 |
| Total debt securities | $37,415,000 | 2,868 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $28,977,000 | 3,531 |
| U.S. Government securities | $10,725,000 | 5,259 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,725,000 | 5,141 |
| Securities issued by states & political subdivisions | $18,252,000 | 1,138 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,974,000 | 1,828 |
| Mortgage-backed securities | $1,986,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $1,986,000 | 4,182 |
| Issued or guaranteed by U.S. | $1,986,000 | 4,164 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,252,000 | 873 |
| Available-for-sale securities (fair market value) | $10,725,000 | 5,349 |
| Total debt securities | $28,977,000 | 3,495 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $23,027,000 | 4,149 |
| U.S. Government securities | $6,962,000 | 6,230 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,962,000 | 6,104 |
| Securities issued by states & political subdivisions | $16,065,000 | 1,294 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,113,000 | 2,035 |
| Mortgage-backed securities | $995,000 | 5,290 |
| Certificates of participation in pools of residential mortgages | $995,000 | 4,811 |
| Issued or guaranteed by U.S. | $995,000 | 4,794 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,065,000 | 984 |
| Available-for-sale securities (fair market value) | $6,962,000 | 6,131 |
| Total debt securities | $23,027,000 | 4,095 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $24,790,000 | 3,999 |
| U.S. Government securities | $9,001,000 | 5,746 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,001,000 | 5,627 |
| Securities issued by states & political subdivisions | $15,789,000 | 1,287 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,923,000 | 2,120 |
| Mortgage-backed securities | $56,000 | 6,348 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,031 |
| Issued or guaranteed by U.S. | $56,000 | 6,000 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,789,000 | 1,032 |
| Available-for-sale securities (fair market value) | $9,001,000 | 5,736 |
| Total debt securities | $24,790,000 | 3,938 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $26,892,000 | 3,763 |
| U.S. Government securities | $11,936,000 | 5,125 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,936,000 | 4,993 |
| Securities issued by states & political subdivisions | $14,956,000 | 1,338 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,891,000 | 2,174 |
| Mortgage-backed securities | $60,000 | 6,382 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,058 |
| Issued or guaranteed by U.S. | $60,000 | 6,030 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,956,000 | 1,076 |
| Available-for-sale securities (fair market value) | $11,936,000 | 5,208 |
| Total debt securities | $26,892,000 | 3,711 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $27,033,000 | 3,818 |
| U.S. Government securities | $8,939,000 | 5,856 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,939,000 | 5,712 |
| Securities issued by states & political subdivisions | $18,094,000 | 1,093 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,738,000 | 2,177 |
| Mortgage-backed securities | $64,000 | 6,406 |
| Certificates of participation in pools of residential mortgages | $64,000 | 6,072 |
| Issued or guaranteed by U.S. | $64,000 | 6,048 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,094,000 | 972 |
| Available-for-sale securities (fair market value) | $8,939,000 | 5,815 |
| Total debt securities | $27,033,000 | 3,762 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $25,852,000 | 3,972 |
| U.S. Government securities | $6,943,000 | 6,363 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,943,000 | 6,227 |
| Securities issued by states & political subdivisions | $18,909,000 | 1,042 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,376,000 | 1,948 |
| Mortgage-backed securities | $69,000 | 6,462 |
| Certificates of participation in pools of residential mortgages | $69,000 | 6,112 |
| Issued or guaranteed by U.S. | $69,000 | 6,088 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,909,000 | 973 |
| Available-for-sale securities (fair market value) | $6,943,000 | 6,264 |
| Total debt securities | $25,852,000 | 3,900 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $29,860,000 | 3,561 |
| U.S. Government securities | $10,937,000 | 5,333 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,937,000 | 5,188 |
| Securities issued by states & political subdivisions | $18,923,000 | 1,048 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,381,000 | 1,647 |
| Mortgage-backed securities | $77,000 | 6,479 |
| Certificates of participation in pools of residential mortgages | $77,000 | 6,133 |
| Issued or guaranteed by U.S. | $77,000 | 6,114 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,923,000 | 959 |
| Available-for-sale securities (fair market value) | $10,937,000 | 5,426 |
| Total debt securities | $29,860,000 | 3,504 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $23,938,000 | 4,147 |
| U.S. Government securities | $5,001,000 | 6,997 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,001,000 | 6,847 |
| Securities issued by states & political subdivisions | $18,937,000 | 1,038 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,884,000 | 2,193 |
| Mortgage-backed securities | $83,000 | 6,503 |
| Certificates of participation in pools of residential mortgages | $83,000 | 6,165 |
| Issued or guaranteed by U.S. | $83,000 | 6,144 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,937,000 | 952 |
| Available-for-sale securities (fair market value) | $5,001,000 | 6,739 |
| Total debt securities | $23,938,000 | 4,094 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $24,218,000 | 4,198 |
| U.S. Government securities | $4,972,000 | 7,074 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,972,000 | 6,922 |
| Securities issued by states & political subdivisions | $19,246,000 | 996 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,212,000 | 2,066 |
| Mortgage-backed securities | $91,000 | 6,565 |
| Certificates of participation in pools of residential mortgages | $91,000 | 6,227 |
| Issued or guaranteed by U.S. | $91,000 | 6,206 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,246,000 | 970 |
| Available-for-sale securities (fair market value) | $4,972,000 | 6,810 |
| Total debt securities | $24,218,000 | 4,143 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $25,692,000 | 4,039 |
| U.S. Government securities | $5,041,000 | 7,081 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,041,000 | 6,923 |
| Securities issued by states & political subdivisions | $20,651,000 | 915 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,162,000 | 1,972 |
| Mortgage-backed securities | $100,000 | 6,593 |
| Certificates of participation in pools of residential mortgages | $100,000 | 6,245 |
| Issued or guaranteed by U.S. | $100,000 | 6,228 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,651,000 | 923 |
| Available-for-sale securities (fair market value) | $5,041,000 | 6,825 |
| Total debt securities | $25,692,000 | 3,976 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $25,756,000 | 4,015 |
| U.S. Government securities | $5,090,000 | 7,097 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,090,000 | 6,942 |
| Securities issued by states & political subdivisions | $20,666,000 | 918 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,072,000 | 2,030 |
| Mortgage-backed securities | $107,000 | 6,620 |
| Certificates of participation in pools of residential mortgages | $107,000 | 6,254 |
| Issued or guaranteed by U.S. | $107,000 | 6,239 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,666,000 | 926 |
| Available-for-sale securities (fair market value) | $5,090,000 | 6,839 |
| Total debt securities | $25,756,000 | 3,948 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $26,918,000 | 3,964 |
| U.S. Government securities | $5,377,000 | 7,085 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,377,000 | 6,921 |
| Securities issued by states & political subdivisions | $21,541,000 | 869 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,664,000 | 1,974 |
| Mortgage-backed securities | $119,000 | 6,667 |
| Certificates of participation in pools of residential mortgages | $119,000 | 6,294 |
| Issued or guaranteed by U.S. | $119,000 | 6,277 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,541,000 | 909 |
| Available-for-sale securities (fair market value) | $5,377,000 | 6,847 |
| Total debt securities | $26,918,000 | 3,895 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $28,363,000 | 3,821 |
| U.S. Government securities | $5,499,000 | 7,019 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,499,000 | 6,849 |
| Securities issued by states & political subdivisions | $22,864,000 | 826 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,987,000 | 2,084 |
| Mortgage-backed securities | $137,000 | 6,647 |
| Certificates of participation in pools of residential mortgages | $137,000 | 6,260 |
| Issued or guaranteed by U.S. | $137,000 | 6,239 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,864,000 | 855 |
| Available-for-sale securities (fair market value) | $5,499,000 | 6,816 |
| Total debt securities | $28,363,000 | 3,739 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $35,293,000 | 3,298 |
| U.S. Government securities | $12,013,000 | 5,304 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,013,000 | 5,143 |
| Securities issued by states & political subdivisions | $23,280,000 | 809 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,064,000 | 2,208 |
| Mortgage-backed securities | $156,000 | 6,650 |
| Certificates of participation in pools of residential mortgages | $156,000 | 6,270 |
| Issued or guaranteed by U.S. | $156,000 | 6,245 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,280,000 | 842 |
| Available-for-sale securities (fair market value) | $12,013,000 | 5,479 |
| Total debt securities | $35,293,000 | 3,235 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,002,000 | 1,700 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $36,334,000 | 3,152 |
| U.S. Government securities | $14,568,000 | 4,618 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $14,568,000 | 4,462 |
| Securities issued by states & political subdivisions | $21,766,000 | 891 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,858,000 | 1,977 |
| Mortgage-backed securities | $186,000 | 6,660 |
| Certificates of participation in pools of residential mortgages | $186,000 | 6,268 |
| Issued or guaranteed by U.S. | $186,000 | 6,239 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,766,000 | 876 |
| Available-for-sale securities (fair market value) | $14,568,000 | 4,916 |
| Total debt securities | $36,334,000 | 3,084 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $29,369,000 | 3,611 |
| U.S. Government securities | $8,616,000 | 5,931 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,616,000 | 5,745 |
| Securities issued by states & political subdivisions | $20,753,000 | 910 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,914,000 | 1,928 |
| Mortgage-backed securities | $215,000 | 6,661 |
| Certificates of participation in pools of residential mortgages | $215,000 | 6,236 |
| Issued or guaranteed by U.S. | $215,000 | 6,215 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,753,000 | 881 |
| Available-for-sale securities (fair market value) | $8,616,000 | 6,039 |
| Total debt securities | $29,369,000 | 3,535 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $31,038,000 | 3,439 |
| U.S. Government securities | $9,186,000 | 5,787 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,186,000 | 5,611 |
| Securities issued by states & political subdivisions | $21,852,000 | 812 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,276,000 | 1,839 |
| Mortgage-backed securities | $242,000 | 6,650 |
| Certificates of participation in pools of residential mortgages | $242,000 | 6,197 |
| Issued or guaranteed by U.S. | $242,000 | 6,178 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,852,000 | 858 |
| Available-for-sale securities (fair market value) | $9,186,000 | 5,902 |
| Total debt securities | $31,038,000 | 3,361 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $32,416,000 | 3,320 |
| U.S. Government securities | $11,776,000 | 5,161 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,776,000 | 4,983 |
| Securities issued by states & political subdivisions | $20,640,000 | 847 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,714,000 | 1,869 |
| Mortgage-backed securities | $278,000 | 6,610 |
| Certificates of participation in pools of residential mortgages | $278,000 | 6,115 |
| Issued or guaranteed by U.S. | $278,000 | 6,097 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,640,000 | 905 |
| Available-for-sale securities (fair market value) | $11,776,000 | 5,321 |
| Total debt securities | $32,416,000 | 3,238 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $35,007,000 | 2,971 |
| U.S. Government securities | $16,498,000 | 4,093 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,498,000 | 3,893 |
| Securities issued by states & political subdivisions | $18,509,000 | 904 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,375,000 | 1,513 |
| Mortgage-backed securities | $462,000 | 6,403 |
| Certificates of participation in pools of residential mortgages | $462,000 | 5,772 |
| Issued or guaranteed by U.S. | $462,000 | 5,749 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,509,000 | 973 |
| Available-for-sale securities (fair market value) | $16,498,000 | 4,358 |
| Total debt securities | $35,007,000 | 2,905 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $24,451,000 | 4,003 |
| U.S. Government securities | $10,952,000 | 5,561 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,952,000 | 5,240 |
| Securities issued by states & political subdivisions | $13,189,000 | 1,269 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $310,000 | 4,901 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,743,000 | 1,860 |
| Mortgage-backed securities | $753,000 | 5,795 |
| Certificates of participation in pools of residential mortgages | $753,000 | 5,074 |
| Issued or guaranteed by U.S. | $753,000 | 5,060 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,189,000 | 1,583 |
| Available-for-sale securities (fair market value) | $11,262,000 | 5,409 |
| Total debt securities | $24,141,000 | 3,933 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $25,545,000 | 4,069 |
| U.S. Government securities | $11,248,000 | 5,721 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $11,248,000 | 5,208 |
| Securities issued by states & political subdivisions | $13,987,000 | 1,204 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $310,000 | 4,784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,360,000 | 1,979 |
| Mortgage-backed securities | $980,000 | 5,863 |
| Certificates of participation in pools of residential mortgages | $980,000 | 5,050 |
| Issued or guaranteed by U.S. | $980,000 | 5,039 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,987,000 | 1,682 |
| Available-for-sale securities (fair market value) | $11,558,000 | 5,454 |
| Total debt securities | $25,235,000 | 3,996 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $31,216,000 | 3,509 |
| U.S. Government securities | $18,580,000 | 4,128 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $18,580,000 | 3,526 |
| Securities issued by states & political subdivisions | $12,636,000 | 1,319 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,160,000 | 1,927 |
| Mortgage-backed securities | $1,415,000 | 5,736 |
| Certificates of participation in pools of residential mortgages | $1,415,000 | 4,848 |
| Issued or guaranteed by U.S. | $1,415,000 | 4,830 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,636,000 | 1,987 |
| Available-for-sale securities (fair market value) | $18,580,000 | 4,021 |
| Total debt securities | $31,216,000 | 3,406 |
| Structured notes | ||
| Amortized cost | $173,000 | 1,518 |
| Fair value | $173,000 | 1,513 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $32,928,000 | 3,354 |
| U.S. Government securities | $21,362,000 | 3,882 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $21,362,000 | 3,049 |
| Securities issued by states & political subdivisions | $11,566,000 | 1,238 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,542,000 | 1,249 |
| Mortgage-backed securities | $2,708,000 | 4,959 |
| Certificates of participation in pools of residential mortgages | $2,708,000 | 3,929 |
| Issued or guaranteed by U.S. | $2,708,000 | 3,913 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,566,000 | 2,535 |
| Available-for-sale securities (fair market value) | $21,362,000 | 3,431 |
| Total debt securities | $32,928,000 | 3,278 |
| Structured notes | ||
| Amortized cost | $424,000 | 2,236 |
| Fair value | $423,000 | 2,230 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $30,766,000 | 3,843 |
| U.S. Government securities | $19,552,000 | 4,522 |
| U.S. Treasury securities | $1,002,000 | 7,210 |
| U.S. Government agency obligations | $18,550,000 | 3,558 |
| Securities issued by states & political subdivisions | $11,214,000 | 1,294 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,021,000 | 1,687 |
| Mortgage-backed securities | $3,937,000 | 4,722 |
| Certificates of participation in pools of residential mortgages | $3,697,000 | 3,727 |
| Issued or guaranteed by U.S. | $3,697,000 | 3,705 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $240,000 | 4,933 |
| CMOs issued by government agencies or sponsored agencies | $240,000 | 4,748 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,454,000 | 2,890 |
| Available-for-sale securities (fair market value) | $19,312,000 | 3,929 |
| Total debt securities | $30,766,000 | 3,757 |
| Structured notes | ||
| Amortized cost | $629,000 | 2,327 |
| Fair value | $624,000 | 2,328 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $38,529,000 | 3,275 |
| U.S. Government securities | $30,198,000 | 3,310 |
| U.S. Treasury securities | $4,170,000 | 5,069 |
| U.S. Government agency obligations | $26,028,000 | 2,669 |
| Securities issued by states & political subdivisions | $8,331,000 | 1,768 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,444,000 | 1,172 |
| Mortgage-backed securities | $5,200,000 | 4,410 |
| Certificates of participation in pools of residential mortgages | $4,007,000 | 3,694 |
| Issued or guaranteed by U.S. | $4,007,000 | 3,663 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,193,000 | 4,035 |
| CMOs issued by government agencies or sponsored agencies | $1,193,000 | 3,887 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,524,000 | 3,520 |
| Available-for-sale securities (fair market value) | $29,005,000 | 2,905 |
| Total debt securities | $38,529,000 | 3,189 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $1,006,000 | 2,518 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $18,165,000 | 6,299 |
| U.S. Government securities | $11,207,000 | 7,260 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $11,207,000 | 4,949 |
| Securities issued by states & political subdivisions | $6,958,000 | 2,198 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,953,000 | 2,087 |
| Mortgage-backed securities | $2,050,000 | 6,607 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,050,000 | 3,587 |
| CMOs issued by government agencies or sponsored agencies | $2,050,000 | 3,409 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,008,000 | 6,074 |
| Available-for-sale securities (fair market value) | $9,157,000 | 5,035 |
| Total debt securities | $18,165,000 | 6,198 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $15,025,000 | 7,388 |
| U.S. Government securities | $10,191,000 | 7,920 |
| U.S. Treasury securities | $749,000 | 10,470 |
| U.S. Government agency obligations | $9,442,000 | 5,774 |
| Securities issued by states & political subdivisions | $4,834,000 | 3,095 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,772,000 | 2,232 |
| Mortgage-backed securities | $2,697,000 | 6,659 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,697,000 | 3,603 |
| CMOs issued by government agencies or sponsored agencies | $2,697,000 | 3,412 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,025,000 | 7,243 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $13,855,000 | 7,713 |
| U.S. Government securities | $8,746,000 | 8,628 |
| U.S. Treasury securities | $997,000 | 10,495 |
| U.S. Government agency obligations | $7,749,000 | 6,464 |
| Securities issued by states & political subdivisions | $5,109,000 | 2,719 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,695,000 | 2,988 |
| Mortgage-backed securities | $1,999,000 | 7,648 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,999,000 | 4,061 |
| CMOs issued by government agencies or sponsored agencies | $1,999,000 | 3,743 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,855,000 | 7,598 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |