Home > Bank of Hancock County > Securities
Bank of Hancock County, Securities
| 2023-12-31 | Rank | |
| Total securities | $48,920,000 | 2,633 |
| U.S. Government securities | $10,951,000 | 3,525 |
| U.S. Treasury securities | $991,000 | 2,504 |
| U.S. Government agency obligations | $9,960,000 | 3,234 |
| Securities issued by states & political subdivisions | $37,969,000 | 1,135 |
| 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 | $19,951,000 | 2,379 |
| Mortgage-backed securities | $5,191,000 | 2,992 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,191,000 | 2,545 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $48,920,000 | 2,405 |
| Total debt securities | $48,920,000 | 2,615 |
| Structured notes | ||
| Amortized cost | $982,000 | 879 |
| Fair value | $782,000 | 889 |
| 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 | $0 | 4,483 |
| U.S. Government securities | $0 | 4,403 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $67,685,000 | 1,304 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | $939,000 | 220 |
| Equity securities | $90 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,612 | 3,838 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $1,000 | 194 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| 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 | $1,192,000 | 142 |
| 2023-06-30 | Rank | |
| Total securities | $49,805,000 | 2,649 |
| U.S. Government securities | $11,078,000 | 3,573 |
| U.S. Treasury securities | $976,000 | 2,597 |
| U.S. Government agency obligations | $10,102,000 | 3,262 |
| Securities issued by states & political subdivisions | $38,727,000 | 1,145 |
| 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 | $17,128,000 | 2,461 |
| Mortgage-backed securities | $5,425,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,425,000 | 2,551 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $49,805,000 | 2,420 |
| Total debt securities | $49,805,000 | 2,631 |
| Structured notes | ||
| Amortized cost | $981,000 | 950 |
| Fair value | $758,000 | 961 |
| 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 | $50,973,000 | 2,700 |
| U.S. Government securities | $11,403,000 | 3,628 |
| U.S. Treasury securities | $980,000 | 2,666 |
| U.S. Government agency obligations | $10,423,000 | 3,260 |
| Securities issued by states & political subdivisions | $39,570,000 | 1,166 |
| 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 | $17,234,000 | 2,377 |
| Mortgage-backed securities | $5,673,000 | 3,017 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,673,000 | 2,562 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $50,973,000 | 2,468 |
| Total debt securities | $50,975,000 | 2,681 |
| Structured notes | ||
| Amortized cost | $981,000 | 983 |
| Fair value | $782,000 | 990 |
| 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 | $50,548,000 | 2,737 |
| U.S. Government securities | $9,956,000 | 3,743 |
| U.S. Treasury securities | $486,000 | 2,852 |
| U.S. Government agency obligations | $9,470,000 | 3,354 |
| Securities issued by states & political subdivisions | $40,592,000 | 1,165 |
| 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 | $16,906,000 | 2,290 |
| Mortgage-backed securities | $5,743,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,743,000 | 2,581 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $50,548,000 | 2,502 |
| Total debt securities | $50,547,000 | 2,718 |
| Structured notes | ||
| Amortized cost | $980,000 | 1,011 |
| Fair value | $763,000 | 1,016 |
| 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 | $49,439,000 | 2,785 |
| U.S. Government securities | $9,998,000 | 3,754 |
| U.S. Treasury securities | $485,000 | 2,873 |
| U.S. Government agency obligations | $9,513,000 | 3,356 |
| Securities issued by states & political subdivisions | $39,441,000 | 1,189 |
| 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 | $16,496,000 | 2,261 |
| Mortgage-backed securities | $5,776,000 | 3,063 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,776,000 | 2,598 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $49,439,000 | 2,547 |
| Total debt securities | $49,439,000 | 2,764 |
| Structured notes | ||
| Amortized cost | $980,000 | 998 |
| Fair value | $758,000 | 1,005 |
| 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 | $51,665,000 | 2,746 |
| U.S. Government securities | $10,658,000 | 3,728 |
| U.S. Treasury securities | $493,000 | 2,829 |
| U.S. Government agency obligations | $10,165,000 | 3,340 |
| Securities issued by states & political subdivisions | $41,007,000 | 1,212 |
| 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 | $16,280,000 | 2,272 |
| Mortgage-backed securities | $6,176,000 | 3,065 |
| Certificates of participation in pools of residential mortgages | $6,176,000 | 2,664 |
| Issued or guaranteed by U.S. | $6,176,000 | 2,587 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $51,665,000 | 2,536 |
| Total debt securities | $51,665,000 | 2,730 |
| Structured notes | ||
| Amortized cost | $979,000 | 977 |
| Fair value | $816,000 | 979 |
| 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 | $53,347,000 | 2,679 |
| U.S. Government securities | $10,244,000 | 3,692 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $10,244,000 | 3,311 |
| Securities issued by states & political subdivisions | $43,103,000 | 1,185 |
| 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 | $17,312,000 | 2,158 |
| Mortgage-backed securities | $6,877,000 | 3,012 |
| Certificates of participation in pools of residential mortgages | $6,877,000 | 2,595 |
| Issued or guaranteed by U.S. | $6,877,000 | 2,529 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $53,347,000 | 2,490 |
| Total debt securities | $53,347,000 | 2,663 |
| Structured notes | ||
| Amortized cost | $979,000 | 865 |
| Fair value | $888,000 | 867 |
| 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 | $55,706,000 | 2,545 |
| U.S. Government securities | $9,402,000 | 3,647 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $9,402,000 | 3,360 |
| Securities issued by states & political subdivisions | $46,304,000 | 1,156 |
| 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 | $17,924,000 | 2,129 |
| Mortgage-backed securities | $6,101,000 | 3,085 |
| Certificates of participation in pools of residential mortgages | $6,101,000 | 2,680 |
| Issued or guaranteed by U.S. | $6,101,000 | 2,599 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $55,706,000 | 2,389 |
| Total debt securities | $55,705,000 | 2,528 |
| Structured notes | ||
| Amortized cost | $978,000 | 764 |
| Fair value | $961,000 | 760 |
| 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 | $57,459,000 | 2,448 |
| U.S. Government securities | $10,920,000 | 3,473 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $10,920,000 | 3,225 |
| Securities issued by states & political subdivisions | $46,539,000 | 1,110 |
| 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 | $18,061,000 | 2,086 |
| Mortgage-backed securities | $7,575,000 | 2,975 |
| Certificates of participation in pools of residential mortgages | $7,575,000 | 2,514 |
| Issued or guaranteed by U.S. | $7,575,000 | 2,447 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $57,459,000 | 2,295 |
| Total debt securities | $57,458,000 | 2,434 |
| Structured notes | ||
| Amortized cost | $978,000 | 681 |
| Fair value | $973,000 | 675 |
| 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 | $55,307,000 | 2,435 |
| U.S. Government securities | $9,261,000 | 3,573 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $9,261,000 | 3,347 |
| Securities issued by states & political subdivisions | $46,046,000 | 1,095 |
| 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 | $18,043,000 | 2,071 |
| Mortgage-backed securities | $6,822,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $6,822,000 | 2,594 |
| Issued or guaranteed by U.S. | $6,822,000 | 2,519 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $55,307,000 | 2,281 |
| Total debt securities | $55,307,000 | 2,417 |
| Structured notes | ||
| Amortized cost | $977,000 | 612 |
| Fair value | $989,000 | 582 |
| 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 | $54,207,000 | 2,323 |
| U.S. Government securities | $8,887,000 | 3,502 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $8,887,000 | 3,323 |
| Securities issued by states & political subdivisions | $45,320,000 | 1,047 |
| 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 | $17,821,000 | 2,054 |
| Mortgage-backed securities | $6,959,000 | 2,979 |
| Certificates of participation in pools of residential mortgages | $6,959,000 | 2,513 |
| Issued or guaranteed by U.S. | $6,959,000 | 2,439 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $54,207,000 | 2,182 |
| Total debt securities | $54,207,000 | 2,304 |
| Structured notes | ||
| Amortized cost | $493,000 | 528 |
| Fair value | $495,000 | 499 |
| 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 | $49,853,000 | 2,337 |
| U.S. Government securities | $9,140,000 | 3,365 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $9,140,000 | 3,212 |
| Securities issued by states & political subdivisions | $40,713,000 | 1,121 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| 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 | $17,971,000 | 2,026 |
| Mortgage-backed securities | $7,164,000 | 2,922 |
| Certificates of participation in pools of residential mortgages | $7,164,000 | 2,391 |
| Issued or guaranteed by U.S. | $7,164,000 | 2,320 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $49,853,000 | 2,186 |
| Total debt securities | $49,853,000 | 2,315 |
| 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 | $47,870,000 | 2,291 |
| U.S. Government securities | $9,728,000 | 3,293 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $9,728,000 | 3,143 |
| Securities issued by states & political subdivisions | $38,142,000 | 1,094 |
| 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 | $10,852,000 | 2,510 |
| Mortgage-backed securities | $8,142,000 | 2,809 |
| Certificates of participation in pools of residential mortgages | $8,142,000 | 2,256 |
| Issued or guaranteed by U.S. | $8,142,000 | 2,190 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $47,870,000 | 2,138 |
| Total debt securities | $47,869,000 | 2,269 |
| 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 | $46,505,000 | 2,273 |
| U.S. Government securities | $11,359,000 | 3,129 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $11,359,000 | 2,991 |
| Securities issued by states & political subdivisions | $35,146,000 | 1,086 |
| 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 | $10,833,000 | 2,523 |
| Mortgage-backed securities | $9,093,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | $9,093,000 | 2,125 |
| Issued or guaranteed by U.S. | $9,093,000 | 2,068 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $46,505,000 | 2,116 |
| Total debt securities | $46,504,000 | 2,251 |
| 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 | $44,736,000 | 2,255 |
| U.S. Government securities | $12,318,000 | 3,091 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $12,318,000 | 2,949 |
| Securities issued by states & political subdivisions | $32,418,000 | 1,065 |
| 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 | $10,700,000 | 2,485 |
| Mortgage-backed securities | $8,461,000 | 2,791 |
| Certificates of participation in pools of residential mortgages | $8,461,000 | 2,208 |
| Issued or guaranteed by U.S. | $8,461,000 | 2,139 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $44,736,000 | 2,110 |
| Total debt securities | $44,736,000 | 2,237 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 287 |
| Fair value | $1,002,000 | 298 |
| 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 | $43,334,000 | 2,329 |
| U.S. Government securities | $12,053,000 | 3,191 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,053,000 | 3,031 |
| Securities issued by states & political subdivisions | $31,281,000 | 1,060 |
| 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 | $24,405,000 | 1,637 |
| Mortgage-backed securities | $7,578,000 | 2,841 |
| Certificates of participation in pools of residential mortgages | $7,578,000 | 2,246 |
| Issued or guaranteed by U.S. | $7,578,000 | 2,187 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $43,334,000 | 2,160 |
| Total debt securities | $43,333,000 | 2,308 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 345 |
| Fair value | $1,493,000 | 353 |
| 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 | $43,732,000 | 2,321 |
| U.S. Government securities | $5,502,000 | 3,970 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,502,000 | 3,810 |
| Securities issued by states & political subdivisions | $30,869,000 | 1,059 |
| Other domestic debt securities | $7,361,000 | 753 |
| Privately issued residential mortgage-backed securities | $7,361,000 | 189 |
| 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 | $24,418,000 | 1,643 |
| Mortgage-backed securities | $7,361,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $7,361,000 | 2,246 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $7,361,000 | 74 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $43,732,000 | 2,147 |
| Total debt securities | $43,732,000 | 2,305 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 357 |
| Fair value | $1,998,000 | 384 |
| 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 | $43,898,000 | 2,354 |
| U.S. Government securities | $7,245,000 | 3,838 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $7,245,000 | 3,675 |
| Securities issued by states & political subdivisions | $30,033,000 | 1,112 |
| Other domestic debt securities | $6,620,000 | 776 |
| Privately issued residential mortgage-backed securities | $6,620,000 | 180 |
| 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 | $24,179,000 | 1,683 |
| Mortgage-backed securities | $6,620,000 | 2,942 |
| Certificates of participation in pools of residential mortgages | $6,620,000 | 2,347 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $6,620,000 | 56 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $43,898,000 | 2,174 |
| Total debt securities | $43,898,000 | 2,337 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 470 |
| Fair value | $1,795,000 | 470 |
| 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 | $42,740,000 | 2,422 |
| U.S. Government securities | $6,412,000 | 3,984 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,412,000 | 3,822 |
| Securities issued by states & political subdivisions | $29,581,000 | 1,167 |
| Other domestic debt securities | $6,747,000 | 763 |
| Privately issued residential mortgage-backed securities | $6,747,000 | 179 |
| 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 | $23,815,000 | 1,729 |
| Mortgage-backed securities | $6,747,000 | 2,943 |
| Certificates of participation in pools of residential mortgages | $6,747,000 | 2,349 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $6,747,000 | 58 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $42,740,000 | 2,228 |
| Total debt securities | $42,739,000 | 2,400 |
| Structured notes | ||
| Amortized cost | $2,199,000 | 398 |
| Fair value | $2,184,000 | 397 |
| 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 | $42,861,000 | 2,446 |
| U.S. Government securities | $5,902,000 | 4,081 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,902,000 | 3,939 |
| Securities issued by states & political subdivisions | $30,108,000 | 1,170 |
| Other domestic debt securities | $6,851,000 | 734 |
| Privately issued residential mortgage-backed securities | $6,851,000 | 161 |
| 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 | $23,418,000 | 1,750 |
| Mortgage-backed securities | $6,851,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $6,851,000 | 2,340 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $6,851,000 | 42 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $42,861,000 | 2,252 |
| Total debt securities | $42,862,000 | 2,426 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 495 |
| Fair value | $1,757,000 | 494 |
| 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 | $42,524,000 | 2,465 |
| U.S. Government securities | $12,739,000 | 3,324 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $12,739,000 | 3,173 |
| Securities issued by states & political subdivisions | $29,785,000 | 1,192 |
| 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 | $16,894,000 | 2,140 |
| Mortgage-backed securities | $6,944,000 | 2,948 |
| Certificates of participation in pools of residential mortgages | $6,944,000 | 2,362 |
| Issued or guaranteed by U.S. | $6,944,000 | 2,351 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $42,524,000 | 2,270 |
| Total debt securities | $42,524,000 | 2,445 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 493 |
| Fair value | $1,729,000 | 493 |
| 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 | $47,012,000 | 2,342 |
| U.S. Government securities | $13,106,000 | 3,291 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $13,106,000 | 3,142 |
| Securities issued by states & political subdivisions | $33,906,000 | 1,086 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| 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 | $17,073,000 | 2,171 |
| Mortgage-backed securities | $7,252,000 | 2,946 |
| Certificates of participation in pools of residential mortgages | $7,252,000 | 2,367 |
| Issued or guaranteed by U.S. | $7,252,000 | 2,253 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $47,012,000 | 2,149 |
| Total debt securities | $47,013,000 | 2,321 |
| Structured notes | ||
| Amortized cost | $1,780,000 | 498 |
| Fair value | $1,748,000 | 495 |
| 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 | $48,308,000 | 2,320 |
| U.S. Government securities | $13,397,000 | 3,330 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $13,397,000 | 3,183 |
| Securities issued by states & political subdivisions | $34,911,000 | 1,070 |
| 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 | $16,851,000 | 2,209 |
| Mortgage-backed securities | $7,013,000 | 2,969 |
| Certificates of participation in pools of residential mortgages | $7,013,000 | 2,441 |
| Issued or guaranteed by U.S. | $7,013,000 | 2,438 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $48,308,000 | 2,119 |
| Total debt securities | $48,308,000 | 2,300 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 398 |
| Fair value | $2,254,000 | 398 |
| 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 | $46,822,000 | 2,392 |
| U.S. Government securities | $10,831,000 | 3,637 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $10,831,000 | 3,489 |
| Securities issued by states & political subdivisions | $35,991,000 | 1,083 |
| 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 | $23,055,000 | 1,844 |
| Mortgage-backed securities | $5,802,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $5,802,000 | 2,654 |
| Issued or guaranteed by U.S. | $5,802,000 | 2,652 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $46,822,000 | 2,201 |
| Total debt securities | $46,822,000 | 2,373 |
| Structured notes | ||
| Amortized cost | $2,299,000 | 396 |
| Fair value | $2,270,000 | 396 |
| 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 | $47,098,000 | 2,437 |
| U.S. Government securities | $11,173,000 | 3,610 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $11,173,000 | 3,465 |
| Securities issued by states & political subdivisions | $35,925,000 | 1,103 |
| 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 | $23,341,000 | 1,852 |
| Mortgage-backed securities | $6,415,000 | 3,107 |
| Certificates of participation in pools of residential mortgages | $6,415,000 | 2,613 |
| Issued or guaranteed by U.S. | $6,415,000 | 2,612 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $47,098,000 | 2,231 |
| Total debt securities | $47,099,000 | 2,419 |
| Structured notes | ||
| Amortized cost | $2,299,000 | 414 |
| Fair value | $2,277,000 | 414 |
| 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 | $50,560,000 | 2,334 |
| U.S. Government securities | $13,190,000 | 3,453 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $13,190,000 | 3,328 |
| Securities issued by states & political subdivisions | $37,370,000 | 1,080 |
| 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 | $23,401,000 | 1,883 |
| Mortgage-backed securities | $6,793,000 | 3,100 |
| Certificates of participation in pools of residential mortgages | $6,793,000 | 2,599 |
| Issued or guaranteed by U.S. | $6,793,000 | 2,598 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $50,560,000 | 2,137 |
| Total debt securities | $50,560,000 | 2,314 |
| Structured notes | ||
| Amortized cost | $2,796,000 | 394 |
| Fair value | $2,777,000 | 391 |
| 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 | $49,398,000 | 2,411 |
| U.S. Government securities | $13,125,000 | 3,504 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $13,125,000 | 3,376 |
| Securities issued by states & political subdivisions | $36,273,000 | 1,112 |
| 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 | $23,223,000 | 1,903 |
| Mortgage-backed securities | $6,777,000 | 3,162 |
| Certificates of participation in pools of residential mortgages | $6,777,000 | 2,644 |
| Issued or guaranteed by U.S. | $6,777,000 | 2,644 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $49,398,000 | 2,192 |
| Total debt securities | $49,398,000 | 2,391 |
| Structured notes | ||
| Amortized cost | $2,796,000 | 417 |
| Fair value | $2,759,000 | 416 |
| 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 | $49,153,000 | 2,397 |
| U.S. Government securities | $12,372,000 | 3,563 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,372,000 | 3,434 |
| Securities issued by states & political subdivisions | $36,781,000 | 1,094 |
| 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 | $21,634,000 | 1,993 |
| Mortgage-backed securities | $6,142,000 | 3,251 |
| Certificates of participation in pools of residential mortgages | $6,142,000 | 2,770 |
| Issued or guaranteed by U.S. | $6,142,000 | 2,765 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $49,153,000 | 2,181 |
| Total debt securities | $49,153,000 | 2,372 |
| Structured notes | ||
| Amortized cost | $2,796,000 | 405 |
| Fair value | $2,744,000 | 402 |
| 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 | $51,016,000 | 2,326 |
| U.S. Government securities | $13,441,000 | 3,459 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $13,441,000 | 3,334 |
| Securities issued by states & political subdivisions | $37,575,000 | 1,073 |
| 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 | $22,431,000 | 1,959 |
| Mortgage-backed securities | $7,024,000 | 3,135 |
| Certificates of participation in pools of residential mortgages | $7,024,000 | 2,635 |
| Issued or guaranteed by U.S. | $7,024,000 | 2,633 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $51,016,000 | 2,126 |
| Total debt securities | $51,015,000 | 2,299 |
| Structured notes | ||
| Amortized cost | $2,796,000 | 392 |
| Fair value | $2,795,000 | 391 |
| 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 | $53,591,000 | 2,274 |
| U.S. Government securities | $15,415,000 | 3,360 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $15,415,000 | 3,244 |
| Securities issued by states & political subdivisions | $38,176,000 | 1,060 |
| 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 | $22,442,000 | 1,993 |
| Mortgage-backed securities | $7,976,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $7,976,000 | 2,556 |
| Issued or guaranteed by U.S. | $7,976,000 | 2,552 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $53,591,000 | 2,077 |
| Total debt securities | $53,590,000 | 2,250 |
| Structured notes | ||
| Amortized cost | $3,296,000 | 381 |
| Fair value | $3,302,000 | 381 |
| 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 | $51,354,000 | 2,385 |
| U.S. Government securities | $15,233,000 | 3,444 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $15,233,000 | 3,324 |
| Securities issued by states & political subdivisions | $36,121,000 | 1,102 |
| 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 | $22,001,000 | 2,023 |
| Mortgage-backed securities | $8,327,000 | 3,028 |
| Certificates of participation in pools of residential mortgages | $8,327,000 | 2,528 |
| Issued or guaranteed by U.S. | $8,327,000 | 2,526 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $51,354,000 | 2,167 |
| Total debt securities | $51,354,000 | 2,360 |
| Structured notes | ||
| Amortized cost | $2,795,000 | 547 |
| Fair value | $2,797,000 | 547 |
| 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 | $48,570,000 | 2,508 |
| U.S. Government securities | $15,806,000 | 3,452 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,806,000 | 3,330 |
| Securities issued by states & political subdivisions | $32,764,000 | 1,212 |
| 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 | $20,794,000 | 2,112 |
| Mortgage-backed securities | $7,457,000 | 3,145 |
| Certificates of participation in pools of residential mortgages | $7,457,000 | 2,655 |
| Issued or guaranteed by U.S. | $7,457,000 | 2,651 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $48,570,000 | 2,282 |
| Total debt securities | $48,569,000 | 2,488 |
| Structured notes | ||
| Amortized cost | $4,292,000 | 447 |
| Fair value | $4,289,000 | 444 |
| 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 | $49,255,000 | 2,512 |
| U.S. Government securities | $18,002,000 | 3,312 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $18,002,000 | 3,210 |
| Securities issued by states & political subdivisions | $31,253,000 | 1,259 |
| 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 | $18,432,000 | 2,281 |
| Mortgage-backed securities | $8,540,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $8,540,000 | 2,543 |
| Issued or guaranteed by U.S. | $8,540,000 | 2,541 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $49,255,000 | 2,291 |
| Total debt securities | $49,254,000 | 2,489 |
| Structured notes | ||
| Amortized cost | $5,390,000 | 426 |
| Fair value | $5,390,000 | 427 |
| 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 | $48,625,000 | 2,586 |
| U.S. Government securities | $10,646,000 | 4,213 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,646,000 | 4,095 |
| Securities issued by states & political subdivisions | $29,545,000 | 1,326 |
| Other domestic debt securities | $8,434,000 | 648 |
| Privately issued residential mortgage-backed securities | $8,434,000 | 142 |
| 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 | $18,287,000 | 2,317 |
| Mortgage-backed securities | $9,733,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $9,733,000 | 2,456 |
| Issued or guaranteed by U.S. | $1,299,000 | 4,161 |
| Privately issued | $8,434,000 | 13 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $48,625,000 | 2,364 |
| Total debt securities | $48,625,000 | 2,568 |
| Structured notes | ||
| Amortized cost | $5,390,000 | 500 |
| Fair value | $5,320,000 | 502 |
| 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 | $47,710,000 | 2,644 |
| U.S. Government securities | $21,382,000 | 3,171 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $21,382,000 | 3,073 |
| Securities issued by states & political subdivisions | $26,328,000 | 1,439 |
| 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 | $18,405,000 | 2,342 |
| Mortgage-backed securities | $9,919,000 | 3,011 |
| Certificates of participation in pools of residential mortgages | $9,919,000 | 2,488 |
| Issued or guaranteed by U.S. | $9,919,000 | 2,486 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $47,710,000 | 2,412 |
| Total debt securities | $47,710,000 | 2,622 |
| Structured notes | ||
| Amortized cost | $7,389,000 | 433 |
| Fair value | $7,384,000 | 432 |
| 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 | $44,267,000 | 2,804 |
| U.S. Government securities | $19,654,000 | 3,376 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $19,654,000 | 3,265 |
| Securities issued by states & political subdivisions | $24,613,000 | 1,534 |
| 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 | $12,350,000 | 2,920 |
| Mortgage-backed securities | $8,796,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $8,796,000 | 2,680 |
| Issued or guaranteed by U.S. | $8,796,000 | 2,678 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $44,267,000 | 2,557 |
| Total debt securities | $44,267,000 | 2,785 |
| Structured notes | ||
| Amortized cost | $5,890,000 | 573 |
| Fair value | $5,827,000 | 573 |
| 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 | $42,797,000 | 2,922 |
| U.S. Government securities | $19,013,000 | 3,512 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $19,013,000 | 3,397 |
| Securities issued by states & political subdivisions | $23,784,000 | 1,589 |
| 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 | $12,289,000 | 2,946 |
| Mortgage-backed securities | $9,052,000 | 3,249 |
| Certificates of participation in pools of residential mortgages | $9,052,000 | 2,714 |
| Issued or guaranteed by U.S. | $9,052,000 | 2,712 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $42,797,000 | 2,667 |
| Total debt securities | $42,797,000 | 2,898 |
| Structured notes | ||
| Amortized cost | $5,183,000 | 675 |
| Fair value | $5,006,000 | 685 |
| 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 | $43,597,000 | 2,936 |
| U.S. Government securities | $19,742,000 | 3,495 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $19,742,000 | 3,395 |
| Securities issued by states & political subdivisions | $23,855,000 | 1,587 |
| 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 | $12,071,000 | 2,994 |
| Mortgage-backed securities | $9,863,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $9,863,000 | 2,643 |
| Issued or guaranteed by U.S. | $9,863,000 | 2,643 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $43,597,000 | 2,673 |
| Total debt securities | $43,597,000 | 2,912 |
| Structured notes | ||
| Amortized cost | $5,183,000 | 701 |
| Fair value | $4,934,000 | 728 |
| 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 | $41,767,000 | 3,040 |
| U.S. Government securities | $20,245,000 | 3,464 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $20,245,000 | 3,361 |
| Securities issued by states & political subdivisions | $21,522,000 | 1,734 |
| 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 | $11,912,000 | 3,040 |
| Mortgage-backed securities | $10,526,000 | 3,139 |
| Certificates of participation in pools of residential mortgages | $10,526,000 | 2,581 |
| Issued or guaranteed by U.S. | $10,526,000 | 2,581 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $41,767,000 | 2,772 |
| Total debt securities | $41,767,000 | 3,009 |
| Structured notes | ||
| Amortized cost | $5,183,000 | 711 |
| Fair value | $4,839,000 | 740 |
| 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 | $42,868,000 | 2,993 |
| U.S. Government securities | $21,029,000 | 3,393 |
| U.S. Treasury securities | $415,000 | 1,020 |
| U.S. Government agency obligations | $20,614,000 | 3,346 |
| Securities issued by states & political subdivisions | $21,839,000 | 1,708 |
| 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 | $11,705,000 | 3,052 |
| Mortgage-backed securities | $11,030,000 | 3,087 |
| Certificates of participation in pools of residential mortgages | $11,030,000 | 2,532 |
| Issued or guaranteed by U.S. | $11,030,000 | 2,532 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $42,868,000 | 2,722 |
| Total debt securities | $42,866,000 | 2,962 |
| Structured notes | ||
| Amortized cost | $5,183,000 | 708 |
| Fair value | $4,733,000 | 734 |
| 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 | $44,572,000 | 2,948 |
| U.S. Government securities | $22,207,000 | 3,320 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $22,207,000 | 3,236 |
| Securities issued by states & political subdivisions | $22,365,000 | 1,683 |
| 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 | $10,629,000 | 3,182 |
| Mortgage-backed securities | $12,560,000 | 2,933 |
| Certificates of participation in pools of residential mortgages | $12,560,000 | 2,363 |
| Issued or guaranteed by U.S. | $12,560,000 | 2,361 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $44,572,000 | 2,682 |
| Total debt securities | $44,573,000 | 2,917 |
| Structured notes | ||
| Amortized cost | $5,183,000 | 698 |
| Fair value | $4,780,000 | 726 |
| 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 | $44,262,000 | 2,929 |
| U.S. Government securities | $23,487,000 | 3,215 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $23,487,000 | 3,133 |
| Securities issued by states & political subdivisions | $20,775,000 | 1,765 |
| 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 | $10,766,000 | 3,152 |
| Mortgage-backed securities | $13,514,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $13,514,000 | 2,271 |
| Issued or guaranteed by U.S. | $13,514,000 | 2,270 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $44,262,000 | 2,685 |
| Total debt securities | $44,253,000 | 2,903 |
| Structured notes | ||
| Amortized cost | $5,183,000 | 695 |
| Fair value | $4,989,000 | 705 |
| 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 | $41,975,000 | 3,048 |
| U.S. Government securities | $22,382,000 | 3,320 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,382,000 | 3,240 |
| Securities issued by states & political subdivisions | $19,593,000 | 1,856 |
| 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 | $11,197,000 | 3,129 |
| Mortgage-backed securities | $13,997,000 | 2,863 |
| Certificates of participation in pools of residential mortgages | $13,997,000 | 2,249 |
| Issued or guaranteed by U.S. | $13,997,000 | 2,249 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $41,975,000 | 2,821 |
| Total debt securities | $41,975,000 | 3,015 |
| Structured notes | ||
| Amortized cost | $3,197,000 | 947 |
| Fair value | $3,185,000 | 950 |
| 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 | $39,323,000 | 3,136 |
| U.S. Government securities | $20,083,000 | 3,485 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $20,083,000 | 3,400 |
| Securities issued by states & political subdivisions | $19,240,000 | 1,857 |
| 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 | $10,933,000 | 3,155 |
| Mortgage-backed securities | $10,112,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $10,112,000 | 2,640 |
| Issued or guaranteed by U.S. | $10,112,000 | 2,637 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $39,323,000 | 2,900 |
| Total debt securities | $39,322,000 | 3,108 |
| Structured notes | ||
| Amortized cost | $4,597,000 | 782 |
| Fair value | $4,587,000 | 780 |
| 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 | $37,065,000 | 3,288 |
| U.S. Government securities | $17,942,000 | 3,783 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,942,000 | 3,703 |
| Securities issued by states & political subdivisions | $19,123,000 | 1,824 |
| 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 | $10,929,000 | 3,178 |
| Mortgage-backed securities | $8,488,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $8,488,000 | 3,008 |
| Issued or guaranteed by U.S. | $8,488,000 | 3,007 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $37,065,000 | 3,027 |
| Total debt securities | $37,064,000 | 3,261 |
| Structured notes | ||
| Amortized cost | $4,597,000 | 831 |
| Fair value | $4,583,000 | 833 |
| 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 | $34,865,000 | 3,421 |
| U.S. Government securities | $16,877,000 | 3,968 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,877,000 | 3,883 |
| Securities issued by states & political subdivisions | $17,988,000 | 1,872 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| 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 | $10,786,000 | 3,223 |
| Mortgage-backed securities | $8,476,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | $8,476,000 | 3,056 |
| Issued or guaranteed by U.S. | $8,476,000 | 3,056 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $34,865,000 | 3,166 |
| Total debt securities | $34,864,000 | 3,402 |
| Structured notes | ||
| Amortized cost | $5,110,000 | 869 |
| Fair value | $5,110,000 | 864 |
| 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 | $34,738,000 | 3,459 |
| U.S. Government securities | $16,906,000 | 4,043 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,906,000 | 3,955 |
| Securities issued by states & political subdivisions | $17,832,000 | 1,814 |
| 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 | $10,522,000 | 3,291 |
| Mortgage-backed securities | $7,893,000 | 3,807 |
| Certificates of participation in pools of residential mortgages | $7,893,000 | 3,137 |
| Issued or guaranteed by U.S. | $7,893,000 | 3,135 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $34,738,000 | 3,194 |
| Total debt securities | $34,737,000 | 3,433 |
| Structured notes | ||
| Amortized cost | $6,900,000 | 833 |
| Fair value | $6,844,000 | 833 |
| 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 | $33,784,000 | 3,419 |
| U.S. Government securities | $16,250,000 | 4,051 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $16,250,000 | 3,963 |
| Securities issued by states & political subdivisions | $17,534,000 | 1,796 |
| 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 | $7,845,000 | 3,593 |
| Mortgage-backed securities | $8,289,000 | 3,660 |
| Certificates of participation in pools of residential mortgages | $8,289,000 | 2,964 |
| Issued or guaranteed by U.S. | $8,289,000 | 2,964 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $33,784,000 | 3,146 |
| Total debt securities | $33,784,000 | 3,393 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 1,090 |
| Fair value | $4,502,000 | 1,102 |
| 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 | $30,760,000 | 3,551 |
| U.S. Government securities | $14,752,000 | 4,195 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,752,000 | 4,098 |
| Securities issued by states & political subdivisions | $16,008,000 | 1,891 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | $0 | 2,094 |
| 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 | $7,850,000 | 3,568 |
| Mortgage-backed securities | $8,464,000 | 3,594 |
| Certificates of participation in pools of residential mortgages | $8,464,000 | 2,891 |
| Issued or guaranteed by U.S. | $8,464,000 | 2,887 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $30,760,000 | 3,274 |
| Total debt securities | $30,759,000 | 3,518 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,566 |
| Fair value | $2,506,000 | 1,583 |
| 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 | $31,573,000 | 3,534 |
| U.S. Government securities | $17,594,000 | 3,940 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,594,000 | 3,841 |
| Securities issued by states & political subdivisions | $13,979,000 | 2,031 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 2,028 |
| 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 | $7,583,000 | 3,670 |
| Mortgage-backed securities | $7,252,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $7,252,000 | 3,047 |
| Issued or guaranteed by U.S. | $7,252,000 | 3,042 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $31,573,000 | 3,239 |
| Total debt securities | $31,572,000 | 3,503 |
| Structured notes | ||
| Amortized cost | $2,899,000 | 1,693 |
| Fair value | $2,895,000 | 1,694 |
| 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 | $27,514,000 | 3,805 |
| U.S. Government securities | $14,670,000 | 4,281 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,670,000 | 4,159 |
| Securities issued by states & political subdivisions | $12,844,000 | 2,103 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 2,072 |
| 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 | $6,586,000 | 3,842 |
| Mortgage-backed securities | $6,053,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | $6,053,000 | 3,231 |
| Issued or guaranteed by U.S. | $6,053,000 | 3,224 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $27,514,000 | 3,505 |
| Total debt securities | $27,522,000 | 3,771 |
| Structured notes | ||
| Amortized cost | $2,349,000 | 1,897 |
| Fair value | $2,321,000 | 1,901 |
| 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 | $27,877,000 | 3,662 |
| U.S. Government securities | $12,803,000 | 4,420 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,803,000 | 4,294 |
| Securities issued by states & political subdivisions | $15,074,000 | 1,826 |
| Other domestic debt securities | $0 | 3,063 |
| 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 | $0 | 2,087 |
| 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 | $4,790,000 | 4,263 |
| Mortgage-backed securities | $6,517,000 | 3,714 |
| Certificates of participation in pools of residential mortgages | $6,517,000 | 3,013 |
| Issued or guaranteed by U.S. | $6,517,000 | 3,004 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $27,877,000 | 3,369 |
| Total debt securities | $27,878,000 | 3,635 |
| Structured notes | ||
| Amortized cost | $2,849,000 | 1,606 |
| Fair value | $2,809,000 | 1,611 |
| 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 | $28,972,000 | 3,558 |
| U.S. Government securities | $14,590,000 | 4,097 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $14,590,000 | 3,983 |
| Securities issued by states & political subdivisions | $14,382,000 | 1,823 |
| Other domestic debt securities | $0 | 3,145 |
| 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 | $0 | 2,145 |
| 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 | $5,000,000 | 4,252 |
| Mortgage-backed securities | $6,777,000 | 3,661 |
| Certificates of participation in pools of residential mortgages | $6,777,000 | 2,923 |
| Issued or guaranteed by U.S. | $6,777,000 | 2,914 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $28,972,000 | 3,253 |
| Total debt securities | $28,971,000 | 3,530 |
| Structured notes | ||
| Amortized cost | $3,349,000 | 1,470 |
| Fair value | $3,368,000 | 1,469 |
| 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 | $33,117,000 | 3,264 |
| U.S. Government securities | $18,765,000 | 3,616 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $18,765,000 | 3,524 |
| Securities issued by states & political subdivisions | $14,352,000 | 1,748 |
| Other domestic debt securities | $0 | 3,148 |
| 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 | $0 | 2,114 |
| 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 | $5,083,000 | 4,271 |
| Mortgage-backed securities | $6,631,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | $6,631,000 | 2,989 |
| Issued or guaranteed by U.S. | $6,631,000 | 2,980 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $33,117,000 | 2,946 |
| Total debt securities | $33,117,000 | 3,228 |
| Structured notes | ||
| Amortized cost | $6,384,000 | 984 |
| Fair value | $6,849,000 | 935 |
| 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 | $29,480,000 | 3,529 |
| U.S. Government securities | $15,841,000 | 4,031 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,841,000 | 3,939 |
| Securities issued by states & political subdivisions | $13,639,000 | 1,803 |
| Other domestic debt securities | $0 | 3,203 |
| 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 | $0 | 2,133 |
| 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 | $5,006,000 | 4,382 |
| Mortgage-backed securities | $6,166,000 | 3,865 |
| Certificates of participation in pools of residential mortgages | $6,166,000 | 3,194 |
| Issued or guaranteed by U.S. | $6,166,000 | 3,186 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $29,480,000 | 3,203 |
| Total debt securities | $29,480,000 | 3,500 |
| Structured notes | ||
| Amortized cost | $3,485,000 | 1,313 |
| Fair value | $3,442,000 | 1,316 |
| 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 | $30,662,000 | 3,436 |
| U.S. Government securities | $16,888,000 | 3,872 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,888,000 | 3,790 |
| Securities issued by states & political subdivisions | $13,774,000 | 1,782 |
| Other domestic debt securities | $0 | 3,260 |
| 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 | $0 | 2,182 |
| 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 | $4,153,000 | 4,642 |
| Mortgage-backed securities | $6,910,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | $6,910,000 | 3,101 |
| Issued or guaranteed by U.S. | $6,910,000 | 3,093 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $30,662,000 | 3,109 |
| Total debt securities | $30,662,000 | 3,406 |
| Structured notes | ||
| Amortized cost | $2,849,000 | 1,273 |
| Fair value | $2,782,000 | 1,279 |
| 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 | $30,612,000 | 3,446 |
| U.S. Government securities | $19,079,000 | 3,605 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,079,000 | 3,534 |
| Securities issued by states & political subdivisions | $11,533,000 | 2,052 |
| Other domestic debt securities | $0 | 3,355 |
| 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 | $0 | 2,284 |
| 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 | $1,900,000 | 5,535 |
| Mortgage-backed securities | $7,588,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | $7,588,000 | 3,062 |
| Issued or guaranteed by U.S. | $7,588,000 | 3,052 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $30,612,000 | 3,099 |
| Total debt securities | $30,612,000 | 3,404 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 979 |
| Fair value | $2,470,000 | 990 |
| 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 | $29,770,000 | 3,475 |
| U.S. Government securities | $19,273,000 | 3,544 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $19,273,000 | 3,470 |
| Securities issued by states & political subdivisions | $10,497,000 | 2,141 |
| Other domestic debt securities | $0 | 3,425 |
| 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 | $0 | 2,390 |
| 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 | $1,854,000 | 5,559 |
| Mortgage-backed securities | $8,158,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $8,158,000 | 3,006 |
| Issued or guaranteed by U.S. | $8,158,000 | 2,993 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $29,770,000 | 3,106 |
| Total debt securities | $29,768,000 | 3,441 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $475,000 | 1,678 |
| 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 | $31,101,000 | 3,381 |
| U.S. Government securities | $22,478,000 | 3,258 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,478,000 | 3,197 |
| Securities issued by states & political subdivisions | $8,402,000 | 2,385 |
| Other domestic debt securities | $221,000 | 3,056 |
| 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 | $221,000 | 2,272 |
| 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 | $6,282,000 | 4,126 |
| Mortgage-backed securities | $11,866,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $11,866,000 | 2,520 |
| Issued or guaranteed by U.S. | $11,866,000 | 2,507 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $31,101,000 | 3,009 |
| Total debt securities | $31,102,000 | 3,345 |
| 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 | $27,888,000 | 3,617 |
| U.S. Government securities | $21,174,000 | 3,415 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $21,174,000 | 3,352 |
| Securities issued by states & political subdivisions | $6,464,000 | 2,760 |
| 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 | $5,374,000 | 4,424 |
| Mortgage-backed securities | $9,695,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $9,695,000 | 2,765 |
| Issued or guaranteed by U.S. | $9,695,000 | 2,749 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $27,888,000 | 3,233 |
| Total debt securities | $27,888,000 | 3,574 |
| 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 | $27,976,000 | 3,558 |
| U.S. Government securities | $21,886,000 | 3,272 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $21,886,000 | 3,205 |
| Securities issued by states & political subdivisions | $5,840,000 | 2,871 |
| 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 | $3,939,000 | 4,886 |
| Mortgage-backed securities | $8,548,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $8,548,000 | 2,881 |
| Issued or guaranteed by U.S. | $8,548,000 | 2,869 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $27,976,000 | 3,153 |
| Total debt securities | $27,974,000 | 3,527 |
| 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 | $26,456,000 | 3,746 |
| U.S. Government securities | $21,561,000 | 3,373 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $21,561,000 | 3,305 |
| Securities issued by states & political subdivisions | $4,895,000 | 3,136 |
| 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 | $7,756,000 | 3,814 |
| Mortgage-backed securities | $8,158,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | $8,158,000 | 2,925 |
| Issued or guaranteed by U.S. | $8,158,000 | 2,910 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $26,456,000 | 3,330 |
| Total debt securities | $26,457,000 | 3,703 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,641 |
| Fair value | $248,000 | 1,663 |
| 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 | $23,975,000 | 3,968 |
| U.S. Government securities | $19,643,000 | 3,575 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $19,643,000 | 3,509 |
| Securities issued by states & political subdivisions | $4,332,000 | 3,327 |
| 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 | $7,716,000 | 3,805 |
| Mortgage-backed securities | $7,750,000 | 3,521 |
| Certificates of participation in pools of residential mortgages | $7,750,000 | 2,901 |
| Issued or guaranteed by U.S. | $7,750,000 | 2,889 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $23,975,000 | 3,543 |
| Total debt securities | $23,975,000 | 3,915 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,797 |
| Fair value | $250,000 | 1,817 |
| 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 | $25,927,000 | 3,795 |
| U.S. Government securities | $21,374,000 | 3,412 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,374,000 | 3,347 |
| Securities issued by states & political subdivisions | $4,553,000 | 3,231 |
| 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 | $10,303,000 | 3,346 |
| Mortgage-backed securities | $5,123,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $5,123,000 | 3,188 |
| Issued or guaranteed by U.S. | $5,123,000 | 3,173 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $25,927,000 | 3,364 |
| Total debt securities | $25,928,000 | 3,742 |
| Structured notes | ||
| Amortized cost | $797,000 | 1,774 |
| Fair value | $800,000 | 1,768 |
| 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 | $26,136,000 | 3,769 |
| U.S. Government securities | $21,152,000 | 3,483 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $21,152,000 | 3,413 |
| Securities issued by states & political subdivisions | $4,984,000 | 3,076 |
| 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 | $10,086,000 | 3,420 |
| Mortgage-backed securities | $5,515,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $5,515,000 | 2,957 |
| Issued or guaranteed by U.S. | $5,515,000 | 2,941 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $26,136,000 | 3,334 |
| Total debt securities | $26,136,000 | 3,714 |
| Structured notes | ||
| Amortized cost | $797,000 | 1,995 |
| Fair value | $795,000 | 1,996 |
| 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 | $26,484,000 | 3,743 |
| U.S. Government securities | $21,545,000 | 3,462 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $21,545,000 | 3,375 |
| Securities issued by states & political subdivisions | $4,939,000 | 3,093 |
| 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 | $9,485,000 | 3,501 |
| Mortgage-backed securities | $5,800,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $5,800,000 | 2,800 |
| Issued or guaranteed by U.S. | $5,800,000 | 2,786 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $26,484,000 | 3,294 |
| Total debt securities | $26,484,000 | 3,693 |
| Structured notes | ||
| Amortized cost | $1,097,000 | 1,746 |
| Fair value | $1,082,000 | 1,745 |
| 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 | $28,293,000 | 3,589 |
| U.S. Government securities | $22,900,000 | 3,328 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $22,900,000 | 3,236 |
| Securities issued by states & political subdivisions | $5,393,000 | 2,971 |
| 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 | $10,116,000 | 3,401 |
| Mortgage-backed securities | $5,835,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $5,835,000 | 2,786 |
| Issued or guaranteed by U.S. | $5,835,000 | 2,774 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $28,293,000 | 3,137 |
| Total debt securities | $28,293,000 | 3,551 |
| Structured notes | ||
| Amortized cost | $1,097,000 | 1,818 |
| Fair value | $1,086,000 | 1,818 |
| 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 | $27,506,000 | 3,669 |
| U.S. Government securities | $22,081,000 | 3,466 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $22,081,000 | 3,368 |
| Securities issued by states & political subdivisions | $5,425,000 | 2,988 |
| 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 | $8,487,000 | 3,694 |
| Mortgage-backed securities | $6,116,000 | 3,344 |
| Certificates of participation in pools of residential mortgages | $6,116,000 | 2,734 |
| Issued or guaranteed by U.S. | $6,116,000 | 2,718 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $27,506,000 | 3,217 |
| Total debt securities | $27,505,000 | 3,619 |
| Structured notes | ||
| Amortized cost | $2,476,000 | 1,305 |
| Fair value | $2,469,000 | 1,292 |
| 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 | $27,275,000 | 3,740 |
| U.S. Government securities | $21,984,000 | 3,510 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $21,984,000 | 3,406 |
| Securities issued by states & political subdivisions | $5,291,000 | 2,995 |
| 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 | $8,418,000 | 3,721 |
| Mortgage-backed securities | $6,588,000 | 3,231 |
| Certificates of participation in pools of residential mortgages | $6,588,000 | 2,640 |
| Issued or guaranteed by U.S. | $6,588,000 | 2,626 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $27,275,000 | 3,261 |
| Total debt securities | $27,275,000 | 3,682 |
| Structured notes | ||
| Amortized cost | $2,724,000 | 1,296 |
| Fair value | $2,710,000 | 1,290 |
| 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 | $27,250,000 | 3,729 |
| U.S. Government securities | $21,982,000 | 3,510 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $21,982,000 | 3,399 |
| Securities issued by states & political subdivisions | $5,268,000 | 2,993 |
| 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 | $8,370,000 | 3,722 |
| Mortgage-backed securities | $6,915,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $6,915,000 | 2,596 |
| Issued or guaranteed by U.S. | $6,915,000 | 2,582 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $27,250,000 | 3,257 |
| Total debt securities | $27,252,000 | 3,676 |
| Structured notes | ||
| Amortized cost | $2,227,000 | 1,491 |
| Fair value | $2,190,000 | 1,488 |
| 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 | $27,432,000 | 3,772 |
| U.S. Government securities | $21,887,000 | 3,549 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $21,887,000 | 3,429 |
| Securities issued by states & political subdivisions | $5,295,000 | 2,982 |
| Other domestic debt securities | $250,000 | 2,782 |
| 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 | $250,000 | 2,215 |
| 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 | $7,936,000 | 3,819 |
| Mortgage-backed securities | $7,397,000 | 3,087 |
| Certificates of participation in pools of residential mortgages | $7,397,000 | 2,546 |
| Issued or guaranteed by U.S. | $7,397,000 | 2,533 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $27,432,000 | 3,283 |
| Total debt securities | $27,431,000 | 3,724 |
| Structured notes | ||
| Amortized cost | $1,736,000 | 1,778 |
| Fair value | $1,723,000 | 1,763 |
| 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 | $26,534,000 | 3,890 |
| U.S. Government securities | $20,565,000 | 3,711 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $20,565,000 | 3,581 |
| Securities issued by states & political subdivisions | $5,719,000 | 2,863 |
| Other domestic debt securities | $250,000 | 2,862 |
| 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 | $250,000 | 2,327 |
| 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 | $3,118,000 | 5,313 |
| Mortgage-backed securities | $7,395,000 | 3,126 |
| Certificates of participation in pools of residential mortgages | $7,395,000 | 2,578 |
| Issued or guaranteed by U.S. | $7,395,000 | 2,569 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $26,534,000 | 3,365 |
| Total debt securities | $26,533,000 | 3,824 |
| Structured notes | ||
| Amortized cost | $1,985,000 | 1,677 |
| Fair value | $1,967,000 | 1,624 |
| 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 | $26,446,000 | 3,857 |
| U.S. Government securities | $20,408,000 | 3,709 |
| U.S. Treasury securities | $502,000 | 1,366 |
| U.S. Government agency obligations | $19,906,000 | 3,639 |
| Securities issued by states & political subdivisions | $5,788,000 | 2,827 |
| Other domestic debt securities | $250,000 | 2,915 |
| 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 | $250,000 | 2,398 |
| 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 | $2,162,000 | 5,750 |
| Mortgage-backed securities | $7,524,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $7,524,000 | 2,573 |
| Issued or guaranteed by U.S. | $7,524,000 | 2,561 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $26,446,000 | 3,345 |
| Total debt securities | $26,447,000 | 3,805 |
| Structured notes | ||
| Amortized cost | $1,687,000 | 1,751 |
| Fair value | $1,682,000 | 1,745 |
| 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 | $28,010,000 | 3,754 |
| U.S. Government securities | $21,966,000 | 3,563 |
| U.S. Treasury securities | $500,000 | 1,435 |
| U.S. Government agency obligations | $21,466,000 | 3,507 |
| Securities issued by states & political subdivisions | $5,794,000 | 2,779 |
| Other domestic debt securities | $250,000 | 2,965 |
| 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 | $250,000 | 2,467 |
| 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 | $2,125,000 | 5,761 |
| Mortgage-backed securities | $8,649,000 | 3,006 |
| Certificates of participation in pools of residential mortgages | $8,649,000 | 2,443 |
| Issued or guaranteed by U.S. | $8,649,000 | 2,433 |
| 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) | $28,010,000 | 731 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $28,009,000 | 3,704 |
| Structured notes | ||
| Amortized cost | $1,687,000 | 1,749 |
| Fair value | $1,683,000 | 1,747 |
| 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 | $28,927,000 | 3,718 |
| U.S. Government securities | $22,778,000 | 3,537 |
| U.S. Treasury securities | $500,000 | 1,550 |
| U.S. Government agency obligations | $22,278,000 | 3,455 |
| Securities issued by states & political subdivisions | $5,899,000 | 2,767 |
| Other domestic debt securities | $250,000 | 3,025 |
| 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 | $250,000 | 2,559 |
| 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 | $2,012,000 | 5,885 |
| Mortgage-backed securities | $9,307,000 | 2,980 |
| Certificates of participation in pools of residential mortgages | $9,307,000 | 2,418 |
| Issued or guaranteed by U.S. | $9,307,000 | 2,410 |
| 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) | $28,927,000 | 738 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $28,932,000 | 3,663 |
| Structured notes | ||
| Amortized cost | $1,936,000 | 1,657 |
| Fair value | $1,921,000 | 1,646 |
| 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 | $28,736,000 | 3,737 |
| U.S. Government securities | $22,580,000 | 3,566 |
| U.S. Treasury securities | $500,000 | 1,590 |
| U.S. Government agency obligations | $22,080,000 | 3,496 |
| Securities issued by states & political subdivisions | $5,906,000 | 2,785 |
| Other domestic debt securities | $250,000 | 3,077 |
| 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 | $250,000 | 2,625 |
| 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 | $1,700,000 | 6,061 |
| Mortgage-backed securities | $7,734,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $7,734,000 | 2,690 |
| Issued or guaranteed by U.S. | $7,734,000 | 2,683 |
| 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) | $28,736,000 | 736 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $28,735,000 | 3,673 |
| Structured notes | ||
| Amortized cost | $2,236,000 | 1,422 |
| Fair value | $2,244,000 | 1,410 |
| 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 | $29,056,000 | 3,712 |
| U.S. Government securities | $22,899,000 | 3,516 |
| U.S. Treasury securities | $500,000 | 1,598 |
| U.S. Government agency obligations | $22,399,000 | 3,448 |
| Securities issued by states & political subdivisions | $5,907,000 | 2,799 |
| Other domestic debt securities | $250,000 | 3,129 |
| 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 | $250,000 | 2,690 |
| 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 | $300,000 | 7,010 |
| Mortgage-backed securities | $7,861,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | $7,861,000 | 2,710 |
| Issued or guaranteed by U.S. | $7,861,000 | 2,702 |
| 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) | $29,056,000 | 733 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $29,056,000 | 3,646 |
| Structured notes | ||
| Amortized cost | $1,635,000 | 1,688 |
| Fair value | $1,648,000 | 1,685 |
| 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 | $29,168,000 | 3,732 |
| U.S. Government securities | $23,317,000 | 3,537 |
| U.S. Treasury securities | $499,000 | 1,722 |
| U.S. Government agency obligations | $22,818,000 | 3,473 |
| Securities issued by states & political subdivisions | $5,601,000 | 2,870 |
| Other domestic debt securities | $250,000 | 3,232 |
| 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 | $250,000 | 2,803 |
| 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 | $2,315,000 | 5,740 |
| Mortgage-backed securities | $7,896,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $7,896,000 | 2,745 |
| Issued or guaranteed by U.S. | $7,896,000 | 2,736 |
| 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) | $29,168,000 | 735 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $29,168,000 | 3,668 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,851 |
| Fair value | $1,229,000 | 1,865 |
| 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 | $30,163,000 | 3,637 |
| U.S. Government securities | $23,739,000 | 3,407 |
| U.S. Treasury securities | $499,000 | 1,760 |
| U.S. Government agency obligations | $23,240,000 | 3,344 |
| Securities issued by states & political subdivisions | $6,157,000 | 2,731 |
| Other domestic debt securities | $267,000 | 3,292 |
| 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 | $267,000 | 2,846 |
| 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 | $2,367,000 | 5,681 |
| Mortgage-backed securities | $6,511,000 | 3,679 |
| Certificates of participation in pools of residential mortgages | $6,511,000 | 3,031 |
| Issued or guaranteed by U.S. | $6,511,000 | 3,021 |
| 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) | $30,163,000 | 695 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $30,164,000 | 3,566 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,641 |
| Fair value | $1,261,000 | 1,645 |
| 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 | $22,974,000 | 4,444 |
| U.S. Government securities | $16,898,000 | 4,354 |
| U.S. Treasury securities | $499,000 | 1,858 |
| U.S. Government agency obligations | $16,399,000 | 4,295 |
| Securities issued by states & political subdivisions | $5,826,000 | 2,844 |
| Other domestic debt securities | $250,000 | 3,390 |
| 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 | $250,000 | 3,027 |
| 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 | $6,121,000 | 4,086 |
| Mortgage-backed securities | $4,776,000 | 4,120 |
| Certificates of participation in pools of residential mortgages | $4,776,000 | 3,483 |
| Issued or guaranteed by U.S. | $4,776,000 | 3,472 |
| 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) | $22,974,000 | 854 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $22,974,000 | 4,368 |
| Structured notes | ||
| Amortized cost | $799,000 | 1,911 |
| Fair value | $812,000 | 1,896 |
| 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 | $24,376,000 | 4,217 |
| U.S. Government securities | $17,496,000 | 4,148 |
| U.S. Treasury securities | $499,000 | 1,908 |
| U.S. Government agency obligations | $16,997,000 | 4,055 |
| Securities issued by states & political subdivisions | $6,630,000 | 2,628 |
| Other domestic debt securities | $250,000 | 3,504 |
| 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 | $250,000 | 3,134 |
| 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 | $6,134,000 | 4,037 |
| Mortgage-backed securities | $4,966,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $4,966,000 | 3,425 |
| Issued or guaranteed by U.S. | $4,966,000 | 3,411 |
| 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) | $24,376,000 | 799 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $24,376,000 | 4,127 |
| Structured notes | ||
| Amortized cost | $719,000 | 1,684 |
| Fair value | $813,000 | 1,631 |
| 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 | $25,452,000 | 3,992 |
| U.S. Government securities | $18,668,000 | 3,873 |
| U.S. Treasury securities | $499,000 | 1,934 |
| U.S. Government agency obligations | $18,169,000 | 3,785 |
| Securities issued by states & political subdivisions | $6,534,000 | 2,607 |
| Other domestic debt securities | $250,000 | 3,562 |
| 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 | $250,000 | 3,175 |
| 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 | $6,146,000 | 3,988 |
| Mortgage-backed securities | $5,443,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $5,443,000 | 3,313 |
| Issued or guaranteed by U.S. | $5,443,000 | 3,301 |
| 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) | $25,452,000 | 742 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $25,452,000 | 3,908 |
| Structured notes | ||
| Amortized cost | $549,000 | 1,546 |
| Fair value | $570,000 | 1,543 |
| 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 | $24,905,000 | 4,027 |
| U.S. Government securities | $17,856,000 | 4,001 |
| U.S. Treasury securities | $499,000 | 1,975 |
| U.S. Government agency obligations | $17,357,000 | 3,921 |
| Securities issued by states & political subdivisions | $6,799,000 | 2,465 |
| Other domestic debt securities | $250,000 | 3,611 |
| 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 | $250,000 | 3,207 |
| 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 | $6,120,000 | 4,024 |
| Mortgage-backed securities | $5,017,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $5,017,000 | 3,413 |
| Issued or guaranteed by U.S. | $5,017,000 | 3,401 |
| 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) | $24,905,000 | 770 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $24,904,000 | 3,945 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $514,000 | 1,317 |
| 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 | $23,523,000 | 4,170 |
| U.S. Government securities | $16,621,000 | 4,186 |
| U.S. Treasury securities | $499,000 | 2,101 |
| U.S. Government agency obligations | $16,122,000 | 4,095 |
| Securities issued by states & political subdivisions | $6,652,000 | 2,485 |
| Other domestic debt securities | $250,000 | 3,653 |
| 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 | $250,000 | 3,232 |
| 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 | $6,018,000 | 4,054 |
| Mortgage-backed securities | $3,556,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $3,556,000 | 3,914 |
| Issued or guaranteed by U.S. | $3,556,000 | 3,900 |
| 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) | $23,523,000 | 817 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $23,523,000 | 4,091 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,417 |
| Fair value | $263,000 | 1,414 |
| 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 | $18,917,000 | 4,692 |
| U.S. Government securities | $12,507,000 | 4,898 |
| U.S. Treasury securities | $498,000 | 2,625 |
| U.S. Government agency obligations | $12,009,000 | 4,800 |
| Securities issued by states & political subdivisions | $6,160,000 | 2,500 |
| Other domestic debt securities | $250,000 | 3,713 |
| 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 | $250,000 | 3,223 |
| 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 | $5,445,000 | 4,247 |
| Mortgage-backed securities | $2,691,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $2,691,000 | 4,067 |
| Issued or guaranteed by U.S. | $2,691,000 | 4,049 |
| 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) | $18,917,000 | 956 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $18,917,000 | 4,600 |
| 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 | $20,312,000 | 4,573 |
| U.S. Government securities | $14,332,000 | 4,688 |
| U.S. Treasury securities | $497,000 | 3,572 |
| U.S. Government agency obligations | $13,835,000 | 4,497 |
| Securities issued by states & political subdivisions | $5,783,000 | 2,538 |
| 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 | NA | NA |
| Equity securities | $197,000 | 5,824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,112,000 | 4,218 |
| Mortgage-backed securities | $422,000 | 6,244 |
| Certificates of participation in pools of residential mortgages | $422,000 | 5,586 |
| Issued or guaranteed by U.S. | $422,000 | 5,566 |
| 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) | $20,115,000 | 1,135 |
| Available-for-sale securities (fair market value) | $197,000 | 8,979 |
| Total debt securities | $20,115,000 | 4,478 |
| 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 | $18,970,000 | 5,023 |
| U.S. Government securities | $12,838,000 | 5,293 |
| U.S. Treasury securities | $597,000 | 4,241 |
| U.S. Government agency obligations | $12,241,000 | 4,958 |
| Securities issued by states & political subdivisions | $5,946,000 | 2,600 |
| 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 | $186,000 | 5,824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,012,000 | 5,103 |
| Mortgage-backed securities | $394,000 | 6,623 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,949 |
| Issued or guaranteed by U.S. | $394,000 | 5,936 |
| 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) | $18,784,000 | 1,327 |
| Available-for-sale securities (fair market value) | $186,000 | 9,250 |
| Total debt securities | $18,784,000 | 4,943 |
| 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 | $13,800,000 | 6,076 |
| U.S. Government securities | $8,329,000 | 6,628 |
| U.S. Treasury securities | $596,000 | 5,704 |
| U.S. Government agency obligations | $7,733,000 | 6,008 |
| Securities issued by states & political subdivisions | $5,471,000 | 2,796 |
| 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 | $5,445,000 | 4,093 |
| Mortgage-backed securities | $390,000 | 6,853 |
| Certificates of participation in pools of residential mortgages | $306,000 | 6,367 |
| Issued or guaranteed by U.S. | $306,000 | 6,348 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $84,000 | 4,518 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 4,323 |
| 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) | $13,800,000 | 1,855 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $13,800,000 | 5,955 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| 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 | $15,791,000 | 5,798 |
| U.S. Government securities | $10,808,000 | 6,206 |
| U.S. Treasury securities | $594,000 | 7,006 |
| U.S. Government agency obligations | $10,214,000 | 5,159 |
| Securities issued by states & political subdivisions | $4,983,000 | 2,758 |
| 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 | $2,883,000 | 5,747 |
| Mortgage-backed securities | $675,000 | 6,726 |
| Certificates of participation in pools of residential mortgages | $421,000 | 6,330 |
| Issued or guaranteed by U.S. | $421,000 | 6,310 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $254,000 | 4,384 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 4,225 |
| 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) | $15,791,000 | 2,013 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $15,791,000 | 5,679 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,543 |
| Fair value | $848,000 | 1,539 |
| 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 | $16,256,000 | 6,093 |
| U.S. Government securities | $11,277,000 | 6,569 |
| U.S. Treasury securities | $1,193,000 | 6,928 |
| U.S. Government agency obligations | $10,084,000 | 5,480 |
| Securities issued by states & political subdivisions | $4,883,000 | 2,877 |
| Other domestic debt securities | $96,000 | 3,891 |
| Privately issued residential mortgage-backed securities | $96,000 | 1,575 |
| 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 | $4,173,000 | 5,048 |
| Mortgage-backed securities | $1,285,000 | 6,522 |
| Certificates of participation in pools of residential mortgages | $824,000 | 6,092 |
| Issued or guaranteed by U.S. | $824,000 | 6,077 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $461,000 | 4,562 |
| CMOs issued by government agencies or sponsored agencies | $365,000 | 4,529 |
| Privately issued | $96,000 | 1,310 |
| 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) | $16,256,000 | 2,220 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $16,256,000 | 5,977 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,319 |
| Fair value | $1,493,000 | 1,330 |
| 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 | $16,436,000 | 6,339 |
| U.S. Government securities | $11,411,000 | 6,778 |
| U.S. Treasury securities | $1,695,000 | 7,515 |
| U.S. Government agency obligations | $9,716,000 | 5,586 |
| Securities issued by states & political subdivisions | $5,025,000 | 2,790 |
| 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 | $481,000 | 8,985 |
| Mortgage-backed securities | $1,408,000 | 6,825 |
| Certificates of participation in pools of residential mortgages | $1,009,000 | 6,074 |
| Issued or guaranteed by U.S. | $1,009,000 | 6,042 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $399,000 | 5,091 |
| CMOs issued by government agencies or sponsored agencies | $399,000 | 4,893 |
| 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) | $16,436,000 | 2,359 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $16,436,000 | 6,220 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,612 |
| Fair value | $1,981,000 | 1,695 |
| 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 | $15,980,000 | 6,840 |
| U.S. Government securities | $10,501,000 | 7,545 |
| U.S. Treasury securities | $2,094,000 | 8,087 |
| U.S. Government agency obligations | $8,407,000 | 6,009 |
| Securities issued by states & political subdivisions | $5,230,000 | 2,828 |
| Other domestic debt securities | $249,000 | 4,393 |
| 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 | $249,000 | 3,517 |
| 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 | $3,397,000 | 5,756 |
| Mortgage-backed securities | $1,622,000 | 7,023 |
| Certificates of participation in pools of residential mortgages | $1,224,000 | 6,086 |
| Issued or guaranteed by U.S. | $1,224,000 | 6,063 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $398,000 | 5,481 |
| CMOs issued by government agencies or sponsored agencies | $398,000 | 5,257 |
| 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) | $15,980,000 | 4,113 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $15,980,000 | 6,726 |
| 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 | $13,185,000 | 7,960 |
| U.S. Government securities | $7,894,000 | 8,955 |
| U.S. Treasury securities | $1,099,000 | 9,701 |
| U.S. Government agency obligations | $6,795,000 | 6,920 |
| Securities issued by states & political subdivisions | $5,041,000 | 2,988 |
| Other domestic debt securities | $250,000 | 5,033 |
| 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 | $250,000 | 3,913 |
| 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 | $2,273,000 | 6,668 |
| Mortgage-backed securities | $1,964,000 | 7,324 |
| Certificates of participation in pools of residential mortgages | $1,566,000 | 6,224 |
| Issued or guaranteed by U.S. | $1,566,000 | 6,179 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $398,000 | 5,942 |
| CMOs issued by government agencies or sponsored agencies | $398,000 | 5,695 |
| 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 | $13,185,000 | 7,806 |
| 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 | $10,969,000 | 8,759 |
| U.S. Government securities | $7,255,000 | 9,419 |
| U.S. Treasury securities | $1,298,000 | 9,842 |
| U.S. Government agency obligations | $5,957,000 | 7,389 |
| Securities issued by states & political subdivisions | $3,689,000 | 3,518 |
| Other domestic debt securities | $25,000 | 7,219 |
| 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 | $25,000 | 5,598 |
| 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 | $1,674,000 | 7,557 |
| Mortgage-backed securities | $2,058,000 | 7,583 |
| Certificates of participation in pools of residential mortgages | $1,660,000 | 6,567 |
| Issued or guaranteed by U.S. | $1,660,000 | 6,506 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $398,000 | 6,125 |
| CMOs issued by government agencies or sponsored agencies | $398,000 | 5,713 |
| 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 | $10,969,000 | 8,634 |
| 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 |