Home > BankOkolona > Securities
BankOkolona, Securities
| 2023-12-31 | Rank | |
| Total securities | $69,962,000 | 2,161 |
| U.S. Government securities | $16,302,000 | 3,188 |
| U.S. Treasury securities | $11,525,000 | 1,278 |
| U.S. Government agency obligations | $4,777,000 | 3,684 |
| Securities issued by states & political subdivisions | $31,465,000 | 1,318 |
| Other domestic debt securities | $22,195,000 | 679 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,768,000 | 306 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $16,427,000 | 459 |
| 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 | $19,520,000 | 2,398 |
| Mortgage-backed securities | $3,725,000 | 3,146 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,748,000 | 2,896 |
| 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 | $977,000 | 1,220 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $69,962,000 | 1,938 |
| Total debt securities | $69,962,000 | 2,138 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $68,647,000 | 2,155 |
| U.S. Government securities | $16,918,000 | 3,156 |
| U.S. Treasury securities | $11,324,000 | 1,334 |
| U.S. Government agency obligations | $5,594,000 | 3,621 |
| Securities issued by states & political subdivisions | $44,742,000 | 958 |
| Other domestic debt securities | $6,987,000 | 1,191 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,994,000 | 297 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $993,000 | 1,567 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,561,000 | 1,975 |
| Mortgage-backed securities | $3,844,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,879,000 | 2,874 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $965,000 | 1,201 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $68,647,000 | 1,928 |
| Total debt securities | $68,646,000 | 2,134 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $68,901,000 | 2,216 |
| U.S. Government securities | $16,954,000 | 3,216 |
| U.S. Treasury securities | $11,286,000 | 1,354 |
| U.S. Government agency obligations | $5,668,000 | 3,651 |
| Securities issued by states & political subdivisions | $46,309,000 | 973 |
| Other domestic debt securities | $5,638,000 | 1,292 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,638,000 | 302 |
| 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 | $29,238,000 | 1,921 |
| Mortgage-backed securities | $3,911,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,944,000 | 2,901 |
| 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 | $967,000 | 1,199 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $68,901,000 | 1,989 |
| Total debt securities | $68,902,000 | 2,200 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $69,573,000 | 2,288 |
| U.S. Government securities | $17,117,000 | 3,282 |
| U.S. Treasury securities | $11,347,000 | 1,417 |
| U.S. Government agency obligations | $5,770,000 | 3,656 |
| Securities issued by states & political subdivisions | $46,684,000 | 1,009 |
| Other domestic debt securities | $5,772,000 | 1,329 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,772,000 | 307 |
| 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 | $29,478,000 | 1,866 |
| Mortgage-backed securities | $4,003,000 | 3,195 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,029,000 | 2,926 |
| 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 | $974,000 | 1,218 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $69,573,000 | 2,041 |
| Total debt securities | $69,573,000 | 2,266 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $69,094,000 | 2,322 |
| U.S. Government securities | $16,973,000 | 3,297 |
| U.S. Treasury securities | $11,213,000 | 1,484 |
| U.S. Government agency obligations | $5,760,000 | 3,652 |
| Securities issued by states & political subdivisions | $46,002,000 | 1,045 |
| Other domestic debt securities | $6,119,000 | 1,323 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,119,000 | 298 |
| 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 | $22,610,000 | 2,030 |
| Mortgage-backed securities | $4,018,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,054,000 | 2,939 |
| 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 | $964,000 | 1,209 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $69,094,000 | 2,087 |
| Total debt securities | $69,094,000 | 2,307 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $66,373,000 | 2,392 |
| U.S. Government securities | $14,963,000 | 3,429 |
| U.S. Treasury securities | $9,160,000 | 1,657 |
| U.S. Government agency obligations | $5,803,000 | 3,671 |
| Securities issued by states & political subdivisions | $44,972,000 | 1,073 |
| Other domestic debt securities | $6,438,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,438,000 | 293 |
| 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 | $16,645,000 | 2,247 |
| Mortgage-backed securities | $4,090,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,127,000 | 2,955 |
| 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 | $963,000 | 1,142 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $66,373,000 | 2,153 |
| Total debt securities | $66,373,000 | 2,373 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $68,752,000 | 2,360 |
| U.S. Government securities | $14,329,000 | 3,509 |
| U.S. Treasury securities | $10,387,000 | 1,534 |
| U.S. Government agency obligations | $3,942,000 | 3,890 |
| Securities issued by states & political subdivisions | $47,863,000 | 1,057 |
| Other domestic debt securities | $6,560,000 | 1,193 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,560,000 | 296 |
| 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 | $17,215,000 | 2,206 |
| Mortgage-backed securities | $2,128,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $1,137,000 | 3,433 |
| Issued or guaranteed by U.S. | $1,137,000 | 3,342 |
| 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 | $991,000 | 1,704 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $991,000 | 1,210 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $68,752,000 | 2,167 |
| Total debt securities | $68,752,000 | 2,347 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $73,701,000 | 2,235 |
| U.S. Government securities | $15,627,000 | 3,340 |
| U.S. Treasury securities | $10,507,000 | 1,346 |
| U.S. Government agency obligations | $5,120,000 | 3,764 |
| Securities issued by states & political subdivisions | $51,230,000 | 1,017 |
| Other domestic debt securities | $6,844,000 | 1,160 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,844,000 | 301 |
| 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 | $11,856,000 | 2,504 |
| Mortgage-backed securities | $2,257,000 | 3,485 |
| Certificates of participation in pools of residential mortgages | $1,247,000 | 3,421 |
| Issued or guaranteed by U.S. | $1,247,000 | 3,329 |
| 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 | $1,010,000 | 1,687 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,010,000 | 1,190 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $73,701,000 | 2,069 |
| Total debt securities | $73,699,000 | 2,222 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $66,292,000 | 2,322 |
| U.S. Government securities | $7,431,000 | 3,788 |
| U.S. Treasury securities | $1,009,000 | 1,955 |
| U.S. Government agency obligations | $6,422,000 | 3,602 |
| Securities issued by states & political subdivisions | $52,942,000 | 1,002 |
| Other domestic debt securities | $5,919,000 | 1,201 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,919,000 | 326 |
| 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 | $13,400,000 | 2,409 |
| Mortgage-backed securities | $2,437,000 | 3,483 |
| Certificates of participation in pools of residential mortgages | $1,380,000 | 3,400 |
| Issued or guaranteed by U.S. | $1,380,000 | 3,297 |
| 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 | $1,057,000 | 1,659 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,057,000 | 1,159 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $66,292,000 | 2,174 |
| Total debt securities | $66,292,000 | 2,308 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $59,938,000 | 2,388 |
| U.S. Government securities | $7,536,000 | 3,736 |
| U.S. Treasury securities | $1,014,000 | 1,743 |
| U.S. Government agency obligations | $6,522,000 | 3,605 |
| Securities issued by states & political subdivisions | $46,361,000 | 1,113 |
| Other domestic debt securities | $6,041,000 | 1,138 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,041,000 | 322 |
| 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 | $13,519,000 | 2,376 |
| Mortgage-backed securities | $2,495,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $1,418,000 | 3,425 |
| Issued or guaranteed by U.S. | $1,418,000 | 3,332 |
| 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 | $1,077,000 | 1,670 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $1,077,000 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $59,938,000 | 2,234 |
| Total debt securities | $59,937,000 | 2,369 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $62,514,000 | 2,258 |
| U.S. Government securities | $6,593,000 | 3,809 |
| U.S. Treasury securities | $2,019,000 | 1,444 |
| U.S. Government agency obligations | $4,574,000 | 3,830 |
| Securities issued by states & political subdivisions | $49,828,000 | 1,007 |
| Other domestic debt securities | $6,093,000 | 1,103 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,093,000 | 328 |
| 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 | $13,618,000 | 2,356 |
| Mortgage-backed securities | $2,537,000 | 3,512 |
| Certificates of participation in pools of residential mortgages | $1,454,000 | 3,426 |
| Issued or guaranteed by U.S. | $1,454,000 | 3,327 |
| 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 | $1,083,000 | 1,660 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $1,083,000 | 1,149 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $62,514,000 | 2,119 |
| Total debt securities | $62,513,000 | 2,242 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $61,317,000 | 2,157 |
| U.S. Government securities | $9,952,000 | 3,423 |
| U.S. Treasury securities | $2,027,000 | 1,128 |
| U.S. Government agency obligations | $7,925,000 | 3,404 |
| Securities issued by states & political subdivisions | $43,816,000 | 1,088 |
| Other domestic debt securities | $7,549,000 | 959 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,549,000 | 294 |
| 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 | $15,963,000 | 2,177 |
| Mortgage-backed securities | $2,565,000 | 3,483 |
| Certificates of participation in pools of residential mortgages | $1,473,000 | 3,395 |
| Issued or guaranteed by U.S. | $1,473,000 | 3,298 |
| 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 | $1,092,000 | 1,639 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,092,000 | 1,116 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $61,317,000 | 2,026 |
| Total debt securities | $61,316,000 | 2,137 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $55,005,000 | 2,181 |
| U.S. Government securities | $10,493,000 | 3,239 |
| U.S. Treasury securities | $2,033,000 | 816 |
| U.S. Government agency obligations | $8,460,000 | 3,272 |
| Securities issued by states & political subdivisions | $37,866,000 | 1,192 |
| Other domestic debt securities | $6,646,000 | 954 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,646,000 | 303 |
| 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 | $9,858,000 | 2,613 |
| Mortgage-backed securities | $1,108,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,014 |
| Issued or guaranteed by U.S. | $2,000 | 3,950 |
| 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 | $1,106,000 | 1,604 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,106,000 | 1,080 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $55,005,000 | 2,045 |
| Total debt securities | $55,004,000 | 2,163 |
| 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 | $52,798,000 | 2,144 |
| U.S. Government securities | $13,460,000 | 2,933 |
| U.S. Treasury securities | $2,040,000 | 806 |
| U.S. Government agency obligations | $11,420,000 | 2,975 |
| Securities issued by states & political subdivisions | $35,769,000 | 1,148 |
| Other domestic debt securities | $3,569,000 | 1,188 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,569,000 | 357 |
| 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 | $13,506,000 | 2,313 |
| Mortgage-backed securities | $3,241,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $7,000 | 3,989 |
| Issued or guaranteed by U.S. | $7,000 | 3,926 |
| 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 | $3,234,000 | 1,206 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $3,234,000 | 791 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $52,798,000 | 2,003 |
| Total debt securities | $52,796,000 | 2,125 |
| 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 | $43,825,000 | 2,369 |
| U.S. Government securities | $13,788,000 | 2,932 |
| U.S. Treasury securities | $2,044,000 | 824 |
| U.S. Government agency obligations | $11,744,000 | 2,964 |
| Securities issued by states & political subdivisions | $30,037,000 | 1,248 |
| 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 | $13,826,000 | 2,302 |
| Mortgage-backed securities | $3,544,000 | 3,357 |
| Certificates of participation in pools of residential mortgages | $15,000 | 3,973 |
| Issued or guaranteed by U.S. | $15,000 | 3,911 |
| 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 | $3,529,000 | 1,158 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $3,529,000 | 743 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $43,825,000 | 2,199 |
| Total debt securities | $43,826,000 | 2,345 |
| 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 | $31,211,000 | 2,775 |
| U.S. Government securities | $14,119,000 | 2,931 |
| U.S. Treasury securities | $2,045,000 | 863 |
| U.S. Government agency obligations | $12,074,000 | 2,970 |
| Securities issued by states & political subdivisions | $17,092,000 | 1,739 |
| 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 | $14,038,000 | 2,211 |
| Mortgage-backed securities | $3,884,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $25,000 | 3,987 |
| Issued or guaranteed by U.S. | $25,000 | 3,915 |
| 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 | $3,859,000 | 1,095 |
| Commercial mortgage pass-through securities | $3,859,000 | 691 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $31,211,000 | 2,604 |
| Total debt securities | $31,212,000 | 2,759 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $28,664,000 | 2,917 |
| U.S. Government securities | $12,215,000 | 3,172 |
| U.S. Treasury securities | $1,993,000 | 968 |
| U.S. Government agency obligations | $10,222,000 | 3,204 |
| Securities issued by states & political subdivisions | $16,449,000 | 1,748 |
| 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 | $14,260,000 | 2,205 |
| Mortgage-backed securities | $4,112,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $37,000 | 3,997 |
| Issued or guaranteed by U.S. | $37,000 | 3,932 |
| 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 | $4,075,000 | 1,052 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $4,075,000 | 658 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $28,664,000 | 2,733 |
| Total debt securities | $28,664,000 | 2,898 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $29,207,000 | 2,904 |
| U.S. Government securities | $12,283,000 | 3,206 |
| U.S. Treasury securities | $1,997,000 | 969 |
| U.S. Government agency obligations | $10,286,000 | 3,241 |
| Securities issued by states & political subdivisions | $16,924,000 | 1,717 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,315,000 | 2,228 |
| Mortgage-backed securities | $4,164,000 | 3,270 |
| Certificates of participation in pools of residential mortgages | $51,000 | 4,020 |
| Issued or guaranteed by U.S. | $51,000 | 3,950 |
| Privately issued | $0 | 287 |
| 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 | $4,113,000 | 1,048 |
| Commercial mortgage pass-through securities | $4,113,000 | 662 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $29,207,000 | 2,704 |
| Total debt securities | $28,847,000 | 2,897 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $27,131,000 | 3,053 |
| U.S. Government securities | $10,284,000 | 3,460 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $10,284,000 | 3,307 |
| Securities issued by states & political subdivisions | $16,847,000 | 1,772 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,294,000 | 2,283 |
| Mortgage-backed securities | $4,179,000 | 3,251 |
| Certificates of participation in pools of residential mortgages | $69,000 | 4,027 |
| Issued or guaranteed by U.S. | $69,000 | 3,960 |
| Privately issued | $0 | 244 |
| 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 | $4,110,000 | 1,020 |
| Commercial mortgage pass-through securities | $4,110,000 | 673 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $27,131,000 | 2,834 |
| Total debt securities | $26,733,000 | 3,061 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $26,710,000 | 3,134 |
| U.S. Government securities | $10,202,000 | 3,510 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $10,202,000 | 3,345 |
| Securities issued by states & political subdivisions | $16,508,000 | 1,843 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,162,000 | 2,342 |
| Mortgage-backed securities | $4,157,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $90,000 | 4,045 |
| Issued or guaranteed by U.S. | $90,000 | 3,975 |
| Privately issued | $0 | 248 |
| 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 | $4,067,000 | 958 |
| Commercial mortgage pass-through securities | $4,067,000 | 655 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $26,710,000 | 2,899 |
| Total debt securities | $26,476,000 | 3,130 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $26,471,000 | 3,172 |
| U.S. Government securities | $10,094,000 | 3,564 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $10,094,000 | 3,414 |
| Securities issued by states & political subdivisions | $16,377,000 | 1,900 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,002,000 | 2,373 |
| Mortgage-backed securities | $4,111,000 | 3,294 |
| Certificates of participation in pools of residential mortgages | $113,000 | 4,063 |
| Issued or guaranteed by U.S. | $113,000 | 4,009 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,994,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $1,994,000 | 2,037 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,004,000 | 1,198 |
| Commercial mortgage pass-through securities | $2,004,000 | 849 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $26,471,000 | 2,943 |
| Total debt securities | $26,097,000 | 3,170 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $26,621,000 | 3,177 |
| U.S. Government securities | $10,046,000 | 3,615 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $10,046,000 | 3,471 |
| Securities issued by states & political subdivisions | $16,575,000 | 1,908 |
| 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 | $13,881,000 | 2,386 |
| Mortgage-backed securities | $4,110,000 | 3,326 |
| Certificates of participation in pools of residential mortgages | $142,000 | 4,092 |
| Issued or guaranteed by U.S. | $142,000 | 4,071 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,985,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $1,985,000 | 2,029 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,983,000 | 1,184 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $1,983,000 | 693 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $26,621,000 | 2,938 |
| Total debt securities | $26,386,000 | 3,169 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $26,913,000 | 3,207 |
| U.S. Government securities | $10,131,000 | 3,613 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,131,000 | 3,465 |
| Securities issued by states & political subdivisions | $16,782,000 | 1,940 |
| 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 | $14,488,000 | 2,383 |
| Mortgage-backed securities | $4,169,000 | 3,363 |
| Certificates of participation in pools of residential mortgages | $173,000 | 4,119 |
| Issued or guaranteed by U.S. | $173,000 | 3,995 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,998,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $1,998,000 | 2,040 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,998,000 | 1,153 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,998,000 | 677 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $26,913,000 | 2,961 |
| Total debt securities | $26,678,000 | 3,192 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $26,904,000 | 3,235 |
| U.S. Government securities | $8,189,000 | 3,916 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $8,189,000 | 3,759 |
| Securities issued by states & political subdivisions | $16,703,000 | 1,991 |
| Other domestic debt securities | $2,012,000 | 1,196 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $2,012,000 | 98 |
| 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 | $14,528,000 | 2,403 |
| Mortgage-backed securities | $4,220,000 | 3,379 |
| Certificates of participation in pools of residential mortgages | $206,000 | 4,128 |
| Issued or guaranteed by U.S. | $206,000 | 4,121 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,002,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $2,002,000 | 2,027 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,012,000 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $2,012,000 | 655 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $26,904,000 | 2,982 |
| Total debt securities | $26,529,000 | 3,225 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $27,521,000 | 3,253 |
| U.S. Government securities | $10,399,000 | 3,687 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $10,399,000 | 3,538 |
| Securities issued by states & political subdivisions | $17,122,000 | 2,011 |
| 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 | $14,772,000 | 2,420 |
| Mortgage-backed securities | $4,334,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $245,000 | 4,154 |
| Issued or guaranteed by U.S. | $245,000 | 4,149 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,031,000 | 2,059 |
| CMOs issued by government agencies or sponsored agencies | $2,031,000 | 2,000 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,058,000 | 1,001 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $2,058,000 | 631 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $27,521,000 | 3,006 |
| Total debt securities | $27,047,000 | 3,256 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $30,238,000 | 3,148 |
| U.S. Government securities | $10,585,000 | 3,680 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $10,585,000 | 3,535 |
| Securities issued by states & political subdivisions | $19,653,000 | 1,880 |
| 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 | $14,999,000 | 2,428 |
| Mortgage-backed securities | $4,427,000 | 3,432 |
| Certificates of participation in pools of residential mortgages | $283,000 | 4,193 |
| Issued or guaranteed by U.S. | $283,000 | 4,189 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,056,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $2,056,000 | 2,011 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,088,000 | 990 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $2,088,000 | 611 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $30,238,000 | 2,894 |
| Total debt securities | $29,782,000 | 3,143 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $29,566,000 | 3,229 |
| U.S. Government securities | $10,662,000 | 3,725 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $10,662,000 | 3,586 |
| Securities issued by states & political subdivisions | $18,904,000 | 1,928 |
| 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 | $15,061,000 | 2,431 |
| Mortgage-backed securities | $4,494,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | $324,000 | 4,208 |
| Issued or guaranteed by U.S. | $324,000 | 4,203 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,071,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $2,071,000 | 2,035 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,099,000 | 963 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $2,099,000 | 597 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $29,566,000 | 2,974 |
| Total debt securities | $29,109,000 | 3,236 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $26,109,000 | 3,454 |
| U.S. Government securities | $8,560,000 | 4,040 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $8,560,000 | 3,900 |
| Securities issued by states & political subdivisions | $17,549,000 | 2,035 |
| 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 | $14,376,000 | 2,522 |
| Mortgage-backed securities | $2,434,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | $373,000 | 4,248 |
| Issued or guaranteed by U.S. | $373,000 | 4,244 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,061,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $2,061,000 | 2,063 |
| 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) | $26,109,000 | 3,179 |
| Total debt securities | $26,110,000 | 3,425 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $25,614,000 | 3,478 |
| U.S. Government securities | $8,540,000 | 4,035 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,540,000 | 3,899 |
| Securities issued by states & political subdivisions | $17,074,000 | 2,081 |
| 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 | $14,268,000 | 2,525 |
| Mortgage-backed securities | $2,473,000 | 3,881 |
| Certificates of participation in pools of residential mortgages | $420,000 | 4,258 |
| Issued or guaranteed by U.S. | $420,000 | 4,252 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,053,000 | 2,135 |
| CMOs issued by government agencies or sponsored agencies | $2,053,000 | 2,066 |
| 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) | $25,614,000 | 3,191 |
| Total debt securities | $25,614,000 | 3,450 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $26,650,000 | 3,426 |
| U.S. Government securities | $8,919,000 | 3,997 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,919,000 | 3,875 |
| Securities issued by states & political subdivisions | $17,731,000 | 2,051 |
| 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 | $14,761,000 | 2,485 |
| Mortgage-backed securities | $2,596,000 | 3,896 |
| Certificates of participation in pools of residential mortgages | $469,000 | 4,269 |
| Issued or guaranteed by U.S. | $469,000 | 4,266 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,127,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $2,127,000 | 2,068 |
| 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) | $26,650,000 | 3,150 |
| Total debt securities | $26,650,000 | 3,398 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $27,529,000 | 3,428 |
| U.S. Government securities | $8,985,000 | 4,089 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,985,000 | 3,964 |
| Securities issued by states & political subdivisions | $18,544,000 | 1,976 |
| 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 | $14,813,000 | 2,523 |
| Mortgage-backed securities | $2,649,000 | 3,923 |
| Certificates of participation in pools of residential mortgages | $524,000 | 4,296 |
| Issued or guaranteed by U.S. | $524,000 | 4,290 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,125,000 | 2,158 |
| CMOs issued by government agencies or sponsored agencies | $2,125,000 | 2,085 |
| 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) | $27,529,000 | 3,140 |
| Total debt securities | $27,529,000 | 3,403 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $32,743,000 | 3,189 |
| U.S. Government securities | $8,902,000 | 4,203 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,902,000 | 4,089 |
| Securities issued by states & political subdivisions | $23,841,000 | 1,634 |
| 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 | $16,313,000 | 2,414 |
| Mortgage-backed securities | $2,683,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $581,000 | 4,306 |
| Issued or guaranteed by U.S. | $581,000 | 4,301 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,102,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $2,102,000 | 2,121 |
| 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) | $32,743,000 | 2,904 |
| Total debt securities | $32,743,000 | 3,164 |
| Structured notes | ||
| Amortized cost | $281,000 | 1,313 |
| Fair value | $295,000 | 1,300 |
| 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 | $32,673,000 | 3,216 |
| U.S. Government securities | $8,821,000 | 4,268 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,821,000 | 4,138 |
| Securities issued by states & political subdivisions | $23,852,000 | 1,641 |
| 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 | $15,178,000 | 2,549 |
| Mortgage-backed securities | $2,708,000 | 3,960 |
| Certificates of participation in pools of residential mortgages | $642,000 | 4,305 |
| Issued or guaranteed by U.S. | $642,000 | 4,302 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,066,000 | 2,216 |
| CMOs issued by government agencies or sponsored agencies | $2,066,000 | 2,154 |
| 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) | $32,673,000 | 2,929 |
| Total debt securities | $32,673,000 | 3,191 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $31,219,000 | 3,331 |
| U.S. Government securities | $8,984,000 | 4,325 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,984,000 | 4,213 |
| Securities issued by states & political subdivisions | $22,235,000 | 1,725 |
| 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 | $15,318,000 | 2,557 |
| Mortgage-backed securities | $2,806,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $710,000 | 4,335 |
| Issued or guaranteed by U.S. | $710,000 | 4,330 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,096,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $2,096,000 | 2,158 |
| 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) | $31,219,000 | 3,045 |
| Total debt securities | $31,218,000 | 3,303 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $35,851,000 | 3,151 |
| U.S. Government securities | $10,873,000 | 4,185 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,873,000 | 4,062 |
| Securities issued by states & political subdivisions | $24,978,000 | 1,539 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,975,000 | 2,516 |
| Mortgage-backed securities | $4,785,000 | 3,672 |
| Certificates of participation in pools of residential mortgages | $786,000 | 4,378 |
| Issued or guaranteed by U.S. | $786,000 | 4,374 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,999,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $3,999,000 | 1,821 |
| 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) | $35,851,000 | 2,873 |
| Total debt securities | $35,850,000 | 3,122 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $1,001,000 | 1,268 |
| 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 | $34,667,000 | 3,256 |
| U.S. Government securities | $7,021,000 | 4,822 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,021,000 | 4,717 |
| Securities issued by states & political subdivisions | $23,421,000 | 1,607 |
| Other domestic debt securities | $4,225,000 | 956 |
| Privately issued residential mortgage-backed securities | $4,225,000 | 205 |
| 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 | $16,192,000 | 2,541 |
| Mortgage-backed securities | $5,089,000 | 3,686 |
| Certificates of participation in pools of residential mortgages | $864,000 | 4,401 |
| Issued or guaranteed by U.S. | $864,000 | 4,396 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,225,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $4,225,000 | 194 |
| 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) | $8,096,000 | 1,164 |
| Available-for-sale securities (fair market value) | $26,571,000 | 3,420 |
| Total debt securities | $34,667,000 | 3,231 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $1,001,000 | 1,371 |
| 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 | $32,055,000 | 3,417 |
| U.S. Government securities | $10,349,000 | 4,394 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,349,000 | 4,283 |
| Securities issued by states & political subdivisions | $21,706,000 | 1,708 |
| 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 | $16,187,000 | 2,553 |
| Mortgage-backed securities | $5,309,000 | 3,713 |
| Certificates of participation in pools of residential mortgages | $949,000 | 4,448 |
| Issued or guaranteed by U.S. | $949,000 | 4,441 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,360,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $4,360,000 | 1,830 |
| 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) | $8,105,000 | 1,184 |
| Available-for-sale securities (fair market value) | $23,950,000 | 3,617 |
| Total debt securities | $32,055,000 | 3,399 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $993,000 | 1,513 |
| 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 | $32,490,000 | 3,481 |
| U.S. Government securities | $10,498,000 | 4,477 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,498,000 | 4,365 |
| Securities issued by states & political subdivisions | $21,992,000 | 1,684 |
| 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 | $16,307,000 | 2,532 |
| Mortgage-backed securities | $5,483,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | $1,031,000 | 4,494 |
| Issued or guaranteed by U.S. | $1,031,000 | 4,491 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,452,000 | 1,909 |
| CMOs issued by government agencies or sponsored agencies | $4,452,000 | 1,834 |
| 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) | $8,138,000 | 1,202 |
| Available-for-sale securities (fair market value) | $24,352,000 | 3,693 |
| Total debt securities | $32,489,000 | 3,454 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $985,000 | 1,623 |
| 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 | $37,414,000 | 3,263 |
| U.S. Government securities | $14,406,000 | 4,059 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $14,406,000 | 3,944 |
| Securities issued by states & political subdivisions | $23,008,000 | 1,635 |
| 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 | $15,766,000 | 2,577 |
| Mortgage-backed securities | $9,359,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $4,813,000 | 3,474 |
| Issued or guaranteed by U.S. | $4,813,000 | 3,474 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,546,000 | 1,923 |
| CMOs issued by government agencies or sponsored agencies | $4,546,000 | 1,842 |
| 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) | $11,831,000 | 1,035 |
| Available-for-sale securities (fair market value) | $25,583,000 | 3,636 |
| Total debt securities | $37,414,000 | 3,236 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,576 |
| Fair value | $984,000 | 1,655 |
| 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 | $34,339,000 | 3,437 |
| U.S. Government securities | $13,757,000 | 4,168 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,757,000 | 4,072 |
| Securities issued by states & political subdivisions | $20,582,000 | 1,808 |
| 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 | $15,132,000 | 2,675 |
| Mortgage-backed securities | $9,736,000 | 3,233 |
| Certificates of participation in pools of residential mortgages | $5,100,000 | 3,459 |
| Issued or guaranteed by U.S. | $5,100,000 | 3,459 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,636,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $4,636,000 | 1,832 |
| 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) | $12,043,000 | 1,016 |
| Available-for-sale securities (fair market value) | $22,296,000 | 3,904 |
| Total debt securities | $34,330,000 | 3,411 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $980,000 | 1,672 |
| 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 | $33,586,000 | 3,468 |
| U.S. Government securities | $14,884,000 | 4,015 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,884,000 | 3,915 |
| Securities issued by states & political subdivisions | $18,702,000 | 1,948 |
| 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 | $12,650,000 | 2,930 |
| Mortgage-backed securities | $10,034,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $5,329,000 | 3,406 |
| Issued or guaranteed by U.S. | $5,329,000 | 3,404 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,705,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $4,705,000 | 1,825 |
| 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) | $12,182,000 | 995 |
| Available-for-sale securities (fair market value) | $21,404,000 | 3,984 |
| Total debt securities | $33,588,000 | 3,439 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,200 |
| Fair value | $2,010,000 | 1,188 |
| 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 | $33,276,000 | 3,506 |
| U.S. Government securities | $15,376,000 | 3,995 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,376,000 | 3,892 |
| Securities issued by states & political subdivisions | $17,900,000 | 2,023 |
| 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 | $12,867,000 | 2,878 |
| Mortgage-backed securities | $10,496,000 | 3,158 |
| Certificates of participation in pools of residential mortgages | $5,693,000 | 3,354 |
| Issued or guaranteed by U.S. | $5,693,000 | 3,351 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,803,000 | 1,919 |
| CMOs issued by government agencies or sponsored agencies | $4,803,000 | 1,834 |
| 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) | $11,453,000 | 1,003 |
| Available-for-sale securities (fair market value) | $21,823,000 | 3,976 |
| Total debt securities | $33,276,000 | 3,475 |
| Structured notes | ||
| Amortized cost | $2,048,000 | 1,167 |
| Fair value | $2,025,000 | 1,168 |
| 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 | $31,851,000 | 3,581 |
| U.S. Government securities | $15,914,000 | 3,929 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,914,000 | 3,838 |
| Securities issued by states & political subdivisions | $15,937,000 | 2,193 |
| 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 | $13,094,000 | 2,843 |
| Mortgage-backed securities | $11,013,000 | 3,119 |
| Certificates of participation in pools of residential mortgages | $6,096,000 | 3,250 |
| Issued or guaranteed by U.S. | $6,096,000 | 3,247 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,917,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $4,917,000 | 1,842 |
| 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) | $9,644,000 | 1,016 |
| Available-for-sale securities (fair market value) | $22,207,000 | 3,959 |
| Total debt securities | $31,851,000 | 3,547 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,166 |
| Fair value | $2,027,000 | 1,155 |
| 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 | $29,014,000 | 3,776 |
| U.S. Government securities | $12,847,000 | 4,326 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,847,000 | 4,218 |
| Securities issued by states & political subdivisions | $16,167,000 | 2,152 |
| 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 | $13,441,000 | 2,833 |
| Mortgage-backed securities | $7,909,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $2,858,000 | 4,055 |
| Issued or guaranteed by U.S. | $2,858,000 | 4,051 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,051,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $5,051,000 | 1,877 |
| 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) | $6,002,000 | 1,208 |
| Available-for-sale securities (fair market value) | $23,012,000 | 3,919 |
| Total debt securities | $29,014,000 | 3,748 |
| Structured notes | ||
| Amortized cost | $2,062,000 | 1,172 |
| Fair value | $2,000,000 | 1,231 |
| 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 | $27,247,000 | 3,872 |
| U.S. Government securities | $9,991,000 | 4,695 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,991,000 | 4,597 |
| Securities issued by states & political subdivisions | $17,256,000 | 2,034 |
| 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 | $7,108,000 | 3,811 |
| Mortgage-backed securities | $5,023,000 | 4,080 |
| Certificates of participation in pools of residential mortgages | $2,006,000 | 4,315 |
| Issued or guaranteed by U.S. | $2,006,000 | 4,314 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,017,000 | 2,385 |
| CMOs issued by government agencies or sponsored agencies | $3,017,000 | 2,280 |
| 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) | $27,247,000 | 3,578 |
| Total debt securities | $27,246,000 | 3,841 |
| Structured notes | ||
| Amortized cost | $1,067,000 | 1,587 |
| Fair value | $1,067,000 | 1,587 |
| 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 | $26,097,000 | 3,990 |
| U.S. Government securities | $10,351,000 | 4,739 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,351,000 | 4,637 |
| Securities issued by states & political subdivisions | $15,746,000 | 2,130 |
| 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 | $7,179,000 | 3,856 |
| Mortgage-backed securities | $5,345,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $2,259,000 | 4,366 |
| Issued or guaranteed by U.S. | $2,259,000 | 4,365 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,086,000 | 2,469 |
| CMOs issued by government agencies or sponsored agencies | $3,086,000 | 2,360 |
| 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) | $26,097,000 | 3,683 |
| Total debt securities | $26,097,000 | 3,961 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,071,000 | 1,725 |
| 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 | $25,522,000 | 4,067 |
| U.S. Government securities | $10,681,000 | 4,783 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,681,000 | 4,683 |
| Securities issued by states & political subdivisions | $14,841,000 | 2,152 |
| 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 | $7,191,000 | 3,887 |
| Mortgage-backed securities | $5,660,000 | 4,130 |
| Certificates of participation in pools of residential mortgages | $2,475,000 | 4,341 |
| Issued or guaranteed by U.S. | $2,475,000 | 4,340 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,185,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $3,185,000 | 2,358 |
| 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) | $25,522,000 | 3,752 |
| Total debt securities | $25,522,000 | 4,026 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,071,000 | 1,935 |
| 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 | $25,413,000 | 4,106 |
| U.S. Government securities | $10,992,000 | 4,831 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,992,000 | 4,739 |
| Securities issued by states & political subdivisions | $14,421,000 | 2,135 |
| 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 | $5,806,000 | 4,180 |
| Mortgage-backed securities | $5,940,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $3,812,000 | 3,984 |
| Issued or guaranteed by U.S. | $3,812,000 | 3,980 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,128,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $2,128,000 | 2,637 |
| 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) | $25,413,000 | 3,777 |
| Total debt securities | $25,412,000 | 4,071 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $1,053,000 | 2,151 |
| 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 | $21,574,000 | 4,403 |
| U.S. Government securities | $8,070,000 | 5,289 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,070,000 | 5,193 |
| Securities issued by states & political subdivisions | $13,504,000 | 2,198 |
| 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 | $3,683,000 | 4,565 |
| Mortgage-backed securities | $3,000,000 | 4,652 |
| Certificates of participation in pools of residential mortgages | $3,000,000 | 4,131 |
| Issued or guaranteed by U.S. | $3,000,000 | 4,124 |
| 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) | $21,574,000 | 4,047 |
| Total debt securities | $21,572,000 | 4,373 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $1,071,000 | 2,110 |
| 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 | $23,302,000 | 4,173 |
| U.S. Government securities | $9,445,000 | 5,001 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,445,000 | 4,905 |
| Securities issued by states & political subdivisions | $13,857,000 | 2,075 |
| 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 | $3,471,000 | 4,649 |
| Mortgage-backed securities | $3,330,000 | 4,545 |
| Certificates of participation in pools of residential mortgages | $3,330,000 | 3,984 |
| Issued or guaranteed by U.S. | $3,330,000 | 3,970 |
| 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) | $23,302,000 | 3,829 |
| Total debt securities | $23,302,000 | 4,137 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $1,073,000 | 2,186 |
| 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 | $23,121,000 | 4,232 |
| U.S. Government securities | $9,711,000 | 5,085 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,711,000 | 4,967 |
| Securities issued by states & political subdivisions | $13,410,000 | 2,087 |
| 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 | $3,672,000 | 4,624 |
| Mortgage-backed securities | $3,600,000 | 4,459 |
| Certificates of participation in pools of residential mortgages | $3,600,000 | 3,879 |
| Issued or guaranteed by U.S. | $3,600,000 | 3,866 |
| 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) | $23,121,000 | 3,888 |
| Total debt securities | $23,122,000 | 4,196 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,447 |
| Fair value | $1,061,000 | 2,413 |
| 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 | $22,630,000 | 4,255 |
| U.S. Government securities | $9,882,000 | 5,053 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,882,000 | 4,936 |
| Securities issued by states & political subdivisions | $12,748,000 | 2,112 |
| 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 | $3,647,000 | 4,626 |
| Mortgage-backed securities | $3,856,000 | 4,332 |
| Certificates of participation in pools of residential mortgages | $3,856,000 | 3,736 |
| Issued or guaranteed by U.S. | $3,856,000 | 3,727 |
| 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) | $22,630,000 | 3,917 |
| Total debt securities | $22,630,000 | 4,223 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $1,030,000 | 2,466 |
| 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 | $22,353,000 | 4,146 |
| U.S. Government securities | $10,324,000 | 4,804 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,324,000 | 4,685 |
| Securities issued by states & political subdivisions | $12,029,000 | 2,166 |
| 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 | $3,669,000 | 4,620 |
| Mortgage-backed securities | $4,274,000 | 4,166 |
| Certificates of participation in pools of residential mortgages | $4,274,000 | 3,536 |
| Issued or guaranteed by U.S. | $4,274,000 | 3,527 |
| 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) | $22,353,000 | 3,818 |
| Total debt securities | $22,353,000 | 4,112 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $1,028,000 | 2,323 |
| 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 | $21,703,000 | 4,171 |
| U.S. Government securities | $11,494,000 | 4,570 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,494,000 | 4,453 |
| Securities issued by states & political subdivisions | $10,209,000 | 2,347 |
| 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 | $3,462,000 | 4,740 |
| Mortgage-backed securities | $4,819,000 | 4,061 |
| Certificates of participation in pools of residential mortgages | $4,819,000 | 3,368 |
| Issued or guaranteed by U.S. | $4,819,000 | 3,362 |
| 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) | $21,703,000 | 3,836 |
| Total debt securities | $21,703,000 | 4,131 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,053,000 | 2,351 |
| 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 | $21,458,000 | 4,233 |
| U.S. Government securities | $11,540,000 | 4,648 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,540,000 | 4,544 |
| Securities issued by states & political subdivisions | $9,918,000 | 2,285 |
| 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 | $4,367,000 | 4,502 |
| Mortgage-backed securities | $2,930,000 | 4,522 |
| Certificates of participation in pools of residential mortgages | $2,930,000 | 3,950 |
| Issued or guaranteed by U.S. | $2,930,000 | 3,942 |
| 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) | $21,458,000 | 3,859 |
| Total debt securities | $21,458,000 | 4,195 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,018,000 | 2,463 |
| 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 | $19,426,000 | 4,517 |
| U.S. Government securities | $11,621,000 | 4,677 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,621,000 | 4,562 |
| Securities issued by states & political subdivisions | $7,805,000 | 2,595 |
| 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 | $4,382,000 | 4,545 |
| Mortgage-backed securities | $3,125,000 | 4,558 |
| Certificates of participation in pools of residential mortgages | $3,125,000 | 4,007 |
| Issued or guaranteed by U.S. | $3,125,000 | 3,998 |
| 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) | $19,426,000 | 4,108 |
| Total debt securities | $19,427,000 | 4,479 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $984,000 | 2,445 |
| 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 | $16,898,000 | 4,764 |
| U.S. Government securities | $10,845,000 | 4,820 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,845,000 | 4,718 |
| Securities issued by states & political subdivisions | $6,053,000 | 2,985 |
| 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 | $6,434,000 | 4,025 |
| Mortgage-backed securities | $3,332,000 | 4,581 |
| Certificates of participation in pools of residential mortgages | $3,332,000 | 4,017 |
| Issued or guaranteed by U.S. | $3,332,000 | 4,009 |
| 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) | $16,898,000 | 4,333 |
| Total debt securities | $16,900,000 | 4,730 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $15,893,000 | 4,947 |
| U.S. Government securities | $11,132,000 | 4,773 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,132,000 | 4,679 |
| Securities issued by states & political subdivisions | $4,761,000 | 3,327 |
| 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 | $6,199,000 | 4,066 |
| Mortgage-backed securities | $3,557,000 | 4,610 |
| Certificates of participation in pools of residential mortgages | $3,557,000 | 4,029 |
| Issued or guaranteed by U.S. | $3,557,000 | 4,020 |
| 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) | $15,893,000 | 4,516 |
| Total debt securities | $15,892,000 | 4,901 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $15,902,000 | 4,934 |
| U.S. Government securities | $11,314,000 | 4,743 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,314,000 | 4,649 |
| Securities issued by states & political subdivisions | $4,588,000 | 3,344 |
| 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 | $6,509,000 | 4,007 |
| Mortgage-backed securities | $3,742,000 | 4,586 |
| Certificates of participation in pools of residential mortgages | $3,742,000 | 4,032 |
| Issued or guaranteed by U.S. | $3,742,000 | 4,019 |
| 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) | $15,902,000 | 4,488 |
| Total debt securities | $15,902,000 | 4,888 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $13,961,000 | 5,240 |
| U.S. Government securities | $11,684,000 | 4,756 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $11,684,000 | 4,671 |
| Securities issued by states & political subdivisions | $2,277,000 | 4,133 |
| Other domestic debt securities | $0 | 3,349 |
| 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 | $0 | 2,517 |
| 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 | $6,197,000 | 4,150 |
| Mortgage-backed securities | $4,052,000 | 4,589 |
| Certificates of participation in pools of residential mortgages | $4,052,000 | 4,040 |
| Issued or guaranteed by U.S. | $4,052,000 | 4,029 |
| 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) | $13,961,000 | 4,754 |
| Total debt securities | $13,961,000 | 5,197 |
| 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 | $12,323,000 | 5,533 |
| U.S. Government securities | $12,063,000 | 4,768 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,063,000 | 4,678 |
| Securities issued by states & political subdivisions | $260,000 | 5,500 |
| Other domestic debt securities | $0 | 3,273 |
| 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 | $0 | 2,447 |
| 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 | $7,189,000 | 3,963 |
| Mortgage-backed securities | $4,225,000 | 4,512 |
| Certificates of participation in pools of residential mortgages | $4,225,000 | 3,953 |
| Issued or guaranteed by U.S. | $4,225,000 | 3,941 |
| 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) | $12,323,000 | 5,022 |
| Total debt securities | $12,322,000 | 5,487 |
| 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 | $13,235,000 | 5,320 |
| U.S. Government securities | $12,977,000 | 4,540 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,977,000 | 4,459 |
| Securities issued by states & political subdivisions | $258,000 | 5,516 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $0 | 2,412 |
| 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 | $7,189,000 | 3,974 |
| Mortgage-backed securities | $4,271,000 | 4,410 |
| Certificates of participation in pools of residential mortgages | $4,271,000 | 3,856 |
| Issued or guaranteed by U.S. | $4,271,000 | 3,847 |
| 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) | $13,235,000 | 4,801 |
| Total debt securities | $13,235,000 | 5,281 |
| 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 | $13,268,000 | 5,363 |
| U.S. Government securities | $13,268,000 | 4,510 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $13,268,000 | 4,437 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $6,334,000 | 4,159 |
| Mortgage-backed securities | $4,377,000 | 4,374 |
| Certificates of participation in pools of residential mortgages | $4,377,000 | 3,823 |
| Issued or guaranteed by U.S. | $4,377,000 | 3,810 |
| 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) | $13,268,000 | 4,876 |
| Total debt securities | $13,269,000 | 5,310 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $11,156,000 | 5,728 |
| U.S. Government securities | $11,126,000 | 4,914 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,126,000 | 4,819 |
| Securities issued by states & political subdivisions | $30,000 | 5,922 |
| 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 | $3,839,000 | 4,887 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| 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) | $11,156,000 | 5,204 |
| Total debt securities | $11,155,000 | 5,662 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $17,942,000 | 4,731 |
| U.S. Government securities | $17,912,000 | 3,866 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $17,912,000 | 3,788 |
| Securities issued by states & political subdivisions | $30,000 | 5,977 |
| 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 | $7,728,000 | 3,834 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| 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) | $17,942,000 | 4,195 |
| Total debt securities | $17,943,000 | 4,679 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $999,000 | 1,636 |
| 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 | $19,162,000 | 4,592 |
| U.S. Government securities | $19,132,000 | 3,758 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,132,000 | 3,680 |
| Securities issued by states & political subdivisions | $30,000 | 6,008 |
| 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 | $8,109,000 | 3,766 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| 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) | $19,162,000 | 4,061 |
| Total debt securities | $19,162,000 | 4,542 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $994,000 | 1,858 |
| 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 | $19,819,000 | 4,515 |
| U.S. Government securities | $19,789,000 | 3,670 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,789,000 | 3,579 |
| Securities issued by states & political subdivisions | $30,000 | 6,065 |
| 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 | $7,990,000 | 3,781 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| 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) | $19,819,000 | 3,973 |
| Total debt securities | $19,818,000 | 4,468 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,275 |
| Fair value | $1,983,000 | 1,319 |
| 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 | $20,069,000 | 4,491 |
| U.S. Government securities | $20,039,000 | 3,657 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $20,039,000 | 3,563 |
| Securities issued by states & political subdivisions | $30,000 | 6,114 |
| 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 | $7,563,000 | 3,892 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $20,069,000 | 3,948 |
| Total debt securities | $20,069,000 | 4,450 |
| Structured notes | ||
| Amortized cost | $2,487,000 | 1,227 |
| Fair value | $2,463,000 | 1,220 |
| 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 | $20,525,000 | 4,468 |
| U.S. Government securities | $20,495,000 | 3,650 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $20,495,000 | 3,554 |
| Securities issued by states & political subdivisions | $30,000 | 6,161 |
| 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 | $7,550,000 | 3,914 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| 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) | $20,525,000 | 3,921 |
| Total debt securities | $20,526,000 | 4,417 |
| Structured notes | ||
| Amortized cost | $2,486,000 | 1,297 |
| Fair value | $2,458,000 | 1,300 |
| 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 | $19,504,000 | 4,645 |
| U.S. Government securities | $19,429,000 | 3,842 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,429,000 | 3,738 |
| Securities issued by states & political subdivisions | $75,000 | 6,169 |
| 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 | $7,024,000 | 4,037 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| 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) | $19,504,000 | 4,062 |
| Total debt securities | $19,504,000 | 4,591 |
| Structured notes | ||
| Amortized cost | $2,486,000 | 1,378 |
| Fair value | $2,451,000 | 1,379 |
| 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 | $16,684,000 | 5,062 |
| U.S. Government securities | $16,608,000 | 4,256 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $16,608,000 | 4,126 |
| Securities issued by states & political subdivisions | $76,000 | 6,218 |
| 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 | $6,903,000 | 4,073 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| 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) | $16,684,000 | 4,414 |
| Total debt securities | $16,684,000 | 5,008 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 1,280 |
| Fair value | $2,933,000 | 1,261 |
| 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 | $16,879,000 | 5,073 |
| U.S. Government securities | $16,804,000 | 4,265 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $16,804,000 | 4,131 |
| Securities issued by states & political subdivisions | $75,000 | 6,240 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,446,000 | 3,924 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| 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) | $16,879,000 | 4,420 |
| Total debt securities | $16,878,000 | 5,016 |
| Structured notes | ||
| Amortized cost | $3,491,000 | 1,177 |
| Fair value | $3,433,000 | 1,162 |
| 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 | $10,004,000 | 6,330 |
| U.S. Government securities | $9,928,000 | 5,592 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,928,000 | 5,448 |
| Securities issued by states & political subdivisions | $76,000 | 6,286 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,483,000 | 3,895 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| 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) | $10,004,000 | 5,612 |
| Total debt securities | $10,003,000 | 6,272 |
| Structured notes | ||
| Amortized cost | $2,498,000 | 1,438 |
| Fair value | $2,444,000 | 1,452 |
| 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 | $9,672,000 | 6,406 |
| U.S. Government securities | $9,566,000 | 5,665 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,566,000 | 5,529 |
| Securities issued by states & political subdivisions | $106,000 | 6,266 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,596,000 | 3,868 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| 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) | $9,672,000 | 5,676 |
| Total debt securities | $9,672,000 | 6,346 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,418 |
| Fair value | $2,468,000 | 1,418 |
| 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 | $9,729,000 | 6,430 |
| U.S. Government securities | $9,623,000 | 5,696 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,623,000 | 5,555 |
| Securities issued by states & political subdivisions | $106,000 | 6,282 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,642,000 | 3,854 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $9,729,000 | 5,699 |
| Total debt securities | $9,728,000 | 6,367 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,415 |
| Fair value | $2,477,000 | 1,421 |
| 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 | $9,644,000 | 6,517 |
| U.S. Government securities | $9,478,000 | 5,806 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,478,000 | 5,662 |
| Securities issued by states & political subdivisions | $166,000 | 6,199 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,631,000 | 3,878 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $9,644,000 | 5,769 |
| Total debt securities | $9,644,000 | 6,455 |
| Structured notes | ||
| Amortized cost | $2,496,000 | 1,398 |
| Fair value | $2,453,000 | 1,397 |
| 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 | $9,593,000 | 6,552 |
| U.S. Government securities | $9,403,000 | 5,827 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,403,000 | 5,681 |
| Securities issued by states & political subdivisions | $190,000 | 6,189 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,047,000 | 3,769 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $9,593,000 | 5,799 |
| Total debt securities | $9,593,000 | 6,488 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,463 |
| Fair value | $1,991,000 | 1,530 |
| 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 | $9,701,000 | 6,564 |
| U.S. Government securities | $9,480,000 | 5,827 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,480,000 | 5,666 |
| Securities issued by states & political subdivisions | $221,000 | 6,163 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,113,000 | 3,728 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $9,701,000 | 5,810 |
| Total debt securities | $9,701,000 | 6,498 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,484 |
| Fair value | $2,001,000 | 1,518 |
| 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 | $10,541,000 | 6,462 |
| U.S. Government securities | $10,321,000 | 5,698 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,321,000 | 5,537 |
| Securities issued by states & political subdivisions | $220,000 | 6,199 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,990,000 | 3,739 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $10,541,000 | 5,713 |
| Total debt securities | $10,541,000 | 6,389 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,462 |
| Fair value | $1,947,000 | 1,555 |
| 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 | $10,416,000 | 6,482 |
| U.S. Government securities | $10,194,000 | 5,687 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,194,000 | 5,545 |
| Securities issued by states & political subdivisions | $222,000 | 6,200 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,705,000 | 3,745 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $10,416,000 | 5,739 |
| Total debt securities | $10,415,000 | 6,397 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,296 |
| Fair value | $2,011,000 | 1,325 |
| 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 | $9,604,000 | 6,704 |
| U.S. Government securities | $9,384,000 | 5,940 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,384,000 | 5,771 |
| Securities issued by states & political subdivisions | $220,000 | 6,269 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,236,000 | 4,054 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $9,604,000 | 5,951 |
| Total debt securities | $9,604,000 | 6,625 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| 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 | $12,690,000 | 5,974 |
| U.S. Government securities | $12,468,000 | 5,053 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,468,000 | 4,899 |
| Securities issued by states & political subdivisions | $222,000 | 6,305 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,800,000 | 4,160 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $12,690,000 | 5,254 |
| Total debt securities | $12,690,000 | 5,886 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $12,657,000 | 5,932 |
| U.S. Government securities | $12,327,000 | 5,011 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,327,000 | 4,849 |
| Securities issued by states & political subdivisions | $330,000 | 6,096 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,869,000 | 4,096 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $12,657,000 | 5,202 |
| Total debt securities | $12,657,000 | 5,838 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $12,797,000 | 5,916 |
| U.S. Government securities | $12,414,000 | 5,010 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,414,000 | 4,830 |
| Securities issued by states & political subdivisions | $383,000 | 6,000 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,559,000 | 3,877 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $12,797,000 | 5,169 |
| Total debt securities | $12,797,000 | 5,816 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $18,345,000 | 4,898 |
| U.S. Government securities | $17,864,000 | 4,000 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $17,864,000 | 3,830 |
| Securities issued by states & political subdivisions | $481,000 | 5,856 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,631,000 | 3,348 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $18,345,000 | 4,220 |
| Total debt securities | $18,345,000 | 4,817 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $22,894,000 | 4,116 |
| U.S. Government securities | $21,784,000 | 3,289 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $21,784,000 | 3,114 |
| Securities issued by states & political subdivisions | $1,110,000 | 5,121 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,286,000 | 1,788 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $22,894,000 | 3,478 |
| Total debt securities | $22,893,000 | 4,036 |
| 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 | $23,964,000 | 4,070 |
| U.S. Government securities | $20,642,000 | 3,579 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $20,642,000 | 3,311 |
| Securities issued by states & political subdivisions | $2,905,000 | 3,759 |
| 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 | $417,000 | 4,232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,216,000 | 1,913 |
| Mortgage-backed securities | $443,000 | 6,205 |
| Certificates of participation in pools of residential mortgages | $443,000 | 5,537 |
| Issued or guaranteed by U.S. | $443,000 | 5,518 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $23,964,000 | 3,305 |
| Total debt securities | $23,547,000 | 4,004 |
| 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 | $21,093,000 | 4,667 |
| U.S. Government securities | $17,259,000 | 4,317 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $17,259,000 | 3,902 |
| Securities issued by states & political subdivisions | $3,594,000 | 3,560 |
| 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 | $240,000 | 5,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,586,000 | 3,507 |
| Mortgage-backed securities | $893,000 | 5,967 |
| Certificates of participation in pools of residential mortgages | $893,000 | 5,173 |
| Issued or guaranteed by U.S. | $893,000 | 5,162 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $21,093,000 | 3,744 |
| Total debt securities | $20,853,000 | 4,581 |
| 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 | $21,529,000 | 4,605 |
| U.S. Government securities | $14,318,000 | 4,916 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $14,318,000 | 4,253 |
| Securities issued by states & political subdivisions | $7,086,000 | 2,305 |
| 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 | $125,000 | 6,199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,974,000 | 3,292 |
| Mortgage-backed securities | $1,307,000 | 5,821 |
| Certificates of participation in pools of residential mortgages | $1,307,000 | 4,946 |
| Issued or guaranteed by U.S. | $1,307,000 | 4,929 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $21,529,000 | 3,589 |
| Total debt securities | $21,404,000 | 4,504 |
| 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 | $18,400,000 | 5,224 |
| U.S. Government securities | $12,137,000 | 5,771 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $12,137,000 | 4,623 |
| Securities issued by states & political subdivisions | $6,263,000 | 2,299 |
| 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 | $4,560,000 | 4,708 |
| Mortgage-backed securities | $2,248,000 | 5,227 |
| Certificates of participation in pools of residential mortgages | $2,248,000 | 4,213 |
| Issued or guaranteed by U.S. | $2,248,000 | 4,200 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $18,400,000 | 3,840 |
| Total debt securities | $18,400,000 | 5,105 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $20,193,000 | 5,271 |
| U.S. Government securities | $14,205,000 | 5,684 |
| U.S. Treasury securities | $700,000 | 7,761 |
| U.S. Government agency obligations | $13,505,000 | 4,528 |
| Securities issued by states & political subdivisions | $5,988,000 | 2,447 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,032,000 | 4,592 |
| Mortgage-backed securities | $3,380,000 | 5,002 |
| Certificates of participation in pools of residential mortgages | $3,380,000 | 3,883 |
| Issued or guaranteed by U.S. | $3,380,000 | 3,861 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $20,193,000 | 3,796 |
| Total debt securities | $20,193,000 | 5,159 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $20,539,000 | 5,461 |
| U.S. Government securities | $13,199,000 | 6,215 |
| U.S. Treasury securities | $1,698,000 | 7,513 |
| U.S. Government agency obligations | $11,501,000 | 5,019 |
| Securities issued by states & political subdivisions | $7,334,000 | 2,004 |
| Other domestic debt securities | $6,000 | 5,093 |
| 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 | $6,000 | 3,881 |
| 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 | $5,284,000 | 4,536 |
| Mortgage-backed securities | $4,461,000 | 4,719 |
| Certificates of participation in pools of residential mortgages | $4,461,000 | 3,478 |
| Issued or guaranteed by U.S. | $4,461,000 | 3,449 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $20,539,000 | 3,882 |
| Total debt securities | $20,539,000 | 5,354 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $19,223,000 | 6,049 |
| U.S. Government securities | $12,063,000 | 6,946 |
| U.S. Treasury securities | $1,625,000 | 8,738 |
| U.S. Government agency obligations | $10,438,000 | 5,227 |
| Securities issued by states & political subdivisions | $7,143,000 | 2,144 |
| Other domestic debt securities | $17,000 | 5,643 |
| 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 | $17,000 | 4,384 |
| 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 | $5,705,000 | 4,404 |
| Mortgage-backed securities | $4,303,000 | 5,055 |
| Certificates of participation in pools of residential mortgages | $4,303,000 | 3,674 |
| Issued or guaranteed by U.S. | $4,303,000 | 3,647 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $16,351,000 | 4,028 |
| Available-for-sale securities (fair market value) | $2,872,000 | 8,216 |
| Total debt securities | $19,223,000 | 5,951 |
| 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 | $16,553,000 | 6,953 |
| U.S. Government securities | $10,942,000 | 7,628 |
| U.S. Treasury securities | $1,405,000 | 9,351 |
| U.S. Government agency obligations | $9,537,000 | 5,736 |
| Securities issued by states & political subdivisions | $5,583,000 | 2,736 |
| Other domestic debt securities | $28,000 | 6,302 |
| 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 | $28,000 | 4,908 |
| 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 | $5,656,000 | 4,279 |
| Mortgage-backed securities | $5,180,000 | 5,162 |
| Certificates of participation in pools of residential mortgages | $5,180,000 | 3,695 |
| Issued or guaranteed by U.S. | $5,180,000 | 3,659 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $16,553,000 | 6,812 |
| 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 | $16,627,000 | 6,914 |
| U.S. Government securities | $11,583,000 | 7,399 |
| U.S. Treasury securities | $899,000 | 10,661 |
| U.S. Government agency obligations | $10,684,000 | 5,287 |
| Securities issued by states & political subdivisions | $4,726,000 | 2,889 |
| Other domestic debt securities | $318,000 | 5,669 |
| Privately issued residential mortgage-backed securities | $318,000 | 2,730 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $506,000 | 9,669 |
| Mortgage-backed securities | $3,166,000 | 6,633 |
| Certificates of participation in pools of residential mortgages | $2,541,000 | 5,571 |
| Issued or guaranteed by U.S. | $2,541,000 | 5,505 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $625,000 | 5,607 |
| CMOs issued by government agencies or sponsored agencies | $307,000 | 5,868 |
| Privately issued | $318,000 | 2,317 |
| 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 | $16,627,000 | 6,810 |
| 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 |