Home > Blissfield State Bank > Securities
Blissfield State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $49,090,000 | 2,630 |
| U.S. Government securities | $7,742,000 | 3,752 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $7,742,000 | 3,427 |
| Securities issued by states & political subdivisions | $29,286,000 | 1,389 |
| Other domestic debt securities | $12,062,000 | 927 |
| Privately issued residential mortgage-backed securities | $349,000 | 558 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,550,000 | 273 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,261,000 | 1,286 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $8,549,000 | 2,700 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,385,000 | 3,134 |
| Privately issued | $349,000 | 169 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,898,000 | 1,713 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,072,000 | 1,192 |
| Other commercial mortgage-backed securities | $2,845,000 | 861 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $49,090,000 | 2,401 |
| Total debt securities | $49,092,000 | 2,612 |
| 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 | $46,457,000 | 2,683 |
| U.S. Government securities | $7,508,000 | 3,792 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $7,508,000 | 3,447 |
| Securities issued by states & political subdivisions | $27,703,000 | 1,427 |
| Other domestic debt securities | $11,246,000 | 955 |
| Privately issued residential mortgage-backed securities | $351,000 | 538 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,809,000 | 284 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,220,000 | 1,286 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $8,694,000 | 2,673 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,380,000 | 3,147 |
| Privately issued | $351,000 | 163 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,029,000 | 1,663 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,143,000 | 1,160 |
| Other commercial mortgage-backed securities | $2,791,000 | 850 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $46,457,000 | 2,446 |
| Total debt securities | $46,457,000 | 2,666 |
| 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 | $49,099,000 | 2,669 |
| U.S. Government securities | $7,927,000 | 3,808 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $7,927,000 | 3,458 |
| Securities issued by states & political subdivisions | $29,601,000 | 1,406 |
| Other domestic debt securities | $11,571,000 | 947 |
| Privately issued residential mortgage-backed securities | $374,000 | 541 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,069,000 | 283 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,259,000 | 1,298 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $8,947,000 | 2,692 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,373,000 | 3,166 |
| Privately issued | $374,000 | 172 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,214,000 | 1,656 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,180,000 | 1,151 |
| Other commercial mortgage-backed securities | $2,806,000 | 854 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $49,099,000 | 2,440 |
| Total debt securities | $49,099,000 | 2,654 |
| 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 | $52,253,000 | 2,671 |
| U.S. Government securities | $8,473,000 | 3,838 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $8,473,000 | 3,425 |
| Securities issued by states & political subdivisions | $30,936,000 | 1,410 |
| Other domestic debt securities | $12,844,000 | 939 |
| Privately issued residential mortgage-backed securities | $1,252,000 | 503 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,316,000 | 281 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $2,396,000 | 1,308 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $10,257,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,433,000 | 3,202 |
| Privately issued | $1,252,000 | 158 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,438,000 | 1,655 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,307,000 | 1,148 |
| Other commercial mortgage-backed securities | $2,827,000 | 874 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $52,253,000 | 2,435 |
| Total debt securities | $52,253,000 | 2,650 |
| 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 | $50,272,000 | 2,750 |
| U.S. Government securities | $6,780,000 | 4,000 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $6,780,000 | 3,569 |
| Securities issued by states & political subdivisions | $30,151,000 | 1,479 |
| Other domestic debt securities | $13,341,000 | 947 |
| Privately issued residential mortgage-backed securities | $1,274,000 | 513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,840,000 | 269 |
| Structured financial products - Total | $943,000 | 581 |
| Other domestic debt securities - All other | $2,366,000 | 1,327 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $7,530,000 | 2,899 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,389,000 | 3,238 |
| Privately issued | $1,274,000 | 172 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,541,000 | 1,826 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,408,000 | 1,122 |
| Other commercial mortgage-backed securities | $918,000 | 1,122 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $50,272,000 | 2,514 |
| Total debt securities | $50,277,000 | 2,731 |
| 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 | $50,418,000 | 2,750 |
| U.S. Government securities | $7,185,000 | 3,981 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $7,185,000 | 3,556 |
| Securities issued by states & political subdivisions | $29,245,000 | 1,514 |
| Other domestic debt securities | $13,988,000 | 881 |
| Privately issued residential mortgage-backed securities | $427,000 | 568 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,245,000 | 242 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $2,399,000 | 1,317 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $6,988,000 | 2,959 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,388,000 | 3,264 |
| Privately issued | $427,000 | 183 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,650,000 | 2,019 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,670,000 | 1,086 |
| Other commercial mortgage-backed securities | $1,853,000 | 1,009 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $50,418,000 | 2,516 |
| Total debt securities | $50,418,000 | 2,730 |
| 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 | $54,106,000 | 2,683 |
| U.S. Government securities | $9,663,000 | 3,813 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $9,663,000 | 3,384 |
| Securities issued by states & political subdivisions | $31,245,000 | 1,497 |
| Other domestic debt securities | $13,198,000 | 869 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,658,000 | 240 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $2,540,000 | 1,295 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $7,981,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $478,000 | 3,614 |
| Issued or guaranteed by U.S. | $478,000 | 3,524 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,771,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $1,771,000 | 2,021 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $5,732,000 | 1,110 |
| Commercial mortgage pass-through securities | $2,014,000 | 1,001 |
| Other commercial mortgage-backed securities | $3,718,000 | 889 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $54,106,000 | 2,477 |
| Total debt securities | $54,106,000 | 2,670 |
| 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 | $57,937,000 | 2,582 |
| U.S. Government securities | $10,722,000 | 3,661 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $10,722,000 | 3,271 |
| Securities issued by states & political subdivisions | $33,279,000 | 1,448 |
| Other domestic debt securities | $13,936,000 | 828 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,318,000 | 238 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,618,000 | 1,268 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $8,856,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $516,000 | 3,616 |
| Issued or guaranteed by U.S. | $516,000 | 3,528 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,871,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $1,871,000 | 2,014 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $6,469,000 | 1,058 |
| Commercial mortgage pass-through securities | $2,068,000 | 997 |
| Other commercial mortgage-backed securities | $4,401,000 | 842 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $57,937,000 | 2,396 |
| Total debt securities | $57,938,000 | 2,568 |
| 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 | $57,724,000 | 2,500 |
| U.S. Government securities | $20,685,000 | 2,897 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $20,685,000 | 2,634 |
| Securities issued by states & political subdivisions | $35,797,000 | 1,420 |
| Other domestic debt securities | $1,242,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,242,000 | 1,476 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $14,167,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $9,000 | 3,906 |
| Issued or guaranteed by U.S. | $9,000 | 3,841 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $10,169,000 | 1,178 |
| CMOs issued by government agencies or sponsored agencies | $10,169,000 | 1,132 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,989,000 | 1,240 |
| Commercial mortgage pass-through securities | $3,989,000 | 783 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $57,724,000 | 2,344 |
| Total debt securities | $57,725,000 | 2,485 |
| 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 | $56,559,000 | 2,471 |
| U.S. Government securities | $21,769,000 | 2,778 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $21,769,000 | 2,572 |
| Securities issued by states & political subdivisions | $34,790,000 | 1,418 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $14,988,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $11,000 | 3,952 |
| Issued or guaranteed by U.S. | $11,000 | 3,892 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $10,565,000 | 1,136 |
| CMOs issued by government agencies or sponsored agencies | $10,565,000 | 1,098 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $4,412,000 | 1,200 |
| Commercial mortgage pass-through securities | $4,412,000 | 738 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $56,559,000 | 2,320 |
| Total debt securities | $56,559,000 | 2,456 |
| 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 | $54,924,000 | 2,448 |
| U.S. Government securities | $12,394,000 | 3,330 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $12,394,000 | 3,105 |
| Securities issued by states & political subdivisions | $32,424,000 | 1,450 |
| Other domestic debt securities | $10,106,000 | 859 |
| Privately issued residential mortgage-backed securities | $2,875,000 | 340 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,231,000 | 300 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $8,272,000 | 2,904 |
| Certificates of participation in pools of residential mortgages | $11,000 | 3,967 |
| Issued or guaranteed by U.S. | $11,000 | 3,905 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,613,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $738,000 | 2,356 |
| Privately issued | $2,875,000 | 212 |
| Commercial mortgage-backed securities | $4,648,000 | 1,156 |
| Commercial mortgage pass-through securities | $4,648,000 | 713 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $54,924,000 | 2,297 |
| Total debt securities | $54,924,000 | 2,431 |
| 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 | $53,009,000 | 2,356 |
| U.S. Government securities | $13,798,000 | 3,109 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $13,798,000 | 2,927 |
| Securities issued by states & political subdivisions | $29,648,000 | 1,499 |
| Other domestic debt securities | $9,563,000 | 855 |
| Privately issued residential mortgage-backed securities | $2,924,000 | 333 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,639,000 | 320 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $9,307,000 | 2,790 |
| Certificates of participation in pools of residential mortgages | $12,000 | 3,962 |
| Issued or guaranteed by U.S. | $12,000 | 3,892 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,785,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $861,000 | 2,284 |
| Privately issued | $2,924,000 | 204 |
| Commercial mortgage-backed securities | $5,510,000 | 1,067 |
| Commercial mortgage pass-through securities | $5,510,000 | 650 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $53,009,000 | 2,210 |
| Total debt securities | $53,009,000 | 2,339 |
| 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 | $45,983,000 | 2,448 |
| U.S. Government securities | $22,032,000 | 2,431 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $22,032,000 | 2,304 |
| Securities issued by states & political subdivisions | $23,951,000 | 1,698 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $15,898,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $12,000 | 3,961 |
| Issued or guaranteed by U.S. | $12,000 | 3,894 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $10,167,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $10,167,000 | 1,065 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $5,719,000 | 1,014 |
| Commercial mortgage pass-through securities | $5,719,000 | 596 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $45,983,000 | 2,288 |
| Total debt securities | $45,983,000 | 2,421 |
| 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 | $39,403,000 | 2,562 |
| U.S. Government securities | $14,051,000 | 2,885 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $14,051,000 | 2,745 |
| Securities issued by states & political subdivisions | $16,350,000 | 1,995 |
| Other domestic debt securities | $9,002,000 | 811 |
| Privately issued residential mortgage-backed securities | $2,853,000 | 312 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,149,000 | 300 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $10,553,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $14,000 | 3,964 |
| Issued or guaranteed by U.S. | $14,000 | 3,900 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,081,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000 | 2,199 |
| Privately issued | $2,853,000 | 188 |
| Commercial mortgage-backed securities | $6,458,000 | 937 |
| Commercial mortgage pass-through securities | $6,458,000 | 547 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $39,403,000 | 2,392 |
| Total debt securities | $39,400,000 | 2,543 |
| 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 | $40,464,000 | 2,484 |
| U.S. Government securities | $21,266,000 | 2,416 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $21,266,000 | 2,299 |
| Securities issued by states & political subdivisions | $19,198,000 | 1,737 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $14,750,000 | 2,284 |
| 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 | $10,184,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $10,184,000 | 1,097 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,551,000 | 1,052 |
| Commercial mortgage pass-through securities | $4,551,000 | 657 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $40,464,000 | 2,310 |
| Total debt securities | $40,464,000 | 2,458 |
| 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 | $42,373,000 | 2,326 |
| U.S. Government securities | $22,699,000 | 2,356 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $22,699,000 | 2,235 |
| Securities issued by states & political subdivisions | $19,674,000 | 1,572 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $15,357,000 | 2,244 |
| Certificates of participation in pools of residential mortgages | $15,000 | 4,008 |
| Issued or guaranteed by U.S. | $15,000 | 3,936 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $9,969,000 | 1,170 |
| CMOs issued by government agencies or sponsored agencies | $9,969,000 | 1,134 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $5,373,000 | 964 |
| Commercial mortgage pass-through securities | $5,373,000 | 582 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $42,373,000 | 2,171 |
| Total debt securities | $42,373,000 | 2,308 |
| 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 | $42,447,000 | 2,367 |
| U.S. Government securities | $24,138,000 | 2,332 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $24,138,000 | 2,199 |
| Securities issued by states & political subdivisions | $18,309,000 | 1,631 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $14,769,000 | 2,263 |
| Certificates of participation in pools of residential mortgages | $15,000 | 4,032 |
| Issued or guaranteed by U.S. | $15,000 | 3,970 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $9,226,000 | 1,216 |
| CMOs issued by government agencies or sponsored agencies | $9,226,000 | 1,180 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $5,528,000 | 935 |
| Commercial mortgage pass-through securities | $5,528,000 | 568 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $42,447,000 | 2,195 |
| Total debt securities | $42,447,000 | 2,349 |
| 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 | $35,437,000 | 2,633 |
| U.S. Government securities | $20,808,000 | 2,568 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $20,808,000 | 2,431 |
| Securities issued by states & political subdivisions | $14,629,000 | 1,894 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $13,441,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $16,000 | 4,071 |
| Issued or guaranteed by U.S. | $16,000 | 4,001 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,522,000 | 1,283 |
| CMOs issued by government agencies or sponsored agencies | $8,522,000 | 1,247 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $4,903,000 | 974 |
| Commercial mortgage pass-through securities | $4,903,000 | 611 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $35,437,000 | 2,449 |
| Total debt securities | $35,437,000 | 2,614 |
| 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 | $34,369,000 | 2,720 |
| U.S. Government securities | $21,127,000 | 2,572 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $21,127,000 | 2,444 |
| Securities issued by states & political subdivisions | $13,242,000 | 2,040 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $14,557,000 | 2,248 |
| Certificates of participation in pools of residential mortgages | $16,000 | 4,097 |
| Issued or guaranteed by U.S. | $16,000 | 4,030 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $12,061,000 | 1,063 |
| CMOs issued by government agencies or sponsored agencies | $12,061,000 | 1,027 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,480,000 | 1,220 |
| Commercial mortgage pass-through securities | $2,480,000 | 820 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $34,369,000 | 2,532 |
| Total debt securities | $34,369,000 | 2,704 |
| 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 | $35,273,000 | 2,721 |
| U.S. Government securities | $18,979,000 | 2,752 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $18,979,000 | 2,597 |
| Securities issued by states & political subdivisions | $16,294,000 | 1,862 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $12,096,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $16,000 | 4,139 |
| Issued or guaranteed by U.S. | $16,000 | 4,072 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,520,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $8,520,000 | 1,228 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,560,000 | 1,022 |
| Commercial mortgage pass-through securities | $3,560,000 | 700 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $35,273,000 | 2,526 |
| Total debt securities | $35,275,000 | 2,701 |
| 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 | $35,659,000 | 2,729 |
| U.S. Government securities | $16,481,000 | 2,944 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $16,481,000 | 2,780 |
| Securities issued by states & political subdivisions | $16,290,000 | 1,904 |
| Other domestic debt securities | $2,888,000 | 1,107 |
| Privately issued residential mortgage-backed securities | $942,000 | 349 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $1,946,000 | 280 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $11,312,000 | 2,500 |
| Certificates of participation in pools of residential mortgages | $16,000 | 4,177 |
| Issued or guaranteed by U.S. | $16,000 | 4,124 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,732,000 | 1,323 |
| CMOs issued by government agencies or sponsored agencies | $6,790,000 | 1,350 |
| Privately issued | $942,000 | 247 |
| Commercial mortgage-backed securities | $3,564,000 | 996 |
| Commercial mortgage pass-through securities | $3,564,000 | 689 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $35,659,000 | 2,533 |
| Total debt securities | $35,659,000 | 2,709 |
| 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 | $32,108,000 | 2,909 |
| U.S. Government securities | $15,810,000 | 3,031 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $15,810,000 | 2,873 |
| Securities issued by states & political subdivisions | $16,298,000 | 1,932 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $10,712,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $16,000 | 4,233 |
| Issued or guaranteed by U.S. | $16,000 | 4,212 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,135,000 | 1,348 |
| CMOs issued by government agencies or sponsored agencies | $7,135,000 | 1,299 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,561,000 | 981 |
| Commercial mortgage pass-through securities | $3,561,000 | 673 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $32,108,000 | 2,694 |
| Total debt securities | $32,108,000 | 2,892 |
| 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 | $32,393,000 | 2,942 |
| U.S. Government securities | $15,913,000 | 3,033 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $15,913,000 | 2,879 |
| Securities issued by states & political subdivisions | $16,480,000 | 1,964 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $10,309,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $17,000 | 4,285 |
| Issued or guaranteed by U.S. | $17,000 | 4,172 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $6,711,000 | 1,374 |
| CMOs issued by government agencies or sponsored agencies | $6,711,000 | 1,329 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $3,581,000 | 959 |
| Commercial mortgage pass-through securities | $3,581,000 | 653 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $32,393,000 | 2,717 |
| Total debt securities | $32,393,000 | 2,922 |
| 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 | $36,948,000 | 2,745 |
| U.S. Government securities | $17,620,000 | 2,958 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $17,620,000 | 2,822 |
| Securities issued by states & political subdivisions | $19,328,000 | 1,794 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $11,566,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | $17,000 | 4,327 |
| Issued or guaranteed by U.S. | $17,000 | 4,320 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,944,000 | 1,291 |
| CMOs issued by government agencies or sponsored agencies | $7,944,000 | 1,242 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $3,605,000 | 838 |
| Commercial mortgage pass-through securities | $3,605,000 | 520 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $36,948,000 | 2,543 |
| Total debt securities | $36,948,000 | 2,730 |
| 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 | $38,576,000 | 2,704 |
| U.S. Government securities | $18,837,000 | 2,886 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $18,837,000 | 2,754 |
| Securities issued by states & political subdivisions | $19,739,000 | 1,828 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $12,563,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $17,000 | 4,377 |
| Issued or guaranteed by U.S. | $17,000 | 4,372 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $8,891,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $8,891,000 | 1,156 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $3,655,000 | 818 |
| Commercial mortgage pass-through securities | $3,655,000 | 514 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $38,576,000 | 2,505 |
| Total debt securities | $38,576,000 | 2,686 |
| 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 | $30,173,000 | 3,153 |
| U.S. Government securities | $17,054,000 | 3,065 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $17,054,000 | 2,941 |
| Securities issued by states & political subdivisions | $13,119,000 | 2,387 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $10,592,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $17,000 | 4,435 |
| Issued or guaranteed by U.S. | $17,000 | 4,431 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $6,876,000 | 1,350 |
| CMOs issued by government agencies or sponsored agencies | $6,876,000 | 1,303 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $3,699,000 | 796 |
| Commercial mortgage pass-through securities | $3,699,000 | 511 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $30,173,000 | 2,898 |
| Total debt securities | $30,173,000 | 3,129 |
| 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 | $31,064,000 | 3,148 |
| U.S. Government securities | $16,836,000 | 3,137 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $16,836,000 | 3,015 |
| Securities issued by states & political subdivisions | $14,228,000 | 2,313 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $11,247,000 | 2,639 |
| Certificates of participation in pools of residential mortgages | $18,000 | 4,467 |
| Issued or guaranteed by U.S. | $18,000 | 4,462 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,229,000 | 1,069 |
| CMOs issued by government agencies or sponsored agencies | $11,229,000 | 1,023 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $31,064,000 | 2,895 |
| Total debt securities | $31,064,000 | 3,126 |
| 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 | $35,220,000 | 2,970 |
| U.S. Government securities | $16,397,000 | 3,201 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $16,397,000 | 3,076 |
| Securities issued by states & political subdivisions | $18,823,000 | 1,949 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $11,920,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $18,000 | 4,532 |
| Issued or guaranteed by U.S. | $18,000 | 4,528 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,902,000 | 1,033 |
| CMOs issued by government agencies or sponsored agencies | $11,902,000 | 987 |
| 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) | $35,220,000 | 2,722 |
| Total debt securities | $35,220,000 | 2,951 |
| 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 | $33,881,000 | 3,021 |
| U.S. Government securities | $15,601,000 | 3,251 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,601,000 | 3,129 |
| Securities issued by states & political subdivisions | $18,280,000 | 1,994 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $12,770,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $18,000 | 4,577 |
| Issued or guaranteed by U.S. | $18,000 | 4,572 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,752,000 | 984 |
| CMOs issued by government agencies or sponsored agencies | $12,752,000 | 934 |
| 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) | $33,881,000 | 2,770 |
| Total debt securities | $33,881,000 | 3,001 |
| 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 | $30,259,000 | 3,194 |
| U.S. Government securities | $10,363,000 | 3,805 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $10,363,000 | 3,675 |
| Securities issued by states & political subdivisions | $19,896,000 | 1,891 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $7,398,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $18,000 | 4,620 |
| Issued or guaranteed by U.S. | $18,000 | 4,617 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,380,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $7,380,000 | 1,262 |
| 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) | $30,259,000 | 2,927 |
| Total debt securities | $30,257,000 | 3,173 |
| 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 | $32,343,000 | 3,156 |
| U.S. Government securities | $11,215,000 | 3,815 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $11,215,000 | 3,687 |
| Securities issued by states & political subdivisions | $21,128,000 | 1,806 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $8,194,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $19,000 | 4,684 |
| Issued or guaranteed by U.S. | $19,000 | 4,679 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,175,000 | 1,285 |
| CMOs issued by government agencies or sponsored agencies | $8,175,000 | 1,224 |
| 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) | $32,343,000 | 2,893 |
| Total debt securities | $32,343,000 | 3,132 |
| 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 | $32,662,000 | 3,196 |
| U.S. Government securities | $14,699,000 | 3,513 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $14,699,000 | 3,389 |
| Securities issued by states & political subdivisions | $17,963,000 | 2,006 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $13,595,000 | 2,494 |
| Certificates of participation in pools of residential mortgages | $5,022,000 | 3,048 |
| Issued or guaranteed by U.S. | $5,022,000 | 3,047 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,573,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $8,573,000 | 1,212 |
| 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) | $32,662,000 | 2,910 |
| Total debt securities | $32,660,000 | 3,170 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $35,795,000 | 3,052 |
| U.S. Government securities | $18,796,000 | 3,171 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,796,000 | 3,058 |
| Securities issued by states & political subdivisions | $16,999,000 | 2,099 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $14,412,000 | 2,438 |
| Certificates of participation in pools of residential mortgages | $5,132,000 | 3,008 |
| Issued or guaranteed by U.S. | $5,132,000 | 3,006 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,280,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $9,280,000 | 1,164 |
| 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) | $35,795,000 | 2,782 |
| Total debt securities | $35,795,000 | 3,032 |
| 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 | $33,924,000 | 3,189 |
| U.S. Government securities | $18,787,000 | 3,235 |
| U.S. Treasury securities | $2,463,000 | 745 |
| U.S. Government agency obligations | $16,324,000 | 3,372 |
| Securities issued by states & political subdivisions | $15,137,000 | 2,273 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $13,024,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | $5,350,000 | 3,013 |
| Issued or guaranteed by U.S. | $5,350,000 | 3,010 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,674,000 | 1,376 |
| CMOs issued by government agencies or sponsored agencies | $7,674,000 | 1,314 |
| 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) | $33,924,000 | 2,911 |
| Total debt securities | $33,924,000 | 3,163 |
| 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 | $34,995,000 | 3,188 |
| U.S. Government securities | $20,896,000 | 3,142 |
| U.S. Treasury securities | $2,490,000 | 757 |
| U.S. Government agency obligations | $18,406,000 | 3,257 |
| Securities issued by states & political subdivisions | $14,099,000 | 2,362 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $14,616,000 | 2,502 |
| Certificates of participation in pools of residential mortgages | $6,325,000 | 2,947 |
| Issued or guaranteed by U.S. | $6,325,000 | 2,945 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,291,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $8,291,000 | 1,316 |
| 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) | $34,995,000 | 2,910 |
| Total debt securities | $34,995,000 | 3,161 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $37,244,000 | 3,110 |
| U.S. Government securities | $22,072,000 | 3,120 |
| U.S. Treasury securities | $2,506,000 | 739 |
| U.S. Government agency obligations | $19,566,000 | 3,210 |
| Securities issued by states & political subdivisions | $15,172,000 | 2,237 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $15,771,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $6,691,000 | 2,939 |
| Issued or guaranteed by U.S. | $6,691,000 | 2,938 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,080,000 | 1,362 |
| CMOs issued by government agencies or sponsored agencies | $9,080,000 | 1,298 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $37,244,000 | 2,842 |
| Total debt securities | $37,244,000 | 3,087 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $38,358,000 | 3,088 |
| U.S. Government securities | $22,679,000 | 3,129 |
| U.S. Treasury securities | $2,460,000 | 763 |
| U.S. Government agency obligations | $20,219,000 | 3,228 |
| Securities issued by states & political subdivisions | $15,679,000 | 2,197 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $16,447,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $6,832,000 | 2,967 |
| Issued or guaranteed by U.S. | $6,832,000 | 2,966 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,615,000 | 1,352 |
| CMOs issued by government agencies or sponsored agencies | $9,615,000 | 1,291 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $38,358,000 | 2,822 |
| Total debt securities | $38,357,000 | 3,063 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $35,347,000 | 3,330 |
| U.S. Government securities | $25,570,000 | 2,977 |
| U.S. Treasury securities | $2,438,000 | 764 |
| U.S. Government agency obligations | $23,132,000 | 3,085 |
| Securities issued by states & political subdivisions | $9,777,000 | 2,899 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $17,867,000 | 2,430 |
| Certificates of participation in pools of residential mortgages | $12,419,000 | 2,319 |
| Issued or guaranteed by U.S. | $12,419,000 | 2,317 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,448,000 | 1,760 |
| CMOs issued by government agencies or sponsored agencies | $5,448,000 | 1,686 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $35,347,000 | 3,037 |
| Total debt securities | $35,347,000 | 3,306 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $35,368,000 | 3,357 |
| U.S. Government securities | $28,741,000 | 2,819 |
| U.S. Treasury securities | $1,437,000 | 897 |
| U.S. Government agency obligations | $27,304,000 | 2,826 |
| Securities issued by states & political subdivisions | $5,802,000 | 3,573 |
| Other domestic debt securities | $825,000 | 1,897 |
| 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 | $825,000 | 1,509 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $19,934,000 | 2,331 |
| Certificates of participation in pools of residential mortgages | $17,235,000 | 1,944 |
| Issued or guaranteed by U.S. | $17,235,000 | 1,944 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,699,000 | 2,285 |
| CMOs issued by government agencies or sponsored agencies | $2,699,000 | 2,206 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $35,368,000 | 3,065 |
| Total debt securities | $35,368,000 | 3,331 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 1,573 |
| Fair value | $1,023,000 | 1,565 |
| 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 | $37,339,000 | 3,269 |
| U.S. Government securities | $32,671,000 | 2,618 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $32,671,000 | 2,544 |
| Securities issued by states & political subdivisions | $3,839,000 | 4,016 |
| Other domestic debt securities | $829,000 | 1,948 |
| 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 | $829,000 | 1,543 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $19,949,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | $17,499,000 | 1,931 |
| Issued or guaranteed by U.S. | $17,499,000 | 1,930 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,450,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $2,450,000 | 2,287 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $37,339,000 | 2,986 |
| Total debt securities | $37,339,000 | 3,241 |
| Structured notes | ||
| Amortized cost | $1,003,000 | 1,583 |
| Fair value | $1,027,000 | 1,577 |
| 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 | $35,181,000 | 3,383 |
| U.S. Government securities | $30,481,000 | 2,723 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,481,000 | 2,651 |
| Securities issued by states & political subdivisions | $3,865,000 | 4,038 |
| Other domestic debt securities | $835,000 | 1,994 |
| 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 | $835,000 | 1,579 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $19,715,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $17,209,000 | 1,975 |
| Issued or guaranteed by U.S. | $17,209,000 | 1,975 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,506,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $2,506,000 | 2,243 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $35,181,000 | 3,098 |
| Total debt securities | $35,181,000 | 3,356 |
| Structured notes | ||
| Amortized cost | $1,003,000 | 1,576 |
| Fair value | $1,031,000 | 1,562 |
| 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 | $33,460,000 | 3,494 |
| U.S. Government securities | $28,705,000 | 2,860 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $28,705,000 | 2,784 |
| Securities issued by states & political subdivisions | $3,917,000 | 4,026 |
| Other domestic debt securities | $838,000 | 2,052 |
| 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 | $838,000 | 1,613 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $15,354,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $12,635,000 | 2,361 |
| Issued or guaranteed by U.S. | $12,635,000 | 2,359 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,719,000 | 2,302 |
| CMOs issued by government agencies or sponsored agencies | $2,719,000 | 2,208 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $33,460,000 | 3,209 |
| Total debt securities | $33,460,000 | 3,463 |
| Structured notes | ||
| Amortized cost | $1,004,000 | 1,566 |
| Fair value | $1,036,000 | 1,547 |
| 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 | $33,150,000 | 3,496 |
| U.S. Government securities | $28,391,000 | 2,866 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $28,391,000 | 2,801 |
| Securities issued by states & political subdivisions | $3,922,000 | 4,024 |
| Other domestic debt securities | $837,000 | 2,107 |
| 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 | $837,000 | 1,654 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $15,995,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $13,046,000 | 2,301 |
| Issued or guaranteed by U.S. | $13,046,000 | 2,300 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,949,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $2,949,000 | 2,206 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $33,150,000 | 3,220 |
| Total debt securities | $33,148,000 | 3,454 |
| Structured notes | ||
| Amortized cost | $1,004,000 | 1,545 |
| Fair value | $1,036,000 | 1,537 |
| 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 | $33,399,000 | 3,516 |
| U.S. Government securities | $28,015,000 | 2,931 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $28,015,000 | 2,861 |
| Securities issued by states & political subdivisions | $4,537,000 | 3,881 |
| Other domestic debt securities | $847,000 | 2,106 |
| 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 | $847,000 | 1,626 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $15,945,000 | 2,679 |
| Certificates of participation in pools of residential mortgages | $12,654,000 | 2,352 |
| Issued or guaranteed by U.S. | $12,654,000 | 2,352 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,291,000 | 2,256 |
| CMOs issued by government agencies or sponsored agencies | $3,291,000 | 2,163 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $33,399,000 | 3,255 |
| Total debt securities | $33,399,000 | 3,481 |
| Structured notes | ||
| Amortized cost | $1,045,000 | 1,567 |
| Fair value | $1,044,000 | 1,569 |
| 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 | $29,500,000 | 3,709 |
| U.S. Government securities | $23,693,000 | 3,170 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,693,000 | 3,103 |
| Securities issued by states & political subdivisions | $4,960,000 | 3,771 |
| Other domestic debt securities | $847,000 | 2,106 |
| 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 | $847,000 | 1,598 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $11,540,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | $8,027,000 | 2,951 |
| Issued or guaranteed by U.S. | $8,027,000 | 2,949 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,513,000 | 2,278 |
| CMOs issued by government agencies or sponsored agencies | $3,513,000 | 2,183 |
| 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) | $29,500,000 | 3,432 |
| Total debt securities | $29,499,000 | 3,678 |
| Structured notes | ||
| Amortized cost | $1,005,000 | 1,602 |
| Fair value | $1,048,000 | 1,592 |
| 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 | $28,719,000 | 3,789 |
| U.S. Government securities | $22,850,000 | 3,311 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $22,850,000 | 3,246 |
| Securities issued by states & political subdivisions | $5,017,000 | 3,748 |
| Other domestic debt securities | $852,000 | 2,165 |
| 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 | $852,000 | 1,654 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $7,612,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | $3,861,000 | 3,933 |
| Issued or guaranteed by U.S. | $3,861,000 | 3,931 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,751,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $3,751,000 | 2,230 |
| 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) | $28,719,000 | 3,503 |
| Total debt securities | $28,719,000 | 3,761 |
| Structured notes | ||
| Amortized cost | $1,005,000 | 1,741 |
| Fair value | $1,052,000 | 1,729 |
| 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 | $30,044,000 | 3,708 |
| U.S. Government securities | $24,184,000 | 3,250 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $24,184,000 | 3,188 |
| Securities issued by states & political subdivisions | $5,016,000 | 3,691 |
| Other domestic debt securities | $844,000 | 2,167 |
| 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 | $844,000 | 1,655 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $8,412,000 | 3,692 |
| Certificates of participation in pools of residential mortgages | $4,384,000 | 3,848 |
| Issued or guaranteed by U.S. | $4,384,000 | 3,846 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,028,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $4,028,000 | 2,187 |
| 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) | $30,044,000 | 3,446 |
| Total debt securities | $30,044,000 | 3,683 |
| Structured notes | ||
| Amortized cost | $1,006,000 | 1,956 |
| Fair value | $1,049,000 | 1,941 |
| 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 | $33,821,000 | 3,524 |
| U.S. Government securities | $27,719,000 | 3,034 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $27,719,000 | 2,979 |
| Securities issued by states & political subdivisions | $5,252,000 | 3,570 |
| Other domestic debt securities | $850,000 | 2,141 |
| 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 | $850,000 | 1,642 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $9,912,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | $4,907,000 | 3,723 |
| Issued or guaranteed by U.S. | $4,907,000 | 3,719 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,005,000 | 2,146 |
| CMOs issued by government agencies or sponsored agencies | $5,005,000 | 2,041 |
| 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) | $33,821,000 | 3,260 |
| Total debt securities | $33,821,000 | 3,496 |
| Structured notes | ||
| Amortized cost | $1,006,000 | 2,175 |
| Fair value | $1,047,000 | 2,156 |
| 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 | $36,016,000 | 3,281 |
| U.S. Government securities | $29,038,000 | 2,882 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $29,038,000 | 2,818 |
| Securities issued by states & political subdivisions | $6,142,000 | 3,306 |
| Other domestic debt securities | $836,000 | 2,121 |
| 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 | $836,000 | 1,563 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $10,230,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $4,382,000 | 3,746 |
| Issued or guaranteed by U.S. | $4,382,000 | 3,740 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,848,000 | 1,991 |
| CMOs issued by government agencies or sponsored agencies | $5,848,000 | 1,816 |
| 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) | $36,016,000 | 3,011 |
| Total debt securities | $36,016,000 | 3,260 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $30,733,000 | 3,557 |
| U.S. Government securities | $26,226,000 | 3,003 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $26,226,000 | 2,926 |
| Securities issued by states & political subdivisions | $3,677,000 | 3,888 |
| Other domestic debt securities | $830,000 | 2,116 |
| 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 | $830,000 | 1,526 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $9,320,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $5,074,000 | 3,553 |
| Issued or guaranteed by U.S. | $5,074,000 | 3,545 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,246,000 | 2,209 |
| CMOs issued by government agencies or sponsored agencies | $4,246,000 | 2,023 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $30,733,000 | 3,279 |
| Total debt securities | $30,733,000 | 3,524 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $32,022,000 | 3,501 |
| U.S. Government securities | $27,462,000 | 2,988 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $27,462,000 | 2,903 |
| Securities issued by states & political subdivisions | $3,725,000 | 3,824 |
| Other domestic debt securities | $835,000 | 2,049 |
| 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 | $835,000 | 1,441 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $7,662,000 | 3,664 |
| Certificates of participation in pools of residential mortgages | $5,346,000 | 3,444 |
| Issued or guaranteed by U.S. | $5,346,000 | 3,432 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,316,000 | 2,634 |
| CMOs issued by government agencies or sponsored agencies | $2,316,000 | 2,407 |
| 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) | $32,022,000 | 3,210 |
| Total debt securities | $32,022,000 | 3,471 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $27,404,000 | 3,813 |
| U.S. Government securities | $22,547,000 | 3,392 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $22,547,000 | 3,294 |
| Securities issued by states & political subdivisions | $4,057,000 | 3,689 |
| Other domestic debt securities | $800,000 | 2,114 |
| 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 | $800,000 | 1,491 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $2,512,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $70,000 | 5,517 |
| Issued or guaranteed by U.S. | $70,000 | 5,506 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,442,000 | 2,531 |
| CMOs issued by government agencies or sponsored agencies | $2,442,000 | 2,311 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $27,404,000 | 3,517 |
| Total debt securities | $27,404,000 | 3,782 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $26,695,000 | 3,757 |
| U.S. Government securities | $21,798,000 | 3,292 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,798,000 | 3,188 |
| Securities issued by states & political subdivisions | $4,083,000 | 3,695 |
| Other domestic debt securities | $814,000 | 2,245 |
| 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 | $814,000 | 1,499 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $2,803,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $82,000 | 5,486 |
| Issued or guaranteed by U.S. | $82,000 | 5,475 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,721,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $2,721,000 | 2,187 |
| 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) | $26,695,000 | 3,453 |
| Total debt securities | $26,695,000 | 3,724 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $26,492,000 | 3,751 |
| U.S. Government securities | $21,926,000 | 3,242 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $21,926,000 | 3,137 |
| Securities issued by states & political subdivisions | $3,732,000 | 3,715 |
| Other domestic debt securities | $834,000 | 2,302 |
| 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 | $834,000 | 1,494 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $3,026,000 | 4,507 |
| Certificates of participation in pools of residential mortgages | $92,000 | 5,496 |
| Issued or guaranteed by U.S. | $92,000 | 5,484 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,934,000 | 2,336 |
| CMOs issued by government agencies or sponsored agencies | $2,934,000 | 2,090 |
| 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) | $26,492,000 | 3,432 |
| Total debt securities | $26,492,000 | 3,712 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $26,831,000 | 3,724 |
| U.S. Government securities | $23,012,000 | 3,189 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $23,012,000 | 3,107 |
| Securities issued by states & political subdivisions | $3,018,000 | 3,887 |
| Other domestic debt securities | $801,000 | 2,317 |
| 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 | $801,000 | 1,470 |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | $3,132,000 | 4,475 |
| Certificates of participation in pools of residential mortgages | $105,000 | 5,526 |
| Issued or guaranteed by U.S. | $105,000 | 5,514 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,027,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $3,027,000 | 1,990 |
| 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) | $26,831,000 | 3,413 |
| Total debt securities | $26,831,000 | 3,696 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $26,049,000 | 3,820 |
| U.S. Government securities | $22,240,000 | 3,319 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $22,240,000 | 3,232 |
| Securities issued by states & political subdivisions | $3,809,000 | 3,609 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $1,171,000 | 5,239 |
| Certificates of participation in pools of residential mortgages | $295,000 | 5,394 |
| Issued or guaranteed by U.S. | $295,000 | 5,383 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $876,000 | 2,956 |
| CMOs issued by government agencies or sponsored agencies | $876,000 | 2,629 |
| 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) | $26,049,000 | 3,472 |
| Total debt securities | $26,049,000 | 3,790 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $25,321,000 | 3,854 |
| U.S. Government securities | $20,464,000 | 3,464 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $20,464,000 | 3,389 |
| Securities issued by states & political subdivisions | $4,857,000 | 3,296 |
| 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 | $0 | 6,398 |
| Mortgage-backed securities | $1,511,000 | 5,179 |
| Certificates of participation in pools of residential mortgages | $427,000 | 5,346 |
| Issued or guaranteed by U.S. | $427,000 | 5,332 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,084,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $1,084,000 | 2,502 |
| 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) | $25,321,000 | 3,487 |
| Total debt securities | $25,320,000 | 3,821 |
| 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 | $23,906,000 | 4,019 |
| U.S. Government securities | $19,046,000 | 3,610 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,046,000 | 3,539 |
| Securities issued by states & political subdivisions | $4,860,000 | 3,301 |
| 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 | $0 | 6,412 |
| Mortgage-backed securities | $1,719,000 | 5,192 |
| Certificates of participation in pools of residential mortgages | $550,000 | 5,337 |
| Issued or guaranteed by U.S. | $550,000 | 5,320 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,169,000 | 2,797 |
| CMOs issued by government agencies or sponsored agencies | $1,169,000 | 2,438 |
| 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) | $23,906,000 | 3,628 |
| Total debt securities | $23,906,000 | 3,983 |
| 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 | $29,370,000 | 3,508 |
| U.S. Government securities | $24,488,000 | 3,039 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $24,488,000 | 2,975 |
| Securities issued by states & political subdivisions | $4,882,000 | 3,250 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $1,986,000 | 5,141 |
| Certificates of participation in pools of residential mortgages | $696,000 | 5,300 |
| Issued or guaranteed by U.S. | $696,000 | 5,280 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,290,000 | 2,740 |
| CMOs issued by government agencies or sponsored agencies | $1,290,000 | 2,377 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $29,370,000 | 3,135 |
| Total debt securities | $29,370,000 | 3,471 |
| 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 | $27,252,000 | 3,693 |
| U.S. Government securities | $21,791,000 | 3,338 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $21,791,000 | 3,271 |
| Securities issued by states & political subdivisions | $5,461,000 | 3,024 |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | $2,313,000 | 5,103 |
| Certificates of participation in pools of residential mortgages | $845,000 | 5,285 |
| Issued or guaranteed by U.S. | $845,000 | 5,267 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,468,000 | 2,684 |
| CMOs issued by government agencies or sponsored agencies | $1,468,000 | 2,321 |
| 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) | $27,252,000 | 3,321 |
| Total debt securities | $27,252,000 | 3,662 |
| 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 | $26,429,000 | 3,758 |
| U.S. Government securities | $21,058,000 | 3,431 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $21,058,000 | 3,365 |
| Securities issued by states & political subdivisions | $5,371,000 | 3,027 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $2,524,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $931,000 | 5,238 |
| Issued or guaranteed by U.S. | $931,000 | 5,224 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,593,000 | 2,572 |
| CMOs issued by government agencies or sponsored agencies | $1,593,000 | 2,245 |
| 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) | $26,429,000 | 3,362 |
| Total debt securities | $26,429,000 | 3,717 |
| 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 | $23,191,000 | 4,009 |
| U.S. Government securities | $19,862,000 | 3,519 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $19,862,000 | 3,451 |
| Securities issued by states & political subdivisions | $3,329,000 | 3,619 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $2,638,000 | 4,920 |
| Certificates of participation in pools of residential mortgages | $1,015,000 | 5,148 |
| Issued or guaranteed by U.S. | $1,015,000 | 5,133 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,623,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $1,623,000 | 2,150 |
| 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) | $23,191,000 | 3,562 |
| Total debt securities | $23,191,000 | 3,973 |
| 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 | $23,266,000 | 4,051 |
| U.S. Government securities | $19,908,000 | 3,556 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $19,908,000 | 3,489 |
| Securities issued by states & political subdivisions | $3,358,000 | 3,629 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $2,741,000 | 4,892 |
| Certificates of participation in pools of residential mortgages | $1,094,000 | 5,115 |
| Issued or guaranteed by U.S. | $1,094,000 | 5,095 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,647,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $1,647,000 | 2,147 |
| 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) | $23,266,000 | 3,611 |
| Total debt securities | $23,266,000 | 4,005 |
| 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 | $25,044,000 | 3,875 |
| U.S. Government securities | $21,464,000 | 3,345 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $21,464,000 | 3,289 |
| Securities issued by states & political subdivisions | $3,580,000 | 3,565 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $2,986,000 | 4,714 |
| Certificates of participation in pools of residential mortgages | $1,204,000 | 5,009 |
| Issued or guaranteed by U.S. | $1,204,000 | 4,987 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,782,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $1,782,000 | 2,089 |
| 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) | $25,044,000 | 3,462 |
| Total debt securities | $25,044,000 | 3,824 |
| 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 | $24,815,000 | 3,894 |
| U.S. Government securities | $21,251,000 | 3,427 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,251,000 | 3,361 |
| Securities issued by states & political subdivisions | $3,564,000 | 3,561 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $3,059,000 | 4,448 |
| Certificates of participation in pools of residential mortgages | $1,250,000 | 4,766 |
| Issued or guaranteed by U.S. | $1,250,000 | 4,747 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,809,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $1,809,000 | 2,000 |
| 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) | $24,815,000 | 3,462 |
| Total debt securities | $24,815,000 | 3,846 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $23,298,000 | 4,077 |
| U.S. Government securities | $18,750,000 | 3,800 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,750,000 | 3,720 |
| Securities issued by states & political subdivisions | $4,548,000 | 3,225 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $3,193,000 | 4,266 |
| Certificates of participation in pools of residential mortgages | $1,341,000 | 4,582 |
| Issued or guaranteed by U.S. | $1,341,000 | 4,569 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,852,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $1,852,000 | 1,946 |
| 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) | $23,298,000 | 3,599 |
| Total debt securities | $23,298,000 | 4,026 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $21,772,000 | 4,247 |
| U.S. Government securities | $18,235,000 | 3,890 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,235,000 | 3,796 |
| Securities issued by states & political subdivisions | $3,537,000 | 3,568 |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | $3,337,000 | 4,182 |
| Certificates of participation in pools of residential mortgages | $1,444,000 | 4,500 |
| Issued or guaranteed by U.S. | $1,444,000 | 4,485 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,893,000 | 2,187 |
| CMOs issued by government agencies or sponsored agencies | $1,893,000 | 1,911 |
| 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) | $21,772,000 | 3,744 |
| Total debt securities | $21,772,000 | 4,197 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $23,217,000 | 4,076 |
| U.S. Government securities | $19,208,000 | 3,758 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,208,000 | 3,666 |
| Securities issued by states & political subdivisions | $3,759,000 | 3,500 |
| Other domestic debt securities | $250,000 | 2,585 |
| 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 | $250,000 | 1,955 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $1,601,000 | 4,935 |
| Certificates of participation in pools of residential mortgages | $1,601,000 | 4,409 |
| Issued or guaranteed by U.S. | $1,601,000 | 4,392 |
| 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) | $23,217,000 | 3,578 |
| Total debt securities | $23,217,000 | 4,028 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $25,330,000 | 3,897 |
| U.S. Government securities | $21,287,000 | 3,562 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $21,287,000 | 3,464 |
| Securities issued by states & political subdivisions | $3,792,000 | 3,506 |
| Other domestic debt securities | $251,000 | 2,613 |
| 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 | $251,000 | 2,000 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $1,715,000 | 4,875 |
| Certificates of participation in pools of residential mortgages | $1,715,000 | 4,351 |
| Issued or guaranteed by U.S. | $1,715,000 | 4,336 |
| 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) | $25,330,000 | 3,411 |
| Total debt securities | $25,330,000 | 3,846 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $24,850,000 | 3,992 |
| U.S. Government securities | $20,310,000 | 3,720 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $20,310,000 | 3,613 |
| Securities issued by states & political subdivisions | $4,038,000 | 3,392 |
| Other domestic debt securities | $502,000 | 2,325 |
| 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 | $502,000 | 1,750 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $1,827,000 | 4,819 |
| Certificates of participation in pools of residential mortgages | $1,827,000 | 4,290 |
| Issued or guaranteed by U.S. | $1,827,000 | 4,268 |
| 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) | $24,850,000 | 3,469 |
| Total debt securities | $24,851,000 | 3,931 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $27,567,000 | 3,701 |
| U.S. Government securities | $21,983,000 | 3,509 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $21,983,000 | 3,398 |
| Securities issued by states & political subdivisions | $4,530,000 | 3,218 |
| Other domestic debt securities | $1,054,000 | 1,910 |
| 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 | $1,054,000 | 1,384 |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | $1,931,000 | 4,757 |
| Certificates of participation in pools of residential mortgages | $1,931,000 | 4,220 |
| Issued or guaranteed by U.S. | $1,931,000 | 4,205 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $27,567,000 | 3,228 |
| Total debt securities | $27,567,000 | 3,646 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $30,040,000 | 3,556 |
| U.S. Government securities | $23,784,000 | 3,373 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $23,784,000 | 3,251 |
| Securities issued by states & political subdivisions | $5,197,000 | 3,008 |
| Other domestic debt securities | $1,059,000 | 1,946 |
| 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 | $1,059,000 | 1,432 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $2,200,000 | 4,640 |
| Certificates of participation in pools of residential mortgages | $2,200,000 | 4,101 |
| Issued or guaranteed by U.S. | $2,200,000 | 4,087 |
| 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) | $30,040,000 | 3,078 |
| Total debt securities | $30,040,000 | 3,498 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $29,264,000 | 3,631 |
| U.S. Government securities | $22,975,000 | 3,432 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $22,975,000 | 3,316 |
| Securities issued by states & political subdivisions | $5,222,000 | 3,003 |
| Other domestic debt securities | $1,067,000 | 2,014 |
| 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 | $1,067,000 | 1,529 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $2,394,000 | 4,587 |
| Certificates of participation in pools of residential mortgages | $2,359,000 | 4,043 |
| Issued or guaranteed by U.S. | $2,359,000 | 4,028 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $35,000 | 3,499 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,166 |
| 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) | $29,264,000 | 3,141 |
| Total debt securities | $29,264,000 | 3,578 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $27,830,000 | 3,736 |
| U.S. Government securities | $21,910,000 | 3,516 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $21,910,000 | 3,381 |
| Securities issued by states & political subdivisions | $4,842,000 | 3,121 |
| Other domestic debt securities | $1,078,000 | 2,037 |
| 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 | $1,078,000 | 1,573 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $2,657,000 | 4,516 |
| Certificates of participation in pools of residential mortgages | $2,580,000 | 3,980 |
| Issued or guaranteed by U.S. | $2,580,000 | 3,967 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $77,000 | 3,404 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 3,085 |
| 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) | $27,830,000 | 3,233 |
| Total debt securities | $27,830,000 | 3,676 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $31,187,000 | 3,490 |
| U.S. Government securities | $23,784,000 | 3,363 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $23,784,000 | 3,244 |
| Securities issued by states & political subdivisions | $6,314,000 | 2,646 |
| Other domestic debt securities | $1,089,000 | 2,082 |
| 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 | $1,089,000 | 1,640 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $2,974,000 | 4,476 |
| Certificates of participation in pools of residential mortgages | $2,855,000 | 3,936 |
| Issued or guaranteed by U.S. | $2,855,000 | 3,922 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $119,000 | 3,370 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 3,060 |
| 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) | $31,187,000 | 3,024 |
| Total debt securities | $31,187,000 | 3,443 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $31,902,000 | 3,456 |
| U.S. Government securities | $23,945,000 | 3,406 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,945,000 | 3,277 |
| Securities issued by states & political subdivisions | $6,861,000 | 2,524 |
| Other domestic debt securities | $1,096,000 | 2,147 |
| 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 | $1,096,000 | 1,722 |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | $3,317,000 | 4,440 |
| Certificates of participation in pools of residential mortgages | $3,157,000 | 3,898 |
| Issued or guaranteed by U.S. | $3,157,000 | 3,888 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $160,000 | 3,336 |
| CMOs issued by government agencies or sponsored agencies | $160,000 | 3,045 |
| 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) | $31,902,000 | 2,980 |
| Total debt securities | $31,902,000 | 3,404 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $29,825,000 | 3,648 |
| U.S. Government securities | $21,879,000 | 3,650 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $21,879,000 | 3,523 |
| Securities issued by states & political subdivisions | $6,828,000 | 2,542 |
| Other domestic debt securities | $1,118,000 | 2,186 |
| 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 | $1,118,000 | 1,779 |
| 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 | $0 | 7,176 |
| Mortgage-backed securities | $3,638,000 | 4,376 |
| Certificates of participation in pools of residential mortgages | $3,436,000 | 3,846 |
| Issued or guaranteed by U.S. | $3,436,000 | 3,837 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $202,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 3,020 |
| 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) | $29,825,000 | 3,152 |
| Total debt securities | $29,825,000 | 3,586 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $28,882,000 | 3,728 |
| U.S. Government securities | $21,146,000 | 3,715 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $21,146,000 | 3,592 |
| Securities issued by states & political subdivisions | $6,599,000 | 2,627 |
| Other domestic debt securities | $1,137,000 | 2,210 |
| 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 | $1,137,000 | 1,834 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $4,014,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $3,771,000 | 3,742 |
| Issued or guaranteed by U.S. | $3,771,000 | 3,736 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $243,000 | 3,290 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 3,007 |
| 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) | $28,882,000 | 3,221 |
| Total debt securities | $28,882,000 | 3,662 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $32,793,000 | 3,432 |
| U.S. Government securities | $24,450,000 | 3,396 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $24,450,000 | 3,273 |
| Securities issued by states & political subdivisions | $7,209,000 | 2,475 |
| Other domestic debt securities | $1,134,000 | 2,299 |
| 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 | $1,134,000 | 1,922 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $4,373,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $4,089,000 | 3,701 |
| Issued or guaranteed by U.S. | $4,089,000 | 3,692 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $284,000 | 3,292 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 3,021 |
| 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) | $32,793,000 | 2,949 |
| Total debt securities | $32,793,000 | 3,367 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $35,202,000 | 3,237 |
| U.S. Government securities | $26,230,000 | 3,156 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $26,230,000 | 3,050 |
| Securities issued by states & political subdivisions | $7,797,000 | 2,363 |
| Other domestic debt securities | $1,175,000 | 2,377 |
| 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 | $1,175,000 | 1,998 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $4,996,000 | 4,073 |
| Certificates of participation in pools of residential mortgages | $4,669,000 | 3,534 |
| Issued or guaranteed by U.S. | $4,669,000 | 3,523 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $327,000 | 3,324 |
| CMOs issued by government agencies or sponsored agencies | $327,000 | 3,042 |
| 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) | $35,202,000 | 2,796 |
| Total debt securities | $35,202,000 | 3,176 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $30,742,000 | 3,651 |
| U.S. Government securities | $21,680,000 | 3,693 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $21,680,000 | 3,564 |
| Securities issued by states & political subdivisions | $7,894,000 | 2,348 |
| Other domestic debt securities | $1,168,000 | 2,418 |
| 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 | $1,168,000 | 2,117 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $3,819,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $3,452,000 | 3,939 |
| Issued or guaranteed by U.S. | $3,452,000 | 3,928 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $367,000 | 3,316 |
| CMOs issued by government agencies or sponsored agencies | $367,000 | 3,158 |
| 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) | $30,742,000 | 3,146 |
| Total debt securities | $30,742,000 | 3,594 |
| 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 | $29,039,000 | 3,723 |
| U.S. Government securities | $20,219,000 | 3,761 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $20,219,000 | 3,624 |
| Securities issued by states & political subdivisions | $7,736,000 | 2,374 |
| Other domestic debt securities | $1,084,000 | 2,587 |
| 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 | $1,084,000 | 2,282 |
| 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 | $0 | 7,307 |
| Mortgage-backed securities | $4,323,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $3,916,000 | 3,763 |
| Issued or guaranteed by U.S. | $3,916,000 | 3,751 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $407,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 3,184 |
| 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) | $29,039,000 | 3,227 |
| Total debt securities | $29,039,000 | 3,652 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $29,768,000 | 3,575 |
| U.S. Government securities | $19,201,000 | 3,799 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $19,201,000 | 3,650 |
| Securities issued by states & political subdivisions | $9,241,000 | 2,047 |
| Other domestic debt securities | $1,326,000 | 2,519 |
| 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 | $1,326,000 | 2,206 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $5,318,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $4,884,000 | 3,473 |
| Issued or guaranteed by U.S. | $4,884,000 | 3,461 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $434,000 | 3,524 |
| CMOs issued by government agencies or sponsored agencies | $434,000 | 3,357 |
| 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) | $29,768,000 | 3,097 |
| Total debt securities | $29,768,000 | 3,499 |
| 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 | $29,759,000 | 3,532 |
| U.S. Government securities | $18,813,000 | 3,867 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $18,813,000 | 3,709 |
| Securities issued by states & political subdivisions | $9,193,000 | 1,973 |
| Other domestic debt securities | $1,753,000 | 2,317 |
| 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 | $1,753,000 | 2,013 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $5,217,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $4,700,000 | 3,515 |
| Issued or guaranteed by U.S. | $4,700,000 | 3,504 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $517,000 | 3,501 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 3,331 |
| 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) | $29,759,000 | 3,054 |
| Total debt securities | $29,759,000 | 3,451 |
| 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 | $30,684,000 | 3,472 |
| U.S. Government securities | $18,711,000 | 3,873 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $18,711,000 | 3,708 |
| Securities issued by states & political subdivisions | $10,203,000 | 1,766 |
| Other domestic debt securities | $1,770,000 | 2,319 |
| 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 | $1,770,000 | 2,025 |
| 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 | $0 | 7,400 |
| Mortgage-backed securities | $4,814,000 | 4,215 |
| Certificates of participation in pools of residential mortgages | $4,196,000 | 3,660 |
| Issued or guaranteed by U.S. | $4,196,000 | 3,647 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $618,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $618,000 | 3,320 |
| 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) | $30,684,000 | 2,965 |
| Total debt securities | $30,682,000 | 3,393 |
| 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 | $25,682,000 | 3,776 |
| U.S. Government securities | $11,724,000 | 5,068 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,724,000 | 4,865 |
| Securities issued by states & political subdivisions | $11,686,000 | 1,474 |
| Other domestic debt securities | $2,272,000 | 2,122 |
| 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 | $2,272,000 | 1,788 |
| 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 | $0 | 7,583 |
| Mortgage-backed securities | $3,352,000 | 4,555 |
| Certificates of participation in pools of residential mortgages | $1,129,000 | 5,107 |
| Issued or guaranteed by U.S. | $1,129,000 | 5,084 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,223,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $2,223,000 | 2,472 |
| 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) | $25,682,000 | 3,182 |
| Total debt securities | $25,683,000 | 3,686 |
| 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 | $25,213,000 | 3,919 |
| U.S. Government securities | $11,377,000 | 5,429 |
| U.S. Treasury securities | $502,000 | 3,344 |
| U.S. Government agency obligations | $10,875,000 | 5,260 |
| Securities issued by states & political subdivisions | $10,997,000 | 1,518 |
| Other domestic debt securities | $2,049,000 | 1,892 |
| 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 | $2,049,000 | 1,608 |
| Foreign debt securities | NA | NA |
| Equity securities | $790,000 | 2,928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $3,770,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $270,000 | 5,892 |
| Issued or guaranteed by U.S. | $270,000 | 5,871 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,500,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $3,500,000 | 1,679 |
| 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) | $25,213,000 | 3,191 |
| Total debt securities | $24,423,000 | 3,898 |
| 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 | $23,268,000 | 4,351 |
| U.S. Government securities | $10,244,000 | 6,025 |
| U.S. Treasury securities | $504,000 | 4,305 |
| U.S. Government agency obligations | $9,740,000 | 5,679 |
| Securities issued by states & political subdivisions | $10,182,000 | 1,651 |
| Other domestic debt securities | $2,052,000 | 1,809 |
| 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 | $2,052,000 | 1,496 |
| Foreign debt securities | NA | NA |
| Equity securities | $790,000 | 2,840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $3,556,000 | 4,187 |
| Certificates of participation in pools of residential mortgages | $520,000 | 5,707 |
| Issued or guaranteed by U.S. | $520,000 | 5,691 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,036,000 | 2,061 |
| CMOs issued by government agencies or sponsored agencies | $3,036,000 | 1,909 |
| 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) | $23,268,000 | 3,475 |
| Total debt securities | $22,478,000 | 4,339 |
| 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 | $24,010,000 | 4,276 |
| U.S. Government securities | $10,929,000 | 5,809 |
| U.S. Treasury securities | $500,000 | 6,057 |
| U.S. Government agency obligations | $10,429,000 | 5,156 |
| Securities issued by states & political subdivisions | $9,550,000 | 1,770 |
| Other domestic debt securities | $2,741,000 | 1,496 |
| 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 | $2,741,000 | 1,213 |
| Foreign debt securities | NA | NA |
| Equity securities | $790,000 | 2,734 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $2,480,000 | 5,025 |
| Certificates of participation in pools of residential mortgages | $699,000 | 5,658 |
| Issued or guaranteed by U.S. | $699,000 | 5,641 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,781,000 | 2,761 |
| CMOs issued by government agencies or sponsored agencies | $1,781,000 | 2,621 |
| 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) | $24,010,000 | 3,329 |
| Total debt securities | $23,220,000 | 4,257 |
| 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 | $20,287,000 | 4,856 |
| U.S. Government securities | $11,664,000 | 5,927 |
| U.S. Treasury securities | $3,007,000 | 4,290 |
| U.S. Government agency obligations | $8,657,000 | 5,710 |
| Securities issued by states & political subdivisions | $7,318,000 | 2,014 |
| Other domestic debt securities | $530,000 | 2,266 |
| 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 | $530,000 | 1,787 |
| Foreign debt securities | NA | NA |
| Equity securities | $775,000 | 2,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $2,844,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $1,010,000 | 5,363 |
| Issued or guaranteed by U.S. | $1,010,000 | 5,341 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,834,000 | 2,807 |
| CMOs issued by government agencies or sponsored agencies | $1,834,000 | 2,700 |
| 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) | $20,287,000 | 3,566 |
| Total debt securities | $19,512,000 | 4,889 |
| 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 | $22,848,000 | 4,830 |
| U.S. Government securities | $15,300,000 | 5,423 |
| U.S. Treasury securities | $5,576,000 | 3,509 |
| U.S. Government agency obligations | $9,724,000 | 5,591 |
| Securities issued by states & political subdivisions | $6,006,000 | 2,437 |
| Other domestic debt securities | $797,000 | 2,286 |
| 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 | $797,000 | 1,741 |
| Foreign debt securities | NA | NA |
| Equity securities | $745,000 | 2,800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $2,356,000 | 5,643 |
| Certificates of participation in pools of residential mortgages | $1,182,000 | 5,578 |
| Issued or guaranteed by U.S. | $1,182,000 | 5,562 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,174,000 | 3,646 |
| CMOs issued by government agencies or sponsored agencies | $1,174,000 | 3,507 |
| 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) | $22,848,000 | 3,431 |
| Total debt securities | $22,103,000 | 4,854 |
| 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 | $25,458,000 | 4,645 |
| U.S. Government securities | $20,352,000 | 4,583 |
| U.S. Treasury securities | $7,029,000 | 3,614 |
| U.S. Government agency obligations | $13,323,000 | 4,554 |
| Securities issued by states & political subdivisions | $4,063,000 | 3,300 |
| Other domestic debt securities | $315,000 | 3,610 |
| 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 | $315,000 | 2,821 |
| Foreign debt securities | NA | NA |
| Equity securities | $728,000 | 2,628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $2,029,000 | 6,233 |
| Certificates of participation in pools of residential mortgages | $1,327,000 | 5,657 |
| Issued or guaranteed by U.S. | $1,327,000 | 5,629 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $702,000 | 4,611 |
| CMOs issued by government agencies or sponsored agencies | $702,000 | 4,442 |
| 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) | $25,458,000 | 3,253 |
| Total debt securities | $24,730,000 | 4,649 |
| 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 | $23,126,000 | 5,294 |
| U.S. Government securities | $18,073,000 | 5,337 |
| U.S. Treasury securities | $7,723,000 | 4,150 |
| U.S. Government agency obligations | $10,350,000 | 5,254 |
| Securities issued by states & political subdivisions | $4,032,000 | 3,443 |
| Other domestic debt securities | $309,000 | 4,109 |
| 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 | $309,000 | 3,270 |
| Foreign debt securities | NA | NA |
| Equity securities | $712,000 | 2,515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $348,000 | 8,859 |
| Certificates of participation in pools of residential mortgages | $348,000 | 7,835 |
| Issued or guaranteed by U.S. | $348,000 | 7,809 |
| 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) | $6,324,000 | 7,263 |
| Available-for-sale securities (fair market value) | $16,802,000 | 3,249 |
| Total debt securities | $22,414,000 | 5,312 |
| 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 | $27,356,000 | 4,845 |
| U.S. Government securities | $22,070,000 | 4,730 |
| U.S. Treasury securities | $7,538,000 | 4,352 |
| U.S. Government agency obligations | $14,532,000 | 4,288 |
| Securities issued by states & political subdivisions | $4,602,000 | 3,208 |
| Other domestic debt securities | $579,000 | 4,033 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $579,000 | 3,095 |
| Foreign debt securities | NA | NA |
| Equity securities | $105,000 | 5,571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,135,000 | 4,538 |
| Mortgage-backed securities | $48,000 | 10,449 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $48,000 | 6,817 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 6,384 |
| 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 | $27,251,000 | 4,743 |
| 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 | $22,272,000 | 5,668 |
| U.S. Government securities | $19,272,000 | 5,207 |
| U.S. Treasury securities | $6,484,000 | 4,889 |
| U.S. Government agency obligations | $12,788,000 | 4,632 |
| Securities issued by states & political subdivisions | $2,494,000 | 4,502 |
| Other domestic debt securities | $401,000 | 5,409 |
| Privately issued residential mortgage-backed securities | $226,000 | 2,991 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $175,000 | 4,886 |
| Foreign debt securities | NA | NA |
| Equity securities | $105,000 | 5,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $803,000 | 9,256 |
| Certificates of participation in pools of residential mortgages | $226,000 | 9,375 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $226,000 | 596 |
| Collaterized mortgage obligations | $577,000 | 5,670 |
| CMOs issued by government agencies or sponsored agencies | $577,000 | 5,247 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $22,167,000 | 5,579 |
| 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 |