Home > Crest Savings Bank > Securities
Crest Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $76,068,000 | 2,045 |
| U.S. Government securities | $75,068,000 | 1,440 |
| U.S. Treasury securities | $9,824,000 | 1,389 |
| U.S. Government agency obligations | $65,244,000 | 1,342 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $1,000,000 | 1,960 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $1,000,000 | 1,539 |
| 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 | $75,302,000 | 1,106 |
| Mortgage-backed securities | $65,244,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $63,294,000 | 703 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,950,000 | 1,907 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $66,244,000 | 476 |
| Available-for-sale securities (fair market value) | $9,824,000 | 3,753 |
| Total debt securities | $76,067,000 | 2,030 |
| 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 | $83,085,000 | 1,918 |
| U.S. Government securities | $82,085,000 | 1,346 |
| U.S. Treasury securities | $14,695,000 | 1,154 |
| U.S. Government agency obligations | $67,390,000 | 1,308 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $1,000,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $1,000,000 | 1,542 |
| 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 | $82,312,000 | 1,012 |
| Mortgage-backed securities | $67,390,000 | 1,018 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $65,397,000 | 676 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,993,000 | 1,863 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $68,390,000 | 478 |
| Available-for-sale securities (fair market value) | $14,695,000 | 3,547 |
| Total debt securities | $83,087,000 | 1,902 |
| 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 | $85,331,000 | 1,934 |
| U.S. Government securities | $84,331,000 | 1,362 |
| U.S. Treasury securities | $14,599,000 | 1,162 |
| U.S. Government agency obligations | $69,732,000 | 1,309 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $1,000,000 | 1,971 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $1,000,000 | 1,547 |
| 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 | $84,540,000 | 987 |
| Mortgage-backed securities | $69,732,000 | 1,028 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $67,672,000 | 678 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,060,000 | 1,856 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $70,732,000 | 461 |
| Available-for-sale securities (fair market value) | $14,599,000 | 3,578 |
| Total debt securities | $85,332,000 | 1,922 |
| 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 | $97,829,000 | 1,843 |
| U.S. Government securities | $96,829,000 | 1,296 |
| U.S. Treasury securities | $24,584,000 | 889 |
| U.S. Government agency obligations | $72,245,000 | 1,286 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $1,000,000 | 2,027 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,000,000 | 1,591 |
| 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 | $97,024,000 | 842 |
| Mortgage-backed securities | $72,245,000 | 1,051 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $70,093,000 | 693 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,152,000 | 1,876 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $73,245,000 | 474 |
| Available-for-sale securities (fair market value) | $24,584,000 | 3,273 |
| Total debt securities | $97,829,000 | 1,823 |
| 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 | $119,818,000 | 1,615 |
| U.S. Government securities | $118,818,000 | 1,093 |
| U.S. Treasury securities | $44,341,000 | 615 |
| U.S. Government agency obligations | $74,477,000 | 1,253 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $1,000,000 | 2,051 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,000,000 | 1,606 |
| 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 | $114,055,000 | 680 |
| Mortgage-backed securities | $74,477,000 | 1,029 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $72,273,000 | 682 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,204,000 | 1,879 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $75,477,000 | 474 |
| Available-for-sale securities (fair market value) | $44,341,000 | 2,660 |
| Total debt securities | $119,816,000 | 1,602 |
| 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 | $134,833,000 | 1,496 |
| U.S. Government securities | $133,833,000 | 1,011 |
| U.S. Treasury securities | $59,448,000 | 485 |
| U.S. Government agency obligations | $74,385,000 | 1,275 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $1,000,000 | 2,014 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,000,000 | 1,606 |
| 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 | $133,040,000 | 570 |
| Mortgage-backed securities | $74,385,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $72,115,000 | 699 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,270,000 | 1,883 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $75,385,000 | 466 |
| Available-for-sale securities (fair market value) | $59,448,000 | 2,300 |
| Total debt securities | $134,842,000 | 1,478 |
| 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 | $105,209,000 | 1,788 |
| U.S. Government securities | $104,209,000 | 1,242 |
| U.S. Treasury securities | $29,744,000 | 834 |
| U.S. Government agency obligations | $74,465,000 | 1,307 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $1,000,000 | 1,903 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,000,000 | 1,611 |
| 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 | $104,372,000 | 675 |
| Mortgage-backed securities | $74,465,000 | 1,074 |
| Certificates of participation in pools of residential mortgages | $72,087,000 | 728 |
| Issued or guaranteed by U.S. | $72,087,000 | 717 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,378,000 | 1,968 |
| CMOs issued by government agencies or sponsored agencies | $2,378,000 | 1,892 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $75,465,000 | 426 |
| Available-for-sale securities (fair market value) | $29,744,000 | 3,167 |
| Total debt securities | $105,209,000 | 1,776 |
| 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 | $71,044,000 | 2,291 |
| U.S. Government securities | $70,044,000 | 1,606 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $70,044,000 | 1,368 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $1,000,000 | 1,888 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $1,000,000 | 1,588 |
| 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 | $70,207,000 | 882 |
| Mortgage-backed securities | $70,044,000 | 1,132 |
| Certificates of participation in pools of residential mortgages | $67,529,000 | 772 |
| Issued or guaranteed by U.S. | $67,529,000 | 761 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,515,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $2,515,000 | 1,873 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $71,044,000 | 387 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $71,044,000 | 2,281 |
| 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 | $48,085,000 | 2,736 |
| U.S. Government securities | $47,085,000 | 1,940 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $47,085,000 | 1,733 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $1,000,000 | 1,862 |
| 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 | $1,000,000 | 1,546 |
| 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 | $46,419,000 | 1,195 |
| Mortgage-backed securities | $47,085,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $44,346,000 | 1,028 |
| Issued or guaranteed by U.S. | $44,346,000 | 1,011 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,739,000 | 1,878 |
| CMOs issued by government agencies or sponsored agencies | $2,739,000 | 1,821 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $48,085,000 | 381 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $48,084,000 | 2,715 |
| 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 | $34,441,000 | 3,093 |
| U.S. Government securities | $33,441,000 | 2,270 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $33,441,000 | 2,097 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $1,000,000 | 1,812 |
| 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 | $1,000,000 | 1,487 |
| 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 | $32,911,000 | 1,471 |
| Mortgage-backed securities | $33,441,000 | 1,737 |
| Certificates of participation in pools of residential mortgages | $30,400,000 | 1,299 |
| Issued or guaranteed by U.S. | $30,400,000 | 1,269 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,041,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $3,041,000 | 1,798 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $34,441,000 | 423 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $34,441,000 | 3,071 |
| 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 | $20,056,000 | 3,615 |
| U.S. Government securities | $19,056,000 | 2,884 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $19,056,000 | 2,683 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $1,000,000 | 1,800 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,000,000 | 1,445 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,874,000 | 2,018 |
| Mortgage-backed securities | $19,056,000 | 2,214 |
| Certificates of participation in pools of residential mortgages | $15,896,000 | 1,842 |
| Issued or guaranteed by U.S. | $15,896,000 | 1,796 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,160,000 | 1,792 |
| CMOs issued by government agencies or sponsored agencies | $3,160,000 | 1,753 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $20,056,000 | 530 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $20,056,000 | 3,592 |
| 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 | $4,215,000 | 4,456 |
| U.S. Government securities | $3,215,000 | 4,111 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,215,000 | 3,943 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $1,000,000 | 1,763 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,000,000 | 1,387 |
| 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 | $3,227,000 | 3,402 |
| Mortgage-backed securities | $3,215,000 | 3,390 |
| Certificates of participation in pools of residential mortgages | $2,489,000 | 3,150 |
| Issued or guaranteed by U.S. | $2,489,000 | 3,059 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $726,000 | 2,385 |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 2,336 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $4,215,000 | 934 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $4,214,000 | 4,434 |
| 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 | $4,458,000 | 4,429 |
| U.S. Government securities | $3,458,000 | 3,997 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,458,000 | 3,850 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $1,000,000 | 1,712 |
| 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 | $1,000,000 | 1,334 |
| 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 | $3,446,000 | 3,368 |
| Mortgage-backed securities | $3,458,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $2,710,000 | 3,075 |
| Issued or guaranteed by U.S. | $2,710,000 | 2,997 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $748,000 | 2,393 |
| CMOs issued by government agencies or sponsored agencies | $748,000 | 2,343 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $4,458,000 | 906 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $4,457,000 | 4,407 |
| 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 | $4,713,000 | 4,410 |
| U.S. Government securities | $3,713,000 | 3,981 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,713,000 | 3,822 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $1,000,000 | 1,670 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,000,000 | 1,289 |
| 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 | $3,673,000 | 3,359 |
| Mortgage-backed securities | $3,713,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $2,928,000 | 3,032 |
| Issued or guaranteed by U.S. | $2,928,000 | 2,943 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $785,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $785,000 | 2,351 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $4,713,000 | 886 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $4,712,000 | 4,385 |
| 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 | $5,008,000 | 4,406 |
| U.S. Government securities | $4,008,000 | 3,971 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,008,000 | 3,804 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $1,000,000 | 1,613 |
| 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 | $1,000,000 | 1,249 |
| 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 | $3,918,000 | 3,350 |
| Mortgage-backed securities | $4,008,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $3,198,000 | 2,974 |
| Issued or guaranteed by U.S. | $3,198,000 | 2,893 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $810,000 | 2,404 |
| CMOs issued by government agencies or sponsored agencies | $810,000 | 2,364 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $5,008,000 | 881 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $5,007,000 | 4,383 |
| 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 | $12,151,000 | 3,838 |
| U.S. Government securities | $4,239,000 | 3,979 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,239,000 | 3,820 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $1,000,000 | 1,539 |
| 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 | $1,000,000 | 1,161 |
| 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 | $4,108,000 | 3,316 |
| Mortgage-backed securities | $4,239,000 | 3,254 |
| Certificates of participation in pools of residential mortgages | $3,388,000 | 2,936 |
| Issued or guaranteed by U.S. | $3,388,000 | 2,844 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $851,000 | 2,406 |
| CMOs issued by government agencies or sponsored agencies | $851,000 | 2,359 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $5,239,000 | 878 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $5,238,000 | 4,385 |
| 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 | $12,431,000 | 3,884 |
| U.S. Government securities | $4,437,000 | 4,047 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,437,000 | 3,875 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $1,000,000 | 1,522 |
| 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 | $1,000,000 | 1,142 |
| 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 | $4,260,000 | 3,339 |
| Mortgage-backed securities | $4,437,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | $3,567,000 | 2,859 |
| Issued or guaranteed by U.S. | $3,567,000 | 2,771 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $870,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $870,000 | 2,361 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $5,437,000 | 906 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $5,437,000 | 4,428 |
| 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 | $16,182,000 | 3,650 |
| U.S. Government securities | $4,904,000 | 4,050 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,904,000 | 3,893 |
| Securities issued by states & political subdivisions | $3,000,000 | 3,387 |
| Other domestic debt securities | $1,000,000 | 1,543 |
| 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 | $1,000,000 | 1,141 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,278,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,689,000 | 3,330 |
| Mortgage-backed securities | $4,904,000 | 3,143 |
| Certificates of participation in pools of residential mortgages | $3,991,000 | 2,779 |
| Issued or guaranteed by U.S. | $3,991,000 | 2,696 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $913,000 | 2,410 |
| CMOs issued by government agencies or sponsored agencies | $913,000 | 2,364 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $8,904,000 | 796 |
| Available-for-sale securities (fair market value) | $7,278,000 | 4,127 |
| Total debt securities | $8,905,000 | 4,212 |
| 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 | $16,364,000 | 3,698 |
| U.S. Government securities | $5,108,000 | 4,096 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,108,000 | 3,938 |
| Securities issued by states & political subdivisions | $3,000,000 | 3,424 |
| Other domestic debt securities | $1,000,000 | 1,523 |
| 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 | $1,000,000 | 1,159 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $7,256,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,844,000 | 3,359 |
| Mortgage-backed securities | $5,108,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | $5,108,000 | 2,581 |
| Issued or guaranteed by U.S. | $5,108,000 | 2,516 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $9,108,000 | 816 |
| Available-for-sale securities (fair market value) | $7,256,000 | 4,181 |
| Total debt securities | $9,108,000 | 4,254 |
| 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 | $16,962,000 | 3,722 |
| U.S. Government securities | $5,415,000 | 4,107 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,415,000 | 3,950 |
| Securities issued by states & political subdivisions | $3,000,000 | 3,494 |
| Other domestic debt securities | $1,000,000 | 1,521 |
| 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 | $1,000,000 | 1,158 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $7,547,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,108,000 | 3,367 |
| Mortgage-backed securities | $5,415,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | $5,415,000 | 2,552 |
| Issued or guaranteed by U.S. | $5,415,000 | 2,492 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $9,415,000 | 824 |
| Available-for-sale securities (fair market value) | $7,547,000 | 4,206 |
| Total debt securities | $9,414,000 | 4,277 |
| 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 | $17,377,000 | 3,733 |
| U.S. Government securities | $5,611,000 | 4,122 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,611,000 | 3,980 |
| Securities issued by states & political subdivisions | $3,185,000 | 3,526 |
| Other domestic debt securities | $1,000,000 | 1,498 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,000,000 | 1,149 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $7,581,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,263,000 | 3,380 |
| Mortgage-backed securities | $5,611,000 | 3,096 |
| Certificates of participation in pools of residential mortgages | $5,611,000 | 2,524 |
| Issued or guaranteed by U.S. | $5,611,000 | 2,485 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $9,796,000 | 849 |
| Available-for-sale securities (fair market value) | $7,581,000 | 4,238 |
| Total debt securities | $9,796,000 | 4,296 |
| 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 | $16,052,000 | 3,848 |
| U.S. Government securities | $5,882,000 | 4,146 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,882,000 | 4,006 |
| Securities issued by states & political subdivisions | $780,000 | 4,199 |
| Other domestic debt securities | $1,000,000 | 1,474 |
| 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 | $1,000,000 | 1,159 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $8,390,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,471,000 | 3,375 |
| Mortgage-backed securities | $5,882,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $5,882,000 | 2,517 |
| Issued or guaranteed by U.S. | $5,882,000 | 2,501 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $7,662,000 | 951 |
| Available-for-sale securities (fair market value) | $8,390,000 | 4,217 |
| Total debt securities | $7,662,000 | 4,519 |
| 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 | $16,382,000 | 3,884 |
| U.S. Government securities | $6,188,000 | 4,120 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,188,000 | 3,973 |
| Securities issued by states & political subdivisions | $780,000 | 4,252 |
| Other domestic debt securities | $1,000,000 | 1,628 |
| 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 | $1,000,000 | 1,154 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $8,414,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,778,000 | 3,364 |
| Mortgage-backed securities | $6,188,000 | 3,080 |
| Certificates of participation in pools of residential mortgages | $6,188,000 | 2,523 |
| Issued or guaranteed by U.S. | $6,188,000 | 2,401 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $7,968,000 | 949 |
| Available-for-sale securities (fair market value) | $8,414,000 | 4,264 |
| Total debt securities | $7,969,000 | 4,543 |
| 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 | $17,547,000 | 3,837 |
| U.S. Government securities | $6,523,000 | 4,141 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,523,000 | 3,997 |
| Securities issued by states & political subdivisions | $781,000 | 4,301 |
| Other domestic debt securities | $1,000,000 | 1,465 |
| 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 | $1,000,000 | 1,170 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $9,243,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,069,000 | 3,370 |
| Mortgage-backed securities | $6,523,000 | 3,045 |
| Certificates of participation in pools of residential mortgages | $6,523,000 | 2,515 |
| Issued or guaranteed by U.S. | $6,523,000 | 2,513 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $8,304,000 | 948 |
| Available-for-sale securities (fair market value) | $9,243,000 | 4,236 |
| Total debt securities | $8,303,000 | 4,572 |
| 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 | $18,116,000 | 3,850 |
| U.S. Government securities | $6,804,000 | 4,134 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,804,000 | 3,994 |
| Securities issued by states & political subdivisions | $961,000 | 4,305 |
| Other domestic debt securities | $1,000,000 | 1,485 |
| 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 | $1,000,000 | 1,213 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $9,351,000 | 155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,244,000 | 3,385 |
| Mortgage-backed securities | $6,804,000 | 3,033 |
| Certificates of participation in pools of residential mortgages | $6,804,000 | 2,516 |
| Issued or guaranteed by U.S. | $6,804,000 | 2,514 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $8,765,000 | 950 |
| Available-for-sale securities (fair market value) | $9,351,000 | 4,306 |
| Total debt securities | $8,765,000 | 4,602 |
| 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 | $19,046,000 | 3,819 |
| U.S. Government securities | $7,081,000 | 4,136 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,081,000 | 3,996 |
| Securities issued by states & political subdivisions | $1,387,000 | 4,220 |
| Other domestic debt securities | $1,000,000 | 1,504 |
| 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 | $1,000,000 | 1,246 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $9,578,000 | 155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,451,000 | 3,383 |
| Mortgage-backed securities | $7,081,000 | 3,026 |
| Certificates of participation in pools of residential mortgages | $7,081,000 | 2,522 |
| Issued or guaranteed by U.S. | $7,081,000 | 2,521 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $9,468,000 | 957 |
| Available-for-sale securities (fair market value) | $9,578,000 | 4,322 |
| Total debt securities | $9,468,000 | 4,592 |
| 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 | $19,361,000 | 3,856 |
| U.S. Government securities | $7,340,000 | 4,144 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,340,000 | 4,014 |
| Securities issued by states & political subdivisions | $1,388,000 | 4,239 |
| Other domestic debt securities | $1,000,000 | 1,528 |
| 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 | $1,000,000 | 1,275 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $9,633,000 | 151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,611,000 | 3,238 |
| Mortgage-backed securities | $7,340,000 | 3,033 |
| Certificates of participation in pools of residential mortgages | $7,340,000 | 2,525 |
| Issued or guaranteed by U.S. | $7,340,000 | 2,524 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $9,728,000 | 960 |
| Available-for-sale securities (fair market value) | $9,633,000 | 4,352 |
| Total debt securities | $9,728,000 | 4,612 |
| 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 | $19,731,000 | 3,881 |
| U.S. Government securities | $7,668,000 | 4,165 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,668,000 | 4,027 |
| Securities issued by states & political subdivisions | $1,389,000 | 4,287 |
| Other domestic debt securities | $1,000,000 | 1,568 |
| 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 | $1,000,000 | 1,283 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $9,674,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,947,000 | 3,235 |
| Mortgage-backed securities | $7,668,000 | 3,028 |
| Certificates of participation in pools of residential mortgages | $7,668,000 | 2,523 |
| Issued or guaranteed by U.S. | $7,668,000 | 2,523 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $10,057,000 | 969 |
| Available-for-sale securities (fair market value) | $9,674,000 | 4,378 |
| Total debt securities | $10,057,000 | 4,624 |
| 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 | $20,652,000 | 3,828 |
| U.S. Government securities | $8,368,000 | 4,050 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,368,000 | 3,916 |
| Securities issued by states & political subdivisions | $1,569,000 | 4,272 |
| Other domestic debt securities | $1,000,000 | 1,577 |
| 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 | $1,000,000 | 1,287 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $9,715,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,588,000 | 3,433 |
| Mortgage-backed securities | $8,368,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | $8,368,000 | 2,433 |
| Issued or guaranteed by U.S. | $8,368,000 | 2,431 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $10,937,000 | 938 |
| Available-for-sale securities (fair market value) | $9,715,000 | 4,381 |
| Total debt securities | $10,937,000 | 4,558 |
| 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 | $21,916,000 | 3,721 |
| U.S. Government securities | $9,012,000 | 3,987 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,012,000 | 3,866 |
| Securities issued by states & political subdivisions | $1,570,000 | 4,292 |
| Other domestic debt securities | $1,000,000 | 1,584 |
| 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 | $1,000,000 | 1,294 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $10,334,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,325,000 | 3,716 |
| Mortgage-backed securities | $9,012,000 | 2,901 |
| Certificates of participation in pools of residential mortgages | $9,012,000 | 2,389 |
| Issued or guaranteed by U.S. | $9,012,000 | 2,389 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $11,582,000 | 915 |
| Available-for-sale securities (fair market value) | $10,334,000 | 4,332 |
| Total debt securities | $11,582,000 | 4,520 |
| 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 | $22,359,000 | 3,770 |
| U.S. Government securities | $9,382,000 | 4,034 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,382,000 | 3,907 |
| Securities issued by states & political subdivisions | $1,571,000 | 4,316 |
| Other domestic debt securities | $1,000,000 | 1,603 |
| 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 | $1,000,000 | 1,288 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $10,406,000 | 145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,854,000 | 3,202 |
| Mortgage-backed securities | $9,382,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $9,382,000 | 2,389 |
| Issued or guaranteed by U.S. | $9,382,000 | 2,385 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $11,953,000 | 933 |
| Available-for-sale securities (fair market value) | $10,406,000 | 4,384 |
| Total debt securities | $11,953,000 | 4,567 |
| 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 | $22,962,000 | 3,785 |
| U.S. Government securities | $9,806,000 | 4,080 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $9,806,000 | 3,961 |
| Securities issued by states & political subdivisions | $1,735,000 | 4,285 |
| Other domestic debt securities | $1,000,000 | 1,627 |
| 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 | $1,000,000 | 1,307 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $10,421,000 | 145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,270,000 | 3,162 |
| Mortgage-backed securities | $9,806,000 | 2,869 |
| Certificates of participation in pools of residential mortgages | $9,806,000 | 2,362 |
| Issued or guaranteed by U.S. | $9,806,000 | 2,361 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $12,541,000 | 950 |
| Available-for-sale securities (fair market value) | $10,421,000 | 4,437 |
| Total debt securities | $12,541,000 | 4,586 |
| 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 | $23,517,000 | 3,772 |
| U.S. Government securities | $10,147,000 | 4,082 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,147,000 | 3,947 |
| Securities issued by states & political subdivisions | $1,920,000 | 4,267 |
| Other domestic debt securities | $1,000,000 | 1,614 |
| 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 | $1,000,000 | 1,293 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $10,450,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,156,000 | 3,224 |
| Mortgage-backed securities | $10,147,000 | 2,830 |
| Certificates of participation in pools of residential mortgages | $10,147,000 | 2,315 |
| Issued or guaranteed by U.S. | $10,147,000 | 2,313 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $13,067,000 | 951 |
| Available-for-sale securities (fair market value) | $10,450,000 | 4,488 |
| Total debt securities | $13,067,000 | 4,593 |
| 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 | $24,577,000 | 3,750 |
| U.S. Government securities | $10,157,000 | 4,159 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,157,000 | 4,035 |
| Securities issued by states & political subdivisions | $2,869,000 | 4,071 |
| Other domestic debt securities | $1,000,000 | 1,630 |
| 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 | $1,000,000 | 1,301 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $10,551,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,027,000 | 3,134 |
| Mortgage-backed securities | $10,157,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $10,157,000 | 2,341 |
| Issued or guaranteed by U.S. | $10,157,000 | 2,339 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $14,026,000 | 927 |
| Available-for-sale securities (fair market value) | $10,551,000 | 4,574 |
| Total debt securities | $14,026,000 | 4,585 |
| 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 | $25,233,000 | 3,779 |
| U.S. Government securities | $10,799,000 | 4,193 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,799,000 | 4,074 |
| Securities issued by states & political subdivisions | $2,869,000 | 4,096 |
| Other domestic debt securities | $1,000,000 | 1,640 |
| 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 | $1,000,000 | 1,309 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $10,565,000 | 143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,189,000 | 3,133 |
| Mortgage-backed securities | $10,799,000 | 2,864 |
| Certificates of participation in pools of residential mortgages | $10,799,000 | 2,324 |
| Issued or guaranteed by U.S. | $10,799,000 | 2,323 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $14,668,000 | 911 |
| Available-for-sale securities (fair market value) | $10,565,000 | 4,650 |
| Total debt securities | $14,668,000 | 4,609 |
| 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 | $24,835,000 | 3,870 |
| U.S. Government securities | $11,519,000 | 4,177 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,519,000 | 4,057 |
| Securities issued by states & political subdivisions | $2,708,000 | 4,144 |
| 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 | $10,608,000 | 149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,881,000 | 3,088 |
| Mortgage-backed securities | $11,519,000 | 2,838 |
| Certificates of participation in pools of residential mortgages | $11,519,000 | 2,279 |
| Issued or guaranteed by U.S. | $11,519,000 | 2,279 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $14,227,000 | 926 |
| Available-for-sale securities (fair market value) | $10,608,000 | 4,714 |
| Total debt securities | $14,227,000 | 4,702 |
| 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 | $26,090,000 | 3,810 |
| U.S. Government securities | $12,578,000 | 4,105 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,578,000 | 3,990 |
| Securities issued by states & political subdivisions | $2,889,000 | 4,145 |
| 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 | $10,623,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,906,000 | 2,975 |
| Mortgage-backed securities | $12,578,000 | 2,781 |
| Certificates of participation in pools of residential mortgages | $12,578,000 | 2,243 |
| Issued or guaranteed by U.S. | $12,578,000 | 2,241 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $15,467,000 | 896 |
| Available-for-sale securities (fair market value) | $10,623,000 | 4,762 |
| Total debt securities | $15,467,000 | 4,651 |
| 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 | $25,629,000 | 3,933 |
| U.S. Government securities | $13,078,000 | 4,150 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $13,078,000 | 4,035 |
| Securities issued by states & political subdivisions | $1,943,000 | 4,477 |
| 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 | $10,608,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,162,000 | 3,546 |
| Mortgage-backed securities | $13,078,000 | 2,805 |
| Certificates of participation in pools of residential mortgages | $13,078,000 | 2,274 |
| Issued or guaranteed by U.S. | $13,078,000 | 2,272 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $15,021,000 | 922 |
| Available-for-sale securities (fair market value) | $10,608,000 | 4,855 |
| Total debt securities | $15,021,000 | 4,784 |
| 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 | $21,509,000 | 4,317 |
| U.S. Government securities | $8,958,000 | 4,749 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,958,000 | 4,635 |
| Securities issued by states & political subdivisions | $1,943,000 | 4,520 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $10,608,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,570,000 | 3,485 |
| Mortgage-backed securities | $8,958,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $8,958,000 | 2,785 |
| Issued or guaranteed by U.S. | $8,958,000 | 2,784 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $10,901,000 | 1,066 |
| Available-for-sale securities (fair market value) | $10,608,000 | 4,913 |
| Total debt securities | $10,901,000 | 5,260 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $21,855,000 | 4,312 |
| U.S. Government securities | $9,302,000 | 4,738 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $9,302,000 | 4,638 |
| Securities issued by states & political subdivisions | $1,944,000 | 4,539 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $10,609,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,882,000 | 3,454 |
| Mortgage-backed securities | $9,302,000 | 3,292 |
| Certificates of participation in pools of residential mortgages | $9,302,000 | 2,752 |
| Issued or guaranteed by U.S. | $9,302,000 | 2,752 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $11,246,000 | 1,043 |
| Available-for-sale securities (fair market value) | $10,609,000 | 4,952 |
| Total debt securities | $11,246,000 | 5,270 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $22,500,000 | 4,246 |
| U.S. Government securities | $9,747,000 | 4,657 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,747,000 | 4,560 |
| Securities issued by states & political subdivisions | $2,130,000 | 4,515 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $10,623,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,349,000 | 3,376 |
| Mortgage-backed securities | $9,747,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $9,747,000 | 2,688 |
| Issued or guaranteed by U.S. | $9,747,000 | 2,687 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $11,877,000 | 1,005 |
| Available-for-sale securities (fair market value) | $10,623,000 | 4,979 |
| Total debt securities | $11,877,000 | 5,229 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $22,919,000 | 4,241 |
| U.S. Government securities | $10,151,000 | 4,645 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,151,000 | 4,546 |
| Securities issued by states & political subdivisions | $2,131,000 | 4,511 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $10,637,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,716,000 | 3,311 |
| Mortgage-backed securities | $10,151,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $10,151,000 | 2,649 |
| Issued or guaranteed by U.S. | $10,151,000 | 2,646 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $12,282,000 | 964 |
| Available-for-sale securities (fair market value) | $10,637,000 | 5,033 |
| Total debt securities | $12,282,000 | 5,231 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $26,425,000 | 3,960 |
| U.S. Government securities | $10,943,000 | 4,525 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,943,000 | 4,420 |
| Securities issued by states & political subdivisions | $5,032,000 | 3,770 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $10,450,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,061,000 | 3,241 |
| Mortgage-backed securities | $10,943,000 | 3,128 |
| Certificates of participation in pools of residential mortgages | $10,943,000 | 2,521 |
| Issued or guaranteed by U.S. | $10,943,000 | 2,519 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $15,975,000 | 799 |
| Available-for-sale securities (fair market value) | $10,450,000 | 5,082 |
| Total debt securities | $15,975,000 | 4,854 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $23,189,000 | 4,229 |
| U.S. Government securities | $11,600,000 | 4,492 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,600,000 | 4,390 |
| Securities issued by states & political subdivisions | $1,038,000 | 4,912 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $10,551,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,690,000 | 3,206 |
| Mortgage-backed securities | $11,600,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | $11,600,000 | 2,462 |
| Issued or guaranteed by U.S. | $11,600,000 | 2,461 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $12,638,000 | 865 |
| Available-for-sale securities (fair market value) | $10,551,000 | 5,118 |
| Total debt securities | $12,638,000 | 5,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $23,845,000 | 4,138 |
| U.S. Government securities | $12,226,000 | 4,378 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,226,000 | 4,272 |
| Securities issued by states & political subdivisions | $1,039,000 | 4,949 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $10,580,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,292,000 | 3,101 |
| Mortgage-backed securities | $12,226,000 | 3,063 |
| Certificates of participation in pools of residential mortgages | $12,226,000 | 2,408 |
| Issued or guaranteed by U.S. | $12,226,000 | 2,406 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $13,265,000 | 838 |
| Available-for-sale securities (fair market value) | $10,580,000 | 5,109 |
| Total debt securities | $13,265,000 | 5,143 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $25,060,000 | 4,067 |
| U.S. Government securities | $13,383,000 | 4,318 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,383,000 | 4,220 |
| Securities issued by states & political subdivisions | $1,040,000 | 4,961 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $10,637,000 | 150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,450,000 | 2,967 |
| Mortgage-backed securities | $13,383,000 | 3,070 |
| Certificates of participation in pools of residential mortgages | $13,383,000 | 2,401 |
| Issued or guaranteed by U.S. | $13,383,000 | 2,399 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $14,423,000 | 816 |
| Available-for-sale securities (fair market value) | $10,637,000 | 5,173 |
| Total debt securities | $14,423,000 | 5,073 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $25,991,000 | 4,016 |
| U.S. Government securities | $14,313,000 | 4,249 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $14,313,000 | 4,162 |
| Securities issued by states & political subdivisions | $1,041,000 | 4,950 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $10,637,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,776,000 | 2,839 |
| Mortgage-backed securities | $14,313,000 | 3,012 |
| Certificates of participation in pools of residential mortgages | $14,313,000 | 2,351 |
| Issued or guaranteed by U.S. | $14,313,000 | 2,350 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $15,354,000 | 781 |
| Available-for-sale securities (fair market value) | $10,637,000 | 5,229 |
| Total debt securities | $15,354,000 | 4,994 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $26,581,000 | 4,008 |
| U.S. Government securities | $14,902,000 | 4,288 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $14,902,000 | 4,189 |
| Securities issued by states & political subdivisions | $1,042,000 | 4,908 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $10,637,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,821,000 | 2,829 |
| Mortgage-backed securities | $14,902,000 | 2,965 |
| Certificates of participation in pools of residential mortgages | $14,902,000 | 2,292 |
| Issued or guaranteed by U.S. | $14,902,000 | 2,289 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $15,944,000 | 777 |
| Available-for-sale securities (fair market value) | $10,637,000 | 5,259 |
| Total debt securities | $15,944,000 | 4,990 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $27,267,000 | 3,899 |
| U.S. Government securities | $15,588,000 | 4,140 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,588,000 | 4,053 |
| Securities issued by states & political subdivisions | $1,042,000 | 4,915 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $10,637,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,478,000 | 2,873 |
| Mortgage-backed securities | $15,588,000 | 2,825 |
| Certificates of participation in pools of residential mortgages | $15,588,000 | 2,118 |
| Issued or guaranteed by U.S. | $15,588,000 | 2,114 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $16,630,000 | 777 |
| Available-for-sale securities (fair market value) | $10,637,000 | 5,233 |
| Total debt securities | $16,630,000 | 4,886 |
| 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 | $28,133,000 | 3,754 |
| U.S. Government securities | $13,962,000 | 4,298 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,962,000 | 4,203 |
| Securities issued by states & political subdivisions | $3,490,000 | 3,935 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $10,681,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,298,000 | 2,849 |
| Mortgage-backed securities | $13,962,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $13,962,000 | 2,208 |
| Issued or guaranteed by U.S. | $13,962,000 | 2,201 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $17,452,000 | 736 |
| Available-for-sale securities (fair market value) | $10,681,000 | 5,206 |
| Total debt securities | $17,452,000 | 4,750 |
| 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 | $26,499,000 | 3,898 |
| U.S. Government securities | $12,313,000 | 4,685 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,313,000 | 4,568 |
| Securities issued by states & political subdivisions | $3,491,000 | 3,904 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $10,695,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,170,000 | 3,032 |
| Mortgage-backed securities | $12,313,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | $12,313,000 | 2,333 |
| Issued or guaranteed by U.S. | $12,313,000 | 2,327 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $15,804,000 | 798 |
| Available-for-sale securities (fair market value) | $10,695,000 | 5,281 |
| Total debt securities | $15,804,000 | 5,006 |
| 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 | $26,939,000 | 3,859 |
| U.S. Government securities | $12,766,000 | 4,590 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,766,000 | 4,470 |
| Securities issued by states & political subdivisions | $3,492,000 | 3,867 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,681,000 | 145 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,766,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $12,766,000 | 2,220 |
| Issued or guaranteed by U.S. | $12,766,000 | 2,214 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,258,000 | 778 |
| Available-for-sale securities (fair market value) | $10,681,000 | 5,264 |
| Total debt securities | $16,258,000 | 4,955 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $28,764,000 | 3,608 |
| U.S. Government securities | $13,362,000 | 4,337 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,362,000 | 4,207 |
| Securities issued by states & political subdivisions | $4,678,000 | 3,528 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,724,000 | 143 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,362,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $13,362,000 | 2,058 |
| Issued or guaranteed by U.S. | $13,362,000 | 2,052 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,040,000 | 723 |
| Available-for-sale securities (fair market value) | $10,724,000 | 5,169 |
| Total debt securities | $18,040,000 | 4,598 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $27,276,000 | 3,685 |
| U.S. Government securities | $14,233,000 | 4,147 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,233,000 | 4,033 |
| Securities issued by states & political subdivisions | $2,232,000 | 4,251 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,811,000 | 144 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,233,000 | 2,650 |
| Certificates of participation in pools of residential mortgages | $14,233,000 | 1,946 |
| Issued or guaranteed by U.S. | $14,233,000 | 1,940 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,465,000 | 797 |
| Available-for-sale securities (fair market value) | $10,811,000 | 5,103 |
| Total debt securities | $16,465,000 | 4,746 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $29,958,000 | 3,481 |
| U.S. Government securities | $15,030,000 | 4,103 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,030,000 | 3,992 |
| Securities issued by states & political subdivisions | $4,233,000 | 3,504 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,695,000 | 139 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,030,000 | 2,564 |
| Certificates of participation in pools of residential mortgages | $15,030,000 | 1,890 |
| Issued or guaranteed by U.S. | $15,030,000 | 1,883 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,263,000 | 725 |
| Available-for-sale securities (fair market value) | $10,695,000 | 5,153 |
| Total debt securities | $19,263,000 | 4,448 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $30,597,000 | 3,461 |
| U.S. Government securities | $15,812,000 | 4,033 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,812,000 | 3,941 |
| Securities issued by states & political subdivisions | $4,234,000 | 3,492 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,551,000 | 138 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,812,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | $15,812,000 | 1,915 |
| Issued or guaranteed by U.S. | $15,812,000 | 1,912 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,046,000 | 703 |
| Available-for-sale securities (fair market value) | $10,551,000 | 5,216 |
| Total debt securities | $20,046,000 | 4,409 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $34,489,000 | 3,165 |
| U.S. Government securities | $16,915,000 | 3,869 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,915,000 | 3,786 |
| Securities issued by states & political subdivisions | $7,038,000 | 2,760 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,536,000 | 147 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,915,000 | 2,540 |
| Certificates of participation in pools of residential mortgages | $16,915,000 | 1,903 |
| Issued or guaranteed by U.S. | $16,915,000 | 1,896 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,953,000 | 633 |
| Available-for-sale securities (fair market value) | $10,536,000 | 5,216 |
| Total debt securities | $23,953,000 | 3,951 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $25,754,000 | 3,842 |
| U.S. Government securities | $14,052,000 | 4,275 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,052,000 | 4,190 |
| Securities issued by states & political subdivisions | $1,166,000 | 4,812 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,536,000 | 175 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,052,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $14,052,000 | 2,202 |
| Issued or guaranteed by U.S. | $14,052,000 | 2,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,218,000 | 885 |
| Available-for-sale securities (fair market value) | $10,536,000 | 5,255 |
| Total debt securities | $15,218,000 | 4,990 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $27,122,000 | 3,687 |
| U.S. Government securities | $15,766,000 | 4,007 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,766,000 | 3,919 |
| Securities issued by states & political subdivisions | $1,166,000 | 4,809 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,190,000 | 203 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,766,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $15,766,000 | 2,107 |
| Issued or guaranteed by U.S. | $15,766,000 | 2,095 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,932,000 | 842 |
| Available-for-sale securities (fair market value) | $10,190,000 | 5,289 |
| Total debt securities | $16,932,000 | 4,755 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $29,250,000 | 3,535 |
| U.S. Government securities | $17,952,000 | 3,780 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,952,000 | 3,700 |
| Securities issued by states & political subdivisions | $1,166,000 | 4,735 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,132,000 | 211 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,952,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $17,952,000 | 1,968 |
| Issued or guaranteed by U.S. | $17,952,000 | 1,955 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,943,000 | 913 |
| Available-for-sale securities (fair market value) | $14,307,000 | 4,706 |
| Total debt securities | $19,118,000 | 4,502 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $30,568,000 | 3,408 |
| U.S. Government securities | $18,866,000 | 3,702 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,866,000 | 3,628 |
| Securities issued by states & political subdivisions | $1,166,000 | 4,696 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,536,000 | 189 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,866,000 | 2,425 |
| Certificates of participation in pools of residential mortgages | $18,866,000 | 1,844 |
| Issued or guaranteed by U.S. | $18,866,000 | 1,834 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,261,000 | 861 |
| Available-for-sale securities (fair market value) | $14,307,000 | 4,714 |
| Total debt securities | $20,032,000 | 4,415 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $26,231,000 | 3,701 |
| U.S. Government securities | $14,497,000 | 4,275 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,497,000 | 4,200 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,734,000 | 158 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,497,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | $14,497,000 | 2,123 |
| Issued or guaranteed by U.S. | $14,497,000 | 2,113 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,924,000 | 1,044 |
| Available-for-sale securities (fair market value) | $14,307,000 | 4,647 |
| Total debt securities | $14,497,000 | 5,097 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $23,896,000 | 3,982 |
| U.S. Government securities | $11,036,000 | 4,918 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,036,000 | 4,837 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,860,000 | 224 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,036,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $11,036,000 | 2,513 |
| Issued or guaranteed by U.S. | $11,036,000 | 2,497 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,589,000 | 1,173 |
| Available-for-sale securities (fair market value) | $14,307,000 | 4,716 |
| Total debt securities | $11,036,000 | 5,687 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $26,325,000 | 3,754 |
| U.S. Government securities | $12,570,000 | 4,640 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,570,000 | 4,556 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,755,000 | 241 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,570,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $12,570,000 | 2,225 |
| Issued or guaranteed by U.S. | $12,570,000 | 2,214 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,018,000 | 1,040 |
| Available-for-sale securities (fair market value) | $14,307,000 | 4,715 |
| Total debt securities | $12,570,000 | 5,427 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $28,130,000 | 3,600 |
| U.S. Government securities | $14,298,000 | 4,419 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,298,000 | 4,327 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,832,000 | 221 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,298,000 | 2,401 |
| Certificates of participation in pools of residential mortgages | $14,298,000 | 1,824 |
| Issued or guaranteed by U.S. | $14,298,000 | 1,814 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,891,000 | 993 |
| Available-for-sale securities (fair market value) | $14,239,000 | 4,732 |
| Total debt securities | $14,298,000 | 5,217 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $29,524,000 | 3,489 |
| U.S. Government securities | $15,873,000 | 4,232 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,873,000 | 4,142 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,651,000 | 229 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,873,000 | 2,092 |
| Certificates of participation in pools of residential mortgages | $15,873,000 | 1,555 |
| Issued or guaranteed by U.S. | $15,873,000 | 1,546 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,451,000 | 959 |
| Available-for-sale securities (fair market value) | $14,073,000 | 4,773 |
| Total debt securities | $15,873,000 | 4,993 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $30,768,000 | 3,368 |
| U.S. Government securities | $17,283,000 | 4,034 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,283,000 | 3,934 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,485,000 | 221 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,283,000 | 1,926 |
| Certificates of participation in pools of residential mortgages | $17,283,000 | 1,432 |
| Issued or guaranteed by U.S. | $17,283,000 | 1,423 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,876,000 | 914 |
| Available-for-sale securities (fair market value) | $13,892,000 | 4,806 |
| Total debt securities | $17,283,000 | 4,805 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $32,684,000 | 3,252 |
| U.S. Government securities | $19,305,000 | 3,747 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,305,000 | 3,657 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,379,000 | 225 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,305,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $19,305,000 | 1,325 |
| Issued or guaranteed by U.S. | $19,305,000 | 1,316 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,967,000 | 847 |
| Available-for-sale securities (fair market value) | $13,717,000 | 4,857 |
| Total debt securities | $19,305,000 | 4,541 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $34,464,000 | 3,143 |
| U.S. Government securities | $21,042,000 | 3,587 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,042,000 | 3,491 |
| Securities issued by states & political subdivisions | $225,000 | 5,833 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,197,000 | 222 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,042,000 | 1,690 |
| Certificates of participation in pools of residential mortgages | $21,042,000 | 1,259 |
| Issued or guaranteed by U.S. | $21,042,000 | 1,250 |
| 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) | $20,915,000 | 797 |
| Available-for-sale securities (fair market value) | $13,549,000 | 4,912 |
| Total debt securities | $21,267,000 | 4,315 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $36,145,000 | 3,077 |
| U.S. Government securities | $22,864,000 | 3,406 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,864,000 | 3,305 |
| Securities issued by states & political subdivisions | $225,000 | 5,899 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,056,000 | 221 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,864,000 | 1,597 |
| Certificates of participation in pools of residential mortgages | $22,864,000 | 1,197 |
| Issued or guaranteed by U.S. | $22,864,000 | 1,185 |
| 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) | $22,764,000 | 798 |
| Available-for-sale securities (fair market value) | $13,381,000 | 4,947 |
| Total debt securities | $23,089,000 | 4,131 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $38,309,000 | 2,923 |
| U.S. Government securities | $25,240,000 | 3,165 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,240,000 | 3,069 |
| Securities issued by states & political subdivisions | $225,000 | 5,932 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,844,000 | 225 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,240,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $25,240,000 | 1,126 |
| Issued or guaranteed by U.S. | $25,240,000 | 1,119 |
| 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) | $25,088,000 | 737 |
| Available-for-sale securities (fair market value) | $13,221,000 | 4,972 |
| Total debt securities | $25,465,000 | 3,851 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $40,265,000 | 2,840 |
| U.S. Government securities | $27,315,000 | 3,014 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,315,000 | 2,922 |
| Securities issued by states & political subdivisions | $225,000 | 5,959 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,725,000 | 227 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,315,000 | 1,443 |
| Certificates of participation in pools of residential mortgages | $27,315,000 | 1,060 |
| Issued or guaranteed by U.S. | $27,315,000 | 1,052 |
| 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) | $27,188,000 | 705 |
| Available-for-sale securities (fair market value) | $13,077,000 | 5,035 |
| Total debt securities | $27,540,000 | 3,714 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $42,648,000 | 2,711 |
| U.S. Government securities | $29,804,000 | 2,817 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,804,000 | 2,722 |
| Securities issued by states & political subdivisions | $225,000 | 5,989 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,619,000 | 238 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,804,000 | 1,369 |
| Certificates of participation in pools of residential mortgages | $29,804,000 | 1,011 |
| Issued or guaranteed by U.S. | $29,804,000 | 1,003 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,703,000 | 673 |
| Available-for-sale securities (fair market value) | $12,945,000 | 5,060 |
| Total debt securities | $30,029,000 | 3,499 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $46,235,000 | 2,515 |
| U.S. Government securities | $33,385,000 | 2,510 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,385,000 | 2,438 |
| Securities issued by states & political subdivisions | $329,000 | 5,839 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,521,000 | 244 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,385,000 | 1,289 |
| Certificates of participation in pools of residential mortgages | $33,385,000 | 951 |
| Issued or guaranteed by U.S. | $33,385,000 | 944 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,414,000 | 639 |
| Available-for-sale securities (fair market value) | $12,821,000 | 5,064 |
| Total debt securities | $33,714,000 | 3,171 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $49,751,000 | 2,376 |
| U.S. Government securities | $36,927,000 | 2,351 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,927,000 | 2,275 |
| Securities issued by states & political subdivisions | $366,000 | 5,784 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,458,000 | 249 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,927,000 | 1,229 |
| Certificates of participation in pools of residential mortgages | $36,927,000 | 906 |
| Issued or guaranteed by U.S. | $36,927,000 | 899 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,045,000 | 602 |
| Available-for-sale securities (fair market value) | $12,706,000 | 5,112 |
| Total debt securities | $37,293,000 | 2,965 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $47,711,000 | 2,473 |
| U.S. Government securities | $34,834,000 | 2,504 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,834,000 | 2,417 |
| Securities issued by states & political subdivisions | $472,000 | 5,677 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,405,000 | 255 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,834,000 | 1,321 |
| Certificates of participation in pools of residential mortgages | $34,834,000 | 988 |
| Issued or guaranteed by U.S. | $34,834,000 | 979 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,108,000 | 638 |
| Available-for-sale securities (fair market value) | $12,603,000 | 5,197 |
| Total debt securities | $35,306,000 | 3,140 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $45,217,000 | 2,619 |
| U.S. Government securities | $32,392,000 | 2,694 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,392,000 | 2,586 |
| Securities issued by states & political subdivisions | $472,000 | 5,709 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,353,000 | 271 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,392,000 | 1,405 |
| Certificates of participation in pools of residential mortgages | $32,392,000 | 1,053 |
| Issued or guaranteed by U.S. | $32,392,000 | 1,046 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,704,000 | 674 |
| Available-for-sale securities (fair market value) | $12,513,000 | 5,230 |
| Total debt securities | $32,864,000 | 3,333 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $48,135,000 | 2,482 |
| U.S. Government securities | $35,354,000 | 2,464 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,354,000 | 2,373 |
| Securities issued by states & political subdivisions | $498,000 | 5,714 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,283,000 | 280 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,354,000 | 1,318 |
| Certificates of participation in pools of residential mortgages | $35,354,000 | 992 |
| Issued or guaranteed by U.S. | $35,354,000 | 985 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,704,000 | 624 |
| Available-for-sale securities (fair market value) | $12,431,000 | 5,251 |
| Total debt securities | $35,852,000 | 3,112 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $52,859,000 | 2,327 |
| U.S. Government securities | $40,138,000 | 2,254 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,138,000 | 2,167 |
| Securities issued by states & political subdivisions | $511,000 | 5,715 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,210,000 | 302 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,138,000 | 1,226 |
| Certificates of participation in pools of residential mortgages | $40,138,000 | 905 |
| Issued or guaranteed by U.S. | $40,138,000 | 898 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,502,000 | 561 |
| Available-for-sale securities (fair market value) | $12,357,000 | 5,338 |
| Total debt securities | $40,649,000 | 2,847 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $57,288,000 | 2,162 |
| U.S. Government securities | $44,419,000 | 2,062 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,419,000 | 1,990 |
| Securities issued by states & political subdivisions | $653,000 | 5,528 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,216,000 | 340 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $44,419,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $44,419,000 | 856 |
| Issued or guaranteed by U.S. | $44,419,000 | 850 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,999,000 | 486 |
| Available-for-sale securities (fair market value) | $12,289,000 | 5,351 |
| Total debt securities | $45,072,000 | 2,611 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $60,287,000 | 2,117 |
| U.S. Government securities | $47,485,000 | 2,000 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,485,000 | 1,927 |
| Securities issued by states & political subdivisions | $653,000 | 5,580 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,149,000 | 323 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,485,000 | 1,118 |
| Certificates of participation in pools of residential mortgages | $47,485,000 | 814 |
| Issued or guaranteed by U.S. | $47,485,000 | 807 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $48,065,000 | 460 |
| Available-for-sale securities (fair market value) | $12,222,000 | 5,438 |
| Total debt securities | $48,138,000 | 2,514 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $51,036,000 | 2,405 |
| U.S. Government securities | $38,429,000 | 2,325 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,429,000 | 2,246 |
| Securities issued by states & political subdivisions | $523,000 | 5,800 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,084,000 | 349 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,429,000 | 1,301 |
| Certificates of participation in pools of residential mortgages | $38,429,000 | 970 |
| Issued or guaranteed by U.S. | $38,429,000 | 963 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $38,879,000 | 563 |
| Available-for-sale securities (fair market value) | $12,157,000 | 5,370 |
| Total debt securities | $38,952,000 | 2,921 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $52,391,000 | 2,306 |
| U.S. Government securities | $38,462,000 | 2,240 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,462,000 | 2,157 |
| Securities issued by states & political subdivisions | $1,835,000 | 4,482 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,094,000 | 360 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,462,000 | 1,282 |
| Certificates of participation in pools of residential mortgages | $38,462,000 | 935 |
| Issued or guaranteed by U.S. | $38,462,000 | 931 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| 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) | $40,296,000 | 524 |
| Available-for-sale securities (fair market value) | $12,095,000 | 5,312 |
| Total debt securities | $40,297,000 | 2,783 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $43,383,000 | 2,649 |
| U.S. Government securities | $32,200,000 | 2,553 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,200,000 | 2,446 |
| Securities issued by states & political subdivisions | $1,732,000 | 4,491 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,451,000 | 453 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,200,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $32,200,000 | 1,041 |
| Issued or guaranteed by U.S. | $32,200,000 | 1,036 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $33,844,000 | 597 |
| Available-for-sale securities (fair market value) | $9,539,000 | 5,814 |
| Total debt securities | $33,932,000 | 3,122 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $41,318,000 | 2,730 |
| U.S. Government securities | $30,096,000 | 2,694 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,096,000 | 2,574 |
| Securities issued by states & political subdivisions | $1,732,000 | 4,481 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,490,000 | 456 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,096,000 | 1,490 |
| Certificates of participation in pools of residential mortgages | $30,096,000 | 1,072 |
| Issued or guaranteed by U.S. | $30,096,000 | 1,063 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| 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) | $31,835,000 | 622 |
| Available-for-sale securities (fair market value) | $9,483,000 | 5,837 |
| Total debt securities | $31,828,000 | 3,292 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $33,700,000 | 3,067 |
| U.S. Government securities | $24,056,000 | 3,049 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,056,000 | 2,887 |
| Securities issued by states & political subdivisions | $447,000 | 6,025 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,197,000 | 455 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,056,000 | 1,611 |
| Certificates of participation in pools of residential mortgages | $24,056,000 | 1,127 |
| Issued or guaranteed by U.S. | $24,056,000 | 1,120 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,498,000 | 781 |
| Available-for-sale securities (fair market value) | $9,202,000 | 5,818 |
| Total debt securities | $24,503,000 | 3,847 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $22,255,000 | 4,301 |
| U.S. Government securities | $16,148,000 | 4,284 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,148,000 | 3,994 |
| Securities issued by states & political subdivisions | $258,000 | 6,558 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,849,000 | 767 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,703,000 | 2,709 |
| Certificates of participation in pools of residential mortgages | $7,703,000 | 2,057 |
| Issued or guaranteed by U.S. | $7,703,000 | 2,041 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,384,000 | 1,332 |
| Available-for-sale securities (fair market value) | $5,871,000 | 6,954 |
| Total debt securities | $16,406,000 | 5,156 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $22,920,000 | 4,402 |
| U.S. Government securities | $17,273,000 | 4,315 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,273,000 | 3,899 |
| Securities issued by states & political subdivisions | $176,000 | 7,103 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,471,000 | 788 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,829,000 | 2,716 |
| Certificates of participation in pools of residential mortgages | $8,829,000 | 2,030 |
| Issued or guaranteed by U.S. | $8,829,000 | 2,020 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $17,408,000 | 1,429 |
| Available-for-sale securities (fair market value) | $5,512,000 | 7,262 |
| Total debt securities | $17,449,000 | 5,178 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $25,272,000 | 4,139 |
| U.S. Government securities | $18,260,000 | 4,182 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,260,000 | 3,565 |
| Securities issued by states & political subdivisions | $223,000 | 7,190 |
| Other domestic debt securities | $1,550,000 | 1,890 |
| 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 | $1,550,000 | 1,533 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,239,000 | 796 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,322,000 | 2,352 |
| Certificates of participation in pools of residential mortgages | $12,322,000 | 1,691 |
| Issued or guaranteed by U.S. | $12,322,000 | 1,681 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,124,000 | 1,366 |
| Available-for-sale securities (fair market value) | $5,148,000 | 7,315 |
| Total debt securities | $20,033,000 | 4,720 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $26,140,000 | 4,062 |
| U.S. Government securities | $21,264,000 | 3,897 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,264,000 | 3,065 |
| Securities issued by states & political subdivisions | $100,000 | 7,840 |
| Other domestic debt securities | $25,000 | 3,662 |
| 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 | $25,000 | 2,834 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,757,000 | 820 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $6,000 | 35 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,214,000 | 1,721 |
| Certificates of participation in pools of residential mortgages | $19,214,000 | 1,270 |
| Issued or guaranteed by U.S. | $19,214,000 | 1,257 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,375,000 | 1,579 |
| Available-for-sale securities (fair market value) | $4,765,000 | 7,563 |
| Total debt securities | $21,389,000 | 4,574 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $22,524,000 | 4,890 |
| U.S. Government securities | $17,906,000 | 4,804 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,906,000 | 3,653 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $25,000 | 4,223 |
| 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 | $25,000 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,482,000 | 829 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-111,000 | 1,051 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,413,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | $15,413,000 | 1,612 |
| Issued or guaranteed by U.S. | $15,413,000 | 1,600 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,524,000 | 1,723 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $17,931,000 | 5,604 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $14,179,000 | 6,930 |
| U.S. Government securities | $9,844,000 | 7,379 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $9,844,000 | 5,534 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $25,000 | 4,935 |
| 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 | $25,000 | 3,785 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,253,000 | 817 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-57,000 | 1,024 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,807,000 | 3,860 |
| Certificates of participation in pools of residential mortgages | $6,807,000 | 2,758 |
| Issued or guaranteed by U.S. | $6,807,000 | 2,733 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,926,000 | 3,427 |
| Available-for-sale securities (fair market value) | $4,253,000 | 8,388 |
| Total debt securities | $9,869,000 | 8,202 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $6,798,000 | 10,004 |
| U.S. Government securities | $4,236,000 | 10,566 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $4,236,000 | 8,214 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $304,000 | 4,122 |
| 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 | $304,000 | 3,279 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,295,000 | 1,172 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $37,000 | 230 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,009,000 | 6,645 |
| Certificates of participation in pools of residential mortgages | $2,009,000 | 5,190 |
| Issued or guaranteed by U.S. | $2,009,000 | 5,165 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $4,443,000 | 8,330 |
| Available-for-sale securities (fair market value) | $2,355,000 | 8,580 |
| Total debt securities | $4,540,000 | 10,967 |
| 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 | $5,597,000 | 10,990 |
| U.S. Government securities | $1,409,000 | 12,520 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $1,409,000 | 10,797 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $979,000 | 3,415 |
| 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 | $979,000 | 2,632 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,216,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $7,000 | 321 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,693 |
| 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 | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $2,388,000 | 12,290 |
| 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 | $4,808,000 | 11,712 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $4,783,000 | 1,751 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,783,000 | 1,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,358 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $4,783,000 | 11,570 |
| 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 |