Home > Cumberland Federal Bank, FSB > Securities
Cumberland Federal Bank, FSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $131,439,000 | 1,403 |
| U.S. Government securities | $42,095,000 | 2,070 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $42,095,000 | 1,799 |
| Securities issued by states & political subdivisions | $3,787,000 | 3,061 |
| Other domestic debt securities | $85,548,000 | 279 |
| Privately issued residential mortgage-backed securities | $84,063,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,485,000 | 457 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,352,000 | 1,836 |
| Mortgage-backed securities | $119,580,000 | 670 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,690,000 | 2,596 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,078,000 | 589 |
| Privately issued | $84,063,000 | 65 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,749,000 | 886 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $131,430,000 | 1,227 |
| Total debt securities | $131,430,000 | 1,384 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $127,457,000 | 1,422 |
| U.S. Government securities | $41,018,000 | 2,098 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $41,018,000 | 1,802 |
| Securities issued by states & political subdivisions | $3,921,000 | 3,056 |
| Other domestic debt securities | $82,512,000 | 288 |
| Privately issued residential mortgage-backed securities | $80,960,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,552,000 | 434 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,202,000 | 1,757 |
| Mortgage-backed securities | $115,640,000 | 673 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,694,000 | 2,598 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $27,331,000 | 589 |
| Privately issued | $80,960,000 | 69 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,655,000 | 887 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $127,451,000 | 1,236 |
| Total debt securities | $127,451,000 | 1,401 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $129,921,000 | 1,445 |
| U.S. Government securities | $42,871,000 | 2,095 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $42,871,000 | 1,803 |
| Securities issued by states & political subdivisions | $4,119,000 | 3,086 |
| Other domestic debt securities | $82,926,000 | 282 |
| Privately issued residential mortgage-backed securities | $81,247,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,679,000 | 423 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,979,000 | 1,689 |
| Mortgage-backed securities | $117,662,000 | 684 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,968,000 | 2,600 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,727,000 | 576 |
| Privately issued | $81,247,000 | 71 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,720,000 | 866 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $129,916,000 | 1,263 |
| Total debt securities | $129,916,000 | 1,429 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $126,384,000 | 1,540 |
| U.S. Government securities | $40,492,000 | 2,234 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $40,492,000 | 1,860 |
| Securities issued by states & political subdivisions | $3,606,000 | 3,177 |
| Other domestic debt securities | $82,282,000 | 299 |
| Privately issued residential mortgage-backed securities | $80,796,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,486,000 | 439 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,405,000 | 1,762 |
| Mortgage-backed securities | $116,383,000 | 728 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,012,000 | 2,631 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $27,788,000 | 618 |
| Privately issued | $80,796,000 | 75 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,787,000 | 893 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $126,380,000 | 1,341 |
| Total debt securities | $126,380,000 | 1,526 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $126,165,000 | 1,561 |
| U.S. Government securities | $40,254,000 | 2,259 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $40,254,000 | 1,878 |
| Securities issued by states & political subdivisions | $3,833,000 | 3,188 |
| Other domestic debt securities | $82,074,000 | 317 |
| Privately issued residential mortgage-backed securities | $80,532,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,542,000 | 441 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,180,000 | 1,784 |
| Mortgage-backed securities | $116,163,000 | 741 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,156,000 | 2,634 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $27,797,000 | 625 |
| Privately issued | $80,532,000 | 73 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,678,000 | 905 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $126,161,000 | 1,359 |
| Total debt securities | $126,161,000 | 1,548 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $127,343,000 | 1,563 |
| U.S. Government securities | $41,000,000 | 2,277 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $41,000,000 | 1,878 |
| Securities issued by states & political subdivisions | $3,816,000 | 3,221 |
| Other domestic debt securities | $82,521,000 | 305 |
| Privately issued residential mortgage-backed securities | $80,872,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,649,000 | 427 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,479,000 | 1,804 |
| Mortgage-backed securities | $117,071,000 | 745 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,146,000 | 2,650 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,427,000 | 626 |
| Privately issued | $80,872,000 | 77 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,626,000 | 940 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $127,337,000 | 1,360 |
| Total debt securities | $127,337,000 | 1,547 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $122,829,000 | 1,620 |
| U.S. Government securities | $42,584,000 | 2,247 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $42,584,000 | 1,869 |
| Securities issued by states & political subdivisions | $2,744,000 | 3,450 |
| Other domestic debt securities | $77,497,000 | 299 |
| Privately issued residential mortgage-backed securities | $77,497,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,622,000 | 1,805 |
| Mortgage-backed securities | $111,393,000 | 805 |
| Certificates of participation in pools of residential mortgages | $5,360,000 | 2,747 |
| Issued or guaranteed by U.S. | $5,360,000 | 2,667 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $106,033,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $28,536,000 | 629 |
| Privately issued | $77,497,000 | 80 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $122,825,000 | 1,455 |
| Total debt securities | $122,825,000 | 1,608 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $113,264,000 | 1,676 |
| U.S. Government securities | $36,188,000 | 2,381 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $36,188,000 | 2,063 |
| Securities issued by states & political subdivisions | $2,693,000 | 3,464 |
| Other domestic debt securities | $74,375,000 | 291 |
| Privately issued residential mortgage-backed securities | $74,375,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,759,000 | 1,827 |
| Mortgage-backed securities | $104,153,000 | 855 |
| Certificates of participation in pools of residential mortgages | $6,870,000 | 2,596 |
| Issued or guaranteed by U.S. | $6,870,000 | 2,530 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $97,283,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $22,908,000 | 725 |
| Privately issued | $74,375,000 | 80 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $113,256,000 | 1,533 |
| Total debt securities | $113,256,000 | 1,663 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $109,454,000 | 1,656 |
| U.S. Government securities | $34,691,000 | 2,299 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $34,691,000 | 2,072 |
| Securities issued by states & political subdivisions | $2,728,000 | 3,509 |
| Other domestic debt securities | $72,027,000 | 291 |
| Privately issued residential mortgage-backed securities | $72,027,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,541,000 | 1,776 |
| Mortgage-backed securities | $99,411,000 | 871 |
| Certificates of participation in pools of residential mortgages | $5,002,000 | 2,808 |
| Issued or guaranteed by U.S. | $5,002,000 | 2,720 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $94,409,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $22,382,000 | 719 |
| Privately issued | $72,027,000 | 72 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $109,446,000 | 1,544 |
| Total debt securities | $109,446,000 | 1,640 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $106,385,000 | 1,630 |
| U.S. Government securities | $35,245,000 | 2,194 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $35,245,000 | 2,028 |
| Securities issued by states & political subdivisions | $2,531,000 | 3,567 |
| Other domestic debt securities | $68,600,000 | 287 |
| Privately issued residential mortgage-backed securities | $68,600,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,541,000 | 1,741 |
| Mortgage-backed securities | $96,954,000 | 861 |
| Certificates of participation in pools of residential mortgages | $4,097,000 | 2,942 |
| Issued or guaranteed by U.S. | $4,097,000 | 2,858 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $92,857,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $24,257,000 | 681 |
| Privately issued | $68,600,000 | 67 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $106,376,000 | 1,521 |
| Total debt securities | $106,376,000 | 1,615 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $100,494,000 | 1,631 |
| U.S. Government securities | $30,959,000 | 2,287 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $30,959,000 | 2,115 |
| Securities issued by states & political subdivisions | $2,541,000 | 3,573 |
| Other domestic debt securities | $66,979,000 | 275 |
| Privately issued residential mortgage-backed securities | $66,979,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,775,000 | 1,604 |
| Mortgage-backed securities | $91,964,000 | 854 |
| Certificates of participation in pools of residential mortgages | $4,663,000 | 2,871 |
| Issued or guaranteed by U.S. | $4,663,000 | 2,781 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $87,301,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $20,322,000 | 728 |
| Privately issued | $66,979,000 | 58 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $100,479,000 | 1,513 |
| Total debt securities | $100,479,000 | 1,613 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $96,649,000 | 1,569 |
| U.S. Government securities | $27,176,000 | 2,311 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $27,176,000 | 2,172 |
| Securities issued by states & political subdivisions | $3,261,000 | 3,449 |
| Other domestic debt securities | $66,191,000 | 261 |
| Privately issued residential mortgage-backed securities | $66,191,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,405,000 | 1,914 |
| Mortgage-backed securities | $90,081,000 | 826 |
| Certificates of participation in pools of residential mortgages | $5,353,000 | 2,719 |
| Issued or guaranteed by U.S. | $5,353,000 | 2,639 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $84,728,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $18,537,000 | 745 |
| Privately issued | $66,191,000 | 54 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $96,628,000 | 1,454 |
| Total debt securities | $96,628,000 | 1,552 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $92,293,000 | 1,503 |
| U.S. Government securities | $25,332,000 | 2,256 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $25,332,000 | 2,140 |
| Securities issued by states & political subdivisions | $3,319,000 | 3,426 |
| Other domestic debt securities | $63,618,000 | 260 |
| Privately issued residential mortgage-backed securities | $63,618,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,328,000 | 1,796 |
| Mortgage-backed securities | $85,813,000 | 786 |
| Certificates of participation in pools of residential mortgages | $4,971,000 | 2,708 |
| Issued or guaranteed by U.S. | $4,971,000 | 2,632 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $80,842,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $17,224,000 | 798 |
| Privately issued | $63,618,000 | 52 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $92,269,000 | 1,401 |
| Total debt securities | $92,269,000 | 1,491 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $92,392,000 | 1,424 |
| U.S. Government securities | $26,365,000 | 2,154 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $26,365,000 | 2,044 |
| Securities issued by states & political subdivisions | $3,618,000 | 3,318 |
| Other domestic debt securities | $62,389,000 | 250 |
| Privately issued residential mortgage-backed securities | $62,389,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,620,000 | 1,915 |
| Mortgage-backed securities | $85,768,000 | 755 |
| Certificates of participation in pools of residential mortgages | $5,304,000 | 2,636 |
| Issued or guaranteed by U.S. | $5,304,000 | 2,558 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $80,464,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $18,075,000 | 780 |
| Privately issued | $62,389,000 | 55 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $92,372,000 | 1,323 |
| Total debt securities | $92,372,000 | 1,411 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $90,996,000 | 1,404 |
| U.S. Government securities | $28,715,000 | 2,052 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $28,715,000 | 1,947 |
| Securities issued by states & political subdivisions | $3,455,000 | 3,327 |
| Other domestic debt securities | $58,803,000 | 252 |
| Privately issued residential mortgage-backed securities | $58,803,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,780,000 | 1,765 |
| Mortgage-backed securities | $84,726,000 | 765 |
| Certificates of participation in pools of residential mortgages | $5,539,000 | 2,591 |
| Issued or guaranteed by U.S. | $5,539,000 | 2,516 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $79,187,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $20,384,000 | 750 |
| Privately issued | $58,803,000 | 56 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $90,973,000 | 1,298 |
| Total debt securities | $90,973,000 | 1,390 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $81,644,000 | 1,471 |
| U.S. Government securities | $30,746,000 | 1,979 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $30,746,000 | 1,883 |
| Securities issued by states & political subdivisions | $3,036,000 | 3,341 |
| Other domestic debt securities | $47,847,000 | 282 |
| Privately issued residential mortgage-backed securities | $47,847,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,455,000 | 1,715 |
| Mortgage-backed securities | $75,738,000 | 827 |
| Certificates of participation in pools of residential mortgages | $6,135,000 | 2,511 |
| Issued or guaranteed by U.S. | $6,135,000 | 2,426 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $69,603,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $21,756,000 | 743 |
| Privately issued | $47,847,000 | 52 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $81,629,000 | 1,367 |
| Total debt securities | $81,629,000 | 1,458 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $82,911,000 | 1,457 |
| U.S. Government securities | $31,308,000 | 2,009 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $31,308,000 | 1,899 |
| Securities issued by states & political subdivisions | $3,168,000 | 3,322 |
| Other domestic debt securities | $48,403,000 | 268 |
| Privately issued residential mortgage-backed securities | $48,403,000 | 67 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,174,000 | 1,949 |
| Mortgage-backed securities | $77,751,000 | 807 |
| Certificates of participation in pools of residential mortgages | $6,609,000 | 2,381 |
| Issued or guaranteed by U.S. | $6,609,000 | 2,319 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $71,142,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $22,739,000 | 718 |
| Privately issued | $48,403,000 | 51 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $82,879,000 | 1,349 |
| Total debt securities | $82,879,000 | 1,446 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $78,464,000 | 1,515 |
| U.S. Government securities | $30,027,000 | 2,077 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $30,027,000 | 1,974 |
| Securities issued by states & political subdivisions | $3,180,000 | 3,354 |
| Other domestic debt securities | $45,220,000 | 280 |
| Privately issued residential mortgage-backed securities | $45,220,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $37,000 | 318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,204,000 | 1,885 |
| Mortgage-backed securities | $73,413,000 | 823 |
| Certificates of participation in pools of residential mortgages | $6,798,000 | 2,325 |
| Issued or guaranteed by U.S. | $6,798,000 | 2,257 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $66,615,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $21,395,000 | 748 |
| Privately issued | $45,220,000 | 52 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $78,464,000 | 1,396 |
| Total debt securities | $78,427,000 | 1,501 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $75,113,000 | 1,589 |
| U.S. Government securities | $28,001,000 | 2,198 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $28,001,000 | 2,088 |
| Securities issued by states & political subdivisions | $3,156,000 | 3,392 |
| Other domestic debt securities | $43,929,000 | 266 |
| Privately issued residential mortgage-backed securities | $43,929,000 | 60 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $27,000 | 380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,653,000 | 1,982 |
| Mortgage-backed securities | $69,929,000 | 845 |
| Certificates of participation in pools of residential mortgages | $7,028,000 | 2,283 |
| Issued or guaranteed by U.S. | $7,028,000 | 2,236 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $62,901,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $18,972,000 | 779 |
| Privately issued | $43,929,000 | 53 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $75,113,000 | 1,466 |
| Total debt securities | $75,086,000 | 1,572 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $74,565,000 | 1,606 |
| U.S. Government securities | $29,303,000 | 2,166 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $29,303,000 | 2,037 |
| Securities issued by states & political subdivisions | $3,202,000 | 3,457 |
| Other domestic debt securities | $42,032,000 | 262 |
| Privately issued residential mortgage-backed securities | $42,032,000 | 59 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $28,000 | 393 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,826,000 | 2,061 |
| Mortgage-backed securities | $69,189,000 | 840 |
| Certificates of participation in pools of residential mortgages | $7,340,000 | 2,267 |
| Issued or guaranteed by U.S. | $7,340,000 | 2,218 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $61,849,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $19,817,000 | 742 |
| Privately issued | $42,032,000 | 52 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $74,565,000 | 1,476 |
| Total debt securities | $74,537,000 | 1,588 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $67,662,000 | 1,746 |
| U.S. Government securities | $27,704,000 | 2,250 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $27,704,000 | 2,137 |
| Securities issued by states & political subdivisions | $4,637,000 | 3,244 |
| Other domestic debt securities | $35,310,000 | 283 |
| Privately issued residential mortgage-backed securities | $35,310,000 | 65 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $11,000 | 602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,808,000 | 2,011 |
| Mortgage-backed securities | $61,043,000 | 918 |
| Certificates of participation in pools of residential mortgages | $5,505,000 | 2,542 |
| Issued or guaranteed by U.S. | $5,505,000 | 2,500 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $55,538,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $20,228,000 | 730 |
| Privately issued | $35,310,000 | 58 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $67,662,000 | 1,605 |
| Total debt securities | $67,651,000 | 1,729 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $64,620,000 | 1,809 |
| U.S. Government securities | $27,561,000 | 2,270 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $27,561,000 | 2,166 |
| Securities issued by states & political subdivisions | $4,765,000 | 3,264 |
| Other domestic debt securities | $32,279,000 | 297 |
| Privately issued residential mortgage-backed securities | $32,279,000 | 65 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $15,000 | 617 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,094,000 | 2,051 |
| Mortgage-backed securities | $58,085,000 | 940 |
| Certificates of participation in pools of residential mortgages | $5,956,000 | 2,509 |
| Issued or guaranteed by U.S. | $5,956,000 | 2,493 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $52,129,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $19,850,000 | 724 |
| Privately issued | $32,279,000 | 60 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $64,620,000 | 1,668 |
| Total debt securities | $64,605,000 | 1,792 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $63,871,000 | 1,855 |
| U.S. Government securities | $28,081,000 | 2,243 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $28,081,000 | 2,141 |
| Securities issued by states & political subdivisions | $4,957,000 | 3,281 |
| Other domestic debt securities | $30,816,000 | 321 |
| Privately issued residential mortgage-backed securities | $30,816,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $17,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,514,000 | 1,989 |
| Mortgage-backed securities | $57,114,000 | 973 |
| Certificates of participation in pools of residential mortgages | $5,873,000 | 2,569 |
| Issued or guaranteed by U.S. | $5,873,000 | 2,449 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $51,241,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $20,425,000 | 714 |
| Privately issued | $30,816,000 | 63 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $63,871,000 | 1,707 |
| Total debt securities | $63,854,000 | 1,839 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $63,569,000 | 1,881 |
| U.S. Government securities | $27,679,000 | 2,316 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $27,679,000 | 2,218 |
| Securities issued by states & political subdivisions | $4,967,000 | 3,328 |
| Other domestic debt securities | $30,909,000 | 290 |
| Privately issued residential mortgage-backed securities | $30,909,000 | 68 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $14,000 | 706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,623,000 | 1,953 |
| Mortgage-backed securities | $57,158,000 | 960 |
| Certificates of participation in pools of residential mortgages | $6,023,000 | 2,588 |
| Issued or guaranteed by U.S. | $6,023,000 | 2,586 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $51,135,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $20,226,000 | 703 |
| Privately issued | $30,909,000 | 65 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $63,569,000 | 1,737 |
| Total debt securities | $63,555,000 | 1,865 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $59,575,000 | 2,020 |
| U.S. Government securities | $25,222,000 | 2,477 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $25,222,000 | 2,366 |
| Securities issued by states & political subdivisions | $4,385,000 | 3,489 |
| Other domestic debt securities | $29,942,000 | 294 |
| Privately issued residential mortgage-backed securities | $29,942,000 | 69 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $26,000 | 931 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,947,000 | 1,894 |
| Mortgage-backed securities | $54,036,000 | 1,022 |
| Certificates of participation in pools of residential mortgages | $5,512,000 | 2,720 |
| Issued or guaranteed by U.S. | $5,512,000 | 2,718 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $48,524,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $18,582,000 | 728 |
| Privately issued | $29,942,000 | 67 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $59,575,000 | 1,857 |
| Total debt securities | $59,549,000 | 2,004 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $58,396,000 | 2,079 |
| U.S. Government securities | $24,567,000 | 2,527 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $24,567,000 | 2,427 |
| Securities issued by states & political subdivisions | $4,016,000 | 3,595 |
| Other domestic debt securities | $29,783,000 | 295 |
| Privately issued residential mortgage-backed securities | $29,783,000 | 70 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $30,000 | 930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,699,000 | 2,080 |
| Mortgage-backed securities | $53,519,000 | 1,041 |
| Certificates of participation in pools of residential mortgages | $5,623,000 | 2,732 |
| Issued or guaranteed by U.S. | $5,623,000 | 2,731 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $47,896,000 | 414 |
| CMOs issued by government agencies or sponsored agencies | $18,113,000 | 740 |
| Privately issued | $29,783,000 | 67 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $58,396,000 | 1,900 |
| Total debt securities | $58,366,000 | 2,062 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $61,293,000 | 2,042 |
| U.S. Government securities | $26,184,000 | 2,491 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $26,184,000 | 2,390 |
| Securities issued by states & political subdivisions | $5,204,000 | 3,418 |
| Other domestic debt securities | $29,882,000 | 305 |
| Privately issued residential mortgage-backed securities | $29,882,000 | 73 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $23,000 | 948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,177,000 | 1,958 |
| Mortgage-backed securities | $55,184,000 | 1,040 |
| Certificates of participation in pools of residential mortgages | $5,709,000 | 2,765 |
| Issued or guaranteed by U.S. | $5,709,000 | 2,763 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $49,475,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $19,593,000 | 704 |
| Privately issued | $29,882,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $61,293,000 | 1,873 |
| Total debt securities | $61,270,000 | 2,022 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $60,033,000 | 2,099 |
| U.S. Government securities | $24,183,000 | 2,643 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $24,183,000 | 2,534 |
| Securities issued by states & political subdivisions | $4,724,000 | 3,533 |
| Other domestic debt securities | $31,100,000 | 300 |
| Privately issued residential mortgage-backed securities | $31,100,000 | 73 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $26,000 | 940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,507,000 | 2,281 |
| Mortgage-backed securities | $54,791,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $3,911,000 | 3,170 |
| Issued or guaranteed by U.S. | $3,911,000 | 3,168 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $50,880,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $19,780,000 | 711 |
| Privately issued | $31,100,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $60,033,000 | 1,927 |
| Total debt securities | $60,007,000 | 2,080 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $60,454,000 | 2,077 |
| U.S. Government securities | $22,126,000 | 2,740 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $22,126,000 | 2,623 |
| Securities issued by states & political subdivisions | $4,764,000 | 3,545 |
| Other domestic debt securities | $33,525,000 | 284 |
| Privately issued residential mortgage-backed securities | $33,525,000 | 72 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $39,000 | 894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,388,000 | 2,199 |
| Mortgage-backed securities | $55,240,000 | 1,049 |
| Certificates of participation in pools of residential mortgages | $3,696,000 | 3,227 |
| Issued or guaranteed by U.S. | $3,696,000 | 3,223 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $51,544,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $18,019,000 | 754 |
| Privately issued | $33,525,000 | 69 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $60,454,000 | 1,902 |
| Total debt securities | $60,415,000 | 2,057 |
| 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 | $59,002,000 | 2,110 |
| U.S. Government securities | $19,262,000 | 2,948 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $19,262,000 | 2,839 |
| Securities issued by states & political subdivisions | $4,928,000 | 3,537 |
| Other domestic debt securities | $34,796,000 | 280 |
| Privately issued residential mortgage-backed securities | $34,796,000 | 73 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $16,000 | 982 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,680,000 | 2,332 |
| Mortgage-backed securities | $54,009,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $3,107,000 | 3,386 |
| Issued or guaranteed by U.S. | $3,107,000 | 3,384 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $50,902,000 | 421 |
| CMOs issued by government agencies or sponsored agencies | $16,106,000 | 824 |
| Privately issued | $34,796,000 | 71 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $59,002,000 | 1,934 |
| Total debt securities | $58,986,000 | 2,087 |
| 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 | $57,198,000 | 2,184 |
| U.S. Government securities | $20,202,000 | 2,938 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $20,202,000 | 2,819 |
| Securities issued by states & political subdivisions | $4,794,000 | 3,591 |
| Other domestic debt securities | $32,182,000 | 300 |
| Privately issued residential mortgage-backed securities | $32,182,000 | 79 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $20,000 | 938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,974,000 | 2,282 |
| Mortgage-backed securities | $52,331,000 | 1,092 |
| Certificates of participation in pools of residential mortgages | $3,354,000 | 3,367 |
| Issued or guaranteed by U.S. | $3,354,000 | 3,363 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $48,977,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $16,795,000 | 822 |
| Privately issued | $32,182,000 | 74 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $57,198,000 | 1,984 |
| Total debt securities | $57,178,000 | 2,157 |
| 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 | $50,320,000 | 2,434 |
| U.S. Government securities | $20,170,000 | 3,024 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $20,170,000 | 2,916 |
| Securities issued by states & political subdivisions | $4,896,000 | 3,562 |
| Other domestic debt securities | $25,240,000 | 346 |
| Privately issued residential mortgage-backed securities | $25,240,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $14,000 | 1,022 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,784,000 | 2,763 |
| Mortgage-backed securities | $45,347,000 | 1,213 |
| Certificates of participation in pools of residential mortgages | $3,032,000 | 3,477 |
| Issued or guaranteed by U.S. | $3,032,000 | 3,474 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $42,315,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $17,075,000 | 825 |
| Privately issued | $25,240,000 | 85 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $50,320,000 | 2,207 |
| Total debt securities | $50,306,000 | 2,406 |
| 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 | $47,092,000 | 2,572 |
| U.S. Government securities | $18,596,000 | 3,187 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,596,000 | 3,075 |
| Securities issued by states & political subdivisions | $3,525,000 | 3,891 |
| Other domestic debt securities | $24,954,000 | 338 |
| Privately issued residential mortgage-backed securities | $24,954,000 | 80 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $17,000 | 974 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,565,000 | 3,454 |
| Mortgage-backed securities | $43,513,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $2,854,000 | 3,545 |
| Issued or guaranteed by U.S. | $2,854,000 | 3,541 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $40,659,000 | 512 |
| CMOs issued by government agencies or sponsored agencies | $15,705,000 | 864 |
| Privately issued | $24,954,000 | 76 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $47,092,000 | 2,342 |
| Total debt securities | $47,075,000 | 2,549 |
| 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 | $49,285,000 | 2,511 |
| U.S. Government securities | $21,633,000 | 3,005 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $21,633,000 | 2,906 |
| Securities issued by states & political subdivisions | $3,296,000 | 3,978 |
| Other domestic debt securities | $24,333,000 | 344 |
| Privately issued residential mortgage-backed securities | $24,333,000 | 82 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $23,000 | 964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,574,000 | 3,064 |
| Mortgage-backed securities | $45,919,000 | 1,220 |
| Certificates of participation in pools of residential mortgages | $3,883,000 | 3,329 |
| Issued or guaranteed by U.S. | $3,883,000 | 3,325 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $42,036,000 | 503 |
| CMOs issued by government agencies or sponsored agencies | $17,703,000 | 806 |
| Privately issued | $24,333,000 | 79 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $49,285,000 | 2,290 |
| Total debt securities | $49,262,000 | 2,488 |
| 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 | $48,287,000 | 2,594 |
| U.S. Government securities | $20,981,000 | 3,130 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $20,981,000 | 3,039 |
| Securities issued by states & political subdivisions | $3,281,000 | 4,002 |
| Other domestic debt securities | $24,001,000 | 350 |
| Privately issued residential mortgage-backed securities | $24,001,000 | 86 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $24,000 | 970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,111,000 | 3,613 |
| Mortgage-backed securities | $44,873,000 | 1,279 |
| Certificates of participation in pools of residential mortgages | $4,335,000 | 3,305 |
| Issued or guaranteed by U.S. | $4,335,000 | 3,303 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $40,538,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $16,537,000 | 887 |
| Privately issued | $24,001,000 | 83 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $48,287,000 | 2,373 |
| Total debt securities | $48,263,000 | 2,577 |
| 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 | $48,915,000 | 2,599 |
| U.S. Government securities | $23,900,000 | 2,975 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $23,900,000 | 2,892 |
| Securities issued by states & political subdivisions | $3,076,000 | 4,050 |
| Other domestic debt securities | $21,915,000 | 373 |
| Privately issued residential mortgage-backed securities | $21,915,000 | 88 |
| 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 | $24,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,079,000 | 3,850 |
| Mortgage-backed securities | $45,693,000 | 1,271 |
| Certificates of participation in pools of residential mortgages | $6,145,000 | 3,018 |
| Issued or guaranteed by U.S. | $6,145,000 | 3,015 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $39,548,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $17,633,000 | 878 |
| Privately issued | $21,915,000 | 84 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $48,915,000 | 2,368 |
| Total debt securities | $48,891,000 | 2,577 |
| 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 | $46,921,000 | 2,707 |
| U.S. Government securities | $23,462,000 | 3,075 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $23,462,000 | 2,976 |
| Securities issued by states & political subdivisions | $2,868,000 | 4,151 |
| Other domestic debt securities | $20,569,000 | 383 |
| Privately issued residential mortgage-backed securities | $20,569,000 | 90 |
| 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 | $22,000 | 1,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,071,000 | 3,684 |
| Mortgage-backed securities | $42,913,000 | 1,374 |
| Certificates of participation in pools of residential mortgages | $6,265,000 | 3,056 |
| Issued or guaranteed by U.S. | $6,265,000 | 3,053 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $36,648,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $16,079,000 | 953 |
| Privately issued | $20,569,000 | 83 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $46,921,000 | 2,474 |
| Total debt securities | $46,899,000 | 2,684 |
| 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 | $47,341,000 | 2,740 |
| U.S. Government securities | $25,603,000 | 2,971 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $25,603,000 | 2,875 |
| Securities issued by states & political subdivisions | $2,621,000 | 4,270 |
| Other domestic debt securities | $19,089,000 | 407 |
| Privately issued residential mortgage-backed securities | $19,089,000 | 93 |
| 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 | $28,000 | 1,016 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,297,000 | 3,514 |
| Mortgage-backed securities | $43,692,000 | 1,388 |
| Certificates of participation in pools of residential mortgages | $7,023,000 | 3,018 |
| Issued or guaranteed by U.S. | $7,023,000 | 3,016 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $36,669,000 | 595 |
| CMOs issued by government agencies or sponsored agencies | $17,580,000 | 914 |
| Privately issued | $19,089,000 | 88 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $47,341,000 | 2,497 |
| Total debt securities | $47,313,000 | 2,713 |
| 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 | $46,320,000 | 2,822 |
| U.S. Government securities | $25,720,000 | 3,032 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $25,720,000 | 2,935 |
| Securities issued by states & political subdivisions | $2,378,000 | 4,385 |
| Other domestic debt securities | $18,181,000 | 433 |
| Privately issued residential mortgage-backed securities | $18,181,000 | 101 |
| 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 | $41,000 | 1,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,887,000 | 3,430 |
| Mortgage-backed securities | $42,901,000 | 1,429 |
| Certificates of participation in pools of residential mortgages | $7,073,000 | 3,068 |
| Issued or guaranteed by U.S. | $7,073,000 | 3,068 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $35,828,000 | 611 |
| CMOs issued by government agencies or sponsored agencies | $17,647,000 | 926 |
| Privately issued | $18,181,000 | 95 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $46,320,000 | 2,571 |
| Total debt securities | $46,279,000 | 2,797 |
| 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 | $41,565,000 | 3,050 |
| U.S. Government securities | $22,864,000 | 3,258 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $22,864,000 | 3,170 |
| Securities issued by states & political subdivisions | $2,109,000 | 4,481 |
| Other domestic debt securities | $16,551,000 | 474 |
| Privately issued residential mortgage-backed securities | $16,551,000 | 109 |
| 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 | $41,000 | 1,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,803,000 | 3,654 |
| Mortgage-backed securities | $38,425,000 | 1,545 |
| Certificates of participation in pools of residential mortgages | $6,882,000 | 3,108 |
| Issued or guaranteed by U.S. | $6,882,000 | 3,108 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $31,543,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $14,992,000 | 1,031 |
| Privately issued | $16,551,000 | 103 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $41,565,000 | 2,779 |
| Total debt securities | $41,524,000 | 3,022 |
| 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 | $39,997,000 | 3,124 |
| U.S. Government securities | $23,680,000 | 3,160 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,680,000 | 3,086 |
| Securities issued by states & political subdivisions | $1,647,000 | 4,669 |
| Other domestic debt securities | $14,639,000 | 532 |
| Privately issued residential mortgage-backed securities | $14,639,000 | 119 |
| 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 | $31,000 | 1,068 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,328,000 | 3,752 |
| Mortgage-backed securities | $36,896,000 | 1,590 |
| Certificates of participation in pools of residential mortgages | $7,219,000 | 3,060 |
| Issued or guaranteed by U.S. | $7,219,000 | 3,058 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $29,677,000 | 707 |
| CMOs issued by government agencies or sponsored agencies | $15,038,000 | 1,036 |
| Privately issued | $14,639,000 | 113 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $39,997,000 | 2,846 |
| Total debt securities | $39,966,000 | 3,091 |
| 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 | $40,046,000 | 3,144 |
| U.S. Government securities | $23,054,000 | 3,244 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,054,000 | 3,160 |
| Securities issued by states & political subdivisions | $2,122,000 | 4,514 |
| Other domestic debt securities | $14,857,000 | 555 |
| Privately issued residential mortgage-backed securities | $14,857,000 | 135 |
| 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 | $13,000 | 1,158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,822,000 | 4,564 |
| Mortgage-backed securities | $36,430,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $6,946,000 | 3,112 |
| Issued or guaranteed by U.S. | $6,946,000 | 3,109 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $29,484,000 | 718 |
| CMOs issued by government agencies or sponsored agencies | $14,627,000 | 1,066 |
| Privately issued | $14,857,000 | 125 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $40,046,000 | 2,873 |
| Total debt securities | $40,033,000 | 3,110 |
| 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 | $38,584,000 | 3,204 |
| U.S. Government securities | $22,248,000 | 3,305 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $22,248,000 | 3,220 |
| Securities issued by states & political subdivisions | $2,169,000 | 4,514 |
| Other domestic debt securities | $14,153,000 | 576 |
| Privately issued residential mortgage-backed securities | $14,153,000 | 143 |
| 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 | $14,000 | 1,126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,609,000 | 4,349 |
| Mortgage-backed securities | $35,030,000 | 1,669 |
| Certificates of participation in pools of residential mortgages | $4,716,000 | 3,541 |
| Issued or guaranteed by U.S. | $4,716,000 | 3,538 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $30,314,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $16,161,000 | 1,017 |
| Privately issued | $14,153,000 | 135 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $38,584,000 | 2,939 |
| Total debt securities | $38,570,000 | 3,171 |
| 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 | $32,361,000 | 3,582 |
| U.S. Government securities | $16,661,000 | 3,879 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $16,661,000 | 3,785 |
| Securities issued by states & political subdivisions | $1,654,000 | 4,683 |
| Other domestic debt securities | $14,039,000 | 581 |
| Privately issued residential mortgage-backed securities | $14,039,000 | 157 |
| 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 | $7,000 | 1,224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,435,000 | 4,199 |
| Mortgage-backed securities | $30,700,000 | 1,864 |
| Certificates of participation in pools of residential mortgages | $4,028,000 | 3,767 |
| Issued or guaranteed by U.S. | $4,028,000 | 3,763 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $26,672,000 | 829 |
| CMOs issued by government agencies or sponsored agencies | $12,633,000 | 1,203 |
| Privately issued | $14,039,000 | 152 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $32,361,000 | 3,313 |
| Total debt securities | $32,352,000 | 3,543 |
| 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 | $32,232,000 | 3,540 |
| U.S. Government securities | $16,739,000 | 3,829 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $16,739,000 | 3,731 |
| Securities issued by states & political subdivisions | $1,656,000 | 4,691 |
| Other domestic debt securities | $13,834,000 | 575 |
| Privately issued residential mortgage-backed securities | $13,834,000 | 167 |
| 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 | $3,000 | 1,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,294,000 | 4,456 |
| Mortgage-backed securities | $30,573,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | $4,281,000 | 3,693 |
| Issued or guaranteed by U.S. | $4,281,000 | 3,690 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $26,292,000 | 843 |
| CMOs issued by government agencies or sponsored agencies | $12,458,000 | 1,248 |
| Privately issued | $13,834,000 | 162 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $32,232,000 | 3,280 |
| Total debt securities | $32,229,000 | 3,508 |
| 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 | $33,462,000 | 3,493 |
| U.S. Government securities | $18,342,000 | 3,750 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $18,342,000 | 3,670 |
| Securities issued by states & political subdivisions | $1,568,000 | 4,737 |
| Other domestic debt securities | $13,549,000 | 607 |
| Privately issued residential mortgage-backed securities | $13,549,000 | 182 |
| 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 | $3,000 | 1,266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,682,000 | 4,422 |
| Mortgage-backed securities | $31,891,000 | 1,908 |
| Certificates of participation in pools of residential mortgages | $4,718,000 | 3,751 |
| Issued or guaranteed by U.S. | $4,718,000 | 3,750 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $27,173,000 | 876 |
| CMOs issued by government agencies or sponsored agencies | $13,624,000 | 1,251 |
| Privately issued | $13,549,000 | 178 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $33,462,000 | 3,222 |
| Total debt securities | $33,459,000 | 3,467 |
| 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 | $34,575,000 | 3,443 |
| U.S. Government securities | $19,299,000 | 3,705 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,299,000 | 3,636 |
| Securities issued by states & political subdivisions | $1,573,000 | 4,719 |
| Other domestic debt securities | $13,700,000 | 599 |
| Privately issued residential mortgage-backed securities | $13,700,000 | 193 |
| 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 | $3,000 | 1,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,711,000 | 5,048 |
| Mortgage-backed securities | $32,999,000 | 1,887 |
| Certificates of participation in pools of residential mortgages | $4,698,000 | 3,773 |
| Issued or guaranteed by U.S. | $4,698,000 | 3,771 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $28,301,000 | 853 |
| CMOs issued by government agencies or sponsored agencies | $14,601,000 | 1,212 |
| Privately issued | $13,700,000 | 188 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $34,575,000 | 3,189 |
| Total debt securities | $34,572,000 | 3,424 |
| 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 | $32,460,000 | 3,588 |
| U.S. Government securities | $18,065,000 | 3,916 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $18,065,000 | 3,831 |
| Securities issued by states & political subdivisions | $2,095,000 | 4,476 |
| Other domestic debt securities | $12,297,000 | 642 |
| Privately issued residential mortgage-backed securities | $12,297,000 | 223 |
| 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 | $3,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,104,000 | 4,954 |
| Mortgage-backed securities | $30,362,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $5,097,000 | 3,679 |
| Issued or guaranteed by U.S. | $5,097,000 | 3,676 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $25,265,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $12,968,000 | 1,326 |
| Privately issued | $12,297,000 | 214 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $32,460,000 | 3,326 |
| Total debt securities | $32,457,000 | 3,562 |
| 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 | $30,381,000 | 3,644 |
| U.S. Government securities | $3,578,000 | 6,143 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,578,000 | 6,037 |
| Securities issued by states & political subdivisions | $2,447,000 | 4,319 |
| Other domestic debt securities | $24,354,000 | 411 |
| Privately issued residential mortgage-backed securities | $24,354,000 | 176 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,430,000 | 2,029 |
| Certificates of participation in pools of residential mortgages | $3,076,000 | 4,110 |
| Issued or guaranteed by U.S. | $3,076,000 | 4,104 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $24,354,000 | 940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $24,354,000 | 171 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $30,381,000 | 3,363 |
| Total debt securities | $30,379,000 | 3,620 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $31,703,000 | 3,488 |
| U.S. Government securities | $3,212,000 | 6,286 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,212,000 | 6,174 |
| Securities issued by states & political subdivisions | $3,179,000 | 4,029 |
| Other domestic debt securities | $25,309,000 | 398 |
| Privately issued residential mortgage-backed securities | $25,309,000 | 185 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,321 |
| 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 | $27,516,000 | 1,970 |
| Certificates of participation in pools of residential mortgages | $2,207,000 | 4,317 |
| Issued or guaranteed by U.S. | $2,207,000 | 4,303 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $25,309,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $25,309,000 | 180 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $31,703,000 | 3,210 |
| Total debt securities | $31,700,000 | 3,452 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $31,816,000 | 3,513 |
| U.S. Government securities | $3,940,000 | 6,259 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,940,000 | 6,138 |
| Securities issued by states & political subdivisions | $3,111,000 | 4,018 |
| Other domestic debt securities | $24,761,000 | 394 |
| Privately issued residential mortgage-backed securities | $24,761,000 | 200 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,329 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,492,000 | 1,978 |
| Certificates of participation in pools of residential mortgages | $1,731,000 | 4,485 |
| Issued or guaranteed by U.S. | $1,731,000 | 4,475 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $24,761,000 | 904 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $24,761,000 | 192 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $31,816,000 | 3,220 |
| Total debt securities | $31,812,000 | 3,483 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $31,140,000 | 3,542 |
| U.S. Government securities | $3,663,000 | 6,325 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,663,000 | 6,204 |
| Securities issued by states & political subdivisions | $2,554,000 | 4,191 |
| Other domestic debt securities | $24,919,000 | 405 |
| Privately issued residential mortgage-backed securities | $24,919,000 | 207 |
| 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 | $4,000 | 1,355 |
| 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 | $26,827,000 | 1,942 |
| Certificates of participation in pools of residential mortgages | $1,908,000 | 4,368 |
| Issued or guaranteed by U.S. | $1,908,000 | 4,358 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $24,919,000 | 893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $24,919,000 | 200 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $31,140,000 | 3,250 |
| Total debt securities | $31,136,000 | 3,511 |
| 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 | $29,622,000 | 3,531 |
| U.S. Government securities | $2,855,000 | 6,445 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,855,000 | 6,319 |
| Securities issued by states & political subdivisions | $1,866,000 | 4,472 |
| Other domestic debt securities | $24,898,000 | 434 |
| Privately issued residential mortgage-backed securities | $24,898,000 | 226 |
| 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 | $3,000 | 1,374 |
| 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 | $26,989,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $2,091,000 | 4,203 |
| Issued or guaranteed by U.S. | $2,091,000 | 4,197 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $24,898,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $24,898,000 | 218 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $29,622,000 | 3,238 |
| Total debt securities | $29,619,000 | 3,502 |
| 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 | $25,661,000 | 3,804 |
| U.S. Government securities | $2,780,000 | 6,500 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,780,000 | 6,371 |
| Securities issued by states & political subdivisions | $1,920,000 | 4,378 |
| Other domestic debt securities | $20,957,000 | 484 |
| Privately issued residential mortgage-backed securities | $20,957,000 | 258 |
| 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 | $4,000 | 1,395 |
| 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 | $23,267,000 | 2,013 |
| Certificates of participation in pools of residential mortgages | $2,310,000 | 4,114 |
| Issued or guaranteed by U.S. | $2,310,000 | 4,105 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $20,957,000 | 966 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $20,957,000 | 251 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $25,661,000 | 3,490 |
| Total debt securities | $25,657,000 | 3,767 |
| 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 | $25,723,000 | 3,819 |
| U.S. Government securities | $3,207,000 | 6,504 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,207,000 | 6,383 |
| Securities issued by states & political subdivisions | $1,916,000 | 4,345 |
| Other domestic debt securities | $20,596,000 | 482 |
| Privately issued residential mortgage-backed securities | $20,596,000 | 281 |
| 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 | $4,000 | 1,461 |
| 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 | $23,328,000 | 1,992 |
| Certificates of participation in pools of residential mortgages | $2,732,000 | 4,006 |
| Issued or guaranteed by U.S. | $2,732,000 | 3,997 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $20,596,000 | 942 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $20,596,000 | 270 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $25,723,000 | 3,500 |
| Total debt securities | $25,719,000 | 3,786 |
| 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 | $24,843,000 | 3,931 |
| U.S. Government securities | $3,258,000 | 6,602 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,258,000 | 6,493 |
| Securities issued by states & political subdivisions | $1,715,000 | 4,427 |
| Other domestic debt securities | $19,857,000 | 510 |
| Privately issued residential mortgage-backed securities | $19,857,000 | 296 |
| 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 | $13,000 | 1,407 |
| 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 | $22,640,000 | 2,087 |
| Certificates of participation in pools of residential mortgages | $2,783,000 | 4,123 |
| Issued or guaranteed by U.S. | $2,783,000 | 4,116 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $19,857,000 | 942 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $19,857,000 | 285 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $24,843,000 | 3,570 |
| Total debt securities | $24,830,000 | 3,898 |
| 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 | $24,612,000 | 3,919 |
| U.S. Government securities | $4,433,000 | 6,262 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,433,000 | 6,158 |
| Securities issued by states & political subdivisions | $1,708,000 | 4,473 |
| Other domestic debt securities | $18,456,000 | 556 |
| Privately issued residential mortgage-backed securities | $18,456,000 | 334 |
| 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 | $15,000 | 1,440 |
| 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 | $20,930,000 | 2,228 |
| Certificates of participation in pools of residential mortgages | $2,474,000 | 4,324 |
| Issued or guaranteed by U.S. | $2,474,000 | 4,317 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $18,456,000 | 992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $18,456,000 | 323 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $24,612,000 | 3,553 |
| Total debt securities | $24,597,000 | 3,889 |
| 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 | $27,666,000 | 3,679 |
| U.S. Government securities | $5,784,000 | 5,944 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,784,000 | 5,855 |
| Securities issued by states & political subdivisions | $2,568,000 | 4,091 |
| Other domestic debt securities | $19,295,000 | 582 |
| Privately issued residential mortgage-backed securities | $19,295,000 | 355 |
| 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 | $19,000 | 1,496 |
| 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 | $22,065,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | $2,770,000 | 4,316 |
| Issued or guaranteed by U.S. | $2,770,000 | 4,309 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $19,295,000 | 951 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $19,295,000 | 340 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $27,666,000 | 3,326 |
| Total debt securities | $27,647,000 | 3,640 |
| 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 | $28,413,000 | 3,572 |
| U.S. Government securities | $8,025,000 | 5,375 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,025,000 | 5,292 |
| Securities issued by states & political subdivisions | $1,591,000 | 4,546 |
| Other domestic debt securities | $18,790,000 | 625 |
| Privately issued residential mortgage-backed securities | $18,790,000 | 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 1,614 |
| 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 | $23,834,000 | 2,103 |
| Certificates of participation in pools of residential mortgages | $5,044,000 | 3,663 |
| Issued or guaranteed by U.S. | $5,044,000 | 3,652 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $18,790,000 | 952 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $18,790,000 | 354 |
| 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) | $249,000 | 2,986 |
| Available-for-sale securities (fair market value) | $28,164,000 | 3,228 |
| Total debt securities | $28,406,000 | 3,530 |
| 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 | $28,674,000 | 3,586 |
| U.S. Government securities | $12,801,000 | 4,563 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,801,000 | 4,482 |
| Securities issued by states & political subdivisions | $1,592,000 | 4,476 |
| Other domestic debt securities | $14,273,000 | 702 |
| Privately issued residential mortgage-backed securities | $14,273,000 | 438 |
| 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 | $8,000 | 1,611 |
| 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 | $19,398,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $5,125,000 | 3,726 |
| Issued or guaranteed by U.S. | $5,125,000 | 3,714 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,273,000 | 1,116 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $14,273,000 | 419 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $28,674,000 | 3,209 |
| Total debt securities | $28,666,000 | 3,557 |
| 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 | $24,171,000 | 3,974 |
| U.S. Government securities | $13,008,000 | 4,573 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,008,000 | 4,489 |
| Securities issued by states & political subdivisions | $1,263,000 | 4,638 |
| Other domestic debt securities | $9,893,000 | 838 |
| Privately issued residential mortgage-backed securities | $9,893,000 | 505 |
| 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 | $7,000 | 1,626 |
| 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 | $13,747,000 | 2,891 |
| Certificates of participation in pools of residential mortgages | $3,854,000 | 4,068 |
| Issued or guaranteed by U.S. | $3,854,000 | 4,056 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $9,893,000 | 1,325 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $9,893,000 | 480 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $24,171,000 | 3,558 |
| Total debt securities | $24,164,000 | 3,932 |
| 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 | $23,744,000 | 3,940 |
| U.S. Government securities | $14,286,000 | 4,302 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,286,000 | 4,227 |
| Securities issued by states & political subdivisions | $254,000 | 5,530 |
| Other domestic debt securities | $9,186,000 | 863 |
| Privately issued residential mortgage-backed securities | $9,186,000 | 526 |
| 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 | $18,000 | 1,687 |
| 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 | $13,206,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | $4,020,000 | 3,933 |
| Issued or guaranteed by U.S. | $4,020,000 | 3,922 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $9,186,000 | 1,314 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $9,186,000 | 499 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $23,744,000 | 3,503 |
| Total debt securities | $23,726,000 | 3,908 |
| 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 | $23,223,000 | 4,060 |
| U.S. Government securities | $13,819,000 | 4,419 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,819,000 | 4,344 |
| Securities issued by states & political subdivisions | $463,000 | 5,329 |
| Other domestic debt securities | $8,769,000 | 924 |
| Privately issued residential mortgage-backed securities | $8,769,000 | 543 |
| 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 | $172,000 | 1,571 |
| 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 | $13,115,000 | 2,841 |
| Certificates of participation in pools of residential mortgages | $4,346,000 | 3,836 |
| Issued or guaranteed by U.S. | $4,346,000 | 3,823 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,769,000 | 1,338 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $8,769,000 | 514 |
| 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) | $162,000 | 3,192 |
| Available-for-sale securities (fair market value) | $23,061,000 | 3,633 |
| Total debt securities | $23,051,000 | 4,027 |
| 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 | $20,751,000 | 4,336 |
| U.S. Government securities | $13,383,000 | 4,493 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,383,000 | 4,418 |
| Securities issued by states & political subdivisions | $766,000 | 5,040 |
| Other domestic debt securities | $6,336,000 | 1,079 |
| Privately issued residential mortgage-backed securities | $6,336,000 | 603 |
| 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 | $266,000 | 1,478 |
| 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 | $9,063,000 | 3,311 |
| Certificates of participation in pools of residential mortgages | $2,727,000 | 4,310 |
| Issued or guaranteed by U.S. | $2,727,000 | 4,293 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,336,000 | 1,536 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $6,336,000 | 571 |
| 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) | $256,000 | 3,101 |
| Available-for-sale securities (fair market value) | $20,495,000 | 3,908 |
| Total debt securities | $20,485,000 | 4,309 |
| 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 | $19,836,000 | 4,473 |
| U.S. Government securities | $15,772,000 | 4,169 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,772,000 | 4,078 |
| Securities issued by states & political subdivisions | $661,000 | 5,156 |
| Other domestic debt securities | $3,045,000 | 1,379 |
| Privately issued residential mortgage-backed securities | $3,045,000 | 733 |
| 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 | $358,000 | 1,350 |
| 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 | $5,061,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | $2,016,000 | 4,345 |
| Issued or guaranteed by U.S. | $2,016,000 | 4,330 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,045,000 | 1,953 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $3,045,000 | 695 |
| 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) | $347,000 | 3,074 |
| Available-for-sale securities (fair market value) | $19,489,000 | 4,012 |
| Total debt securities | $19,478,000 | 4,478 |
| 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 | $18,374,000 | 4,689 |
| U.S. Government securities | $14,312,000 | 4,503 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,312,000 | 4,406 |
| Securities issued by states & political subdivisions | $743,000 | 5,117 |
| Other domestic debt securities | $2,699,000 | 1,415 |
| Privately issued residential mortgage-backed securities | $2,699,000 | 733 |
| 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 | $620,000 | 1,127 |
| 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 | $5,159,000 | 3,648 |
| Certificates of participation in pools of residential mortgages | $2,460,000 | 3,987 |
| Issued or guaranteed by U.S. | $2,460,000 | 3,971 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,699,000 | 1,974 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $2,699,000 | 694 |
| 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) | $610,000 | 2,944 |
| Available-for-sale securities (fair market value) | $17,764,000 | 4,241 |
| Total debt securities | $17,754,000 | 4,733 |
| 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 | $17,351,000 | 4,841 |
| U.S. Government securities | $13,097,000 | 4,763 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,097,000 | 4,651 |
| Securities issued by states & political subdivisions | $833,000 | 5,057 |
| Other domestic debt securities | $2,784,000 | 1,336 |
| Privately issued residential mortgage-backed securities | $2,784,000 | 683 |
| 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 | $637,000 | 1,132 |
| 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 | $5,644,000 | 3,466 |
| Certificates of participation in pools of residential mortgages | $2,860,000 | 3,773 |
| Issued or guaranteed by U.S. | $2,860,000 | 3,760 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,784,000 | 1,925 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $2,784,000 | 645 |
| 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) | $627,000 | 2,968 |
| Available-for-sale securities (fair market value) | $16,724,000 | 4,361 |
| Total debt securities | $16,714,000 | 4,885 |
| 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 | $16,478,000 | 5,007 |
| U.S. Government securities | $12,055,000 | 4,990 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,055,000 | 4,871 |
| Securities issued by states & political subdivisions | $835,000 | 5,103 |
| Other domestic debt securities | $2,963,000 | 1,310 |
| Privately issued residential mortgage-backed securities | $2,963,000 | 649 |
| 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 | $625,000 | 1,144 |
| 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 | $6,153,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $3,190,000 | 3,629 |
| Issued or guaranteed by U.S. | $3,190,000 | 3,612 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,963,000 | 1,859 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $2,963,000 | 607 |
| 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) | $615,000 | 3,010 |
| Available-for-sale securities (fair market value) | $15,863,000 | 4,518 |
| Total debt securities | $15,853,000 | 5,077 |
| 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 | $14,167,000 | 5,412 |
| U.S. Government securities | $9,566,000 | 5,574 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,566,000 | 5,453 |
| Securities issued by states & political subdivisions | $834,000 | 5,131 |
| Other domestic debt securities | $3,054,000 | 1,277 |
| Privately issued residential mortgage-backed securities | $3,054,000 | 625 |
| 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 | $713,000 | 1,165 |
| 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 | $6,028,000 | 3,357 |
| Certificates of participation in pools of residential mortgages | $2,974,000 | 3,698 |
| Issued or guaranteed by U.S. | $2,974,000 | 3,688 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,054,000 | 1,840 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $3,054,000 | 592 |
| 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) | $702,000 | 3,026 |
| Available-for-sale securities (fair market value) | $13,465,000 | 4,926 |
| Total debt securities | $13,454,000 | 5,489 |
| 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 | $15,599,000 | 5,238 |
| U.S. Government securities | $10,825,000 | 5,335 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,825,000 | 5,215 |
| Securities issued by states & political subdivisions | $892,000 | 5,113 |
| Other domestic debt securities | $3,186,000 | 1,252 |
| Privately issued residential mortgage-backed securities | $3,186,000 | 611 |
| 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 | $696,000 | 1,195 |
| 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 | $6,462,000 | 3,252 |
| Certificates of participation in pools of residential mortgages | $3,276,000 | 3,593 |
| Issued or guaranteed by U.S. | $3,276,000 | 3,574 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,186,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $3,186,000 | 569 |
| 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) | $539,000 | 3,190 |
| Available-for-sale securities (fair market value) | $15,060,000 | 4,678 |
| Total debt securities | $14,903,000 | 5,289 |
| 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 | $14,885,000 | 5,349 |
| U.S. Government securities | $10,120,000 | 5,511 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,120,000 | 5,383 |
| Securities issued by states & political subdivisions | $887,000 | 5,142 |
| Other domestic debt securities | $3,279,000 | 1,229 |
| Privately issued residential mortgage-backed securities | $3,279,000 | 588 |
| 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 | $599,000 | 1,233 |
| 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 | $6,814,000 | 3,173 |
| Certificates of participation in pools of residential mortgages | $3,535,000 | 3,478 |
| Issued or guaranteed by U.S. | $3,535,000 | 3,465 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,279,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $3,279,000 | 551 |
| 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) | $590,000 | 3,193 |
| Available-for-sale securities (fair market value) | $14,295,000 | 4,777 |
| Total debt securities | $14,286,000 | 5,378 |
| 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 | $17,026,000 | 5,049 |
| U.S. Government securities | $12,154,000 | 5,094 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,154,000 | 4,960 |
| Securities issued by states & political subdivisions | $720,000 | 5,318 |
| Other domestic debt securities | $3,501,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $3,501,000 | 586 |
| 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 | $651,000 | 1,240 |
| 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 | $7,097,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | $3,596,000 | 3,491 |
| Issued or guaranteed by U.S. | $3,596,000 | 3,476 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,501,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $3,501,000 | 546 |
| 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) | $653,000 | 3,211 |
| Available-for-sale securities (fair market value) | $16,373,000 | 4,514 |
| Total debt securities | $16,375,000 | 5,106 |
| 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 | $16,402,000 | 5,148 |
| U.S. Government securities | $11,582,000 | 5,215 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,582,000 | 5,065 |
| Securities issued by states & political subdivisions | $515,000 | 5,558 |
| Other domestic debt securities | $3,619,000 | 1,240 |
| Privately issued residential mortgage-backed securities | $3,619,000 | 558 |
| 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 | $686,000 | 1,258 |
| 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 | $7,563,000 | 3,096 |
| Certificates of participation in pools of residential mortgages | $3,944,000 | 3,387 |
| Issued or guaranteed by U.S. | $3,944,000 | 3,374 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,619,000 | 1,693 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $3,619,000 | 522 |
| 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) | $677,000 | 3,281 |
| Available-for-sale securities (fair market value) | $15,725,000 | 4,580 |
| Total debt securities | $15,716,000 | 5,207 |
| 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 | $15,964,000 | 5,217 |
| U.S. Government securities | $11,644,000 | 5,170 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,644,000 | 5,020 |
| Securities issued by states & political subdivisions | $514,000 | 5,581 |
| Other domestic debt securities | $2,790,000 | 1,427 |
| Privately issued residential mortgage-backed securities | $2,790,000 | 596 |
| 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 | $1,016,000 | 1,097 |
| 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 | $7,203,000 | 3,199 |
| Certificates of participation in pools of residential mortgages | $4,413,000 | 3,296 |
| Issued or guaranteed by U.S. | $4,413,000 | 3,283 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,790,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $2,790,000 | 558 |
| 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) | $997,000 | 3,113 |
| Available-for-sale securities (fair market value) | $14,967,000 | 4,708 |
| Total debt securities | $14,948,000 | 5,333 |
| 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 | $15,067,000 | 5,408 |
| U.S. Government securities | $11,396,000 | 5,286 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,396,000 | 5,129 |
| Securities issued by states & political subdivisions | $513,000 | 5,587 |
| Other domestic debt securities | $1,984,000 | 1,696 |
| Privately issued residential mortgage-backed securities | $1,984,000 | 652 |
| 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 | $1,174,000 | 1,038 |
| 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 | $5,923,000 | 3,568 |
| Certificates of participation in pools of residential mortgages | $3,939,000 | 3,530 |
| Issued or guaranteed by U.S. | $3,939,000 | 3,513 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,984,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $1,984,000 | 613 |
| 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) | $1,155,000 | 3,072 |
| Available-for-sale securities (fair market value) | $13,912,000 | 4,903 |
| Total debt securities | $13,893,000 | 5,532 |
| 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 | $15,528,000 | 5,381 |
| U.S. Government securities | $12,581,000 | 5,094 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,581,000 | 4,942 |
| Securities issued by states & political subdivisions | $393,000 | 5,783 |
| Other domestic debt securities | $1,416,000 | 1,989 |
| Privately issued residential mortgage-backed securities | $1,416,000 | 693 |
| 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 | $1,138,000 | 1,089 |
| 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 | $5,807,000 | 3,681 |
| Certificates of participation in pools of residential mortgages | $4,391,000 | 3,440 |
| Issued or guaranteed by U.S. | $4,391,000 | 3,430 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,416,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $1,416,000 | 647 |
| 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) | $1,106,000 | 3,137 |
| Available-for-sale securities (fair market value) | $14,422,000 | 4,888 |
| Total debt securities | $14,390,000 | 5,516 |
| 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 | $16,144,000 | 5,310 |
| U.S. Government securities | $13,071,000 | 5,000 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,071,000 | 4,844 |
| Securities issued by states & political subdivisions | $305,000 | 5,956 |
| Other domestic debt securities | $1,441,000 | 2,048 |
| Privately issued residential mortgage-backed securities | $1,441,000 | 693 |
| 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 | $1,327,000 | 1,072 |
| 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 | $5,222,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $3,781,000 | 3,723 |
| Issued or guaranteed by U.S. | $3,781,000 | 3,715 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,441,000 | 2,442 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $1,441,000 | 647 |
| 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) | $1,309,000 | 3,073 |
| Available-for-sale securities (fair market value) | $14,835,000 | 4,851 |
| Total debt securities | $14,817,000 | 5,471 |
| 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 | $17,768,000 | 5,049 |
| U.S. Government securities | $16,287,000 | 4,382 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,287,000 | 4,249 |
| Securities issued by states & political subdivisions | $307,000 | 6,005 |
| 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 | $1,174,000 | 1,128 |
| 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 | $20,000 | 6,944 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,623 |
| Issued or guaranteed by U.S. | $20,000 | 6,609 |
| 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) | $1,463,000 | 3,042 |
| Available-for-sale securities (fair market value) | $16,305,000 | 4,607 |
| Total debt securities | $16,594,000 | 5,167 |
| 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 | $17,144,000 | 5,235 |
| U.S. Government securities | $15,695,000 | 4,561 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,695,000 | 4,399 |
| Securities issued by states & political subdivisions | $310,000 | 6,031 |
| 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 | $1,139,000 | 1,167 |
| 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 | $22,000 | 7,011 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,685 |
| Issued or guaranteed by U.S. | $22,000 | 6,673 |
| 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) | $1,121,000 | 3,240 |
| Available-for-sale securities (fair market value) | $16,023,000 | 4,725 |
| Total debt securities | $16,005,000 | 5,315 |
| 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 | $13,952,000 | 5,755 |
| U.S. Government securities | $12,889,000 | 5,041 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,889,000 | 4,909 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | $1,063,000 | 1,273 |
| 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 | $23,000 | 7,025 |
| Certificates of participation in pools of residential mortgages | $23,000 | 6,694 |
| Issued or guaranteed by U.S. | $23,000 | 6,679 |
| 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) | $1,045,000 | 3,298 |
| Available-for-sale securities (fair market value) | $12,907,000 | 5,225 |
| Total debt securities | $12,889,000 | 5,871 |
| 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 | $13,978,000 | 5,798 |
| U.S. Government securities | $12,928,000 | 5,096 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,928,000 | 4,950 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | $1,050,000 | 1,270 |
| 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 | $24,000 | 7,059 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,748 |
| Issued or guaranteed by U.S. | $24,000 | 6,726 |
| 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) | $1,032,000 | 3,352 |
| Available-for-sale securities (fair market value) | $12,946,000 | 5,259 |
| Total debt securities | $12,928,000 | 5,923 |
| 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 | $13,671,000 | 5,782 |
| U.S. Government securities | $12,728,000 | 4,992 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,728,000 | 4,840 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | $943,000 | 1,422 |
| 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 | $27,000 | 7,088 |
| Certificates of participation in pools of residential mortgages | $27,000 | 6,775 |
| Issued or guaranteed by U.S. | $27,000 | 6,753 |
| 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) | $925,000 | 3,479 |
| Available-for-sale securities (fair market value) | $12,746,000 | 5,241 |
| Total debt securities | $12,728,000 | 5,882 |
| 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 | $8,222,000 | 6,902 |
| U.S. Government securities | $7,308,000 | 6,308 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,308,000 | 6,137 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $914,000 | 1,449 |
| 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 | $31,000 | 7,114 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,773 |
| Issued or guaranteed by U.S. | $31,000 | 6,755 |
| 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) | $897,000 | 3,548 |
| Available-for-sale securities (fair market value) | $7,325,000 | 6,340 |
| Total debt securities | $7,308,000 | 7,035 |
| 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 | $6,703,000 | 7,355 |
| U.S. Government securities | $5,747,000 | 6,883 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,747,000 | 6,686 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $956,000 | 1,444 |
| 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 | $32,000 | 7,149 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,799 |
| Issued or guaranteed by U.S. | $32,000 | 6,781 |
| 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) | $938,000 | 3,567 |
| Available-for-sale securities (fair market value) | $5,765,000 | 6,757 |
| Total debt securities | $5,747,000 | 7,505 |
| 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 | $1,098,000 | 8,883 |
| U.S. Government securities | $35,000 | 9,029 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,000 | 8,908 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $1,063,000 | 1,339 |
| 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 | $35,000 | 7,161 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,785 |
| Issued or guaranteed by U.S. | $35,000 | 6,766 |
| 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) | $1,045,000 | 3,545 |
| Available-for-sale securities (fair market value) | $53,000 | 8,403 |
| Total debt securities | $35,000 | 9,111 |
| 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 | $1,231,000 | 9,077 |
| U.S. Government securities | $54,000 | 9,265 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,000 | 9,131 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $1,177,000 | 1,256 |
| 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 | $54,000 | 7,130 |
| Certificates of participation in pools of residential mortgages | $54,000 | 6,699 |
| Issued or guaranteed by U.S. | $54,000 | 6,677 |
| 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) | $1,160,000 | 3,705 |
| Available-for-sale securities (fair market value) | $71,000 | 8,565 |
| Total debt securities | $54,000 | 9,344 |
| 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 | $1,304,000 | 9,448 |
| U.S. Government securities | $64,000 | 9,596 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,000 | 9,426 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $1,240,000 | 2,197 |
| 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 | $64,000 | 7,038 |
| Certificates of participation in pools of residential mortgages | $64,000 | 6,573 |
| Issued or guaranteed by U.S. | $64,000 | 6,552 |
| 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) | $1,223,000 | 4,310 |
| Available-for-sale securities (fair market value) | $81,000 | 9,137 |
| Total debt securities | $64,000 | 9,656 |
| 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 | $992,000 | 9,863 |
| U.S. Government securities | $74,000 | 9,942 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $74,000 | 9,730 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $918,000 | 2,576 |
| 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 | $74,000 | 7,379 |
| Certificates of participation in pools of residential mortgages | $74,000 | 6,878 |
| Issued or guaranteed by U.S. | $74,000 | 6,860 |
| 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) | $900,000 | 4,954 |
| Available-for-sale securities (fair market value) | $92,000 | 9,373 |
| Total debt securities | $74,000 | 9,994 |
| 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 | $1,283,000 | 9,987 |
| U.S. Government securities | $95,000 | 10,145 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $95,000 | 9,836 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,188,000 | 2,096 |
| 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 | $95,000 | 7,532 |
| Certificates of participation in pools of residential mortgages | $95,000 | 7,006 |
| Issued or guaranteed by U.S. | $95,000 | 6,988 |
| 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) | $1,170,000 | 5,292 |
| Available-for-sale securities (fair market value) | $113,000 | 9,482 |
| Total debt securities | $95,000 | 10,200 |
| 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 | $768,000 | 10,648 |
| U.S. Government securities | $138,000 | 10,629 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $138,000 | 10,202 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $630,000 | 3,138 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $138,000 | 7,764 |
| Certificates of participation in pools of residential mortgages | $138,000 | 7,125 |
| Issued or guaranteed by U.S. | $138,000 | 7,099 |
| 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) | $630,000 | 6,634 |
| Available-for-sale securities (fair market value) | $138,000 | 9,806 |
| Total debt securities | $138,000 | 10,672 |
| 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 | $614,000 | 11,210 |
| U.S. Government securities | $229,000 | 11,173 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $229,000 | 10,643 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $385,000 | 4,028 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $229,000 | 8,104 |
| Certificates of participation in pools of residential mortgages | $229,000 | 7,380 |
| Issued or guaranteed by U.S. | $229,000 | 7,362 |
| 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) | $614,000 | 7,334 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $229,000 | 11,204 |
| 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 | $653,000 | 11,706 |
| U.S. Government securities | $635,000 | 11,576 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $635,000 | 10,748 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,885 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $324,000 | 8,357 |
| Certificates of participation in pools of residential mortgages | $324,000 | 7,466 |
| Issued or guaranteed by U.S. | $324,000 | 7,432 |
| 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) | $635,000 | 7,688 |
| Available-for-sale securities (fair market value) | $18,000 | 10,943 |
| Total debt securities | $635,000 | 11,618 |
| 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 | $401,000 | 12,437 |
| U.S. Government securities | $384,000 | 12,333 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $384,000 | 11,416 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,966 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $1,000 | 393 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $384,000 | 8,780 |
| Certificates of participation in pools of residential mortgages | $384,000 | 7,733 |
| Issued or guaranteed by U.S. | $384,000 | 7,705 |
| 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) | $383,000 | 11,194 |
| Available-for-sale securities (fair market value) | $18,000 | 11,092 |
| Total debt securities | $384,000 | 12,362 |
| 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 | $742,000 | 12,962 |
| U.S. Government securities | $731,000 | 12,781 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $731,000 | 11,458 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,869 |
| 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 | $731,000 | 8,835 |
| Certificates of participation in pools of residential mortgages | $731,000 | 7,559 |
| Issued or guaranteed by U.S. | $731,000 | 7,511 |
| 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 | $731,000 | 12,850 |
| 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 | $1,446,000 | 13,304 |
| U.S. Government securities | $1,439,000 | 13,018 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $1,439,000 | 11,091 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,716 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $11,000 | 439 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,439,000 | 8,323 |
| Certificates of participation in pools of residential mortgages | $1,439,000 | 6,857 |
| Issued or guaranteed by U.S. | $1,439,000 | 6,790 |
| 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 | $1,439,000 | 13,192 |
| 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 |