Home > Farmers State Bank & Trust Co. > Securities
Farmers State Bank & Trust Co., Securities
| 2023-12-31 | Rank | |
| Total securities | $46,008,000 | 2,704 |
| U.S. Government securities | $31,561,000 | 2,410 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $31,561,000 | 2,101 |
| Securities issued by states & political subdivisions | $14,447,000 | 2,118 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,058,000 | 2,335 |
| Mortgage-backed securities | $25,832,000 | 1,806 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,988,000 | 1,490 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,844,000 | 1,349 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $18,889,000 | 813 |
| Available-for-sale securities (fair market value) | $27,119,000 | 3,038 |
| Total debt securities | $46,008,000 | 2,689 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $979,000 | 781 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $43,474,000 | 2,765 |
| U.S. Government securities | $29,266,000 | 2,499 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $29,266,000 | 2,156 |
| Securities issued by states & political subdivisions | $13,725,000 | 2,150 |
| Other domestic debt securities | $483,000 | 2,148 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $483,000 | 493 |
| 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 | $20,767,000 | 2,302 |
| Mortgage-backed securities | $24,074,000 | 1,846 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,179,000 | 1,465 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,895,000 | 1,536 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $19,109,000 | 820 |
| Available-for-sale securities (fair market value) | $24,365,000 | 3,160 |
| Total debt securities | $43,474,000 | 2,748 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $961,000 | 793 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $44,390,000 | 2,791 |
| U.S. Government securities | $29,583,000 | 2,529 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $29,583,000 | 2,184 |
| Securities issued by states & political subdivisions | $14,326,000 | 2,171 |
| Other domestic debt securities | $481,000 | 2,166 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $481,000 | 490 |
| 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 | $21,299,000 | 2,276 |
| Mortgage-backed securities | $24,233,000 | 1,880 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,645,000 | 1,477 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,588,000 | 1,592 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $19,443,000 | 816 |
| Available-for-sale securities (fair market value) | $24,947,000 | 3,180 |
| Total debt securities | $44,390,000 | 2,773 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $964,000 | 838 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $47,564,000 | 2,793 |
| U.S. Government securities | $32,097,000 | 2,516 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $32,097,000 | 2,114 |
| Securities issued by states & political subdivisions | $14,982,000 | 2,181 |
| Other domestic debt securities | $485,000 | 2,219 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $485,000 | 498 |
| 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 | $21,625,000 | 2,184 |
| Mortgage-backed securities | $26,650,000 | 1,851 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,248,000 | 1,432 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,402,000 | 1,660 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $22,043,000 | 822 |
| Available-for-sale securities (fair market value) | $25,521,000 | 3,229 |
| Total debt securities | $47,564,000 | 2,774 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $968,000 | 874 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $44,977,000 | 2,895 |
| U.S. Government securities | $29,640,000 | 2,622 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $29,640,000 | 2,189 |
| Securities issued by states & political subdivisions | $14,857,000 | 2,228 |
| Other domestic debt securities | $480,000 | 2,255 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $480,000 | 499 |
| 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 | $21,356,000 | 2,088 |
| Mortgage-backed securities | $25,585,000 | 1,899 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,617,000 | 1,439 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,968,000 | 1,938 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $22,475,000 | 822 |
| Available-for-sale securities (fair market value) | $22,502,000 | 3,358 |
| Total debt securities | $44,977,000 | 2,878 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $966,000 | 889 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $43,473,000 | 2,950 |
| U.S. Government securities | $28,467,000 | 2,707 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $28,467,000 | 2,268 |
| Securities issued by states & political subdivisions | $15,006,000 | 2,216 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,947,000 | 2,289 |
| Mortgage-backed securities | $24,589,000 | 1,950 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,156,000 | 1,505 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,954,000 | 1,956 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $479,000 | 1,271 |
| Held to maturity securities (book value) | $20,759,000 | 834 |
| Available-for-sale securities (fair market value) | $22,714,000 | 3,359 |
| Total debt securities | $43,472,000 | 2,928 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $956,000 | 889 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $43,360,000 | 2,987 |
| U.S. Government securities | $26,892,000 | 2,820 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $26,892,000 | 2,378 |
| Securities issued by states & political subdivisions | $16,468,000 | 2,190 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,269,000 | 2,205 |
| Mortgage-backed securities | $23,210,000 | 2,060 |
| Certificates of participation in pools of residential mortgages | $20,724,000 | 1,620 |
| Issued or guaranteed by U.S. | $20,724,000 | 1,587 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,996,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $1,996,000 | 1,966 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $490,000 | 1,880 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $490,000 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $43,360,000 | 2,763 |
| Total debt securities | $43,360,000 | 2,969 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $989,000 | 854 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $40,744,000 | 3,036 |
| U.S. Government securities | $25,266,000 | 2,813 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $25,266,000 | 2,441 |
| Securities issued by states & political subdivisions | $15,478,000 | 2,274 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,117,000 | 2,107 |
| Mortgage-backed securities | $23,014,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | $21,885,000 | 1,615 |
| Issued or guaranteed by U.S. | $21,885,000 | 1,588 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,129,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $1,129,000 | 2,188 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $40,744,000 | 2,839 |
| Total debt securities | $40,744,000 | 3,022 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $38,977,000 | 2,997 |
| U.S. Government securities | $22,104,000 | 2,833 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $22,104,000 | 2,574 |
| Securities issued by states & political subdivisions | $16,873,000 | 2,228 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,996,000 | 2,069 |
| Mortgage-backed securities | $20,484,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $19,179,000 | 1,719 |
| Issued or guaranteed by U.S. | $19,179,000 | 1,680 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,305,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $1,305,000 | 2,146 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $38,977,000 | 2,835 |
| Total debt securities | $38,977,000 | 2,980 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $34,367,000 | 3,099 |
| U.S. Government securities | $17,394,000 | 3,037 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $17,394,000 | 2,810 |
| Securities issued by states & political subdivisions | $16,973,000 | 2,186 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,736,000 | 2,051 |
| Mortgage-backed securities | $15,752,000 | 2,414 |
| Certificates of participation in pools of residential mortgages | $14,298,000 | 1,975 |
| Issued or guaranteed by U.S. | $14,298,000 | 1,920 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,454,000 | 2,186 |
| CMOs issued by government agencies or sponsored agencies | $1,454,000 | 2,136 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $34,367,000 | 2,928 |
| Total debt securities | $34,367,000 | 3,077 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $36,582,000 | 2,971 |
| U.S. Government securities | $19,854,000 | 2,846 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $19,854,000 | 2,642 |
| Securities issued by states & political subdivisions | $16,728,000 | 2,177 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,167,000 | 1,947 |
| Mortgage-backed securities | $17,201,000 | 2,311 |
| Certificates of participation in pools of residential mortgages | $15,278,000 | 1,884 |
| Issued or guaranteed by U.S. | $15,278,000 | 1,837 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,923,000 | 2,048 |
| CMOs issued by government agencies or sponsored agencies | $1,923,000 | 2,000 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $36,582,000 | 2,800 |
| Total debt securities | $36,582,000 | 2,951 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $35,674,000 | 2,880 |
| U.S. Government securities | $18,564,000 | 2,768 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $18,564,000 | 2,595 |
| Securities issued by states & political subdivisions | $17,110,000 | 2,092 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,929,000 | 1,934 |
| Mortgage-backed securities | $16,411,000 | 2,276 |
| Certificates of participation in pools of residential mortgages | $15,149,000 | 1,819 |
| Issued or guaranteed by U.S. | $15,149,000 | 1,764 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,262,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $1,262,000 | 2,137 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $35,674,000 | 2,703 |
| Total debt securities | $35,674,000 | 2,860 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $32,143,000 | 2,922 |
| U.S. Government securities | $16,215,000 | 2,755 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $16,215,000 | 2,625 |
| Securities issued by states & political subdivisions | $15,928,000 | 2,142 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,737,000 | 2,100 |
| Mortgage-backed securities | $14,115,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | $12,331,000 | 1,908 |
| Issued or guaranteed by U.S. | $12,331,000 | 1,859 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,784,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $1,784,000 | 2,039 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $32,143,000 | 2,747 |
| Total debt securities | $32,143,000 | 2,901 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $30,400,000 | 2,894 |
| U.S. Government securities | $15,712,000 | 2,765 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $15,712,000 | 2,631 |
| Securities issued by states & political subdivisions | $14,688,000 | 2,115 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,250,000 | 1,999 |
| Mortgage-backed securities | $13,603,000 | 2,359 |
| Certificates of participation in pools of residential mortgages | $11,283,000 | 1,966 |
| Issued or guaranteed by U.S. | $11,283,000 | 1,909 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,320,000 | 1,977 |
| CMOs issued by government agencies or sponsored agencies | $2,320,000 | 1,927 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $30,400,000 | 2,707 |
| Total debt securities | $30,400,000 | 2,874 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $31,797,000 | 2,808 |
| U.S. Government securities | $16,981,000 | 2,668 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $16,981,000 | 2,536 |
| Securities issued by states & political subdivisions | $14,816,000 | 2,033 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,767,000 | 1,913 |
| Mortgage-backed securities | $14,594,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | $11,988,000 | 1,872 |
| Issued or guaranteed by U.S. | $11,988,000 | 1,824 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,606,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $2,606,000 | 1,905 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $31,797,000 | 2,631 |
| Total debt securities | $31,797,000 | 2,788 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $30,818,000 | 2,790 |
| U.S. Government securities | $15,906,000 | 2,768 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $15,906,000 | 2,624 |
| Securities issued by states & political subdivisions | $14,912,000 | 1,893 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,265,000 | 2,070 |
| Mortgage-backed securities | $13,084,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $11,267,000 | 1,924 |
| Issued or guaranteed by U.S. | $11,267,000 | 1,869 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,817,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $1,817,000 | 2,078 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $30,818,000 | 2,623 |
| Total debt securities | $30,818,000 | 2,773 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $28,941,000 | 2,907 |
| U.S. Government securities | $15,953,000 | 2,842 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $15,953,000 | 2,680 |
| Securities issued by states & political subdivisions | $12,988,000 | 2,027 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,598,000 | 2,113 |
| Mortgage-backed securities | $13,036,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $8,836,000 | 2,108 |
| Issued or guaranteed by U.S. | $8,836,000 | 2,051 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,200,000 | 1,695 |
| CMOs issued by government agencies or sponsored agencies | $4,200,000 | 1,654 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $28,941,000 | 2,720 |
| Total debt securities | $28,941,000 | 2,888 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $27,736,000 | 2,969 |
| U.S. Government securities | $15,184,000 | 2,949 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $15,184,000 | 2,787 |
| Securities issued by states & political subdivisions | $12,552,000 | 2,073 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,066,000 | 2,104 |
| Mortgage-backed securities | $12,229,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $7,463,000 | 2,234 |
| Issued or guaranteed by U.S. | $7,463,000 | 2,169 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,766,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $4,766,000 | 1,587 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $27,736,000 | 2,772 |
| Total debt securities | $27,736,000 | 2,954 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $27,162,000 | 3,050 |
| U.S. Government securities | $14,461,000 | 3,056 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $14,461,000 | 2,886 |
| Securities issued by states & political subdivisions | $12,701,000 | 2,101 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,879,000 | 2,086 |
| Mortgage-backed securities | $10,733,000 | 2,555 |
| Certificates of participation in pools of residential mortgages | $5,564,000 | 2,503 |
| Issued or guaranteed by U.S. | $5,564,000 | 2,447 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $5,169,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $5,169,000 | 1,522 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $27,162,000 | 2,832 |
| Total debt securities | $27,162,000 | 3,031 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $29,648,000 | 2,976 |
| U.S. Government securities | $16,095,000 | 2,957 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $16,095,000 | 2,797 |
| Securities issued by states & political subdivisions | $13,553,000 | 2,079 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,692,000 | 2,140 |
| Mortgage-backed securities | $12,423,000 | 2,401 |
| Certificates of participation in pools of residential mortgages | $6,964,000 | 2,313 |
| Issued or guaranteed by U.S. | $6,964,000 | 2,261 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,459,000 | 1,527 |
| CMOs issued by government agencies or sponsored agencies | $5,459,000 | 1,482 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $29,648,000 | 2,767 |
| Total debt securities | $29,648,000 | 2,961 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $30,177,000 | 2,982 |
| U.S. Government securities | $16,536,000 | 2,940 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $16,536,000 | 2,778 |
| Securities issued by states & political subdivisions | $13,641,000 | 2,125 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,198,000 | 2,120 |
| Mortgage-backed securities | $11,712,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $6,104,000 | 2,461 |
| Issued or guaranteed by U.S. | $6,104,000 | 2,425 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,608,000 | 1,508 |
| CMOs issued by government agencies or sponsored agencies | $5,608,000 | 1,457 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $30,177,000 | 2,772 |
| Total debt securities | $30,177,000 | 2,968 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $28,905,000 | 3,058 |
| U.S. Government securities | $15,892,000 | 3,024 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $15,892,000 | 2,868 |
| Securities issued by states & political subdivisions | $13,013,000 | 2,208 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,287,000 | 2,109 |
| Mortgage-backed securities | $11,160,000 | 2,525 |
| Certificates of participation in pools of residential mortgages | $5,395,000 | 2,597 |
| Issued or guaranteed by U.S. | $5,395,000 | 2,581 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,765,000 | 1,473 |
| CMOs issued by government agencies or sponsored agencies | $5,765,000 | 1,425 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $28,905,000 | 2,830 |
| Total debt securities | $28,897,000 | 3,036 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $31,472,000 | 2,985 |
| U.S. Government securities | $17,861,000 | 2,870 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $17,861,000 | 2,730 |
| Securities issued by states & political subdivisions | $13,611,000 | 2,195 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,289,000 | 2,149 |
| Mortgage-backed securities | $12,802,000 | 2,428 |
| Certificates of participation in pools of residential mortgages | $6,717,000 | 2,436 |
| Issued or guaranteed by U.S. | $6,717,000 | 2,322 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $6,085,000 | 1,450 |
| CMOs issued by government agencies or sponsored agencies | $6,085,000 | 1,402 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $31,472,000 | 2,760 |
| Total debt securities | $31,472,000 | 2,963 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $25,359,000 | 3,322 |
| U.S. Government securities | $12,877,000 | 3,376 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $12,877,000 | 3,231 |
| Securities issued by states & political subdivisions | $12,482,000 | 2,347 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,683,000 | 2,224 |
| Mortgage-backed securities | $8,289,000 | 2,820 |
| Certificates of participation in pools of residential mortgages | $4,963,000 | 2,771 |
| Issued or guaranteed by U.S. | $4,963,000 | 2,767 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,326,000 | 1,818 |
| CMOs issued by government agencies or sponsored agencies | $3,326,000 | 1,764 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $25,359,000 | 3,062 |
| Total debt securities | $25,359,000 | 3,298 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $23,811,000 | 3,473 |
| U.S. Government securities | $10,613,000 | 3,664 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $10,613,000 | 3,515 |
| Securities issued by states & political subdivisions | $13,198,000 | 2,355 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,942,000 | 2,304 |
| Mortgage-backed securities | $6,697,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $4,239,000 | 2,945 |
| Issued or guaranteed by U.S. | $4,239,000 | 2,942 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,458,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $2,458,000 | 1,902 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $920,000 | 1,641 |
| Available-for-sale securities (fair market value) | $22,891,000 | 3,271 |
| Total debt securities | $23,811,000 | 3,451 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $24,773,000 | 3,449 |
| U.S. Government securities | $11,193,000 | 3,607 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $11,193,000 | 3,460 |
| Securities issued by states & political subdivisions | $13,580,000 | 2,342 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,970,000 | 2,689 |
| Mortgage-backed securities | $7,232,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $4,588,000 | 2,931 |
| Issued or guaranteed by U.S. | $4,588,000 | 2,929 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,644,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $2,644,000 | 1,879 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $915,000 | 1,698 |
| Available-for-sale securities (fair market value) | $23,858,000 | 3,224 |
| Total debt securities | $24,773,000 | 3,424 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $25,654,000 | 3,449 |
| U.S. Government securities | $11,931,000 | 3,582 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $11,931,000 | 3,459 |
| Securities issued by states & political subdivisions | $13,723,000 | 2,349 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,135,000 | 3,657 |
| Mortgage-backed securities | $7,688,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $4,909,000 | 2,914 |
| Issued or guaranteed by U.S. | $4,909,000 | 2,911 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,779,000 | 1,948 |
| CMOs issued by government agencies or sponsored agencies | $2,779,000 | 1,884 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $910,000 | 1,721 |
| Available-for-sale securities (fair market value) | $24,744,000 | 3,225 |
| Total debt securities | $25,654,000 | 3,426 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $26,695,000 | 3,420 |
| U.S. Government securities | $13,693,000 | 3,448 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $13,693,000 | 3,320 |
| Securities issued by states & political subdivisions | $13,002,000 | 2,442 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,347,000 | 3,456 |
| Mortgage-backed securities | $9,420,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $7,611,000 | 2,536 |
| Issued or guaranteed by U.S. | $7,611,000 | 2,536 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,809,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $1,809,000 | 2,140 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $905,000 | 1,756 |
| Available-for-sale securities (fair market value) | $25,790,000 | 3,196 |
| Total debt securities | $26,695,000 | 3,391 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $25,587,000 | 3,479 |
| U.S. Government securities | $14,338,000 | 3,360 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,338,000 | 3,236 |
| Securities issued by states & political subdivisions | $11,249,000 | 2,630 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,942,000 | 3,377 |
| Mortgage-backed securities | $10,000,000 | 2,785 |
| Certificates of participation in pools of residential mortgages | $8,132,000 | 2,462 |
| Issued or guaranteed by U.S. | $8,132,000 | 2,460 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,868,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $1,868,000 | 2,127 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $901,000 | 1,781 |
| Available-for-sale securities (fair market value) | $24,686,000 | 3,254 |
| Total debt securities | $25,587,000 | 3,451 |
| 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 | $24,712,000 | 3,541 |
| U.S. Government securities | $13,178,000 | 3,483 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $13,178,000 | 3,359 |
| Securities issued by states & political subdivisions | $11,534,000 | 2,601 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,251,000 | 3,730 |
| Mortgage-backed securities | $9,735,000 | 2,820 |
| Certificates of participation in pools of residential mortgages | $8,774,000 | 2,410 |
| Issued or guaranteed by U.S. | $8,774,000 | 2,410 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $961,000 | 2,529 |
| CMOs issued by government agencies or sponsored agencies | $961,000 | 2,461 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $897,000 | 1,798 |
| Available-for-sale securities (fair market value) | $23,815,000 | 3,317 |
| Total debt securities | $24,712,000 | 3,515 |
| 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 | $24,703,000 | 3,605 |
| U.S. Government securities | $12,894,000 | 3,605 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,894,000 | 3,491 |
| Securities issued by states & political subdivisions | $11,809,000 | 2,579 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,808,000 | 3,496 |
| Mortgage-backed securities | $10,327,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $9,299,000 | 2,397 |
| Issued or guaranteed by U.S. | $9,299,000 | 2,393 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,028,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $1,028,000 | 2,454 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $892,000 | 1,845 |
| Available-for-sale securities (fair market value) | $23,811,000 | 3,371 |
| Total debt securities | $24,703,000 | 3,580 |
| 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 | $25,189,000 | 3,624 |
| U.S. Government securities | $13,489,000 | 3,637 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,489,000 | 3,511 |
| Securities issued by states & political subdivisions | $11,700,000 | 2,585 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,740,000 | 2,860 |
| Mortgage-backed securities | $10,948,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $9,882,000 | 2,352 |
| Issued or guaranteed by U.S. | $9,882,000 | 2,351 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,066,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $1,066,000 | 2,452 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $888,000 | 1,882 |
| Available-for-sale securities (fair market value) | $24,301,000 | 3,379 |
| Total debt securities | $25,189,000 | 3,599 |
| 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 | $24,797,000 | 3,678 |
| U.S. Government securities | $12,883,000 | 3,752 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,883,000 | 3,622 |
| Securities issued by states & political subdivisions | $11,914,000 | 2,584 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,171,000 | 2,842 |
| Mortgage-backed securities | $10,321,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | $10,321,000 | 2,300 |
| Issued or guaranteed by U.S. | $10,321,000 | 2,298 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $884,000 | 1,915 |
| Available-for-sale securities (fair market value) | $23,913,000 | 3,418 |
| Total debt securities | $24,797,000 | 3,653 |
| 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 | $25,260,000 | 3,710 |
| U.S. Government securities | $13,568,000 | 3,754 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,568,000 | 3,633 |
| Securities issued by states & political subdivisions | $11,692,000 | 2,612 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,957,000 | 2,890 |
| Mortgage-backed securities | $10,996,000 | 2,783 |
| Certificates of participation in pools of residential mortgages | $10,996,000 | 2,261 |
| Issued or guaranteed by U.S. | $10,996,000 | 2,260 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $879,000 | 1,927 |
| Available-for-sale securities (fair market value) | $24,381,000 | 3,442 |
| Total debt securities | $25,260,000 | 3,686 |
| 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 | $24,854,000 | 3,808 |
| U.S. Government securities | $14,332,000 | 3,776 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,332,000 | 3,658 |
| Securities issued by states & political subdivisions | $10,522,000 | 2,774 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,101,000 | 2,684 |
| Mortgage-backed securities | $11,695,000 | 2,778 |
| Certificates of participation in pools of residential mortgages | $11,695,000 | 2,239 |
| Issued or guaranteed by U.S. | $11,695,000 | 2,238 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $876,000 | 1,954 |
| Available-for-sale securities (fair market value) | $23,978,000 | 3,559 |
| Total debt securities | $24,854,000 | 3,788 |
| 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 | $22,931,000 | 3,998 |
| U.S. Government securities | $14,188,000 | 3,849 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $14,188,000 | 3,731 |
| Securities issued by states & political subdivisions | $8,743,000 | 2,996 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,283,000 | 2,815 |
| Mortgage-backed securities | $11,532,000 | 2,836 |
| Certificates of participation in pools of residential mortgages | $11,532,000 | 2,278 |
| Issued or guaranteed by U.S. | $11,532,000 | 2,278 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $403,000 | 2,127 |
| Available-for-sale securities (fair market value) | $22,528,000 | 3,681 |
| Total debt securities | $22,931,000 | 3,976 |
| 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 | $22,780,000 | 4,074 |
| U.S. Government securities | $13,876,000 | 3,958 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $13,876,000 | 3,832 |
| Securities issued by states & political subdivisions | $8,904,000 | 2,995 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,645,000 | 3,128 |
| Mortgage-backed securities | $12,244,000 | 2,804 |
| Certificates of participation in pools of residential mortgages | $12,244,000 | 2,263 |
| Issued or guaranteed by U.S. | $12,244,000 | 2,261 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $397,000 | 2,163 |
| Available-for-sale securities (fair market value) | $22,383,000 | 3,748 |
| Total debt securities | $22,780,000 | 4,050 |
| 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 | $21,026,000 | 4,283 |
| U.S. Government securities | $12,450,000 | 4,230 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,450,000 | 4,127 |
| Securities issued by states & political subdivisions | $8,576,000 | 3,082 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,094,000 | 3,093 |
| Mortgage-backed securities | $11,960,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $11,960,000 | 2,357 |
| Issued or guaranteed by U.S. | $11,960,000 | 2,355 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $392,000 | 2,198 |
| Available-for-sale securities (fair market value) | $20,634,000 | 3,953 |
| Total debt securities | $21,026,000 | 4,261 |
| 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 | $22,545,000 | 4,228 |
| U.S. Government securities | $13,404,000 | 4,188 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,404,000 | 4,079 |
| Securities issued by states & political subdivisions | $9,141,000 | 3,019 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,873,000 | 3,018 |
| Mortgage-backed securities | $12,914,000 | 2,854 |
| Certificates of participation in pools of residential mortgages | $12,914,000 | 2,307 |
| Issued or guaranteed by U.S. | $12,914,000 | 2,306 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $387,000 | 2,218 |
| Available-for-sale securities (fair market value) | $22,158,000 | 3,896 |
| Total debt securities | $22,545,000 | 4,208 |
| 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 | $24,302,000 | 4,119 |
| U.S. Government securities | $14,776,000 | 4,042 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $14,776,000 | 3,939 |
| Securities issued by states & political subdivisions | $9,526,000 | 2,978 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,500,000 | 2,954 |
| Mortgage-backed securities | $14,293,000 | 2,746 |
| Certificates of participation in pools of residential mortgages | $14,293,000 | 2,215 |
| Issued or guaranteed by U.S. | $14,293,000 | 2,215 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $382,000 | 2,225 |
| Available-for-sale securities (fair market value) | $23,920,000 | 3,777 |
| Total debt securities | $24,302,000 | 4,088 |
| 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 | $25,322,000 | 4,034 |
| U.S. Government securities | $15,549,000 | 3,938 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,549,000 | 3,839 |
| Securities issued by states & political subdivisions | $9,773,000 | 2,924 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,194,000 | 3,261 |
| Mortgage-backed securities | $15,072,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $15,072,000 | 2,141 |
| Issued or guaranteed by U.S. | $15,072,000 | 2,141 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $377,000 | 2,236 |
| Available-for-sale securities (fair market value) | $24,945,000 | 3,707 |
| Total debt securities | $25,322,000 | 4,005 |
| 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 | $28,568,000 | 3,833 |
| U.S. Government securities | $18,390,000 | 3,676 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,390,000 | 3,580 |
| Securities issued by states & political subdivisions | $10,178,000 | 2,871 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,207,000 | 3,236 |
| Mortgage-backed securities | $17,407,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $17,407,000 | 1,970 |
| Issued or guaranteed by U.S. | $17,407,000 | 1,966 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $373,000 | 2,233 |
| Available-for-sale securities (fair market value) | $28,195,000 | 3,541 |
| Total debt securities | $28,568,000 | 3,800 |
| 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 | $30,667,000 | 3,662 |
| U.S. Government securities | $19,816,000 | 3,531 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $19,816,000 | 3,440 |
| Securities issued by states & political subdivisions | $10,851,000 | 2,758 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,615,000 | 3,170 |
| Mortgage-backed securities | $18,830,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $18,830,000 | 1,864 |
| Issued or guaranteed by U.S. | $18,830,000 | 1,862 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $367,000 | 2,173 |
| Available-for-sale securities (fair market value) | $30,300,000 | 3,386 |
| Total debt securities | $30,667,000 | 3,628 |
| 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 | $29,644,000 | 3,743 |
| U.S. Government securities | $19,119,000 | 3,623 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,119,000 | 3,535 |
| Securities issued by states & political subdivisions | $10,525,000 | 2,782 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,843,000 | 3,341 |
| Mortgage-backed securities | $18,107,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $18,107,000 | 1,938 |
| Issued or guaranteed by U.S. | $18,107,000 | 1,938 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $362,000 | 2,168 |
| Available-for-sale securities (fair market value) | $29,282,000 | 3,493 |
| Total debt securities | $29,644,000 | 3,709 |
| 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 | $30,375,000 | 3,652 |
| U.S. Government securities | $19,394,000 | 3,550 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,394,000 | 3,469 |
| Securities issued by states & political subdivisions | $10,981,000 | 2,704 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,825,000 | 3,501 |
| Mortgage-backed securities | $18,380,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $18,380,000 | 1,874 |
| Issued or guaranteed by U.S. | $18,380,000 | 1,872 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $357,000 | 2,198 |
| Available-for-sale securities (fair market value) | $30,018,000 | 3,402 |
| Total debt securities | $30,375,000 | 3,620 |
| 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 | $28,885,000 | 3,780 |
| U.S. Government securities | $19,190,000 | 3,655 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $19,190,000 | 3,575 |
| Securities issued by states & political subdivisions | $9,695,000 | 2,853 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,731,000 | 3,372 |
| Mortgage-backed securities | $18,175,000 | 2,648 |
| Certificates of participation in pools of residential mortgages | $18,175,000 | 1,986 |
| Issued or guaranteed by U.S. | $18,175,000 | 1,985 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $352,000 | 2,247 |
| Available-for-sale securities (fair market value) | $28,533,000 | 3,511 |
| Total debt securities | $28,885,000 | 3,754 |
| 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 | $29,502,000 | 3,740 |
| U.S. Government securities | $19,806,000 | 3,657 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,806,000 | 3,582 |
| Securities issued by states & political subdivisions | $9,696,000 | 2,802 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,316,000 | 3,465 |
| Mortgage-backed securities | $19,293,000 | 2,591 |
| Certificates of participation in pools of residential mortgages | $19,293,000 | 1,945 |
| Issued or guaranteed by U.S. | $19,293,000 | 1,945 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $346,000 | 2,284 |
| Available-for-sale securities (fair market value) | $29,156,000 | 3,506 |
| Total debt securities | $29,502,000 | 3,714 |
| 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 | $24,928,000 | 4,163 |
| U.S. Government securities | $16,208,000 | 4,139 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,208,000 | 4,048 |
| Securities issued by states & political subdivisions | $8,720,000 | 2,862 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,035,000 | 3,541 |
| Mortgage-backed securities | $15,197,000 | 2,938 |
| Certificates of participation in pools of residential mortgages | $15,197,000 | 2,263 |
| Issued or guaranteed by U.S. | $15,197,000 | 2,260 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $343,000 | 2,338 |
| Available-for-sale securities (fair market value) | $24,585,000 | 3,855 |
| Total debt securities | $24,928,000 | 4,125 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $500,000 | 2,745 |
| 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 | $22,919,000 | 4,287 |
| U.S. Government securities | $13,871,000 | 4,359 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,871,000 | 4,272 |
| Securities issued by states & political subdivisions | $9,048,000 | 2,780 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,596,000 | 3,632 |
| Mortgage-backed securities | $12,858,000 | 3,076 |
| Certificates of participation in pools of residential mortgages | $12,858,000 | 2,386 |
| Issued or guaranteed by U.S. | $12,858,000 | 2,380 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $337,000 | 2,440 |
| Available-for-sale securities (fair market value) | $22,582,000 | 3,967 |
| Total debt securities | $22,919,000 | 4,258 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $502,000 | 2,613 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $24,563,000 | 4,058 |
| U.S. Government securities | $14,704,000 | 4,203 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,704,000 | 4,106 |
| Securities issued by states & political subdivisions | $9,859,000 | 2,597 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,492,000 | 2,972 |
| Mortgage-backed securities | $14,195,000 | 2,881 |
| Certificates of participation in pools of residential mortgages | $14,195,000 | 2,179 |
| Issued or guaranteed by U.S. | $14,195,000 | 2,172 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $334,000 | 2,461 |
| Available-for-sale securities (fair market value) | $24,229,000 | 3,752 |
| Total debt securities | $24,563,000 | 4,022 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $503,000 | 2,673 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $28,268,000 | 3,761 |
| U.S. Government securities | $16,617,000 | 4,066 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $16,617,000 | 3,962 |
| Securities issued by states & political subdivisions | $11,651,000 | 2,296 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,840,000 | 2,711 |
| Mortgage-backed securities | $15,105,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $15,105,000 | 2,041 |
| Issued or guaranteed by U.S. | $15,105,000 | 2,039 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $329,000 | 2,502 |
| Available-for-sale securities (fair market value) | $27,939,000 | 3,487 |
| Total debt securities | $28,268,000 | 3,730 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 2,259 |
| Fair value | $1,506,000 | 2,212 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $27,181,000 | 3,838 |
| U.S. Government securities | $15,538,000 | 4,168 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,538,000 | 4,044 |
| Securities issued by states & political subdivisions | $11,643,000 | 2,265 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,846,000 | 2,690 |
| Mortgage-backed securities | $14,545,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | $14,545,000 | 2,040 |
| Issued or guaranteed by U.S. | $14,545,000 | 2,035 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $325,000 | 2,504 |
| Available-for-sale securities (fair market value) | $26,856,000 | 3,566 |
| Total debt securities | $27,178,000 | 3,807 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,631 |
| Fair value | $986,000 | 2,615 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $26,102,000 | 3,813 |
| U.S. Government securities | $14,164,000 | 4,180 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $14,164,000 | 4,060 |
| Securities issued by states & political subdivisions | $11,938,000 | 2,181 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,474,000 | 2,697 |
| Mortgage-backed securities | $13,179,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $13,179,000 | 2,086 |
| Issued or guaranteed by U.S. | $13,179,000 | 2,080 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $320,000 | 2,531 |
| Available-for-sale securities (fair market value) | $25,782,000 | 3,534 |
| Total debt securities | $26,102,000 | 3,782 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,495 |
| Fair value | $978,000 | 2,486 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $25,531,000 | 3,817 |
| U.S. Government securities | $12,589,000 | 4,400 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,589,000 | 4,283 |
| Securities issued by states & political subdivisions | $12,942,000 | 1,995 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,755,000 | 2,808 |
| Mortgage-backed securities | $11,081,000 | 3,028 |
| Certificates of participation in pools of residential mortgages | $11,081,000 | 2,284 |
| Issued or guaranteed by U.S. | $11,081,000 | 2,281 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $316,000 | 2,604 |
| Available-for-sale securities (fair market value) | $25,215,000 | 3,538 |
| Total debt securities | $25,531,000 | 3,778 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 2,213 |
| Fair value | $1,497,000 | 2,220 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $24,660,000 | 3,913 |
| U.S. Government securities | $12,848,000 | 4,430 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,848,000 | 4,316 |
| Securities issued by states & political subdivisions | $11,812,000 | 2,027 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,018,000 | 2,938 |
| Mortgage-backed securities | $10,325,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | $10,325,000 | 2,380 |
| Issued or guaranteed by U.S. | $10,325,000 | 2,374 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $312,000 | 2,666 |
| Available-for-sale securities (fair market value) | $24,348,000 | 3,612 |
| Total debt securities | $24,660,000 | 3,877 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,823 |
| Fair value | $2,512,000 | 1,811 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $25,623,000 | 3,867 |
| U.S. Government securities | $14,974,000 | 4,152 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $14,974,000 | 4,051 |
| Securities issued by states & political subdivisions | $10,649,000 | 2,148 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,335,000 | 2,965 |
| Mortgage-backed securities | $12,981,000 | 2,854 |
| Certificates of participation in pools of residential mortgages | $12,981,000 | 2,186 |
| Issued or guaranteed by U.S. | $12,981,000 | 2,180 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $308,000 | 2,730 |
| Available-for-sale securities (fair market value) | $25,315,000 | 3,545 |
| Total debt securities | $25,623,000 | 3,830 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,874 |
| Fair value | $1,981,000 | 1,892 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $23,807,000 | 3,996 |
| U.S. Government securities | $15,027,000 | 4,108 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,027,000 | 4,024 |
| Securities issued by states & political subdivisions | $8,780,000 | 2,439 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,254,000 | 3,151 |
| Mortgage-backed securities | $14,523,000 | 2,769 |
| Certificates of participation in pools of residential mortgages | $14,523,000 | 2,111 |
| Issued or guaranteed by U.S. | $14,523,000 | 2,104 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $304,000 | 2,790 |
| Available-for-sale securities (fair market value) | $23,503,000 | 3,649 |
| Total debt securities | $23,807,000 | 3,966 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $492,000 | 2,519 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $21,676,000 | 4,243 |
| U.S. Government securities | $13,482,000 | 4,372 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,482,000 | 4,279 |
| Securities issued by states & political subdivisions | $8,194,000 | 2,565 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,817,000 | 3,231 |
| Mortgage-backed securities | $11,969,000 | 3,069 |
| Certificates of participation in pools of residential mortgages | $11,969,000 | 2,404 |
| Issued or guaranteed by U.S. | $11,969,000 | 2,394 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $300,000 | 2,873 |
| Available-for-sale securities (fair market value) | $21,376,000 | 3,872 |
| Total debt securities | $21,676,000 | 4,206 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $500,000 | 2,092 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $20,963,000 | 4,323 |
| U.S. Government securities | $13,306,000 | 4,403 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,306,000 | 4,305 |
| Securities issued by states & political subdivisions | $7,657,000 | 2,605 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,395,000 | 3,290 |
| Mortgage-backed securities | $11,292,000 | 3,173 |
| Certificates of participation in pools of residential mortgages | $11,292,000 | 2,538 |
| Issued or guaranteed by U.S. | $11,292,000 | 2,527 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $296,000 | 2,926 |
| Available-for-sale securities (fair market value) | $20,667,000 | 3,919 |
| Total debt securities | $20,963,000 | 4,283 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $22,101,000 | 4,183 |
| U.S. Government securities | $15,379,000 | 4,130 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,379,000 | 4,051 |
| Securities issued by states & political subdivisions | $6,722,000 | 2,717 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000,000 | 3,416 |
| Mortgage-backed securities | $12,347,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | $12,347,000 | 2,462 |
| Issued or guaranteed by U.S. | $12,347,000 | 2,450 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $22,101,000 | 3,753 |
| Total debt securities | $22,101,000 | 4,149 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $22,127,000 | 4,194 |
| U.S. Government securities | $16,030,000 | 4,095 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,030,000 | 4,022 |
| Securities issued by states & political subdivisions | $6,097,000 | 2,839 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,811,000 | 3,642 |
| Mortgage-backed securities | $12,973,000 | 2,980 |
| Certificates of participation in pools of residential mortgages | $12,973,000 | 2,366 |
| Issued or guaranteed by U.S. | $12,973,000 | 2,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $22,127,000 | 3,750 |
| Total debt securities | $22,127,000 | 4,154 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $19,136,000 | 4,498 |
| U.S. Government securities | $13,441,000 | 4,457 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,441,000 | 4,380 |
| Securities issued by states & political subdivisions | $5,695,000 | 2,908 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,720,000 | 3,493 |
| Mortgage-backed securities | $9,939,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $9,939,000 | 2,674 |
| Issued or guaranteed by U.S. | $9,939,000 | 2,659 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $19,136,000 | 4,011 |
| Total debt securities | $19,136,000 | 4,465 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $19,030,000 | 4,569 |
| U.S. Government securities | $13,702,000 | 4,440 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $13,702,000 | 4,365 |
| Securities issued by states & political subdivisions | $5,328,000 | 3,021 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,960,000 | 3,560 |
| Mortgage-backed securities | $10,200,000 | 3,230 |
| Certificates of participation in pools of residential mortgages | $10,200,000 | 2,624 |
| Issued or guaranteed by U.S. | $10,200,000 | 2,606 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $19,030,000 | 4,102 |
| Total debt securities | $19,030,000 | 4,520 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $19,441,000 | 4,500 |
| U.S. Government securities | $14,584,000 | 4,305 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,584,000 | 4,230 |
| Securities issued by states & political subdivisions | $4,857,000 | 3,163 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,662,000 | 3,600 |
| Mortgage-backed securities | $11,012,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | $11,012,000 | 2,415 |
| Issued or guaranteed by U.S. | $11,012,000 | 2,401 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $19,441,000 | 4,019 |
| Total debt securities | $19,441,000 | 4,437 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $17,930,000 | 4,733 |
| U.S. Government securities | $12,734,000 | 4,742 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,734,000 | 4,646 |
| Securities issued by states & political subdivisions | $5,196,000 | 3,052 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,128,000 | 3,548 |
| Mortgage-backed securities | $9,186,000 | 3,018 |
| Certificates of participation in pools of residential mortgages | $9,186,000 | 2,390 |
| Issued or guaranteed by U.S. | $9,186,000 | 2,377 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $17,930,000 | 4,197 |
| Total debt securities | $17,930,000 | 4,682 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $18,525,000 | 4,675 |
| U.S. Government securities | $13,577,000 | 4,646 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,577,000 | 4,546 |
| Securities issued by states & political subdivisions | $4,948,000 | 3,087 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,277,000 | 3,554 |
| Mortgage-backed securities | $8,054,000 | 3,038 |
| Certificates of participation in pools of residential mortgages | $8,054,000 | 2,411 |
| Issued or guaranteed by U.S. | $8,054,000 | 2,398 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $18,525,000 | 4,138 |
| Total debt securities | $18,525,000 | 4,624 |
| Structured notes | ||
| Amortized cost | $197,000 | 2,590 |
| Fair value | $200,000 | 2,556 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $19,440,000 | 4,561 |
| U.S. Government securities | $15,444,000 | 4,326 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,444,000 | 4,219 |
| Securities issued by states & political subdivisions | $3,996,000 | 3,393 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,676,000 | 3,645 |
| Mortgage-backed securities | $7,106,000 | 3,155 |
| Certificates of participation in pools of residential mortgages | $7,106,000 | 2,523 |
| Issued or guaranteed by U.S. | $7,106,000 | 2,510 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $19,440,000 | 4,014 |
| Total debt securities | $19,440,000 | 4,511 |
| Structured notes | ||
| Amortized cost | $197,000 | 2,672 |
| Fair value | $199,000 | 2,637 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $19,792,000 | 4,528 |
| U.S. Government securities | $16,254,000 | 4,212 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,254,000 | 4,112 |
| Securities issued by states & political subdivisions | $3,538,000 | 3,590 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,770,000 | 3,650 |
| Mortgage-backed securities | $6,109,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $6,109,000 | 2,717 |
| Issued or guaranteed by U.S. | $6,109,000 | 2,707 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $19,792,000 | 3,982 |
| Total debt securities | $19,792,000 | 4,481 |
| Structured notes | ||
| Amortized cost | $1,591,000 | 1,574 |
| Fair value | $1,596,000 | 1,567 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $18,125,000 | 4,819 |
| U.S. Government securities | $14,559,000 | 4,551 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,559,000 | 4,431 |
| Securities issued by states & political subdivisions | $3,566,000 | 3,583 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,334,000 | 3,721 |
| Mortgage-backed securities | $5,487,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $5,487,000 | 2,887 |
| Issued or guaranteed by U.S. | $5,487,000 | 2,874 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $18,125,000 | 4,247 |
| Total debt securities | $18,125,000 | 4,771 |
| Structured notes | ||
| Amortized cost | $2,491,000 | 1,291 |
| Fair value | $2,494,000 | 1,263 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $16,030,000 | 5,174 |
| U.S. Government securities | $12,555,000 | 4,989 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,555,000 | 4,861 |
| Securities issued by states & political subdivisions | $3,475,000 | 3,584 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,045,000 | 3,598 |
| Mortgage-backed securities | $4,297,000 | 3,826 |
| Certificates of participation in pools of residential mortgages | $4,297,000 | 3,222 |
| Issued or guaranteed by U.S. | $4,297,000 | 3,207 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $16,030,000 | 4,559 |
| Total debt securities | $16,030,000 | 5,138 |
| Structured notes | ||
| Amortized cost | $2,392,000 | 1,399 |
| Fair value | $2,393,000 | 1,394 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $13,152,000 | 5,665 |
| U.S. Government securities | $9,721,000 | 5,594 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,721,000 | 5,464 |
| Securities issued by states & political subdivisions | $3,431,000 | 3,609 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,472,000 | 3,704 |
| Mortgage-backed securities | $4,040,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $4,040,000 | 3,323 |
| Issued or guaranteed by U.S. | $4,040,000 | 3,311 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $13,152,000 | 4,998 |
| Total debt securities | $13,152,000 | 5,608 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,120 |
| Fair value | $1,000,000 | 2,108 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $12,630,000 | 5,764 |
| U.S. Government securities | $9,199,000 | 5,793 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,199,000 | 5,652 |
| Securities issued by states & political subdivisions | $3,431,000 | 3,629 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,379,000 | 3,522 |
| Mortgage-backed securities | $3,219,000 | 4,233 |
| Certificates of participation in pools of residential mortgages | $3,219,000 | 3,649 |
| Issued or guaranteed by U.S. | $3,219,000 | 3,633 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $12,630,000 | 5,112 |
| Total debt securities | $12,630,000 | 5,711 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $999,000 | 2,106 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $12,340,000 | 5,851 |
| U.S. Government securities | $8,808,000 | 5,881 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,808,000 | 5,730 |
| Securities issued by states & political subdivisions | $3,532,000 | 3,609 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,908,000 | 3,393 |
| Mortgage-backed securities | $3,502,000 | 4,135 |
| Certificates of participation in pools of residential mortgages | $3,502,000 | 3,547 |
| Issued or guaranteed by U.S. | $3,502,000 | 3,531 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $12,340,000 | 5,165 |
| Total debt securities | $12,340,000 | 5,796 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $1,000,000 | 2,094 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $13,355,000 | 5,650 |
| U.S. Government securities | $9,736,000 | 5,624 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,736,000 | 5,490 |
| Securities issued by states & political subdivisions | $3,619,000 | 3,575 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,490,000 | 3,477 |
| Mortgage-backed securities | $3,911,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $3,911,000 | 3,454 |
| Issued or guaranteed by U.S. | $3,911,000 | 3,439 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $13,355,000 | 4,975 |
| Total debt securities | $13,355,000 | 5,593 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $1,000,000 | 2,037 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $14,268,000 | 5,536 |
| U.S. Government securities | $10,625,000 | 5,462 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,625,000 | 5,325 |
| Securities issued by states & political subdivisions | $3,643,000 | 3,540 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,686,000 | 3,428 |
| Mortgage-backed securities | $4,412,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $4,412,000 | 3,371 |
| Issued or guaranteed by U.S. | $4,412,000 | 3,357 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $14,268,000 | 4,855 |
| Total debt securities | $14,268,000 | 5,470 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $1,000,000 | 2,045 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $15,453,000 | 5,392 |
| U.S. Government securities | $11,716,000 | 5,281 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,716,000 | 5,130 |
| Securities issued by states & political subdivisions | $3,737,000 | 3,503 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,010,000 | 3,565 |
| Mortgage-backed securities | $4,808,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $4,808,000 | 3,322 |
| Issued or guaranteed by U.S. | $4,808,000 | 3,315 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $15,453,000 | 4,727 |
| Total debt securities | $15,454,000 | 5,332 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $998,000 | 2,035 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $13,997,000 | 5,686 |
| U.S. Government securities | $9,712,000 | 5,761 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,712,000 | 5,603 |
| Securities issued by states & political subdivisions | $4,285,000 | 3,296 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,718,000 | 3,223 |
| Mortgage-backed securities | $5,274,000 | 3,856 |
| Certificates of participation in pools of residential mortgages | $5,274,000 | 3,218 |
| Issued or guaranteed by U.S. | $5,274,000 | 3,208 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $13,997,000 | 4,992 |
| Total debt securities | $13,997,000 | 5,615 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $14,753,000 | 5,564 |
| U.S. Government securities | $10,174,000 | 5,663 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,174,000 | 5,507 |
| Securities issued by states & political subdivisions | $4,579,000 | 3,194 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,938,000 | 3,126 |
| Mortgage-backed securities | $5,787,000 | 3,767 |
| Certificates of participation in pools of residential mortgages | $5,787,000 | 3,130 |
| Issued or guaranteed by U.S. | $5,787,000 | 3,124 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $14,753,000 | 4,871 |
| Total debt securities | $14,753,000 | 5,499 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $16,684,000 | 5,291 |
| U.S. Government securities | $12,189,000 | 5,257 |
| U.S. Treasury securities | $501,000 | 1,679 |
| U.S. Government agency obligations | $11,688,000 | 5,230 |
| Securities issued by states & political subdivisions | $4,495,000 | 3,240 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,628,000 | 3,158 |
| Mortgage-backed securities | $6,275,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | $6,275,000 | 3,068 |
| Issued or guaranteed by U.S. | $6,275,000 | 3,061 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $16,684,000 | 4,640 |
| Total debt securities | $16,684,000 | 5,219 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $17,751,000 | 5,089 |
| U.S. Government securities | $13,121,000 | 4,994 |
| U.S. Treasury securities | $502,000 | 1,704 |
| U.S. Government agency obligations | $12,619,000 | 4,956 |
| Securities issued by states & political subdivisions | $4,630,000 | 3,213 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,926,000 | 3,086 |
| Mortgage-backed securities | $7,129,000 | 3,534 |
| Certificates of participation in pools of residential mortgages | $7,129,000 | 2,902 |
| Issued or guaranteed by U.S. | $7,129,000 | 2,892 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $17,751,000 | 4,462 |
| Total debt securities | $17,749,000 | 5,014 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $16,621,000 | 5,338 |
| U.S. Government securities | $11,892,000 | 5,329 |
| U.S. Treasury securities | $1,006,000 | 1,467 |
| U.S. Government agency obligations | $10,886,000 | 5,384 |
| Securities issued by states & political subdivisions | $4,729,000 | 3,197 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,287,000 | 3,311 |
| Mortgage-backed securities | $4,418,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $4,418,000 | 3,602 |
| Issued or guaranteed by U.S. | $4,418,000 | 3,590 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $16,621,000 | 4,650 |
| Total debt securities | $16,621,000 | 5,248 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $18,562,000 | 4,930 |
| U.S. Government securities | $14,328,000 | 4,664 |
| U.S. Treasury securities | $1,008,000 | 1,500 |
| U.S. Government agency obligations | $13,320,000 | 4,707 |
| Securities issued by states & political subdivisions | $4,234,000 | 3,350 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,822,000 | 2,943 |
| Mortgage-backed securities | $3,877,000 | 4,397 |
| Certificates of participation in pools of residential mortgages | $3,877,000 | 3,779 |
| Issued or guaranteed by U.S. | $3,877,000 | 3,767 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $18,562,000 | 4,313 |
| Total debt securities | $18,560,000 | 4,849 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $18,822,000 | 4,855 |
| U.S. Government securities | $14,997,000 | 4,503 |
| U.S. Treasury securities | $503,000 | 1,895 |
| U.S. Government agency obligations | $14,494,000 | 4,447 |
| Securities issued by states & political subdivisions | $3,825,000 | 3,480 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,920,000 | 2,871 |
| Mortgage-backed securities | $3,972,000 | 4,452 |
| Certificates of participation in pools of residential mortgages | $3,972,000 | 3,777 |
| Issued or guaranteed by U.S. | $3,972,000 | 3,766 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $18,822,000 | 4,234 |
| Total debt securities | $18,822,000 | 4,761 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $20,074,000 | 4,663 |
| U.S. Government securities | $17,146,000 | 4,125 |
| U.S. Treasury securities | $504,000 | 1,936 |
| U.S. Government agency obligations | $16,642,000 | 4,042 |
| Securities issued by states & political subdivisions | $2,928,000 | 3,798 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,908,000 | 2,898 |
| Mortgage-backed securities | $4,564,000 | 4,291 |
| Certificates of participation in pools of residential mortgages | $4,564,000 | 3,559 |
| Issued or guaranteed by U.S. | $4,564,000 | 3,549 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $20,074,000 | 4,026 |
| Total debt securities | $20,074,000 | 4,566 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $19,920,000 | 4,658 |
| U.S. Government securities | $17,753,000 | 4,014 |
| U.S. Treasury securities | $505,000 | 2,044 |
| U.S. Government agency obligations | $17,248,000 | 3,920 |
| Securities issued by states & political subdivisions | $2,167,000 | 4,192 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,414,000 | 2,989 |
| Mortgage-backed securities | $5,127,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $5,127,000 | 3,331 |
| Issued or guaranteed by U.S. | $5,127,000 | 3,318 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $19,920,000 | 4,022 |
| Total debt securities | $19,920,000 | 4,570 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $20,141,000 | 4,505 |
| U.S. Government securities | $17,658,000 | 3,897 |
| U.S. Treasury securities | $512,000 | 2,472 |
| U.S. Government agency obligations | $17,146,000 | 3,788 |
| Securities issued by states & political subdivisions | $2,483,000 | 4,009 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,471,000 | 3,079 |
| Mortgage-backed securities | $4,119,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $4,119,000 | 3,422 |
| Issued or guaranteed by U.S. | $4,119,000 | 3,409 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $20,141,000 | 3,814 |
| Total debt securities | $20,141,000 | 4,414 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $18,568,000 | 4,892 |
| U.S. Government securities | $16,465,000 | 4,224 |
| U.S. Treasury securities | $1,504,000 | 2,266 |
| U.S. Government agency obligations | $14,961,000 | 4,244 |
| Securities issued by states & political subdivisions | $2,103,000 | 4,323 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,431,000 | 3,555 |
| Mortgage-backed securities | $4,361,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $4,361,000 | 2,844 |
| Issued or guaranteed by U.S. | $4,361,000 | 2,825 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $18,568,000 | 4,017 |
| Total debt securities | $18,568,000 | 4,756 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $21,394,000 | 4,622 |
| U.S. Government securities | $19,752,000 | 3,891 |
| U.S. Treasury securities | $2,480,000 | 2,465 |
| U.S. Government agency obligations | $17,272,000 | 3,900 |
| Securities issued by states & political subdivisions | $1,642,000 | 4,924 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,570,000 | 3,509 |
| Mortgage-backed securities | $5,644,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $5,644,000 | 2,614 |
| Issued or guaranteed by U.S. | $5,644,000 | 2,601 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $21,394,000 | 3,701 |
| Total debt securities | $21,394,000 | 4,487 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $20,152,000 | 4,814 |
| U.S. Government securities | $18,961,000 | 4,062 |
| U.S. Treasury securities | $3,517,000 | 2,868 |
| U.S. Government agency obligations | $15,444,000 | 4,036 |
| Securities issued by states & political subdivisions | $1,191,000 | 5,518 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,130,000 | 3,238 |
| Mortgage-backed securities | $5,861,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $5,861,000 | 2,727 |
| Issued or guaranteed by U.S. | $5,861,000 | 2,711 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $20,152,000 | 3,773 |
| Total debt securities | $20,152,000 | 4,696 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $21,221,000 | 4,701 |
| U.S. Government securities | $18,411,000 | 4,344 |
| U.S. Treasury securities | $6,510,000 | 2,620 |
| U.S. Government agency obligations | $11,901,000 | 4,692 |
| Securities issued by states & political subdivisions | $2,810,000 | 3,962 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,297,000 | 3,070 |
| Mortgage-backed securities | $5,602,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $5,602,000 | 2,748 |
| Issued or guaranteed by U.S. | $5,602,000 | 2,736 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $21,221,000 | 3,439 |
| Total debt securities | $21,221,000 | 4,599 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,057 |
| Fair value | $1,249,000 | 1,061 |
| 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 | $27,566,000 | 4,175 |
| U.S. Government securities | $25,256,000 | 3,694 |
| U.S. Treasury securities | $10,503,000 | 2,124 |
| U.S. Government agency obligations | $14,753,000 | 4,252 |
| Securities issued by states & political subdivisions | $1,970,000 | 4,832 |
| Other domestic debt securities | $340,000 | 3,011 |
| Privately issued residential mortgage-backed securities | $340,000 | 1,121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,207,000 | 2,670 |
| Mortgage-backed securities | $7,590,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $7,590,000 | 2,528 |
| Issued or guaranteed by U.S. | $7,250,000 | 2,592 |
| Privately issued | $340,000 | 331 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $27,566,000 | 2,940 |
| Total debt securities | $27,566,000 | 4,075 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,232 |
| Fair value | $1,752,000 | 1,221 |
| 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 | $30,258,000 | 4,037 |
| U.S. Government securities | $29,358,000 | 3,403 |
| U.S. Treasury securities | $12,112,000 | 2,251 |
| U.S. Government agency obligations | $17,246,000 | 3,744 |
| Securities issued by states & political subdivisions | $900,000 | 6,521 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,699,000 | 3,566 |
| Mortgage-backed securities | $8,285,000 | 3,466 |
| Certificates of participation in pools of residential mortgages | $8,185,000 | 2,456 |
| Issued or guaranteed by U.S. | $8,185,000 | 2,431 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $100,000 | 5,720 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 5,440 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $30,258,000 | 2,798 |
| Total debt securities | $30,258,000 | 3,948 |
| Structured notes | ||
| Amortized cost | $2,525,000 | 1,364 |
| Fair value | $2,538,000 | 1,350 |
| 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 | $28,856,000 | 4,407 |
| U.S. Government securities | $28,118,000 | 3,676 |
| U.S. Treasury securities | $13,697,000 | 2,571 |
| U.S. Government agency obligations | $14,421,000 | 4,134 |
| Securities issued by states & political subdivisions | $738,000 | 7,152 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,759,000 | 2,989 |
| Mortgage-backed securities | $6,954,000 | 4,015 |
| Certificates of participation in pools of residential mortgages | $6,827,000 | 2,858 |
| Issued or guaranteed by U.S. | $6,827,000 | 2,847 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $127,000 | 6,100 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 5,803 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,753,000 | 4,159 |
| Available-for-sale securities (fair market value) | $13,103,000 | 3,949 |
| Total debt securities | $28,856,000 | 4,322 |
| 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 | $30,047,000 | 4,476 |
| U.S. Government securities | $29,391,000 | 3,665 |
| U.S. Treasury securities | $16,621,000 | 2,205 |
| U.S. Government agency obligations | $12,770,000 | 4,685 |
| Securities issued by states & political subdivisions | $656,000 | 7,501 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,664,000 | 2,608 |
| Mortgage-backed securities | $7,616,000 | 4,232 |
| Certificates of participation in pools of residential mortgages | $7,399,000 | 2,992 |
| Issued or guaranteed by U.S. | $7,399,000 | 2,963 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $217,000 | 6,308 |
| CMOs issued by government agencies or sponsored agencies | $217,000 | 6,026 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $30,047,000 | 4,362 |
| 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 | $28,875,000 | 4,609 |
| U.S. Government securities | $28,163,000 | 3,800 |
| U.S. Treasury securities | $16,950,000 | 2,202 |
| U.S. Government agency obligations | $11,213,000 | 5,123 |
| Securities issued by states & political subdivisions | $712,000 | 7,185 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,381,000 | 2,789 |
| Mortgage-backed securities | $7,365,000 | 4,461 |
| Certificates of participation in pools of residential mortgages | $6,958,000 | 3,245 |
| Issued or guaranteed by U.S. | $6,958,000 | 3,200 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $407,000 | 6,095 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 5,685 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $28,875,000 | 4,509 |
| 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 |