Home > Haverhill Bank > Securities
Haverhill Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $117,090,000 | 1,525 |
| U.S. Government securities | $89,245,000 | 1,270 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $89,245,000 | 1,058 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| 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 | $8,766,000 | 3,033 |
| Mortgage-backed securities | $71,224,000 | 1,006 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $69,127,000 | 661 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $189,000 | 2,501 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,661,000 | 1,062 |
| Other commercial mortgage-backed securities | $247,000 | 1,293 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $89,245,000 | 1,643 |
| Total debt securities | $89,246,000 | 1,822 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $109,351,000 | 1,596 |
| U.S. Government securities | $84,002,000 | 1,325 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $84,002,000 | 1,104 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $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 | $8,536,000 | 3,011 |
| Mortgage-backed securities | $66,452,000 | 1,027 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $64,438,000 | 682 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 2,477 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,564,000 | 1,061 |
| Other commercial mortgage-backed securities | $239,000 | 1,287 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $84,002,000 | 1,689 |
| Total debt securities | $84,002,000 | 1,885 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $115,056,000 | 1,574 |
| U.S. Government securities | $88,495,000 | 1,315 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $88,495,000 | 1,093 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $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 | $8,596,000 | 2,991 |
| Mortgage-backed securities | $70,737,000 | 1,019 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $68,623,000 | 673 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 2,463 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,630,000 | 1,049 |
| Other commercial mortgage-backed securities | $248,000 | 1,281 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $88,495,000 | 1,673 |
| Total debt securities | $88,491,000 | 1,871 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $115,089,000 | 1,641 |
| U.S. Government securities | $89,667,000 | 1,367 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $89,667,000 | 1,098 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $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 | $8,686,000 | 2,914 |
| Mortgage-backed securities | $73,732,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $71,544,000 | 681 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $267,000 | 2,488 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,664,000 | 1,073 |
| Other commercial mortgage-backed securities | $257,000 | 1,288 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $89,667,000 | 1,722 |
| Total debt securities | $89,667,000 | 1,926 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $113,045,000 | 1,679 |
| U.S. Government securities | $87,909,000 | 1,402 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $87,909,000 | 1,115 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $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 | $862,000 | 3,747 |
| Mortgage-backed securities | $74,057,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $71,884,000 | 689 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 2,492 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,626,000 | 1,074 |
| Other commercial mortgage-backed securities | $255,000 | 1,291 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $87,909,000 | 1,782 |
| Total debt securities | $87,909,000 | 1,984 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $110,364,000 | 1,714 |
| U.S. Government securities | $88,049,000 | 1,400 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $88,049,000 | 1,118 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| 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 | $864,000 | 3,761 |
| Mortgage-backed securities | $75,225,000 | 1,030 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $73,019,000 | 690 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $333,000 | 2,496 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,613,000 | 1,100 |
| Other commercial mortgage-backed securities | $260,000 | 1,328 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $88,049,000 | 1,786 |
| Total debt securities | $88,049,000 | 1,983 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $109,235,000 | 1,748 |
| U.S. Government securities | $86,208,000 | 1,435 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $86,208,000 | 1,163 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| 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 | $900,000 | 3,794 |
| Mortgage-backed securities | $76,792,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | $74,292,000 | 711 |
| Issued or guaranteed by U.S. | $74,292,000 | 701 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $377,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $377,000 | 2,492 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,123,000 | 1,489 |
| Commercial mortgage pass-through securities | $1,749,000 | 1,067 |
| Other commercial mortgage-backed securities | $374,000 | 1,382 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $86,208,000 | 1,886 |
| Total debt securities | $86,208,000 | 2,045 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $108,949,000 | 1,720 |
| U.S. Government securities | $83,354,000 | 1,431 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $83,354,000 | 1,210 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| 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 | $931,000 | 3,814 |
| Mortgage-backed securities | $79,851,000 | 1,032 |
| Certificates of participation in pools of residential mortgages | $77,171,000 | 703 |
| Issued or guaranteed by U.S. | $77,171,000 | 695 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $430,000 | 2,540 |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 2,467 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,250,000 | 1,471 |
| Commercial mortgage pass-through securities | $1,841,000 | 1,053 |
| Other commercial mortgage-backed securities | $409,000 | 1,350 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $83,354,000 | 1,910 |
| Total debt securities | $83,352,000 | 2,046 |
| 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 | $106,424,000 | 1,699 |
| U.S. Government securities | $80,344,000 | 1,382 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $80,344,000 | 1,218 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| 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 | $987,000 | 3,823 |
| Mortgage-backed securities | $78,281,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $77,289,000 | 704 |
| Issued or guaranteed by U.S. | $77,289,000 | 692 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $494,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 2,432 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $498,000 | 1,845 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $498,000 | 1,311 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $80,344,000 | 1,911 |
| Total debt securities | $80,345,000 | 2,031 |
| 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 | $105,054,000 | 1,652 |
| U.S. Government securities | $82,524,000 | 1,298 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $82,524,000 | 1,163 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| 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 | $999,000 | 3,854 |
| Mortgage-backed securities | $80,436,000 | 995 |
| Certificates of participation in pools of residential mortgages | $79,284,000 | 659 |
| Issued or guaranteed by U.S. | $79,284,000 | 648 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $561,000 | 2,494 |
| CMOs issued by government agencies or sponsored agencies | $561,000 | 2,434 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $591,000 | 1,822 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $591,000 | 1,289 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $82,524,000 | 1,827 |
| Total debt securities | $82,524,000 | 1,937 |
| 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 | $102,354,000 | 1,617 |
| U.S. Government securities | $79,744,000 | 1,272 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $79,744,000 | 1,168 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| 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 | $1,000,000 | 3,869 |
| Mortgage-backed securities | $75,536,000 | 1,006 |
| Certificates of participation in pools of residential mortgages | $74,252,000 | 672 |
| Issued or guaranteed by U.S. | $74,252,000 | 656 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $621,000 | 2,454 |
| CMOs issued by government agencies or sponsored agencies | $621,000 | 2,404 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $663,000 | 1,805 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $663,000 | 1,256 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $79,744,000 | 1,819 |
| Total debt securities | $79,743,000 | 1,921 |
| 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 | $90,172,000 | 1,647 |
| U.S. Government securities | $70,021,000 | 1,281 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $70,021,000 | 1,194 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| 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 | $994,000 | 3,893 |
| Mortgage-backed securities | $65,815,000 | 1,050 |
| Certificates of participation in pools of residential mortgages | $64,408,000 | 702 |
| Issued or guaranteed by U.S. | $64,408,000 | 685 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $700,000 | 2,394 |
| CMOs issued by government agencies or sponsored agencies | $700,000 | 2,347 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $707,000 | 1,781 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $707,000 | 1,236 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $70,021,000 | 1,874 |
| Total debt securities | $70,021,000 | 1,971 |
| 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 | $82,078,000 | 1,640 |
| U.S. Government securities | $63,406,000 | 1,248 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $63,406,000 | 1,172 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| 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 | $1,003,000 | 3,894 |
| Mortgage-backed securities | $59,056,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | $57,532,000 | 703 |
| Issued or guaranteed by U.S. | $57,532,000 | 692 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $770,000 | 2,382 |
| CMOs issued by government agencies or sponsored agencies | $770,000 | 2,332 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $754,000 | 1,726 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $754,000 | 1,183 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $63,406,000 | 1,863 |
| Total debt securities | $63,406,000 | 1,977 |
| 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 | $67,802,000 | 1,799 |
| U.S. Government securities | $51,723,000 | 1,416 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $51,723,000 | 1,338 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| 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 | $1,007,000 | 3,912 |
| Mortgage-backed securities | $47,340,000 | 1,203 |
| Certificates of participation in pools of residential mortgages | $45,702,000 | 782 |
| Issued or guaranteed by U.S. | $45,702,000 | 765 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $862,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $862,000 | 2,315 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $776,000 | 1,710 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $776,000 | 1,155 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $51,723,000 | 2,025 |
| Total debt securities | $51,723,000 | 2,153 |
| 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 | $60,720,000 | 1,886 |
| U.S. Government securities | $46,790,000 | 1,510 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $46,790,000 | 1,415 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| 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 | $1,010,000 | 3,949 |
| Mortgage-backed securities | $42,345,000 | 1,289 |
| Certificates of participation in pools of residential mortgages | $40,490,000 | 836 |
| Issued or guaranteed by U.S. | $40,490,000 | 819 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $950,000 | 2,357 |
| CMOs issued by government agencies or sponsored agencies | $950,000 | 2,315 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $905,000 | 1,654 |
| Commercial mortgage pass-through securities | $2,000 | 1,465 |
| Other commercial mortgage-backed securities | $903,000 | 1,095 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $46,790,000 | 2,108 |
| Total debt securities | $46,791,000 | 2,242 |
| 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 | $63,524,000 | 1,775 |
| U.S. Government securities | $52,643,000 | 1,365 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $52,643,000 | 1,291 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| 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 | $10,881,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,014,000 | 3,968 |
| Mortgage-backed securities | $45,476,000 | 1,215 |
| Certificates of participation in pools of residential mortgages | $43,514,000 | 774 |
| Issued or guaranteed by U.S. | $43,514,000 | 756 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,014,000 | 2,333 |
| CMOs issued by government agencies or sponsored agencies | $1,014,000 | 2,286 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $948,000 | 1,626 |
| Commercial mortgage pass-through securities | $5,000 | 1,426 |
| Other commercial mortgage-backed securities | $943,000 | 1,070 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $63,524,000 | 1,649 |
| Total debt securities | $52,641,000 | 2,011 |
| 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 | $67,596,000 | 1,697 |
| U.S. Government securities | $55,151,000 | 1,353 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $55,151,000 | 1,275 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| 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 | $12,445,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,002,000 | 4,032 |
| Mortgage-backed securities | $45,955,000 | 1,185 |
| Certificates of participation in pools of residential mortgages | $43,894,000 | 750 |
| Issued or guaranteed by U.S. | $43,894,000 | 734 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,062,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $1,062,000 | 2,286 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $999,000 | 1,562 |
| Commercial mortgage pass-through securities | $8,000 | 1,424 |
| Other commercial mortgage-backed securities | $991,000 | 1,013 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $67,596,000 | 1,570 |
| Total debt securities | $55,151,000 | 1,952 |
| 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 | $63,560,000 | 1,758 |
| U.S. Government securities | $53,029,000 | 1,386 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $53,029,000 | 1,297 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| 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 | $10,531,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,110 |
| Mortgage-backed securities | $43,807,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $41,653,000 | 755 |
| Issued or guaranteed by U.S. | $41,653,000 | 732 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,141,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $1,141,000 | 2,292 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,013,000 | 1,533 |
| Commercial mortgage pass-through securities | $11,000 | 1,416 |
| Other commercial mortgage-backed securities | $1,002,000 | 972 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $63,560,000 | 1,624 |
| Total debt securities | $53,029,000 | 1,988 |
| 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 | $65,793,000 | 1,736 |
| U.S. Government securities | $55,766,000 | 1,351 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $55,766,000 | 1,274 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $497,000 | 1,750 |
| 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 | $497,000 | 1,359 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $9,530,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,000 | 4,173 |
| Mortgage-backed securities | $46,515,000 | 1,147 |
| Certificates of participation in pools of residential mortgages | $44,292,000 | 721 |
| Issued or guaranteed by U.S. | $44,292,000 | 715 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,216,000 | 2,296 |
| CMOs issued by government agencies or sponsored agencies | $1,216,000 | 2,247 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,007,000 | 1,532 |
| Commercial mortgage pass-through securities | $15,000 | 1,410 |
| Other commercial mortgage-backed securities | $992,000 | 966 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $65,793,000 | 1,602 |
| Total debt securities | $56,264,000 | 1,930 |
| Structured notes | ||
| Amortized cost | $500,000 | 736 |
| Fair value | $497,000 | 782 |
| 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 | $67,106,000 | 1,734 |
| U.S. Government securities | $58,090,000 | 1,303 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $58,090,000 | 1,234 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $495,000 | 1,749 |
| 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 | $495,000 | 1,362 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $8,521,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $989,000 | 4,218 |
| Mortgage-backed securities | $48,929,000 | 1,085 |
| Certificates of participation in pools of residential mortgages | $46,651,000 | 698 |
| Issued or guaranteed by U.S. | $46,651,000 | 692 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,291,000 | 2,277 |
| CMOs issued by government agencies or sponsored agencies | $1,291,000 | 2,227 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $987,000 | 1,479 |
| Commercial mortgage pass-through securities | $18,000 | 1,384 |
| Other commercial mortgage-backed securities | $969,000 | 911 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $67,106,000 | 1,598 |
| Total debt securities | $58,586,000 | 1,898 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $495,000 | 784 |
| 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 | $64,246,000 | 1,808 |
| U.S. Government securities | $55,845,000 | 1,356 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $55,845,000 | 1,290 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $976,000 | 1,547 |
| 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 | $976,000 | 1,195 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $7,425,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $982,000 | 4,270 |
| Mortgage-backed securities | $47,198,000 | 1,104 |
| Certificates of participation in pools of residential mortgages | $44,859,000 | 724 |
| Issued or guaranteed by U.S. | $44,859,000 | 720 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,356,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $1,356,000 | 2,218 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $983,000 | 1,442 |
| Commercial mortgage pass-through securities | $20,000 | 1,367 |
| Other commercial mortgage-backed securities | $963,000 | 873 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $64,246,000 | 1,668 |
| Total debt securities | $56,819,000 | 1,970 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 569 |
| Fair value | $976,000 | 644 |
| 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 | $62,786,000 | 1,852 |
| U.S. Government securities | $53,749,000 | 1,403 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $53,749,000 | 1,331 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $971,000 | 1,515 |
| 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 | $971,000 | 1,202 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $8,066,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $974,000 | 4,334 |
| Mortgage-backed securities | $45,229,000 | 1,140 |
| Certificates of participation in pools of residential mortgages | $42,834,000 | 758 |
| Issued or guaranteed by U.S. | $42,834,000 | 755 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,421,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $1,421,000 | 2,197 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $974,000 | 1,421 |
| Commercial mortgage pass-through securities | $23,000 | 1,348 |
| Other commercial mortgage-backed securities | $951,000 | 872 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $62,786,000 | 1,705 |
| Total debt securities | $54,720,000 | 2,051 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 558 |
| Fair value | $971,000 | 623 |
| 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 | $62,136,000 | 1,904 |
| U.S. Government securities | $53,642,000 | 1,402 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $53,642,000 | 1,340 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $978,000 | 1,665 |
| 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 | $978,000 | 1,195 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $7,516,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $976,000 | 4,379 |
| Mortgage-backed securities | $47,038,000 | 1,125 |
| Certificates of participation in pools of residential mortgages | $45,485,000 | 753 |
| Issued or guaranteed by U.S. | $45,485,000 | 740 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,526,000 | 2,231 |
| CMOs issued by government agencies or sponsored agencies | $1,526,000 | 2,179 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $27,000 | 1,683 |
| Commercial mortgage pass-through securities | $27,000 | 1,310 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $62,136,000 | 1,757 |
| Total debt securities | $54,620,000 | 2,085 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 563 |
| Fair value | $978,000 | 624 |
| 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 | $61,112,000 | 1,942 |
| U.S. Government securities | $53,382,000 | 1,441 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $53,382,000 | 1,379 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $990,000 | 1,504 |
| 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 | $990,000 | 1,212 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $6,740,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $980,000 | 4,437 |
| Mortgage-backed securities | $49,719,000 | 1,072 |
| Certificates of participation in pools of residential mortgages | $48,088,000 | 744 |
| Issued or guaranteed by U.S. | $48,088,000 | 744 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,631,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $1,631,000 | 2,137 |
| 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) | $61,112,000 | 1,785 |
| Total debt securities | $54,370,000 | 2,117 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 551 |
| Fair value | $990,000 | 572 |
| 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 | $56,226,000 | 2,117 |
| U.S. Government securities | $48,678,000 | 1,583 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $48,678,000 | 1,517 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $997,000 | 1,509 |
| 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 | $997,000 | 1,238 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,551,000 | 182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $990,000 | 4,508 |
| Mortgage-backed securities | $44,993,000 | 1,165 |
| Certificates of participation in pools of residential mortgages | $43,240,000 | 828 |
| Issued or guaranteed by U.S. | $43,240,000 | 828 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,753,000 | 2,148 |
| CMOs issued by government agencies or sponsored agencies | $1,753,000 | 2,090 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $56,226,000 | 1,939 |
| Total debt securities | $49,675,000 | 2,284 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 554 |
| Fair value | $997,000 | 567 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $56,368,000 | 2,129 |
| U.S. Government securities | $49,312,000 | 1,572 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $49,312,000 | 1,507 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $984,000 | 1,542 |
| 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 | $984,000 | 1,283 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $6,072,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 4,557 |
| Mortgage-backed securities | $45,591,000 | 1,168 |
| Certificates of participation in pools of residential mortgages | $43,699,000 | 837 |
| Issued or guaranteed by U.S. | $43,699,000 | 837 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,892,000 | 2,126 |
| CMOs issued by government agencies or sponsored agencies | $1,892,000 | 2,069 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $56,368,000 | 1,956 |
| Total debt securities | $50,296,000 | 2,295 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 587 |
| Fair value | $984,000 | 658 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $57,138,000 | 2,144 |
| U.S. Government securities | $50,478,000 | 1,573 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $50,478,000 | 1,506 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $1,001,000 | 1,523 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,001,000 | 1,269 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $5,659,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 4,586 |
| Mortgage-backed securities | $46,747,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $44,732,000 | 843 |
| Issued or guaranteed by U.S. | $44,732,000 | 843 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,015,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $2,015,000 | 2,054 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $57,138,000 | 1,960 |
| Total debt securities | $51,479,000 | 2,284 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 611 |
| Fair value | $1,001,000 | 612 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $56,690,000 | 2,182 |
| U.S. Government securities | $50,700,000 | 1,606 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $50,700,000 | 1,528 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $996,000 | 1,598 |
| 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 | $996,000 | 1,316 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $4,994,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $997,000 | 4,648 |
| Mortgage-backed securities | $48,962,000 | 1,149 |
| Certificates of participation in pools of residential mortgages | $46,829,000 | 836 |
| Issued or guaranteed by U.S. | $46,829,000 | 836 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,133,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $2,133,000 | 2,049 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $56,690,000 | 2,008 |
| Total debt securities | $51,696,000 | 2,307 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 638 |
| Fair value | $996,000 | 680 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $56,195,000 | 2,188 |
| U.S. Government securities | $50,868,000 | 1,582 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $50,868,000 | 1,505 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $980,000 | 1,615 |
| 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 | $980,000 | 1,331 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $4,347,000 | 255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $990,000 | 4,701 |
| Mortgage-backed securities | $49,129,000 | 1,148 |
| Certificates of participation in pools of residential mortgages | $46,846,000 | 825 |
| Issued or guaranteed by U.S. | $46,846,000 | 824 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,283,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $2,283,000 | 2,007 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $56,195,000 | 2,002 |
| Total debt securities | $51,848,000 | 2,282 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $980,000 | 701 |
| 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 | $56,579,000 | 2,161 |
| U.S. Government securities | $51,586,000 | 1,537 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $51,586,000 | 1,475 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $992,000 | 1,612 |
| 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 | $992,000 | 1,327 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $4,001,000 | 268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,022,000 | 4,726 |
| Mortgage-backed securities | $49,802,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $47,322,000 | 818 |
| Issued or guaranteed by U.S. | $47,322,000 | 818 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,480,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $2,480,000 | 1,980 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $56,579,000 | 1,983 |
| Total debt securities | $52,578,000 | 2,244 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $992,000 | 740 |
| 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 | $59,507,000 | 2,128 |
| U.S. Government securities | $55,042,000 | 1,498 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $55,042,000 | 1,437 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $985,000 | 1,639 |
| 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 | $985,000 | 1,329 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $3,480,000 | 297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,028,000 | 4,808 |
| Mortgage-backed securities | $53,244,000 | 1,077 |
| Certificates of participation in pools of residential mortgages | $50,568,000 | 783 |
| Issued or guaranteed by U.S. | $50,568,000 | 780 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,676,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $2,676,000 | 1,962 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $59,507,000 | 1,929 |
| Total debt securities | $56,027,000 | 2,175 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 724 |
| Fair value | $985,000 | 869 |
| 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 | $64,313,000 | 2,046 |
| U.S. Government securities | $60,452,000 | 1,434 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $60,452,000 | 1,372 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $989,000 | 1,661 |
| 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 | $989,000 | 1,343 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,872,000 | 327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,894 |
| Mortgage-backed securities | $57,275,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | $54,434,000 | 734 |
| Issued or guaranteed by U.S. | $54,434,000 | 734 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,841,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $2,841,000 | 1,930 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $64,313,000 | 1,852 |
| Total debt securities | $61,441,000 | 2,080 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $989,000 | 1,010 |
| 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 | $61,582,000 | 2,129 |
| U.S. Government securities | $58,310,000 | 1,502 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $58,310,000 | 1,431 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $988,000 | 1,657 |
| 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 | $988,000 | 1,343 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,284,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $991,000 | 4,959 |
| Mortgage-backed securities | $54,181,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | $51,216,000 | 784 |
| Issued or guaranteed by U.S. | $51,216,000 | 783 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,965,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $2,965,000 | 1,916 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $61,582,000 | 1,943 |
| Total debt securities | $59,298,000 | 2,153 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 708 |
| Fair value | $1,954,000 | 816 |
| 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 | $56,609,000 | 2,270 |
| U.S. Government securities | $54,052,000 | 1,598 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $54,052,000 | 1,528 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $986,000 | 1,666 |
| 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 | $986,000 | 1,341 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,571,000 | 463 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,000 | 5,001 |
| Mortgage-backed securities | $49,352,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $46,181,000 | 840 |
| Issued or guaranteed by U.S. | $46,181,000 | 840 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,171,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $3,171,000 | 1,901 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $56,609,000 | 2,068 |
| Total debt securities | $55,038,000 | 2,294 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 822 |
| Fair value | $1,970,000 | 916 |
| 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 | $52,257,000 | 2,447 |
| U.S. Government securities | $49,757,000 | 1,773 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $49,757,000 | 1,696 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $989,000 | 1,677 |
| 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 | $989,000 | 1,351 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,511,000 | 477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $992,000 | 5,067 |
| Mortgage-backed securities | $45,123,000 | 1,268 |
| Certificates of participation in pools of residential mortgages | $41,742,000 | 942 |
| Issued or guaranteed by U.S. | $41,742,000 | 941 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,381,000 | 1,986 |
| CMOs issued by government agencies or sponsored agencies | $3,381,000 | 1,919 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $52,257,000 | 2,229 |
| Total debt securities | $50,746,000 | 2,481 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 930 |
| Fair value | $1,951,000 | 1,028 |
| 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 | $40,528,000 | 2,924 |
| U.S. Government securities | $38,425,000 | 2,211 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $38,425,000 | 2,123 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $996,000 | 1,708 |
| 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 | $996,000 | 1,367 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $1,107,000 | 531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,000 | 5,130 |
| Mortgage-backed securities | $32,230,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $28,581,000 | 1,244 |
| Issued or guaranteed by U.S. | $28,581,000 | 1,244 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,649,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $3,649,000 | 1,913 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $40,528,000 | 2,674 |
| Total debt securities | $39,421,000 | 2,950 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 758 |
| Fair value | $3,478,000 | 767 |
| 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 | $40,015,000 | 2,986 |
| U.S. Government securities | $34,416,000 | 2,426 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $34,416,000 | 2,345 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,471,000 | 1,510 |
| 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 | $1,471,000 | 1,194 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,128,000 | 275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $986,000 | 5,216 |
| Mortgage-backed securities | $26,302,000 | 1,878 |
| Certificates of participation in pools of residential mortgages | $22,488,000 | 1,549 |
| Issued or guaranteed by U.S. | $22,488,000 | 1,547 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,814,000 | 1,990 |
| CMOs issued by government agencies or sponsored agencies | $3,814,000 | 1,922 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $40,015,000 | 2,732 |
| Total debt securities | $35,887,000 | 3,196 |
| Structured notes | ||
| Amortized cost | $3,996,000 | 752 |
| Fair value | $3,923,000 | 748 |
| 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 | $39,461,000 | 3,090 |
| U.S. Government securities | $36,910,000 | 2,357 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $36,910,000 | 2,272 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,476,000 | 1,555 |
| 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 | $1,476,000 | 1,219 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $1,075,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 5,286 |
| Mortgage-backed securities | $24,790,000 | 2,019 |
| Certificates of participation in pools of residential mortgages | $20,786,000 | 1,689 |
| Issued or guaranteed by U.S. | $20,786,000 | 1,688 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,004,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $4,004,000 | 1,909 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $39,461,000 | 2,814 |
| Total debt securities | $38,386,000 | 3,132 |
| Structured notes | ||
| Amortized cost | $3,996,000 | 840 |
| Fair value | $3,892,000 | 842 |
| 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 | $39,217,000 | 3,161 |
| U.S. Government securities | $35,443,000 | 2,457 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $35,443,000 | 2,381 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,458,000 | 1,601 |
| 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 | $1,458,000 | 1,261 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,316,000 | 396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 5,340 |
| Mortgage-backed securities | $22,375,000 | 2,186 |
| Certificates of participation in pools of residential mortgages | $18,169,000 | 1,879 |
| Issued or guaranteed by U.S. | $18,169,000 | 1,878 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,206,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $4,206,000 | 1,898 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $39,217,000 | 2,870 |
| Total debt securities | $36,901,000 | 3,260 |
| Structured notes | ||
| Amortized cost | $4,696,000 | 772 |
| Fair value | $4,537,000 | 776 |
| 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 | $38,664,000 | 3,196 |
| U.S. Government securities | $36,206,000 | 2,439 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $36,206,000 | 2,371 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,442,000 | 1,653 |
| 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 | $1,442,000 | 1,295 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,016,000 | 580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $969,000 | 5,386 |
| Mortgage-backed securities | $21,998,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $17,566,000 | 1,929 |
| Issued or guaranteed by U.S. | $17,566,000 | 1,928 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,432,000 | 1,943 |
| CMOs issued by government agencies or sponsored agencies | $4,432,000 | 1,862 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $38,664,000 | 2,915 |
| Total debt securities | $37,648,000 | 3,216 |
| Structured notes | ||
| Amortized cost | $4,696,000 | 783 |
| Fair value | $4,464,000 | 793 |
| 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 | $38,661,000 | 3,201 |
| U.S. Government securities | $35,784,000 | 2,437 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $35,784,000 | 2,370 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,414,000 | 1,711 |
| 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 | $1,414,000 | 1,331 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,463,000 | 516 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $945,000 | 5,455 |
| Mortgage-backed securities | $21,871,000 | 2,219 |
| Certificates of participation in pools of residential mortgages | $21,871,000 | 1,661 |
| Issued or guaranteed by U.S. | $21,871,000 | 1,660 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $38,661,000 | 2,914 |
| Total debt securities | $37,198,000 | 3,248 |
| Structured notes | ||
| Amortized cost | $4,695,000 | 770 |
| Fair value | $4,426,000 | 771 |
| 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 | $38,917,000 | 3,209 |
| U.S. Government securities | $36,560,000 | 2,421 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $36,560,000 | 2,357 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,392,000 | 1,762 |
| 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 | $1,392,000 | 1,361 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $965,000 | 639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $962,000 | 5,506 |
| Mortgage-backed securities | $21,311,000 | 2,275 |
| Certificates of participation in pools of residential mortgages | $21,311,000 | 1,701 |
| Issued or guaranteed by U.S. | $21,311,000 | 1,698 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $38,917,000 | 2,935 |
| Total debt securities | $37,952,000 | 3,221 |
| Structured notes | ||
| Amortized cost | $4,695,000 | 764 |
| Fair value | $4,414,000 | 768 |
| 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 | $39,426,000 | 3,157 |
| U.S. Government securities | $36,817,000 | 2,401 |
| U.S. Treasury securities | $151,000 | 1,102 |
| U.S. Government agency obligations | $36,666,000 | 2,340 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,449,000 | 1,787 |
| 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 | $1,449,000 | 1,376 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,160,000 | 571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $952,000 | 5,527 |
| Mortgage-backed securities | $21,159,000 | 2,299 |
| Certificates of participation in pools of residential mortgages | $21,159,000 | 1,709 |
| Issued or guaranteed by U.S. | $21,159,000 | 1,707 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $39,426,000 | 2,899 |
| Total debt securities | $38,266,000 | 3,188 |
| Structured notes | ||
| Amortized cost | $4,695,000 | 760 |
| Fair value | $4,527,000 | 762 |
| 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 | $40,744,000 | 3,112 |
| U.S. Government securities | $37,665,000 | 2,386 |
| U.S. Treasury securities | $152,000 | 1,111 |
| U.S. Government agency obligations | $37,513,000 | 2,333 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,482,000 | 1,783 |
| 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 | $1,482,000 | 1,356 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,597,000 | 526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $997,000 | 5,571 |
| Mortgage-backed securities | $21,430,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $21,430,000 | 1,739 |
| Issued or guaranteed by U.S. | $21,430,000 | 1,738 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $40,744,000 | 2,876 |
| Total debt securities | $39,147,000 | 3,150 |
| Structured notes | ||
| Amortized cost | $5,690,000 | 648 |
| Fair value | $5,669,000 | 647 |
| 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 | $41,099,000 | 3,060 |
| U.S. Government securities | $38,736,000 | 2,278 |
| U.S. Treasury securities | $153,000 | 1,085 |
| U.S. Government agency obligations | $38,583,000 | 2,231 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,482,000 | 1,747 |
| 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 | $1,482,000 | 1,314 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $881,000 | 644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,001,000 | 5,580 |
| Mortgage-backed securities | $22,411,000 | 2,256 |
| Certificates of participation in pools of residential mortgages | $22,411,000 | 1,646 |
| Issued or guaranteed by U.S. | $22,411,000 | 1,644 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $41,099,000 | 2,827 |
| Total debt securities | $40,218,000 | 3,066 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 940 |
| Fair value | $3,487,000 | 959 |
| 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 | $40,504,000 | 3,102 |
| U.S. Government securities | $38,702,000 | 2,338 |
| U.S. Treasury securities | $255,000 | 992 |
| U.S. Government agency obligations | $38,447,000 | 2,301 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $999,000 | 2,057 |
| 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 | $999,000 | 1,563 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $803,000 | 657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $24,757,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $24,757,000 | 1,606 |
| Issued or guaranteed by U.S. | $24,757,000 | 1,605 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $40,504,000 | 2,871 |
| Total debt securities | $39,701,000 | 3,121 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,061 |
| Fair value | $2,998,000 | 1,105 |
| 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 | $42,945,000 | 3,007 |
| U.S. Government securities | $38,298,000 | 2,403 |
| U.S. Treasury securities | $257,000 | 972 |
| U.S. Government agency obligations | $38,041,000 | 2,360 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $957,000 | 2,111 |
| 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 | $957,000 | 1,607 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $3,690,000 | 313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $20,801,000 | 2,471 |
| Certificates of participation in pools of residential mortgages | $20,801,000 | 1,826 |
| Issued or guaranteed by U.S. | $20,801,000 | 1,825 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $42,945,000 | 2,771 |
| Total debt securities | $39,255,000 | 3,154 |
| Structured notes | ||
| Amortized cost | $4,979,000 | 919 |
| Fair value | $4,943,000 | 918 |
| 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 | $41,277,000 | 3,080 |
| U.S. Government securities | $39,771,000 | 2,339 |
| U.S. Treasury securities | $259,000 | 1,047 |
| U.S. Government agency obligations | $39,512,000 | 2,295 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $483,000 | 2,398 |
| 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 | $483,000 | 1,876 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,023,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 5,987 |
| Mortgage-backed securities | $21,245,000 | 2,462 |
| Certificates of participation in pools of residential mortgages | $21,245,000 | 1,791 |
| Issued or guaranteed by U.S. | $21,245,000 | 1,788 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $41,277,000 | 2,840 |
| Total debt securities | $40,254,000 | 3,111 |
| Structured notes | ||
| Amortized cost | $7,479,000 | 771 |
| Fair value | $7,407,000 | 772 |
| 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 | $41,123,000 | 3,017 |
| U.S. Government securities | $40,564,000 | 2,207 |
| U.S. Treasury securities | $261,000 | 974 |
| U.S. Government agency obligations | $40,303,000 | 2,164 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| 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 | $559,000 | 688 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $504,000 | 5,698 |
| Mortgage-backed securities | $22,193,000 | 2,313 |
| Certificates of participation in pools of residential mortgages | $22,193,000 | 1,651 |
| Issued or guaranteed by U.S. | $22,193,000 | 1,649 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $41,123,000 | 2,769 |
| Total debt securities | $40,564,000 | 3,025 |
| Structured notes | ||
| Amortized cost | $9,179,000 | 603 |
| Fair value | $9,209,000 | 606 |
| 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 | $39,725,000 | 3,018 |
| U.S. Government securities | $37,524,000 | 2,297 |
| U.S. Treasury securities | $363,000 | 1,005 |
| U.S. Government agency obligations | $37,161,000 | 2,245 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| 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 | $2,201,000 | 399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,513,000 | 5,283 |
| Mortgage-backed securities | $15,242,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | $15,242,000 | 2,087 |
| Issued or guaranteed by U.S. | $15,242,000 | 2,081 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $39,725,000 | 2,760 |
| Total debt securities | $37,524,000 | 3,109 |
| Structured notes | ||
| Amortized cost | $14,300,000 | 409 |
| Fair value | $14,304,000 | 409 |
| 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 | $42,889,000 | 2,846 |
| U.S. Government securities | $40,449,000 | 2,211 |
| U.S. Treasury securities | $365,000 | 1,099 |
| U.S. Government agency obligations | $40,084,000 | 2,161 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $250,000 | 2,509 |
| 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 | $250,000 | 1,837 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $2,190,000 | 410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $14,278,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $14,278,000 | 2,127 |
| Issued or guaranteed by U.S. | $14,278,000 | 2,124 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $42,889,000 | 2,591 |
| Total debt securities | $40,699,000 | 2,953 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 440 |
| Fair value | $15,772,000 | 452 |
| 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 | $43,941,000 | 2,789 |
| U.S. Government securities | $42,803,000 | 2,090 |
| U.S. Treasury securities | $366,000 | 1,143 |
| U.S. Government agency obligations | $42,437,000 | 2,047 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $252,000 | 2,558 |
| 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 | $252,000 | 1,872 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $886,000 | 622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $15,059,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $15,059,000 | 2,001 |
| Issued or guaranteed by U.S. | $15,059,000 | 1,998 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $43,941,000 | 2,535 |
| Total debt securities | $43,055,000 | 2,801 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $43,744,000 | 2,713 |
| U.S. Government securities | $42,776,000 | 1,992 |
| U.S. Treasury securities | $369,000 | 1,138 |
| U.S. Government agency obligations | $42,407,000 | 1,940 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $254,000 | 2,702 |
| 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 | $254,000 | 1,880 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $714,000 | 672 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $16,243,000 | 2,492 |
| Certificates of participation in pools of residential mortgages | $16,225,000 | 1,829 |
| Issued or guaranteed by U.S. | $16,225,000 | 1,825 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,000 | 3,757 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,438 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $43,744,000 | 2,434 |
| Total debt securities | $43,030,000 | 2,710 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $43,186,000 | 2,697 |
| U.S. Government securities | $39,722,000 | 2,099 |
| U.S. Treasury securities | $373,000 | 1,049 |
| U.S. Government agency obligations | $39,349,000 | 2,047 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $255,000 | 2,789 |
| 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 | $255,000 | 1,907 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,209,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $14,635,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $14,578,000 | 1,915 |
| Issued or guaranteed by U.S. | $14,578,000 | 1,908 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $57,000 | 3,673 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,349 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $43,186,000 | 2,419 |
| Total debt securities | $39,977,000 | 2,835 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $33,870,000 | 3,217 |
| U.S. Government securities | $29,409,000 | 2,722 |
| U.S. Treasury securities | $398,000 | 983 |
| U.S. Government agency obligations | $29,011,000 | 2,662 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $255,000 | 2,775 |
| 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 | $255,000 | 1,854 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,206,000 | 299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $15,982,000 | 2,501 |
| Certificates of participation in pools of residential mortgages | $15,894,000 | 1,835 |
| Issued or guaranteed by U.S. | $15,894,000 | 1,828 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $88,000 | 3,551 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,236 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $33,870,000 | 2,903 |
| Total debt securities | $29,664,000 | 3,470 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $26,886,000 | 3,738 |
| U.S. Government securities | $21,799,000 | 3,369 |
| U.S. Treasury securities | $394,000 | 1,008 |
| U.S. Government agency obligations | $21,405,000 | 3,326 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $258,000 | 2,834 |
| 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 | $258,000 | 1,874 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,829,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $14,960,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $14,858,000 | 2,005 |
| Issued or guaranteed by U.S. | $14,858,000 | 1,999 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $102,000 | 3,536 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,201 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $26,886,000 | 3,402 |
| Total debt securities | $22,057,000 | 4,176 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $23,338,000 | 4,050 |
| U.S. Government securities | $21,601,000 | 3,357 |
| U.S. Treasury securities | $394,000 | 953 |
| U.S. Government agency obligations | $21,207,000 | 3,312 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $284,000 | 2,877 |
| 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 | $284,000 | 1,903 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,453,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $16,148,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | $16,045,000 | 1,971 |
| Issued or guaranteed by U.S. | $16,045,000 | 1,965 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $103,000 | 3,542 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,195 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $23,338,000 | 3,665 |
| Total debt securities | $21,885,000 | 4,181 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $25,418,000 | 3,865 |
| U.S. Government securities | $21,864,000 | 3,293 |
| U.S. Treasury securities | $397,000 | 903 |
| U.S. Government agency obligations | $21,467,000 | 3,273 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $537,000 | 2,703 |
| 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 | $537,000 | 1,743 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $3,017,000 | 440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $16,363,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | $16,259,000 | 2,010 |
| Issued or guaranteed by U.S. | $16,259,000 | 2,001 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $104,000 | 3,546 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 3,190 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $25,418,000 | 3,491 |
| Total debt securities | $22,401,000 | 4,132 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $27,365,000 | 3,659 |
| U.S. Government securities | $26,008,000 | 2,921 |
| U.S. Treasury securities | $396,000 | 888 |
| U.S. Government agency obligations | $25,612,000 | 2,884 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $532,000 | 2,756 |
| 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 | $532,000 | 1,798 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $825,000 | 828 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $17,440,000 | 2,549 |
| Certificates of participation in pools of residential mortgages | $17,337,000 | 1,970 |
| Issued or guaranteed by U.S. | $17,337,000 | 1,959 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $103,000 | 3,552 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,188 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $27,365,000 | 3,296 |
| Total debt securities | $26,540,000 | 3,704 |
| 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 | $34,208,000 | 3,152 |
| U.S. Government securities | $33,171,000 | 2,434 |
| U.S. Treasury securities | $642,000 | 724 |
| U.S. Government agency obligations | $32,529,000 | 2,424 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $527,000 | 2,684 |
| 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 | $527,000 | 1,874 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $510,000 | 945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $16,529,000 | 2,680 |
| Certificates of participation in pools of residential mortgages | $16,529,000 | 2,074 |
| Issued or guaranteed by U.S. | $16,529,000 | 2,060 |
| 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) | $34,208,000 | 2,808 |
| Total debt securities | $33,698,000 | 3,154 |
| 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 | $35,869,000 | 3,034 |
| U.S. Government securities | $35,122,000 | 2,324 |
| U.S. Treasury securities | $624,000 | 689 |
| U.S. Government agency obligations | $34,498,000 | 2,314 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $512,000 | 2,646 |
| 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 | $512,000 | 1,850 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $235,000 | 1,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $16,433,000 | 2,634 |
| Certificates of participation in pools of residential mortgages | $16,433,000 | 2,020 |
| Issued or guaranteed by U.S. | $16,433,000 | 2,006 |
| 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) | $35,869,000 | 2,689 |
| Total debt securities | $35,634,000 | 3,007 |
| 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 | $40,184,000 | 2,715 |
| U.S. Government securities | $31,507,000 | 2,493 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $31,507,000 | 2,435 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $491,000 | 2,679 |
| 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 | $491,000 | 1,901 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $8,186,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $14,436,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | $14,436,000 | 2,126 |
| Issued or guaranteed by U.S. | $14,436,000 | 2,116 |
| 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) | $40,184,000 | 2,396 |
| Total debt securities | $31,998,000 | 3,214 |
| 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 | $36,237,000 | 2,984 |
| U.S. Government securities | $31,790,000 | 2,515 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $31,790,000 | 2,466 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $247,000 | 2,884 |
| 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 | $247,000 | 2,154 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $4,200,000 | 532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $12,758,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $12,758,000 | 2,278 |
| Issued or guaranteed by U.S. | $12,758,000 | 2,265 |
| 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) | $36,237,000 | 2,670 |
| Total debt securities | $32,037,000 | 3,243 |
| 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 | $38,576,000 | 2,853 |
| U.S. Government securities | $33,114,000 | 2,409 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $33,114,000 | 2,356 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $251,000 | 2,827 |
| 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 | $251,000 | 2,091 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $5,211,000 | 499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $12,625,000 | 2,827 |
| Certificates of participation in pools of residential mortgages | $12,625,000 | 2,219 |
| Issued or guaranteed by U.S. | $12,625,000 | 2,208 |
| 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) | $38,576,000 | 2,537 |
| Total debt securities | $33,365,000 | 3,125 |
| 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 | $36,345,000 | 2,990 |
| U.S. Government securities | $31,436,000 | 2,567 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $31,436,000 | 2,508 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $247,000 | 2,689 |
| 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 | $247,000 | 1,996 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $4,662,000 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $9,531,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | $9,531,000 | 2,343 |
| Issued or guaranteed by U.S. | $9,531,000 | 2,330 |
| 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) | $36,345,000 | 2,623 |
| Total debt securities | $31,683,000 | 3,279 |
| 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 | $39,921,000 | 2,766 |
| U.S. Government securities | $34,648,000 | 2,356 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $34,648,000 | 2,308 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $242,000 | 2,653 |
| 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 | $242,000 | 1,980 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $5,031,000 | 461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $8,966,000 | 2,900 |
| Certificates of participation in pools of residential mortgages | $8,966,000 | 2,258 |
| Issued or guaranteed by U.S. | $8,966,000 | 2,248 |
| 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) | $39,921,000 | 2,408 |
| Total debt securities | $34,890,000 | 3,034 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $41,804,000 | 2,675 |
| U.S. Government securities | $37,229,000 | 2,214 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $37,229,000 | 2,154 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $241,000 | 2,601 |
| 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 | $241,000 | 1,950 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $4,334,000 | 514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $9,291,000 | 2,788 |
| Certificates of participation in pools of residential mortgages | $9,291,000 | 2,165 |
| Issued or guaranteed by U.S. | $9,291,000 | 2,155 |
| 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) | $41,804,000 | 2,331 |
| Total debt securities | $37,470,000 | 2,864 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $41,144,000 | 2,724 |
| U.S. Government securities | $37,614,000 | 2,228 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $37,614,000 | 2,164 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $493,000 | 2,346 |
| 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 | $493,000 | 1,763 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $3,037,000 | 618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $8,850,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $8,850,000 | 2,231 |
| Issued or guaranteed by U.S. | $8,850,000 | 2,221 |
| 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) | $250,000 | 3,326 |
| Available-for-sale securities (fair market value) | $40,894,000 | 2,378 |
| Total debt securities | $38,107,000 | 2,846 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $41,327,000 | 2,722 |
| U.S. Government securities | $39,828,000 | 2,135 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $39,828,000 | 2,077 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $740,000 | 2,122 |
| 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 | $740,000 | 1,562 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $759,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $9,215,000 | 2,753 |
| Certificates of participation in pools of residential mortgages | $9,215,000 | 2,186 |
| Issued or guaranteed by U.S. | $9,215,000 | 2,174 |
| 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) | $500,000 | 3,148 |
| Available-for-sale securities (fair market value) | $40,827,000 | 2,402 |
| Total debt securities | $40,565,000 | 2,720 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $46,517,000 | 2,490 |
| U.S. Government securities | $44,682,000 | 1,962 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $44,682,000 | 1,897 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $991,000 | 1,970 |
| 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 | $991,000 | 1,434 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $844,000 | 1,129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $9,692,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $9,692,000 | 2,141 |
| Issued or guaranteed by U.S. | $9,692,000 | 2,127 |
| 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) | $751,000 | 3,061 |
| Available-for-sale securities (fair market value) | $45,766,000 | 2,175 |
| Total debt securities | $45,673,000 | 2,490 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $50,789,000 | 2,308 |
| U.S. Government securities | $34,754,000 | 2,465 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $34,754,000 | 2,391 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $10,777,000 | 677 |
| Privately issued residential mortgage-backed securities | $9,790,000 | 389 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $987,000 | 1,480 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $5,258,000 | 441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $9,983,000 | 2,629 |
| Certificates of participation in pools of residential mortgages | $9,983,000 | 2,110 |
| Issued or guaranteed by U.S. | $193,000 | 5,711 |
| Privately issued | $9,790,000 | 61 |
| 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) | $752,000 | 3,094 |
| Available-for-sale securities (fair market value) | $50,037,000 | 2,003 |
| Total debt securities | $45,531,000 | 2,479 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $51,935,000 | 2,280 |
| U.S. Government securities | $45,360,000 | 1,966 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $45,360,000 | 1,901 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,240,000 | 1,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,240,000 | 1,384 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $5,335,000 | 444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $10,655,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $10,655,000 | 2,071 |
| Issued or guaranteed by U.S. | $10,655,000 | 2,058 |
| 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) | $1,003,000 | 2,996 |
| Available-for-sale securities (fair market value) | $50,932,000 | 1,993 |
| Total debt securities | $46,600,000 | 2,471 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $51,281,000 | 2,311 |
| U.S. Government securities | $49,765,000 | 1,830 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $49,765,000 | 1,761 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,495,000 | 1,836 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,495,000 | 1,367 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $21,000 | 1,930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $12,419,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $12,419,000 | 1,892 |
| Issued or guaranteed by U.S. | $12,419,000 | 1,879 |
| 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) | $1,255,000 | 2,949 |
| Available-for-sale securities (fair market value) | $50,026,000 | 2,015 |
| Total debt securities | $51,260,000 | 2,270 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $54,936,000 | 2,145 |
| U.S. Government securities | $51,776,000 | 1,727 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $51,776,000 | 1,664 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $2,002,000 | 1,659 |
| 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 | $2,002,000 | 1,239 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,158,000 | 1,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $13,162,000 | 2,348 |
| Certificates of participation in pools of residential mortgages | $13,162,000 | 1,846 |
| Issued or guaranteed by U.S. | $13,162,000 | 1,831 |
| 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) | $1,258,000 | 2,979 |
| Available-for-sale securities (fair market value) | $53,678,000 | 1,845 |
| Total debt securities | $53,778,000 | 2,139 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $54,734,000 | 2,174 |
| U.S. Government securities | $47,346,000 | 1,890 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $47,346,000 | 1,822 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $2,011,000 | 1,679 |
| 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 | $2,011,000 | 1,270 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $5,377,000 | 473 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $13,261,000 | 2,411 |
| Certificates of participation in pools of residential mortgages | $13,261,000 | 1,903 |
| Issued or guaranteed by U.S. | $13,261,000 | 1,891 |
| 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) | $1,260,000 | 3,029 |
| Available-for-sale securities (fair market value) | $53,474,000 | 1,867 |
| Total debt securities | $49,357,000 | 2,345 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $48,373,000 | 2,446 |
| U.S. Government securities | $41,100,000 | 2,189 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $41,100,000 | 2,108 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $2,763,000 | 1,504 |
| 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 | $2,763,000 | 1,138 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $4,510,000 | 564 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $12,746,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | $12,746,000 | 2,000 |
| Issued or guaranteed by U.S. | $12,746,000 | 1,991 |
| 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) | $1,762,000 | 2,848 |
| Available-for-sale securities (fair market value) | $46,611,000 | 2,129 |
| Total debt securities | $43,863,000 | 2,618 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $44,945,000 | 2,638 |
| U.S. Government securities | $40,454,000 | 2,216 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $40,454,000 | 2,130 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $3,032,000 | 1,488 |
| 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 | $3,032,000 | 1,127 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,459,000 | 1,046 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $13,712,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | $13,712,000 | 1,930 |
| Issued or guaranteed by U.S. | $13,712,000 | 1,922 |
| 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) | $2,020,000 | 2,766 |
| Available-for-sale securities (fair market value) | $42,925,000 | 2,344 |
| Total debt securities | $43,486,000 | 2,654 |
| 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 | $45,977,000 | 2,580 |
| U.S. Government securities | $40,929,000 | 2,160 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $40,929,000 | 2,079 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $3,306,000 | 1,422 |
| 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 | $3,306,000 | 1,091 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,742,000 | 998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $13,677,000 | 2,465 |
| Certificates of participation in pools of residential mortgages | $13,677,000 | 1,950 |
| Issued or guaranteed by U.S. | $13,677,000 | 1,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,531,000 | 2,627 |
| Available-for-sale securities (fair market value) | $43,446,000 | 2,305 |
| Total debt securities | $44,235,000 | 2,595 |
| 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 | $45,483,000 | 2,646 |
| U.S. Government securities | $37,981,000 | 2,364 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $37,981,000 | 2,280 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $3,324,000 | 1,476 |
| 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 | $3,324,000 | 1,148 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $4,178,000 | 665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $14,339,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $14,339,000 | 1,908 |
| Issued or guaranteed by U.S. | $14,339,000 | 1,901 |
| 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) | $2,545,000 | 2,636 |
| Available-for-sale securities (fair market value) | $42,938,000 | 2,363 |
| Total debt securities | $41,305,000 | 2,799 |
| 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 | $42,739,000 | 2,792 |
| U.S. Government securities | $34,080,000 | 2,554 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $34,080,000 | 2,474 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $3,352,000 | 1,567 |
| 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 | $3,352,000 | 1,229 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $5,307,000 | 622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $12,642,000 | 2,670 |
| Certificates of participation in pools of residential mortgages | $12,642,000 | 2,095 |
| Issued or guaranteed by U.S. | $12,642,000 | 2,087 |
| 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) | $2,558,000 | 2,610 |
| Available-for-sale securities (fair market value) | $40,181,000 | 2,512 |
| Total debt securities | $37,432,000 | 3,017 |
| 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 | $40,019,000 | 2,971 |
| U.S. Government securities | $30,716,000 | 2,857 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $30,716,000 | 2,758 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $3,867,000 | 1,472 |
| 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 | $3,867,000 | 1,214 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $5,436,000 | 600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $13,337,000 | 2,589 |
| Certificates of participation in pools of residential mortgages | $13,337,000 | 2,057 |
| Issued or guaranteed by U.S. | $13,337,000 | 2,043 |
| 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) | $3,070,000 | 2,497 |
| Available-for-sale securities (fair market value) | $36,949,000 | 2,735 |
| Total debt securities | $34,583,000 | 3,298 |
| 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 | $37,729,000 | 3,072 |
| U.S. Government securities | $26,264,000 | 3,108 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $26,264,000 | 2,998 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $4,136,000 | 1,495 |
| 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 | $4,136,000 | 1,232 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $7,329,000 | 523 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $11,260,000 | 2,804 |
| Certificates of participation in pools of residential mortgages | $11,260,000 | 2,237 |
| Issued or guaranteed by U.S. | $11,260,000 | 2,227 |
| 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) | $3,331,000 | 2,434 |
| Available-for-sale securities (fair market value) | $34,398,000 | 2,841 |
| Total debt securities | $30,400,000 | 3,528 |
| 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 | $40,308,000 | 2,862 |
| U.S. Government securities | $30,193,000 | 2,723 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $30,193,000 | 2,622 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $4,402,000 | 1,498 |
| 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 | $4,402,000 | 1,229 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,713,000 | 636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $13,008,000 | 2,644 |
| Certificates of participation in pools of residential mortgages | $13,008,000 | 2,032 |
| Issued or guaranteed by U.S. | $13,008,000 | 2,022 |
| 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) | $3,592,000 | 2,381 |
| Available-for-sale securities (fair market value) | $36,716,000 | 2,642 |
| Total debt securities | $34,595,000 | 3,132 |
| 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 | $40,836,000 | 2,784 |
| U.S. Government securities | $27,131,000 | 2,940 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $27,131,000 | 2,809 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $4,762,000 | 1,448 |
| 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 | $4,762,000 | 1,180 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $8,943,000 | 476 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $12,327,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $12,327,000 | 2,092 |
| Issued or guaranteed by U.S. | $12,327,000 | 2,083 |
| 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) | $3,953,000 | 2,345 |
| Available-for-sale securities (fair market value) | $36,883,000 | 2,591 |
| Total debt securities | $31,893,000 | 3,280 |
| 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 | $42,329,000 | 2,664 |
| U.S. Government securities | $31,277,000 | 2,612 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $31,277,000 | 2,503 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $5,272,000 | 1,337 |
| 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 | $5,272,000 | 1,091 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,780,000 | 627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $14,755,000 | 2,429 |
| Certificates of participation in pools of residential mortgages | $14,755,000 | 1,815 |
| Issued or guaranteed by U.S. | $14,755,000 | 1,805 |
| 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) | $4,464,000 | 2,281 |
| Available-for-sale securities (fair market value) | $37,865,000 | 2,496 |
| Total debt securities | $36,549,000 | 2,934 |
| 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 | $36,799,000 | 2,865 |
| U.S. Government securities | $28,466,000 | 2,654 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $28,466,000 | 2,514 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $3,333,000 | 1,784 |
| 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 | $3,333,000 | 1,468 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $5,000,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $19,897,000 | 1,845 |
| Certificates of participation in pools of residential mortgages | $19,897,000 | 1,293 |
| Issued or guaranteed by U.S. | $19,897,000 | 1,283 |
| 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) | $3,333,000 | 2,677 |
| Available-for-sale securities (fair market value) | $33,466,000 | 2,574 |
| Total debt securities | $31,799,000 | 3,136 |
| 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 | $42,731,000 | 2,529 |
| U.S. Government securities | $36,179,000 | 2,213 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $36,179,000 | 2,049 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $3,328,000 | 1,489 |
| 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 | $3,328,000 | 1,258 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,224,000 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $23,223,000 | 1,327 |
| Certificates of participation in pools of residential mortgages | $23,223,000 | 962 |
| Issued or guaranteed by U.S. | $23,223,000 | 952 |
| 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) | $3,328,000 | 3,286 |
| Available-for-sale securities (fair market value) | $39,403,000 | 2,167 |
| Total debt securities | $39,507,000 | 2,636 |
| 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 | $38,696,000 | 2,886 |
| U.S. Government securities | $36,283,000 | 2,309 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $36,283,000 | 2,061 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,413,000 | 1,353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $22,293,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $22,293,000 | 1,061 |
| Issued or guaranteed by U.S. | $22,293,000 | 1,054 |
| 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) | $38,696,000 | 2,242 |
| Total debt securities | $36,283,000 | 2,962 |
| 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 | $37,438,000 | 3,008 |
| U.S. Government securities | $32,555,000 | 2,629 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $32,555,000 | 2,202 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,883,000 | 840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $24,838,000 | 1,483 |
| Certificates of participation in pools of residential mortgages | $24,838,000 | 1,052 |
| Issued or guaranteed by U.S. | $24,838,000 | 1,040 |
| 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) | $37,438,000 | 2,270 |
| Total debt securities | $32,555,000 | 3,296 |
| 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 | $32,878,000 | 3,361 |
| U.S. Government securities | $29,657,000 | 2,939 |
| U.S. Treasury securities | $999,000 | 6,462 |
| U.S. Government agency obligations | $28,658,000 | 2,398 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,221,000 | 1,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $13,372,000 | 2,186 |
| Certificates of participation in pools of residential mortgages | $13,372,000 | 1,609 |
| Issued or guaranteed by U.S. | $13,372,000 | 1,598 |
| 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) | $32,878,000 | 2,413 |
| Total debt securities | $29,657,000 | 3,571 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $24,934,000 | 4,515 |
| U.S. Government securities | $23,931,000 | 3,870 |
| U.S. Treasury securities | $1,990,000 | 6,094 |
| U.S. Government agency obligations | $21,941,000 | 3,111 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,003,000 | 2,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $13,687,000 | 2,409 |
| Certificates of participation in pools of residential mortgages | $13,687,000 | 1,751 |
| Issued or guaranteed by U.S. | $13,687,000 | 1,732 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $24,934,000 | 3,189 |
| Total debt securities | $24,077,000 | 4,534 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $27,169,000 | 4,400 |
| U.S. Government securities | $26,170,000 | 3,760 |
| U.S. Treasury securities | $2,486,000 | 6,589 |
| U.S. Government agency obligations | $23,684,000 | 2,882 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $999,000 | 2,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $16,247,000 | 2,253 |
| Certificates of participation in pools of residential mortgages | $16,247,000 | 1,539 |
| Issued or guaranteed by U.S. | $16,247,000 | 1,525 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $27,169,000 | 3,063 |
| Total debt securities | $26,164,000 | 4,451 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $27,397,000 | 4,623 |
| U.S. Government securities | $26,400,000 | 3,891 |
| U.S. Treasury securities | $7,007,000 | 4,427 |
| U.S. Government agency obligations | $19,393,000 | 3,271 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $997,000 | 2,027 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $19,393,000 | 2,078 |
| Certificates of participation in pools of residential mortgages | $19,393,000 | 1,407 |
| Issued or guaranteed by U.S. | $19,393,000 | 1,386 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,243,000 | 3,572 |
| Available-for-sale securities (fair market value) | $8,154,000 | 5,392 |
| Total debt securities | $26,866,000 | 4,614 |
| 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 | $21,552,000 | 5,808 |
| U.S. Government securities | $20,561,000 | 4,998 |
| U.S. Treasury securities | $7,517,000 | 4,364 |
| U.S. Government agency obligations | $13,044,000 | 4,624 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $991,000 | 2,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $13,044,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $13,044,000 | 2,072 |
| Issued or guaranteed by U.S. | $13,044,000 | 2,042 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $20,561,000 | 5,883 |
| 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 | $14,539,000 | 7,500 |
| U.S. Government securities | $13,499,000 | 6,722 |
| U.S. Treasury securities | $6,004,000 | 5,174 |
| U.S. Government agency obligations | $7,495,000 | 6,594 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,040,000 | 1,834 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $7,495,000 | 4,428 |
| Certificates of participation in pools of residential mortgages | $7,495,000 | 3,088 |
| Issued or guaranteed by U.S. | $7,495,000 | 3,040 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $13,499,000 | 7,704 |
| 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 |