Home > HNB National Bank > Securities
HNB National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $201,269,000 | 963 |
| U.S. Government securities | $163,336,000 | 773 |
| U.S. Treasury securities | $40,779,000 | 550 |
| U.S. Government agency obligations | $122,557,000 | 839 |
| Securities issued by states & political subdivisions | $37,933,000 | 1,136 |
| 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 | $98,034,000 | 918 |
| Mortgage-backed securities | $101,000 | 3,717 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 2,564 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $201,269,000 | 812 |
| Total debt securities | $201,269,000 | 950 |
| Structured notes | ||
| Amortized cost | $3,828,000 | 399 |
| Fair value | $3,500,000 | 397 |
| 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 | $192,490,000 | 984 |
| U.S. Government securities | $157,149,000 | 795 |
| U.S. Treasury securities | $39,550,000 | 587 |
| U.S. Government agency obligations | $117,599,000 | 862 |
| Securities issued by states & political subdivisions | $35,341,000 | 1,178 |
| 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 | $86,312,000 | 971 |
| Mortgage-backed securities | $110,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 2,550 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $192,490,000 | 827 |
| Total debt securities | $192,490,000 | 969 |
| Structured notes | ||
| Amortized cost | $3,900,000 | 412 |
| Fair value | $3,331,000 | 419 |
| 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 | $172,569,000 | 1,134 |
| U.S. Government securities | $137,827,000 | 907 |
| U.S. Treasury securities | $38,624,000 | 611 |
| U.S. Government agency obligations | $99,203,000 | 1,012 |
| Securities issued by states & political subdivisions | $34,742,000 | 1,257 |
| 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 | $78,020,000 | 1,034 |
| Mortgage-backed securities | $0 | 3,920 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $172,569,000 | 977 |
| Total debt securities | $172,569,000 | 1,121 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 486 |
| Fair value | $2,793,000 | 499 |
| 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 | $177,998,000 | 1,153 |
| U.S. Government securities | $142,966,000 | 924 |
| U.S. Treasury securities | $39,215,000 | 641 |
| U.S. Government agency obligations | $103,751,000 | 975 |
| Securities issued by states & political subdivisions | $35,032,000 | 1,286 |
| 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 | $98,879,000 | 829 |
| Mortgage-backed securities | $0 | 3,939 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $177,998,000 | 995 |
| Total debt securities | $177,998,000 | 1,142 |
| 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 | $178,695,000 | 1,179 |
| U.S. Government securities | $140,961,000 | 948 |
| U.S. Treasury securities | $38,581,000 | 686 |
| U.S. Government agency obligations | $102,380,000 | 987 |
| Securities issued by states & political subdivisions | $37,734,000 | 1,240 |
| 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 | $91,928,000 | 796 |
| Mortgage-backed securities | $0 | 3,973 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $178,695,000 | 1,018 |
| Total debt securities | $178,695,000 | 1,165 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 532 |
| Fair value | $2,783,000 | 545 |
| 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 | $179,333,000 | 1,176 |
| U.S. Government securities | $142,196,000 | 949 |
| U.S. Treasury securities | $40,206,000 | 671 |
| U.S. Government agency obligations | $101,990,000 | 1,006 |
| Securities issued by states & political subdivisions | $37,137,000 | 1,251 |
| 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 | $73,190,000 | 903 |
| Mortgage-backed securities | $0 | 4,006 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $179,333,000 | 1,026 |
| Total debt securities | $179,333,000 | 1,163 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 527 |
| Fair value | $2,765,000 | 546 |
| 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 | $184,909,000 | 1,169 |
| U.S. Government securities | $147,298,000 | 936 |
| U.S. Treasury securities | $41,193,000 | 640 |
| U.S. Government agency obligations | $106,105,000 | 990 |
| Securities issued by states & political subdivisions | $37,611,000 | 1,290 |
| 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 | $69,433,000 | 924 |
| Mortgage-backed securities | $0 | 4,060 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $184,909,000 | 1,035 |
| Total debt securities | $184,909,000 | 1,155 |
| Structured notes | ||
| Amortized cost | $2,920,000 | 560 |
| Fair value | $2,920,000 | 519 |
| 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 | $177,309,000 | 1,196 |
| U.S. Government securities | $140,615,000 | 963 |
| U.S. Treasury securities | $42,657,000 | 541 |
| U.S. Government agency obligations | $97,958,000 | 1,064 |
| Securities issued by states & political subdivisions | $36,694,000 | 1,342 |
| 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 | $66,391,000 | 923 |
| Mortgage-backed securities | $0 | 4,078 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $177,309,000 | 1,072 |
| Total debt securities | $177,309,000 | 1,185 |
| 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 | $141,806,000 | 1,379 |
| U.S. Government securities | $105,289,000 | 1,128 |
| U.S. Treasury securities | $24,357,000 | 608 |
| U.S. Government agency obligations | $80,932,000 | 1,212 |
| Securities issued by states & political subdivisions | $36,517,000 | 1,396 |
| 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 | $67,342,000 | 904 |
| Mortgage-backed securities | $0 | 4,098 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $141,806,000 | 1,263 |
| Total debt securities | $141,806,000 | 1,359 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 372 |
| Fair value | $3,208,000 | 375 |
| 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 | $113,048,000 | 1,555 |
| U.S. Government securities | $83,349,000 | 1,291 |
| U.S. Treasury securities | $24,682,000 | 486 |
| U.S. Government agency obligations | $58,667,000 | 1,480 |
| Securities issued by states & political subdivisions | $29,699,000 | 1,596 |
| 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 | $57,840,000 | 1,005 |
| Mortgage-backed securities | $0 | 4,153 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $113,048,000 | 1,452 |
| Total debt securities | $113,048,000 | 1,537 |
| 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 | $103,496,000 | 1,601 |
| U.S. Government securities | $73,939,000 | 1,346 |
| U.S. Treasury securities | $28,438,000 | 375 |
| U.S. Government agency obligations | $45,501,000 | 1,692 |
| Securities issued by states & political subdivisions | $29,557,000 | 1,558 |
| 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 | $55,060,000 | 1,029 |
| Mortgage-backed securities | $0 | 4,171 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $103,496,000 | 1,489 |
| Total debt securities | $103,496,000 | 1,581 |
| 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 | $103,237,000 | 1,498 |
| U.S. Government securities | $73,382,000 | 1,231 |
| U.S. Treasury securities | $28,192,000 | 284 |
| U.S. Government agency obligations | $45,190,000 | 1,617 |
| Securities issued by states & political subdivisions | $29,855,000 | 1,494 |
| 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 | $25,636,000 | 1,678 |
| Mortgage-backed securities | $0 | 4,168 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $103,237,000 | 1,393 |
| Total debt securities | $103,237,000 | 1,481 |
| 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 | $58,712,000 | 2,096 |
| U.S. Government securities | $28,265,000 | 2,127 |
| U.S. Treasury securities | $6,121,000 | 532 |
| U.S. Government agency obligations | $22,144,000 | 2,296 |
| Securities issued by states & political subdivisions | $30,447,000 | 1,423 |
| 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 | $21,386,000 | 1,845 |
| Mortgage-backed securities | $0 | 4,176 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $58,712,000 | 1,966 |
| Total debt securities | $58,712,000 | 2,078 |
| 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 | $28,234,000 | 2,984 |
| U.S. Government securities | $10,341,000 | 3,220 |
| U.S. Treasury securities | $7,151,000 | 483 |
| U.S. Government agency obligations | $3,190,000 | 3,897 |
| Securities issued by states & political subdivisions | $17,893,000 | 1,903 |
| 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 | $12,804,000 | 2,368 |
| Mortgage-backed securities | $0 | 4,188 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $28,234,000 | 2,796 |
| Total debt securities | $28,234,000 | 2,964 |
| 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 | $27,115,000 | 2,988 |
| U.S. Government securities | $10,372,000 | 3,216 |
| U.S. Treasury securities | $7,175,000 | 504 |
| U.S. Government agency obligations | $3,197,000 | 3,922 |
| Securities issued by states & political subdivisions | $16,743,000 | 1,902 |
| 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 | $12,232,000 | 2,420 |
| Mortgage-backed securities | $0 | 4,205 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $27,115,000 | 2,794 |
| Total debt securities | $27,115,000 | 2,968 |
| 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 | $28,111,000 | 2,916 |
| U.S. Government securities | $13,386,000 | 2,995 |
| U.S. Treasury securities | $7,192,000 | 518 |
| U.S. Government agency obligations | $6,194,000 | 3,562 |
| Securities issued by states & political subdivisions | $14,725,000 | 1,911 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,819,000 | 2,384 |
| Mortgage-backed securities | $0 | 4,242 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $28,111,000 | 2,737 |
| Total debt securities | $28,111,000 | 2,897 |
| 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 | $33,087,000 | 2,720 |
| U.S. Government securities | $16,369,000 | 2,820 |
| U.S. Treasury securities | $7,180,000 | 552 |
| U.S. Government agency obligations | $9,189,000 | 3,318 |
| Securities issued by states & political subdivisions | $16,718,000 | 1,740 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,685,000 | 2,439 |
| Mortgage-backed securities | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $33,087,000 | 2,545 |
| Total debt securities | $33,087,000 | 2,703 |
| 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 | $31,538,000 | 2,805 |
| U.S. Government securities | $16,374,000 | 2,863 |
| U.S. Treasury securities | $7,174,000 | 554 |
| U.S. Government agency obligations | $9,200,000 | 3,354 |
| Securities issued by states & political subdivisions | $15,164,000 | 1,849 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,696,000 | 2,472 |
| Mortgage-backed securities | $1,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,000 | 2,925 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,860 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $31,538,000 | 2,606 |
| Total debt securities | $31,538,000 | 2,786 |
| 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 | $31,648,000 | 2,840 |
| U.S. Government securities | $16,293,000 | 2,913 |
| U.S. Treasury securities | $7,064,000 | 551 |
| U.S. Government agency obligations | $9,229,000 | 3,432 |
| Securities issued by states & political subdivisions | $15,355,000 | 1,871 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,798,000 | 2,521 |
| Mortgage-backed securities | $31,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,189 |
| Issued or guaranteed by U.S. | $1,000 | 4,124 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $30,000 | 2,862 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 2,805 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $31,648,000 | 2,638 |
| Total debt securities | $31,648,000 | 2,822 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $34,092,000 | 2,782 |
| U.S. Government securities | $18,961,000 | 2,755 |
| U.S. Treasury securities | $8,923,000 | 516 |
| U.S. Government agency obligations | $10,038,000 | 3,362 |
| Securities issued by states & political subdivisions | $15,131,000 | 1,947 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,915,000 | 2,554 |
| Mortgage-backed securities | $61,000 | 4,253 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,235 |
| Issued or guaranteed by U.S. | $1,000 | 4,170 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $60,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 2,795 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $34,092,000 | 2,578 |
| Total debt securities | $34,092,000 | 2,764 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $35,270,000 | 2,755 |
| U.S. Government securities | $18,828,000 | 2,769 |
| U.S. Treasury securities | $8,858,000 | 503 |
| U.S. Government agency obligations | $9,970,000 | 3,428 |
| Securities issued by states & political subdivisions | $16,442,000 | 1,893 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,722,000 | 2,584 |
| Mortgage-backed securities | $85,000 | 4,263 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,279 |
| Issued or guaranteed by U.S. | $1,000 | 4,229 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $84,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 2,797 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $35,270,000 | 2,559 |
| Total debt securities | $35,270,000 | 2,737 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $35,904,000 | 2,733 |
| U.S. Government securities | $20,753,000 | 2,656 |
| U.S. Treasury securities | $8,790,000 | 494 |
| U.S. Government agency obligations | $11,963,000 | 3,247 |
| Securities issued by states & political subdivisions | $15,151,000 | 2,017 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,213,000 | 2,193 |
| Mortgage-backed securities | $119,000 | 4,290 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,339 |
| Issued or guaranteed by U.S. | $1,000 | 4,319 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $118,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 2,779 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $35,904,000 | 2,534 |
| Total debt securities | $35,904,000 | 2,718 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $35,914,000 | 2,773 |
| U.S. Government securities | $20,860,000 | 2,653 |
| U.S. Treasury securities | $8,821,000 | 473 |
| U.S. Government agency obligations | $12,039,000 | 3,257 |
| Securities issued by states & political subdivisions | $15,054,000 | 2,076 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,811,000 | 2,272 |
| Mortgage-backed securities | $160,000 | 4,313 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,365 |
| Issued or guaranteed by U.S. | $3,000 | 4,251 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $157,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $157,000 | 2,773 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $35,914,000 | 2,570 |
| Total debt securities | $35,914,000 | 2,756 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $32,957,000 | 2,943 |
| U.S. Government securities | $16,894,000 | 3,025 |
| U.S. Treasury securities | $6,787,000 | 519 |
| U.S. Government agency obligations | $10,107,000 | 3,551 |
| Securities issued by states & political subdivisions | $16,063,000 | 2,033 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,290,000 | 2,338 |
| Mortgage-backed securities | $203,000 | 4,325 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,369 |
| Issued or guaranteed by U.S. | $7,000 | 4,361 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $196,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 2,742 |
| 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) | $32,957,000 | 2,712 |
| Total debt securities | $32,957,000 | 2,925 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $33,109,000 | 2,964 |
| U.S. Government securities | $17,415,000 | 2,989 |
| U.S. Treasury securities | $6,966,000 | 479 |
| U.S. Government agency obligations | $10,449,000 | 3,534 |
| Securities issued by states & political subdivisions | $15,694,000 | 2,131 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,260,000 | 2,475 |
| Mortgage-backed securities | $490,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $184,000 | 4,198 |
| Issued or guaranteed by U.S. | $184,000 | 4,192 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $306,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $306,000 | 2,662 |
| 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) | $4,000 | 2,062 |
| Available-for-sale securities (fair market value) | $33,105,000 | 2,734 |
| Total debt securities | $33,109,000 | 2,945 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $32,468,000 | 3,033 |
| U.S. Government securities | $18,901,000 | 2,895 |
| U.S. Treasury securities | $7,041,000 | 459 |
| U.S. Government agency obligations | $11,860,000 | 3,407 |
| Securities issued by states & political subdivisions | $13,567,000 | 2,346 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,372,000 | 2,483 |
| Mortgage-backed securities | $581,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $212,000 | 4,234 |
| Issued or guaranteed by U.S. | $212,000 | 4,230 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $369,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $369,000 | 2,650 |
| 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) | $5,000 | 2,113 |
| Available-for-sale securities (fair market value) | $32,463,000 | 2,793 |
| Total debt securities | $32,468,000 | 3,013 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $31,541,000 | 3,128 |
| U.S. Government securities | $20,076,000 | 2,863 |
| U.S. Treasury securities | $7,061,000 | 471 |
| U.S. Government agency obligations | $13,015,000 | 3,347 |
| Securities issued by states & political subdivisions | $11,465,000 | 2,574 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,787,000 | 2,378 |
| Mortgage-backed securities | $717,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $246,000 | 4,248 |
| Issued or guaranteed by U.S. | $246,000 | 4,243 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $471,000 | 2,697 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 2,626 |
| 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) | $5,000 | 2,142 |
| Available-for-sale securities (fair market value) | $31,536,000 | 2,877 |
| Total debt securities | $31,541,000 | 3,104 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $31,860,000 | 3,124 |
| U.S. Government securities | $20,278,000 | 2,891 |
| U.S. Treasury securities | $7,028,000 | 499 |
| U.S. Government agency obligations | $13,250,000 | 3,364 |
| Securities issued by states & political subdivisions | $11,582,000 | 2,585 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,590,000 | 2,416 |
| Mortgage-backed securities | $949,000 | 4,238 |
| Certificates of participation in pools of residential mortgages | $289,000 | 4,280 |
| Issued or guaranteed by U.S. | $289,000 | 4,276 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $660,000 | 2,628 |
| CMOs issued by government agencies or sponsored agencies | $660,000 | 2,563 |
| 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) | $7,000 | 2,178 |
| Available-for-sale securities (fair market value) | $31,853,000 | 2,876 |
| Total debt securities | $31,860,000 | 3,104 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $32,783,000 | 3,073 |
| U.S. Government securities | $21,508,000 | 2,795 |
| U.S. Treasury securities | $6,996,000 | 500 |
| U.S. Government agency obligations | $14,512,000 | 3,220 |
| Securities issued by states & political subdivisions | $11,275,000 | 2,627 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,946,000 | 2,478 |
| Mortgage-backed securities | $1,217,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $330,000 | 4,301 |
| Issued or guaranteed by U.S. | $330,000 | 4,296 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $887,000 | 2,545 |
| CMOs issued by government agencies or sponsored agencies | $887,000 | 2,471 |
| 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) | $8,000 | 2,196 |
| Available-for-sale securities (fair market value) | $32,775,000 | 2,823 |
| Total debt securities | $32,783,000 | 3,053 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $24,875,000 | 3,533 |
| U.S. Government securities | $17,197,000 | 3,110 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $17,197,000 | 3,003 |
| Securities issued by states & political subdivisions | $7,678,000 | 3,107 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,131,000 | 2,534 |
| Mortgage-backed securities | $1,516,000 | 4,160 |
| Certificates of participation in pools of residential mortgages | $376,000 | 4,309 |
| Issued or guaranteed by U.S. | $376,000 | 4,306 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,140,000 | 2,454 |
| CMOs issued by government agencies or sponsored agencies | $1,140,000 | 2,383 |
| 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) | $9,000 | 2,222 |
| Available-for-sale securities (fair market value) | $24,866,000 | 3,254 |
| Total debt securities | $24,875,000 | 3,506 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $9,086,000 | 4,852 |
| U.S. Government securities | $5,275,000 | 4,645 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,275,000 | 4,522 |
| Securities issued by states & political subdivisions | $3,811,000 | 3,786 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,260,000 | 3,416 |
| Mortgage-backed securities | $183,000 | 4,684 |
| Certificates of participation in pools of residential mortgages | $178,000 | 4,499 |
| Issued or guaranteed by U.S. | $178,000 | 4,493 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,094 |
| 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) | $10,000 | 2,274 |
| Available-for-sale securities (fair market value) | $9,076,000 | 4,504 |
| Total debt securities | $9,086,000 | 4,826 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $7,933,000 | 5,046 |
| U.S. Government securities | $5,278,000 | 4,740 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,278,000 | 4,628 |
| Securities issued by states & political subdivisions | $2,655,000 | 4,045 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,034,000 | 3,502 |
| Mortgage-backed securities | $206,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $200,000 | 4,528 |
| Issued or guaranteed by U.S. | $200,000 | 4,523 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,000 | 3,229 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,120 |
| 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) | $11,000 | 2,315 |
| Available-for-sale securities (fair market value) | $7,922,000 | 4,707 |
| Total debt securities | $7,933,000 | 5,021 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $9,355,000 | 4,969 |
| U.S. Government securities | $5,263,000 | 4,806 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,263,000 | 4,687 |
| Securities issued by states & political subdivisions | $4,092,000 | 3,766 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,190,000 | 3,351 |
| Mortgage-backed securities | $230,000 | 4,734 |
| Certificates of participation in pools of residential mortgages | $224,000 | 4,538 |
| Issued or guaranteed by U.S. | $224,000 | 4,534 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,000 | 3,267 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,158 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $13,000 | 2,359 |
| Available-for-sale securities (fair market value) | $9,342,000 | 4,619 |
| Total debt securities | $9,355,000 | 4,947 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $9,925,000 | 4,992 |
| U.S. Government securities | $6,349,000 | 4,732 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,349,000 | 4,614 |
| Securities issued by states & political subdivisions | $3,569,000 | 3,918 |
| Other domestic debt securities | $7,000 | 2,261 |
| Privately issued residential mortgage-backed securities | $7,000 | 716 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,190,000 | 3,392 |
| Mortgage-backed securities | $256,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $250,000 | 4,579 |
| Issued or guaranteed by U.S. | $243,000 | 4,582 |
| Privately issued | $7,000 | 60 |
| Collaterized mortgage obligations | $6,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,205 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $14,000 | 2,375 |
| Available-for-sale securities (fair market value) | $9,911,000 | 4,630 |
| Total debt securities | $9,925,000 | 4,968 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $9,928,000 | 5,079 |
| U.S. Government securities | $6,349,000 | 4,846 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,349,000 | 4,737 |
| Securities issued by states & political subdivisions | $3,579,000 | 3,929 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,901,000 | 3,182 |
| Mortgage-backed securities | $296,000 | 4,842 |
| Certificates of participation in pools of residential mortgages | $289,000 | 4,629 |
| Issued or guaranteed by U.S. | $289,000 | 4,625 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,000 | 3,357 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,244 |
| 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) | $17,000 | 2,409 |
| Available-for-sale securities (fair market value) | $9,911,000 | 4,720 |
| Total debt securities | $9,928,000 | 5,059 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $10,077,000 | 5,124 |
| U.S. Government securities | $6,423,000 | 4,911 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,423,000 | 4,804 |
| Securities issued by states & political subdivisions | $3,654,000 | 3,907 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,018,000 | 3,196 |
| Mortgage-backed securities | $333,000 | 4,877 |
| Certificates of participation in pools of residential mortgages | $326,000 | 4,662 |
| Issued or guaranteed by U.S. | $326,000 | 4,655 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $7,000 | 3,388 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,270 |
| 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) | $18,000 | 2,415 |
| Available-for-sale securities (fair market value) | $10,059,000 | 4,765 |
| Total debt securities | $10,077,000 | 5,107 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $10,177,000 | 5,194 |
| U.S. Government securities | $6,382,000 | 5,001 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,382,000 | 4,888 |
| Securities issued by states & political subdivisions | $3,795,000 | 3,918 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,802,000 | 3,240 |
| Mortgage-backed securities | $374,000 | 4,941 |
| Certificates of participation in pools of residential mortgages | $366,000 | 4,718 |
| Issued or guaranteed by U.S. | $366,000 | 4,713 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,000 | 3,429 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,307 |
| 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) | $20,000 | 2,440 |
| Available-for-sale securities (fair market value) | $10,157,000 | 4,806 |
| Total debt securities | $10,177,000 | 5,172 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $9,995,000 | 5,299 |
| U.S. Government securities | $6,382,000 | 5,093 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,382,000 | 4,977 |
| Securities issued by states & political subdivisions | $3,613,000 | 4,004 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,193,000 | 3,364 |
| Mortgage-backed securities | $420,000 | 5,007 |
| Certificates of participation in pools of residential mortgages | $412,000 | 4,779 |
| Issued or guaranteed by U.S. | $412,000 | 4,775 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,362 |
| 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) | $23,000 | 2,476 |
| Available-for-sale securities (fair market value) | $9,972,000 | 4,918 |
| Total debt securities | $9,995,000 | 5,282 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $12,113,000 | 5,167 |
| U.S. Government securities | $8,440,000 | 4,817 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,440,000 | 4,707 |
| Securities issued by states & political subdivisions | $3,673,000 | 4,031 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,853,000 | 3,435 |
| Mortgage-backed securities | $482,000 | 5,018 |
| Certificates of participation in pools of residential mortgages | $473,000 | 4,785 |
| Issued or guaranteed by U.S. | $473,000 | 4,783 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,000 | 3,538 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,401 |
| 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) | $26,000 | 2,495 |
| Available-for-sale securities (fair market value) | $12,087,000 | 4,762 |
| Total debt securities | $12,113,000 | 5,145 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $12,146,000 | 5,209 |
| U.S. Government securities | $8,470,000 | 4,865 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,470,000 | 4,763 |
| Securities issued by states & political subdivisions | $3,676,000 | 4,062 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,901,000 | 3,448 |
| Mortgage-backed securities | $549,000 | 5,039 |
| Certificates of participation in pools of residential mortgages | $540,000 | 4,794 |
| Issued or guaranteed by U.S. | $540,000 | 4,790 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,000 | 3,572 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,436 |
| 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) | $29,000 | 2,515 |
| Available-for-sale securities (fair market value) | $12,117,000 | 4,802 |
| Total debt securities | $12,146,000 | 5,181 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $12,440,000 | 5,205 |
| U.S. Government securities | $8,517,000 | 4,837 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,517,000 | 4,741 |
| Securities issued by states & political subdivisions | $3,923,000 | 4,023 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,190,000 | 3,402 |
| Mortgage-backed securities | $629,000 | 5,051 |
| Certificates of participation in pools of residential mortgages | $620,000 | 4,787 |
| Issued or guaranteed by U.S. | $620,000 | 4,783 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $9,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,436 |
| 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) | $31,000 | 2,533 |
| Available-for-sale securities (fair market value) | $12,409,000 | 4,815 |
| Total debt securities | $12,440,000 | 5,174 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $12,447,000 | 5,248 |
| U.S. Government securities | $8,622,000 | 4,867 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,622,000 | 4,765 |
| Securities issued by states & political subdivisions | $3,825,000 | 4,052 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,094,000 | 3,425 |
| Mortgage-backed securities | $725,000 | 5,056 |
| Certificates of participation in pools of residential mortgages | $715,000 | 4,781 |
| Issued or guaranteed by U.S. | $715,000 | 4,777 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $10,000 | 3,624 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,475 |
| 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) | $159,000 | 2,394 |
| Available-for-sale securities (fair market value) | $12,288,000 | 4,870 |
| Total debt securities | $12,447,000 | 5,215 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $9,118,000 | 5,605 |
| U.S. Government securities | $4,815,000 | 5,534 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,815,000 | 5,423 |
| Securities issued by states & political subdivisions | $4,303,000 | 3,931 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,877,000 | 3,460 |
| Mortgage-backed securities | $869,000 | 5,014 |
| Certificates of participation in pools of residential mortgages | $859,000 | 4,697 |
| Issued or guaranteed by U.S. | $859,000 | 4,693 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,000 | 3,645 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,492 |
| 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) | $162,000 | 2,336 |
| Available-for-sale securities (fair market value) | $8,956,000 | 5,236 |
| Total debt securities | $9,118,000 | 5,568 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $9,378,000 | 5,617 |
| U.S. Government securities | $5,097,000 | 5,512 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,097,000 | 5,403 |
| Securities issued by states & political subdivisions | $4,281,000 | 3,934 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,806,000 | 3,522 |
| Mortgage-backed securities | $1,050,000 | 5,000 |
| Certificates of participation in pools of residential mortgages | $1,039,000 | 4,660 |
| Issued or guaranteed by U.S. | $1,039,000 | 4,658 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,000 | 3,684 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,523 |
| 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) | $165,000 | 2,331 |
| Available-for-sale securities (fair market value) | $9,213,000 | 5,261 |
| Total debt securities | $9,378,000 | 5,581 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $6,548,000 | 5,960 |
| U.S. Government securities | $1,302,000 | 6,321 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,302,000 | 6,212 |
| Securities issued by states & political subdivisions | $5,246,000 | 3,699 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,058,000 | 4,053 |
| Mortgage-backed securities | $1,302,000 | 4,952 |
| Certificates of participation in pools of residential mortgages | $1,291,000 | 4,585 |
| Issued or guaranteed by U.S. | $1,291,000 | 4,584 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $11,000 | 3,725 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,565 |
| 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) | $170,000 | 2,352 |
| Available-for-sale securities (fair market value) | $6,378,000 | 5,612 |
| Total debt securities | $6,548,000 | 5,931 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $7,660,000 | 5,926 |
| U.S. Government securities | $1,950,000 | 6,313 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,950,000 | 6,218 |
| Securities issued by states & political subdivisions | $5,710,000 | 3,585 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,001,000 | 3,886 |
| Mortgage-backed securities | $1,950,000 | 4,877 |
| Certificates of participation in pools of residential mortgages | $1,563,000 | 4,590 |
| Issued or guaranteed by U.S. | $1,563,000 | 4,588 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $387,000 | 3,450 |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 3,296 |
| 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) | $176,000 | 2,393 |
| Available-for-sale securities (fair market value) | $7,484,000 | 5,559 |
| Total debt securities | $7,660,000 | 5,896 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $8,468,000 | 5,882 |
| U.S. Government securities | $2,843,000 | 6,210 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,843,000 | 6,115 |
| Securities issued by states & political subdivisions | $5,625,000 | 3,548 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,784,000 | 3,966 |
| Mortgage-backed securities | $2,843,000 | 4,704 |
| Certificates of participation in pools of residential mortgages | $1,846,000 | 4,538 |
| Issued or guaranteed by U.S. | $1,846,000 | 4,537 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $997,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $997,000 | 2,984 |
| 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) | $184,000 | 2,415 |
| Available-for-sale securities (fair market value) | $8,284,000 | 5,518 |
| Total debt securities | $8,466,000 | 5,855 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $10,414,000 | 5,679 |
| U.S. Government securities | $3,842,000 | 6,086 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,842,000 | 5,986 |
| Securities issued by states & political subdivisions | $6,572,000 | 3,257 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,992,000 | 3,745 |
| Mortgage-backed securities | $3,842,000 | 4,515 |
| Certificates of participation in pools of residential mortgages | $2,210,000 | 4,437 |
| Issued or guaranteed by U.S. | $2,210,000 | 4,434 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,632,000 | 2,923 |
| CMOs issued by government agencies or sponsored agencies | $1,632,000 | 2,793 |
| 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) | $193,000 | 2,465 |
| Available-for-sale securities (fair market value) | $10,221,000 | 5,315 |
| Total debt securities | $10,414,000 | 5,653 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,745,000 | 5,383 |
| U.S. Government securities | $4,850,000 | 5,890 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,850,000 | 5,790 |
| Securities issued by states & political subdivisions | $7,895,000 | 2,967 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,868,000 | 2,953 |
| Mortgage-backed securities | $4,850,000 | 4,252 |
| Certificates of participation in pools of residential mortgages | $2,567,000 | 4,275 |
| Issued or guaranteed by U.S. | $2,567,000 | 4,267 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,283,000 | 2,677 |
| CMOs issued by government agencies or sponsored agencies | $2,283,000 | 2,481 |
| 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) | $203,000 | 2,550 |
| Available-for-sale securities (fair market value) | $12,542,000 | 4,981 |
| Total debt securities | $12,745,000 | 5,354 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $14,273,000 | 5,149 |
| U.S. Government securities | $5,939,000 | 5,692 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,939,000 | 5,580 |
| Securities issued by states & political subdivisions | $8,334,000 | 2,837 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,460,000 | 2,833 |
| Mortgage-backed securities | $5,939,000 | 4,022 |
| Certificates of participation in pools of residential mortgages | $2,985,000 | 4,086 |
| Issued or guaranteed by U.S. | $2,985,000 | 4,071 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,954,000 | 2,490 |
| CMOs issued by government agencies or sponsored agencies | $2,954,000 | 2,290 |
| 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) | $243,000 | 2,528 |
| Available-for-sale securities (fair market value) | $14,030,000 | 4,763 |
| Total debt securities | $14,273,000 | 5,118 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $15,653,000 | 5,058 |
| U.S. Government securities | $7,028,000 | 5,594 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,028,000 | 5,483 |
| Securities issued by states & political subdivisions | $8,625,000 | 2,729 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,387,000 | 2,756 |
| Mortgage-backed securities | $6,526,000 | 3,865 |
| Certificates of participation in pools of residential mortgages | $3,425,000 | 3,924 |
| Issued or guaranteed by U.S. | $3,425,000 | 3,911 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,101,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $3,101,000 | 2,215 |
| 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) | $257,000 | 2,552 |
| Available-for-sale securities (fair market value) | $15,396,000 | 4,659 |
| Total debt securities | $15,653,000 | 5,023 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $16,399,000 | 4,964 |
| U.S. Government securities | $7,502,000 | 5,490 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,502,000 | 5,381 |
| Securities issued by states & political subdivisions | $8,897,000 | 2,653 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,496,000 | 2,635 |
| Mortgage-backed securities | $6,994,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | $3,845,000 | 3,739 |
| Issued or guaranteed by U.S. | $3,845,000 | 3,730 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,149,000 | 2,343 |
| CMOs issued by government agencies or sponsored agencies | $3,149,000 | 2,129 |
| 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) | $572,000 | 2,346 |
| Available-for-sale securities (fair market value) | $15,827,000 | 4,616 |
| Total debt securities | $16,399,000 | 4,931 |
| 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 | $18,112,000 | 4,625 |
| U.S. Government securities | $8,252,000 | 5,187 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,252,000 | 5,081 |
| Securities issued by states & political subdivisions | $9,860,000 | 2,474 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,061,000 | 2,644 |
| Mortgage-backed securities | $7,738,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $4,437,000 | 3,498 |
| Issued or guaranteed by U.S. | $4,437,000 | 3,490 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,301,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $3,301,000 | 2,056 |
| 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) | $1,324,000 | 2,055 |
| Available-for-sale securities (fair market value) | $16,788,000 | 4,399 |
| Total debt securities | $18,112,000 | 4,589 |
| 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 | $19,651,000 | 4,407 |
| U.S. Government securities | $9,154,000 | 5,006 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,154,000 | 4,896 |
| Securities issued by states & political subdivisions | $10,497,000 | 2,307 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,414,000 | 2,744 |
| Mortgage-backed securities | $8,634,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $5,028,000 | 3,318 |
| Issued or guaranteed by U.S. | $5,028,000 | 3,311 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,606,000 | 2,207 |
| CMOs issued by government agencies or sponsored agencies | $3,606,000 | 1,966 |
| 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) | $1,343,000 | 2,093 |
| Available-for-sale securities (fair market value) | $18,308,000 | 4,159 |
| Total debt securities | $19,651,000 | 4,366 |
| 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 | $20,395,000 | 4,341 |
| U.S. Government securities | $10,196,000 | 4,884 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,196,000 | 4,770 |
| Securities issued by states & political subdivisions | $10,199,000 | 2,244 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,693,000 | 2,735 |
| Mortgage-backed securities | $9,671,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $5,845,000 | 3,160 |
| Issued or guaranteed by U.S. | $5,845,000 | 3,152 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,826,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $3,826,000 | 1,844 |
| 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) | $1,365,000 | 2,154 |
| Available-for-sale securities (fair market value) | $19,030,000 | 4,097 |
| Total debt securities | $20,395,000 | 4,300 |
| 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 | $22,386,000 | 4,180 |
| U.S. Government securities | $11,843,000 | 4,636 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,843,000 | 4,525 |
| Securities issued by states & political subdivisions | $10,543,000 | 2,164 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,718,000 | 2,924 |
| Mortgage-backed securities | $10,563,000 | 3,131 |
| Certificates of participation in pools of residential mortgages | $6,539,000 | 3,116 |
| Issued or guaranteed by U.S. | $6,539,000 | 3,109 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,024,000 | 2,026 |
| CMOs issued by government agencies or sponsored agencies | $4,024,000 | 1,759 |
| 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) | $1,598,000 | 2,121 |
| Available-for-sale securities (fair market value) | $20,788,000 | 3,953 |
| Total debt securities | $22,386,000 | 4,140 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $25,964,000 | 3,793 |
| U.S. Government securities | $12,882,000 | 4,458 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,882,000 | 4,366 |
| Securities issued by states & political subdivisions | $13,082,000 | 1,862 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,697,000 | 2,831 |
| Mortgage-backed securities | $11,594,000 | 3,056 |
| Certificates of participation in pools of residential mortgages | $7,288,000 | 3,026 |
| Issued or guaranteed by U.S. | $7,288,000 | 3,017 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,306,000 | 1,958 |
| CMOs issued by government agencies or sponsored agencies | $4,306,000 | 1,678 |
| 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) | $1,837,000 | 2,091 |
| Available-for-sale securities (fair market value) | $24,127,000 | 3,593 |
| Total debt securities | $25,964,000 | 3,757 |
| 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 | $30,139,000 | 3,483 |
| U.S. Government securities | $14,673,000 | 4,181 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,673,000 | 4,100 |
| Securities issued by states & political subdivisions | $15,466,000 | 1,592 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,778,000 | 2,584 |
| Mortgage-backed securities | $12,871,000 | 2,950 |
| Certificates of participation in pools of residential mortgages | $8,069,000 | 2,962 |
| Issued or guaranteed by U.S. | $8,069,000 | 2,952 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,802,000 | 1,870 |
| CMOs issued by government agencies or sponsored agencies | $4,802,000 | 1,566 |
| 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) | $2,693,000 | 1,976 |
| Available-for-sale securities (fair market value) | $27,446,000 | 3,341 |
| Total debt securities | $30,139,000 | 3,443 |
| 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 | $30,946,000 | 3,368 |
| U.S. Government securities | $15,934,000 | 3,983 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,934,000 | 3,897 |
| Securities issued by states & political subdivisions | $15,012,000 | 1,601 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,617,000 | 2,175 |
| Mortgage-backed securities | $14,123,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $8,827,000 | 2,895 |
| Issued or guaranteed by U.S. | $8,827,000 | 2,881 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,296,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $5,296,000 | 1,473 |
| 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) | $2,717,000 | 1,974 |
| Available-for-sale securities (fair market value) | $28,229,000 | 3,222 |
| Total debt securities | $30,946,000 | 3,336 |
| 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 | $29,344,000 | 3,527 |
| U.S. Government securities | $14,306,000 | 4,308 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $14,306,000 | 4,229 |
| Securities issued by states & political subdivisions | $15,038,000 | 1,535 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,022,000 | 2,186 |
| Mortgage-backed securities | $11,489,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | $8,521,000 | 2,991 |
| Issued or guaranteed by U.S. | $8,521,000 | 2,978 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,968,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $2,968,000 | 1,875 |
| 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) | $2,755,000 | 1,989 |
| Available-for-sale securities (fair market value) | $26,589,000 | 3,367 |
| Total debt securities | $29,344,000 | 3,502 |
| 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 | $32,477,000 | 3,272 |
| U.S. Government securities | $16,511,000 | 4,024 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,511,000 | 3,949 |
| Securities issued by states & political subdivisions | $15,966,000 | 1,424 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,851,000 | 2,385 |
| Mortgage-backed securities | $13,178,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $9,144,000 | 2,849 |
| Issued or guaranteed by U.S. | $9,144,000 | 2,834 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,034,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $4,034,000 | 1,650 |
| 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) | $3,288,000 | 1,889 |
| Available-for-sale securities (fair market value) | $29,189,000 | 3,138 |
| Total debt securities | $32,477,000 | 3,233 |
| 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 | $35,608,000 | 2,995 |
| U.S. Government securities | $18,864,000 | 3,659 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $18,864,000 | 3,584 |
| Securities issued by states & political subdivisions | $16,744,000 | 1,326 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,753,000 | 2,210 |
| Mortgage-backed securities | $14,581,000 | 2,727 |
| Certificates of participation in pools of residential mortgages | $9,733,000 | 2,701 |
| Issued or guaranteed by U.S. | $9,733,000 | 2,685 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,848,000 | 1,747 |
| CMOs issued by government agencies or sponsored agencies | $4,848,000 | 1,438 |
| 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) | $3,720,000 | 1,819 |
| Available-for-sale securities (fair market value) | $31,888,000 | 2,896 |
| Total debt securities | $35,608,000 | 2,961 |
| 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 | $18,094,000 | 4,683 |
| U.S. Government securities | $6,428,000 | 6,026 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,428,000 | 5,943 |
| Securities issued by states & political subdivisions | $11,666,000 | 1,839 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,375,000 | 4,413 |
| Mortgage-backed securities | $921,000 | 5,654 |
| Certificates of participation in pools of residential mortgages | $853,000 | 5,282 |
| Issued or guaranteed by U.S. | $853,000 | 5,259 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $68,000 | 3,519 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,182 |
| 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) | $3,517,000 | 1,867 |
| Available-for-sale securities (fair market value) | $14,577,000 | 4,675 |
| Total debt securities | $18,094,000 | 4,632 |
| 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 | $22,369,000 | 4,139 |
| U.S. Government securities | $9,897,000 | 5,137 |
| U.S. Treasury securities | $1,002,000 | 687 |
| U.S. Government agency obligations | $8,895,000 | 5,271 |
| Securities issued by states & political subdivisions | $12,472,000 | 1,748 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,159,000 | 5,119 |
| Mortgage-backed securities | $1,079,000 | 5,505 |
| Certificates of participation in pools of residential mortgages | $917,000 | 5,186 |
| Issued or guaranteed by U.S. | $917,000 | 5,160 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $162,000 | 3,381 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 3,041 |
| 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) | $3,892,000 | 1,824 |
| Available-for-sale securities (fair market value) | $18,477,000 | 4,148 |
| Total debt securities | $22,369,000 | 4,084 |
| 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 | $26,050,000 | 3,786 |
| U.S. Government securities | $12,083,000 | 4,861 |
| U.S. Treasury securities | $999,000 | 767 |
| U.S. Government agency obligations | $11,084,000 | 4,933 |
| Securities issued by states & political subdivisions | $13,967,000 | 1,577 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,565,000 | 3,651 |
| Mortgage-backed securities | $1,176,000 | 5,257 |
| Certificates of participation in pools of residential mortgages | $934,000 | 4,988 |
| Issued or guaranteed by U.S. | $934,000 | 4,966 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $242,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 2,912 |
| 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) | $4,401,000 | 1,785 |
| Available-for-sale securities (fair market value) | $21,649,000 | 3,767 |
| Total debt securities | $26,050,000 | 3,731 |
| 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 | $30,159,000 | 3,443 |
| U.S. Government securities | $16,210,000 | 4,173 |
| U.S. Treasury securities | $991,000 | 824 |
| U.S. Government agency obligations | $15,219,000 | 4,229 |
| Securities issued by states & political subdivisions | $13,949,000 | 1,536 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,508,000 | 3,011 |
| Mortgage-backed securities | $1,331,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $1,002,000 | 4,802 |
| Issued or guaranteed by U.S. | $1,002,000 | 4,786 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $329,000 | 3,107 |
| CMOs issued by government agencies or sponsored agencies | $329,000 | 2,785 |
| 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) | $4,497,000 | 1,827 |
| Available-for-sale securities (fair market value) | $25,662,000 | 3,365 |
| Total debt securities | $30,159,000 | 3,404 |
| 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 | $34,813,000 | 3,089 |
| U.S. Government securities | $20,960,000 | 3,525 |
| U.S. Treasury securities | $979,000 | 931 |
| U.S. Government agency obligations | $19,981,000 | 3,558 |
| Securities issued by states & political subdivisions | $13,853,000 | 1,523 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,874,000 | 2,573 |
| Mortgage-backed securities | $1,474,000 | 4,994 |
| Certificates of participation in pools of residential mortgages | $1,048,000 | 4,759 |
| Issued or guaranteed by U.S. | $1,048,000 | 4,744 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $426,000 | 3,008 |
| CMOs issued by government agencies or sponsored agencies | $426,000 | 2,698 |
| 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) | $4,505,000 | 1,840 |
| Available-for-sale securities (fair market value) | $30,308,000 | 3,002 |
| Total debt securities | $34,813,000 | 3,046 |
| 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 | $32,890,000 | 3,229 |
| U.S. Government securities | $19,485,000 | 3,726 |
| U.S. Treasury securities | $976,000 | 1,024 |
| U.S. Government agency obligations | $18,509,000 | 3,759 |
| Securities issued by states & political subdivisions | $13,405,000 | 1,570 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,260,000 | 3,210 |
| Mortgage-backed securities | $1,661,000 | 4,905 |
| Certificates of participation in pools of residential mortgages | $1,137,000 | 4,707 |
| Issued or guaranteed by U.S. | $1,137,000 | 4,687 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $524,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $524,000 | 2,569 |
| 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) | $4,568,000 | 1,860 |
| Available-for-sale securities (fair market value) | $28,322,000 | 3,130 |
| Total debt securities | $32,890,000 | 3,190 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $499,000 | 2,344 |
| 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 | $29,540,000 | 3,511 |
| U.S. Government securities | $16,149,000 | 4,301 |
| U.S. Treasury securities | $971,000 | 1,069 |
| U.S. Government agency obligations | $15,178,000 | 4,346 |
| Securities issued by states & political subdivisions | $13,391,000 | 1,573 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,122,000 | 3,567 |
| Mortgage-backed securities | $1,817,000 | 4,830 |
| Certificates of participation in pools of residential mortgages | $1,197,000 | 4,656 |
| Issued or guaranteed by U.S. | $1,197,000 | 4,639 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $620,000 | 2,776 |
| CMOs issued by government agencies or sponsored agencies | $620,000 | 2,495 |
| 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) | $4,691,000 | 1,870 |
| Available-for-sale securities (fair market value) | $24,849,000 | 3,457 |
| Total debt securities | $29,540,000 | 3,465 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $497,000 | 2,474 |
| 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 | $29,630,000 | 3,524 |
| U.S. Government securities | $15,924,000 | 4,379 |
| U.S. Treasury securities | $967,000 | 1,137 |
| U.S. Government agency obligations | $14,957,000 | 4,418 |
| Securities issued by states & political subdivisions | $13,706,000 | 1,506 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,338,000 | 3,541 |
| Mortgage-backed securities | $1,339,000 | 5,070 |
| Certificates of participation in pools of residential mortgages | $617,000 | 5,170 |
| Issued or guaranteed by U.S. | $617,000 | 5,145 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $722,000 | 2,677 |
| CMOs issued by government agencies or sponsored agencies | $722,000 | 2,400 |
| 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) | $4,928,000 | 1,901 |
| Available-for-sale securities (fair market value) | $24,702,000 | 3,491 |
| Total debt securities | $29,630,000 | 3,472 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,056 |
| Fair value | $989,000 | 2,145 |
| 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 | $31,053,000 | 3,409 |
| U.S. Government securities | $17,548,000 | 4,115 |
| U.S. Treasury securities | $953,000 | 1,176 |
| U.S. Government agency obligations | $16,595,000 | 4,129 |
| Securities issued by states & political subdivisions | $13,505,000 | 1,504 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,051,000 | 4,037 |
| Mortgage-backed securities | $1,472,000 | 5,015 |
| Certificates of participation in pools of residential mortgages | $652,000 | 5,175 |
| Issued or guaranteed by U.S. | $652,000 | 5,153 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $820,000 | 2,610 |
| CMOs issued by government agencies or sponsored agencies | $820,000 | 2,333 |
| 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) | $4,938,000 | 1,927 |
| Available-for-sale securities (fair market value) | $26,115,000 | 3,351 |
| Total debt securities | $31,053,000 | 3,363 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,942,000 | 1,642 |
| 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 | $31,894,000 | 3,396 |
| U.S. Government securities | $19,198,000 | 3,932 |
| U.S. Treasury securities | $956,000 | 1,255 |
| U.S. Government agency obligations | $18,242,000 | 3,920 |
| Securities issued by states & political subdivisions | $12,696,000 | 1,572 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,155,000 | 3,992 |
| Mortgage-backed securities | $1,624,000 | 4,970 |
| Certificates of participation in pools of residential mortgages | $695,000 | 5,162 |
| Issued or guaranteed by U.S. | $695,000 | 5,142 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $929,000 | 2,554 |
| CMOs issued by government agencies or sponsored agencies | $929,000 | 2,268 |
| 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) | $5,193,000 | 1,903 |
| Available-for-sale securities (fair market value) | $26,701,000 | 3,355 |
| Total debt securities | $31,894,000 | 3,347 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,248 |
| Fair value | $2,945,000 | 1,282 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $29,353,000 | 3,614 |
| U.S. Government securities | $15,511,000 | 4,445 |
| U.S. Treasury securities | $962,000 | 1,273 |
| U.S. Government agency obligations | $14,549,000 | 4,468 |
| Securities issued by states & political subdivisions | $13,842,000 | 1,453 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,129,000 | 4,902 |
| Mortgage-backed securities | $1,774,000 | 4,928 |
| Certificates of participation in pools of residential mortgages | $738,000 | 5,163 |
| Issued or guaranteed by U.S. | $738,000 | 5,141 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,036,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $1,036,000 | 2,201 |
| 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) | $6,004,000 | 1,827 |
| Available-for-sale securities (fair market value) | $23,349,000 | 3,635 |
| Total debt securities | $29,353,000 | 3,563 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,245 |
| Fair value | $2,950,000 | 1,288 |
| 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 | $28,530,000 | 3,667 |
| U.S. Government securities | $15,290,000 | 4,448 |
| U.S. Treasury securities | $964,000 | 1,263 |
| U.S. Government agency obligations | $14,326,000 | 4,491 |
| Securities issued by states & political subdivisions | $13,240,000 | 1,508 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,732,000 | 5,049 |
| Mortgage-backed securities | $2,015,000 | 4,833 |
| Certificates of participation in pools of residential mortgages | $872,000 | 5,082 |
| Issued or guaranteed by U.S. | $872,000 | 5,063 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,143,000 | 2,421 |
| CMOs issued by government agencies or sponsored agencies | $1,143,000 | 2,161 |
| 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) | $6,416,000 | 1,773 |
| Available-for-sale securities (fair market value) | $22,114,000 | 3,747 |
| Total debt securities | $28,530,000 | 3,613 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,208 |
| Fair value | $2,955,000 | 1,279 |
| 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 | $30,721,000 | 3,522 |
| U.S. Government securities | $17,400,000 | 4,175 |
| U.S. Treasury securities | $973,000 | 1,311 |
| U.S. Government agency obligations | $16,427,000 | 4,197 |
| Securities issued by states & political subdivisions | $13,321,000 | 1,485 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,343,000 | 3,922 |
| Mortgage-backed securities | $2,240,000 | 4,804 |
| Certificates of participation in pools of residential mortgages | $995,000 | 5,032 |
| Issued or guaranteed by U.S. | $995,000 | 5,013 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,245,000 | 2,428 |
| CMOs issued by government agencies or sponsored agencies | $1,245,000 | 2,162 |
| 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) | $6,475,000 | 1,794 |
| Available-for-sale securities (fair market value) | $24,246,000 | 3,570 |
| Total debt securities | $30,718,000 | 3,474 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,218 |
| Fair value | $2,971,000 | 1,277 |
| 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 | $35,020,000 | 3,212 |
| U.S. Government securities | $20,374,000 | 3,813 |
| U.S. Treasury securities | $959,000 | 1,405 |
| U.S. Government agency obligations | $19,415,000 | 3,828 |
| Securities issued by states & political subdivisions | $14,646,000 | 1,343 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,083,000 | 2,852 |
| Mortgage-backed securities | $2,423,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $1,087,000 | 5,009 |
| Issued or guaranteed by U.S. | $1,087,000 | 4,995 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,336,000 | 2,445 |
| CMOs issued by government agencies or sponsored agencies | $1,336,000 | 2,193 |
| 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) | $6,886,000 | 1,766 |
| Available-for-sale securities (fair market value) | $28,134,000 | 3,281 |
| Total debt securities | $35,020,000 | 3,158 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,108 |
| Fair value | $3,439,000 | 1,127 |
| 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 | $34,929,000 | 3,238 |
| U.S. Government securities | $18,909,000 | 4,017 |
| U.S. Treasury securities | $998,000 | 1,309 |
| U.S. Government agency obligations | $17,911,000 | 4,026 |
| Securities issued by states & political subdivisions | $16,020,000 | 1,213 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,242,000 | 4,853 |
| Mortgage-backed securities | $2,738,000 | 4,719 |
| Certificates of participation in pools of residential mortgages | $1,283,000 | 4,913 |
| Issued or guaranteed by U.S. | $1,283,000 | 4,900 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,455,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $1,455,000 | 2,191 |
| 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) | $8,020,000 | 1,650 |
| Available-for-sale securities (fair market value) | $26,909,000 | 3,382 |
| Total debt securities | $34,928,000 | 3,185 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,089 |
| Fair value | $3,473,000 | 1,114 |
| 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 | $29,932,000 | 3,632 |
| U.S. Government securities | $14,281,000 | 4,760 |
| U.S. Treasury securities | $998,000 | 1,341 |
| U.S. Government agency obligations | $13,283,000 | 4,819 |
| Securities issued by states & political subdivisions | $15,651,000 | 1,239 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,222,000 | 4,203 |
| Mortgage-backed securities | $2,055,000 | 5,052 |
| Certificates of participation in pools of residential mortgages | $1,411,000 | 4,847 |
| Issued or guaranteed by U.S. | $1,411,000 | 4,837 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $644,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $644,000 | 2,649 |
| 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) | $8,495,000 | 1,616 |
| Available-for-sale securities (fair market value) | $21,437,000 | 3,924 |
| Total debt securities | $29,932,000 | 3,564 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,212 |
| Fair value | $2,983,000 | 1,284 |
| 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 | $30,640,000 | 3,605 |
| U.S. Government securities | $14,907,000 | 4,712 |
| U.S. Treasury securities | $998,000 | 1,411 |
| U.S. Government agency obligations | $13,909,000 | 4,745 |
| Securities issued by states & political subdivisions | $15,733,000 | 1,223 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,230,000 | 4,188 |
| Mortgage-backed securities | $2,292,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $1,584,000 | 4,814 |
| Issued or guaranteed by U.S. | $1,584,000 | 4,801 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $708,000 | 2,913 |
| CMOs issued by government agencies or sponsored agencies | $708,000 | 2,665 |
| 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) | $8,749,000 | 1,594 |
| Available-for-sale securities (fair market value) | $21,891,000 | 3,941 |
| Total debt securities | $30,640,000 | 3,535 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,185 |
| Fair value | $2,932,000 | 1,238 |
| 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 | $29,975,000 | 3,656 |
| U.S. Government securities | $14,433,000 | 4,761 |
| U.S. Treasury securities | $1,006,000 | 1,355 |
| U.S. Government agency obligations | $13,427,000 | 4,799 |
| Securities issued by states & political subdivisions | $15,542,000 | 1,258 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,071,000 | 3,902 |
| Mortgage-backed securities | $2,613,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $1,805,000 | 4,723 |
| Issued or guaranteed by U.S. | $1,805,000 | 4,706 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $808,000 | 2,918 |
| CMOs issued by government agencies or sponsored agencies | $808,000 | 2,655 |
| 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) | $9,066,000 | 1,535 |
| Available-for-sale securities (fair market value) | $20,909,000 | 4,055 |
| Total debt securities | $29,974,000 | 3,583 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,034 |
| Fair value | $3,013,000 | 1,069 |
| 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 | $32,193,000 | 3,518 |
| U.S. Government securities | $16,396,000 | 4,439 |
| U.S. Treasury securities | $1,003,000 | 1,494 |
| U.S. Government agency obligations | $15,393,000 | 4,471 |
| Securities issued by states & political subdivisions | $15,797,000 | 1,237 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,859,000 | 4,528 |
| Mortgage-backed securities | $2,904,000 | 4,768 |
| Certificates of participation in pools of residential mortgages | $2,014,000 | 4,591 |
| Issued or guaranteed by U.S. | $2,014,000 | 4,570 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $890,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $890,000 | 2,743 |
| 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) | $9,424,000 | 1,516 |
| Available-for-sale securities (fair market value) | $22,769,000 | 3,871 |
| Total debt securities | $32,193,000 | 3,455 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 912 |
| Fair value | $2,968,000 | 980 |
| 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 | $36,215,000 | 3,163 |
| U.S. Government securities | $19,870,000 | 3,814 |
| U.S. Treasury securities | $1,004,000 | 1,534 |
| U.S. Government agency obligations | $18,866,000 | 3,802 |
| Securities issued by states & political subdivisions | $16,345,000 | 1,189 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,066,000 | 4,059 |
| Mortgage-backed securities | $3,007,000 | 4,731 |
| Certificates of participation in pools of residential mortgages | $2,491,000 | 4,336 |
| Issued or guaranteed by U.S. | $2,491,000 | 4,315 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $516,000 | 3,195 |
| CMOs issued by government agencies or sponsored agencies | $516,000 | 3,036 |
| 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) | $10,270,000 | 1,435 |
| Available-for-sale securities (fair market value) | $25,945,000 | 3,495 |
| Total debt securities | $36,215,000 | 3,095 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 780 |
| Fair value | $2,975,000 | 824 |
| 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 | $37,822,000 | 3,002 |
| U.S. Government securities | $22,082,000 | 3,447 |
| U.S. Treasury securities | $1,010,000 | 1,542 |
| U.S. Government agency obligations | $21,072,000 | 3,426 |
| Securities issued by states & political subdivisions | $15,740,000 | 1,213 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,468,000 | 4,604 |
| Mortgage-backed securities | $4,045,000 | 4,425 |
| Certificates of participation in pools of residential mortgages | $3,226,000 | 4,051 |
| Issued or guaranteed by U.S. | $3,226,000 | 4,039 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $819,000 | 3,178 |
| CMOs issued by government agencies or sponsored agencies | $819,000 | 3,027 |
| 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) | $10,622,000 | 1,396 |
| Available-for-sale securities (fair market value) | $27,200,000 | 3,299 |
| Total debt securities | $37,821,000 | 2,914 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 606 |
| Fair value | $3,013,000 | 633 |
| 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 | $31,764,000 | 3,369 |
| U.S. Government securities | $16,737,000 | 4,209 |
| U.S. Treasury securities | $999,000 | 1,629 |
| U.S. Government agency obligations | $15,738,000 | 4,232 |
| Securities issued by states & political subdivisions | $15,027,000 | 1,228 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,376,000 | 4,295 |
| Mortgage-backed securities | $5,474,000 | 4,029 |
| Certificates of participation in pools of residential mortgages | $4,084,000 | 3,734 |
| Issued or guaranteed by U.S. | $4,084,000 | 3,723 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,390,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $1,390,000 | 2,754 |
| 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) | $11,726,000 | 1,316 |
| Available-for-sale securities (fair market value) | $20,038,000 | 4,034 |
| Total debt securities | $31,764,000 | 3,290 |
| 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 | $33,710,000 | 3,210 |
| U.S. Government securities | $18,550,000 | 3,897 |
| U.S. Treasury securities | $1,012,000 | 1,635 |
| U.S. Government agency obligations | $17,538,000 | 3,874 |
| Securities issued by states & political subdivisions | $15,160,000 | 1,182 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,139,000 | 4,005 |
| Mortgage-backed securities | $7,478,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $4,966,000 | 3,395 |
| Issued or guaranteed by U.S. | $4,966,000 | 3,381 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,512,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $2,512,000 | 2,326 |
| 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) | $12,195,000 | 1,331 |
| Available-for-sale securities (fair market value) | $21,515,000 | 3,804 |
| Total debt securities | $33,710,000 | 3,131 |
| 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 | $34,959,000 | 2,982 |
| U.S. Government securities | $23,789,000 | 3,069 |
| U.S. Treasury securities | $1,039,000 | 1,842 |
| U.S. Government agency obligations | $22,750,000 | 3,020 |
| Securities issued by states & political subdivisions | $11,170,000 | 1,539 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,146,000 | 4,346 |
| Mortgage-backed securities | $13,309,000 | 2,422 |
| Certificates of participation in pools of residential mortgages | $5,696,000 | 2,955 |
| Issued or guaranteed by U.S. | $5,696,000 | 2,939 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,613,000 | 1,487 |
| CMOs issued by government agencies or sponsored agencies | $7,613,000 | 1,396 |
| 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) | $11,291,000 | 1,434 |
| Available-for-sale securities (fair market value) | $23,668,000 | 3,405 |
| Total debt securities | $34,959,000 | 2,916 |
| 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 | $23,695,000 | 4,092 |
| U.S. Government securities | $12,700,000 | 5,099 |
| U.S. Treasury securities | $2,005,000 | 1,958 |
| U.S. Government agency obligations | $10,695,000 | 5,313 |
| Securities issued by states & political subdivisions | $10,467,000 | 1,606 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $528,000 | 3,723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,859,000 | 3,434 |
| Mortgage-backed securities | $5,854,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $5,583,000 | 2,481 |
| Issued or guaranteed by U.S. | $5,583,000 | 2,461 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $271,000 | 3,638 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 3,464 |
| 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) | $9,976,000 | 1,897 |
| Available-for-sale securities (fair market value) | $13,719,000 | 4,844 |
| Total debt securities | $23,167,000 | 4,052 |
| 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 | $29,947,000 | 3,593 |
| U.S. Government securities | $17,878,000 | 4,213 |
| U.S. Treasury securities | $5,428,000 | 1,478 |
| U.S. Government agency obligations | $12,450,000 | 4,894 |
| Securities issued by states & political subdivisions | $11,141,000 | 1,513 |
| 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 | $0 | 343 |
| Equity securities | $928,000 | 2,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,544,000 | 6,690 |
| Mortgage-backed securities | $5,436,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | $4,900,000 | 2,824 |
| Issued or guaranteed by U.S. | $4,900,000 | 2,812 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $536,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $536,000 | 3,319 |
| 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) | $11,800,000 | 1,925 |
| Available-for-sale securities (fair market value) | $18,147,000 | 4,172 |
| Total debt securities | $29,019,000 | 3,579 |
| 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 | $37,629,000 | 2,993 |
| U.S. Government securities | $24,824,000 | 3,321 |
| U.S. Treasury securities | $10,096,000 | 1,277 |
| U.S. Government agency obligations | $14,728,000 | 4,182 |
| Securities issued by states & political subdivisions | $11,808,000 | 1,423 |
| 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 | $997,000 | 2,326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,611,000 | 5,664 |
| Mortgage-backed securities | $2,663,000 | 4,930 |
| Certificates of participation in pools of residential mortgages | $1,300,000 | 4,955 |
| Issued or guaranteed by U.S. | $1,300,000 | 4,938 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,363,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $1,363,000 | 2,862 |
| 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) | $14,471,000 | 1,784 |
| Available-for-sale securities (fair market value) | $23,158,000 | 3,411 |
| Total debt securities | $36,632,000 | 2,970 |
| 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 | $36,593,000 | 3,068 |
| U.S. Government securities | $23,709,000 | 3,590 |
| U.S. Treasury securities | $12,590,000 | 1,486 |
| U.S. Government agency obligations | $11,119,000 | 4,897 |
| Securities issued by states & political subdivisions | $11,353,000 | 1,268 |
| Other domestic debt securities | $555,000 | 2,235 |
| 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 | $555,000 | 1,764 |
| Foreign debt securities | NA | NA |
| Equity securities | $976,000 | 2,362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,591,000 | 5,947 |
| Mortgage-backed securities | $4,663,000 | 3,952 |
| Certificates of participation in pools of residential mortgages | $1,922,000 | 4,454 |
| Issued or guaranteed by U.S. | $1,922,000 | 4,439 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,741,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $2,741,000 | 2,249 |
| 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) | $16,571,000 | 1,940 |
| Available-for-sale securities (fair market value) | $20,022,000 | 3,607 |
| Total debt securities | $35,617,000 | 3,065 |
| 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 | $38,142,000 | 3,174 |
| U.S. Government securities | $25,096,000 | 3,713 |
| U.S. Treasury securities | $16,573,000 | 1,387 |
| U.S. Government agency obligations | $8,523,000 | 6,025 |
| Securities issued by states & political subdivisions | $10,379,000 | 1,404 |
| Other domestic debt securities | $1,707,000 | 1,645 |
| 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 | $1,707,000 | 1,209 |
| Foreign debt securities | NA | NA |
| Equity securities | $960,000 | 2,375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,043,000 | 6,658 |
| Mortgage-backed securities | $6,002,000 | 3,842 |
| Certificates of participation in pools of residential mortgages | $2,280,000 | 4,529 |
| Issued or guaranteed by U.S. | $2,280,000 | 4,508 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,722,000 | 2,285 |
| CMOs issued by government agencies or sponsored agencies | $3,722,000 | 2,177 |
| 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) | $18,088,000 | 2,050 |
| Available-for-sale securities (fair market value) | $20,054,000 | 3,817 |
| Total debt securities | $37,182,000 | 3,160 |
| 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 | $36,423,000 | 3,477 |
| U.S. Government securities | $22,392,000 | 4,258 |
| U.S. Treasury securities | $14,206,000 | 1,956 |
| U.S. Government agency obligations | $8,186,000 | 6,183 |
| Securities issued by states & political subdivisions | $10,198,000 | 1,444 |
| Other domestic debt securities | $2,844,000 | 1,492 |
| Privately issued residential mortgage-backed securities | $105,000 | 1,849 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,739,000 | 1,158 |
| Foreign debt securities | NA | NA |
| Equity securities | $989,000 | 2,202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,665,000 | 6,234 |
| Mortgage-backed securities | $5,766,000 | 4,188 |
| Certificates of participation in pools of residential mortgages | $1,592,000 | 5,343 |
| Issued or guaranteed by U.S. | $1,592,000 | 5,313 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,174,000 | 2,397 |
| CMOs issued by government agencies or sponsored agencies | $4,069,000 | 2,307 |
| Privately issued | $105,000 | 1,542 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,703,000 | 2,116 |
| Available-for-sale securities (fair market value) | $17,720,000 | 4,364 |
| Total debt securities | $35,434,000 | 3,475 |
| 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 | $40,180,000 | 3,279 |
| U.S. Government securities | $25,101,000 | 4,079 |
| U.S. Treasury securities | $15,117,000 | 2,319 |
| U.S. Government agency obligations | $9,984,000 | 5,384 |
| Securities issued by states & political subdivisions | $10,141,000 | 1,468 |
| Other domestic debt securities | $4,109,000 | 1,310 |
| Privately issued residential mortgage-backed securities | $309,000 | 1,564 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,800,000 | 1,066 |
| Foreign debt securities | NA | NA |
| Equity securities | $829,000 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,965,000 | 7,138 |
| Mortgage-backed securities | $6,520,000 | 4,137 |
| Certificates of participation in pools of residential mortgages | $1,894,000 | 5,305 |
| Issued or guaranteed by U.S. | $1,894,000 | 5,279 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,626,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $4,317,000 | 2,386 |
| Privately issued | $309,000 | 1,291 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,461,000 | 3,385 |
| Available-for-sale securities (fair market value) | $19,719,000 | 2,839 |
| Total debt securities | $39,351,000 | 3,270 |
| 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 | $43,944,000 | 3,180 |
| U.S. Government securities | $26,758,000 | 3,993 |
| U.S. Treasury securities | $12,573,000 | 2,880 |
| U.S. Government agency obligations | $14,185,000 | 4,352 |
| Securities issued by states & political subdivisions | $11,726,000 | 1,265 |
| Other domestic debt securities | $4,550,000 | 1,480 |
| Privately issued residential mortgage-backed securities | $729,000 | 1,423 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,821,000 | 1,252 |
| Foreign debt securities | NA | NA |
| Equity securities | $910,000 | 2,243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,801,000 | 7,294 |
| Mortgage-backed securities | $9,336,000 | 3,786 |
| Certificates of participation in pools of residential mortgages | $2,894,000 | 4,973 |
| Issued or guaranteed by U.S. | $2,894,000 | 4,935 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $6,442,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $5,713,000 | 2,295 |
| Privately issued | $729,000 | 1,111 |
| 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 | $43,034,000 | 3,164 |
| 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 | $45,720,000 | 2,969 |
| U.S. Government securities | $26,471,000 | 4,018 |
| U.S. Treasury securities | $9,101,000 | 3,756 |
| U.S. Government agency obligations | $17,370,000 | 3,663 |
| Securities issued by states & political subdivisions | $12,545,000 | 1,042 |
| Other domestic debt securities | $5,776,000 | 1,531 |
| Privately issued residential mortgage-backed securities | $1,493,000 | 1,431 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,283,000 | 1,319 |
| Foreign debt securities | NA | NA |
| Equity securities | $928,000 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,284,000 | 5,717 |
| Mortgage-backed securities | $13,275,000 | 3,084 |
| Certificates of participation in pools of residential mortgages | $3,652,000 | 4,665 |
| Issued or guaranteed by U.S. | $3,652,000 | 4,612 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $9,623,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $8,130,000 | 1,758 |
| Privately issued | $1,493,000 | 1,125 |
| 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 | $44,792,000 | 2,967 |
| 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 |