Home > Northwoods Bank of Minnesota > Securities
Northwoods Bank of Minnesota, Securities
| 2023-12-31 | Rank | |
| Total securities | $52,788,000 | 2,535 |
| U.S. Government securities | $26,302,000 | 2,628 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $26,302,000 | 2,295 |
| Securities issued by states & political subdivisions | $26,486,000 | 1,506 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,808,000 | 2,296 |
| Mortgage-backed securities | $21,544,000 | 1,960 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,647,000 | 2,070 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,474,000 | 996 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $298,000 | 1,464 |
| Other commercial mortgage-backed securities | $125,000 | 1,329 |
| Held to maturity securities (book value) | $889,000 | 1,540 |
| Available-for-sale securities (fair market value) | $51,899,000 | 2,334 |
| Total debt securities | $52,792,000 | 2,519 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $943,000 | 806 |
| 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 | $57,815,000 | 2,392 |
| U.S. Government securities | $30,615,000 | 2,444 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $30,615,000 | 2,118 |
| Securities issued by states & political subdivisions | $27,200,000 | 1,450 |
| 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 | $22,753,000 | 2,196 |
| Mortgage-backed securities | $22,967,000 | 1,887 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,881,000 | 2,044 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,665,000 | 934 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $291,000 | 1,445 |
| Other commercial mortgage-backed securities | $130,000 | 1,320 |
| Held to maturity securities (book value) | $890,000 | 1,558 |
| Available-for-sale securities (fair market value) | $56,925,000 | 2,187 |
| Total debt securities | $57,814,000 | 2,372 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 689 |
| Fair value | $1,409,000 | 694 |
| 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 | $55,735,000 | 2,504 |
| U.S. Government securities | $28,518,000 | 2,587 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $28,518,000 | 2,227 |
| Securities issued by states & political subdivisions | $27,217,000 | 1,504 |
| 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 | $22,534,000 | 2,205 |
| Mortgage-backed securities | $21,312,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,567,000 | 2,034 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,288,000 | 1,026 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $328,000 | 1,430 |
| Other commercial mortgage-backed securities | $129,000 | 1,320 |
| Held to maturity securities (book value) | $890,000 | 1,574 |
| Available-for-sale securities (fair market value) | $54,845,000 | 2,289 |
| Total debt securities | $55,727,000 | 2,488 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 731 |
| Fair value | $1,412,000 | 736 |
| 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 | $57,176,000 | 2,551 |
| U.S. Government securities | $29,608,000 | 2,619 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $29,608,000 | 2,194 |
| Securities issued by states & political subdivisions | $27,568,000 | 1,554 |
| 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 | $21,092,000 | 2,209 |
| Mortgage-backed securities | $22,374,000 | 1,994 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,014,000 | 2,043 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,899,000 | 1,034 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $327,000 | 1,449 |
| Other commercial mortgage-backed securities | $134,000 | 1,324 |
| Held to maturity securities (book value) | $890,000 | 1,627 |
| Available-for-sale securities (fair market value) | $56,286,000 | 2,333 |
| Total debt securities | $57,174,000 | 2,531 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 763 |
| Fair value | $1,420,000 | 770 |
| 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 | $56,204,000 | 2,602 |
| U.S. Government securities | $28,515,000 | 2,674 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $28,515,000 | 2,236 |
| Securities issued by states & political subdivisions | $27,689,000 | 1,598 |
| 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 | $20,986,000 | 2,106 |
| Mortgage-backed securities | $23,120,000 | 1,979 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,404,000 | 2,035 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,219,000 | 1,038 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $361,000 | 1,440 |
| Other commercial mortgage-backed securities | $136,000 | 1,325 |
| Held to maturity securities (book value) | $891,000 | 1,639 |
| Available-for-sale securities (fair market value) | $55,313,000 | 2,382 |
| Total debt securities | $56,205,000 | 2,579 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 596 |
| Fair value | $2,355,000 | 597 |
| 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 | $60,903,000 | 2,506 |
| U.S. Government securities | $33,601,000 | 2,492 |
| U.S. Treasury securities | $3,936,000 | 2,215 |
| U.S. Government agency obligations | $29,665,000 | 2,216 |
| Securities issued by states & political subdivisions | $26,930,000 | 1,616 |
| Other domestic debt securities | $372,000 | 2,269 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $372,000 | 486 |
| 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 | $19,571,000 | 2,108 |
| Mortgage-backed securities | $24,268,000 | 1,962 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,734,000 | 2,018 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,034,000 | 1,017 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $359,000 | 1,454 |
| Other commercial mortgage-backed securities | $141,000 | 1,359 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $60,903,000 | 2,271 |
| Total debt securities | $60,904,000 | 2,486 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 593 |
| Fair value | $2,349,000 | 593 |
| 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 | $54,211,000 | 2,680 |
| U.S. Government securities | $28,148,000 | 2,754 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $28,148,000 | 2,323 |
| Securities issued by states & political subdivisions | $26,063,000 | 1,696 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,812,000 | 2,172 |
| Mortgage-backed securities | $23,740,000 | 2,035 |
| Certificates of participation in pools of residential mortgages | $12,451,000 | 2,065 |
| Issued or guaranteed by U.S. | $12,451,000 | 2,017 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $10,304,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $10,304,000 | 1,125 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $985,000 | 1,709 |
| Commercial mortgage pass-through securities | $421,000 | 1,430 |
| Other commercial mortgage-backed securities | $564,000 | 1,328 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $54,211,000 | 2,474 |
| Total debt securities | $54,210,000 | 2,667 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 622 |
| Fair value | $1,891,000 | 650 |
| 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 | $57,799,000 | 2,585 |
| U.S. Government securities | $31,373,000 | 2,561 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $31,373,000 | 2,203 |
| Securities issued by states & political subdivisions | $26,426,000 | 1,709 |
| 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 | $17,131,000 | 2,167 |
| Mortgage-backed securities | $26,788,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $13,869,000 | 1,990 |
| Issued or guaranteed by U.S. | $13,869,000 | 1,947 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $11,876,000 | 1,111 |
| CMOs issued by government agencies or sponsored agencies | $11,876,000 | 1,053 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,043,000 | 1,675 |
| Commercial mortgage pass-through securities | $435,000 | 1,410 |
| Other commercial mortgage-backed securities | $608,000 | 1,301 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $57,799,000 | 2,397 |
| Total debt securities | $57,796,000 | 2,571 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 544 |
| Fair value | $1,942,000 | 555 |
| 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 | $58,903,000 | 2,479 |
| U.S. Government securities | $31,038,000 | 2,442 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $31,038,000 | 2,216 |
| Securities issued by states & political subdivisions | $27,865,000 | 1,691 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,733,000 | 2,084 |
| Mortgage-backed securities | $29,279,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $14,403,000 | 1,968 |
| Issued or guaranteed by U.S. | $14,403,000 | 1,913 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $13,679,000 | 1,002 |
| CMOs issued by government agencies or sponsored agencies | $13,679,000 | 959 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,197,000 | 1,623 |
| Commercial mortgage pass-through securities | $528,000 | 1,343 |
| Other commercial mortgage-backed securities | $669,000 | 1,272 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $58,903,000 | 2,319 |
| Total debt securities | $58,903,000 | 2,464 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $58,818,000 | 2,419 |
| U.S. Government securities | $32,103,000 | 2,312 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $32,103,000 | 2,134 |
| Securities issued by states & political subdivisions | $26,715,000 | 1,707 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,341,000 | 2,074 |
| Mortgage-backed securities | $31,061,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | $15,596,000 | 1,888 |
| Issued or guaranteed by U.S. | $15,596,000 | 1,841 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $14,190,000 | 982 |
| CMOs issued by government agencies or sponsored agencies | $14,190,000 | 940 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,275,000 | 1,628 |
| Commercial mortgage pass-through securities | $538,000 | 1,353 |
| Other commercial mortgage-backed securities | $737,000 | 1,267 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $58,818,000 | 2,264 |
| Total debt securities | $58,810,000 | 2,402 |
| 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 | $52,807,000 | 2,482 |
| U.S. Government securities | $28,394,000 | 2,385 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $28,394,000 | 2,218 |
| Securities issued by states & political subdivisions | $24,413,000 | 1,772 |
| 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 | $17,695,000 | 2,094 |
| Mortgage-backed securities | $28,186,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | $15,482,000 | 1,872 |
| Issued or guaranteed by U.S. | $15,482,000 | 1,826 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $11,262,000 | 1,066 |
| CMOs issued by government agencies or sponsored agencies | $11,262,000 | 1,035 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,442,000 | 1,595 |
| Commercial mortgage pass-through securities | $587,000 | 1,345 |
| Other commercial mortgage-backed securities | $855,000 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $52,807,000 | 2,339 |
| Total debt securities | $52,809,000 | 2,469 |
| 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 | $49,819,000 | 2,450 |
| U.S. Government securities | $26,618,000 | 2,341 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $26,618,000 | 2,198 |
| Securities issued by states & political subdivisions | $23,201,000 | 1,781 |
| 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 | $16,138,000 | 2,158 |
| Mortgage-backed securities | $26,396,000 | 1,842 |
| Certificates of participation in pools of residential mortgages | $14,470,000 | 1,861 |
| Issued or guaranteed by U.S. | $14,470,000 | 1,804 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $10,412,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $10,412,000 | 1,053 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,514,000 | 1,555 |
| Commercial mortgage pass-through securities | $580,000 | 1,336 |
| Other commercial mortgage-backed securities | $934,000 | 1,189 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $49,819,000 | 2,302 |
| Total debt securities | $49,817,000 | 2,433 |
| 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 | $49,842,000 | 2,338 |
| U.S. Government securities | $24,893,000 | 2,281 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $24,893,000 | 2,166 |
| Securities issued by states & political subdivisions | $24,949,000 | 1,644 |
| 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 | $17,800,000 | 2,037 |
| Mortgage-backed securities | $24,662,000 | 1,826 |
| Certificates of participation in pools of residential mortgages | $12,076,000 | 1,922 |
| Issued or guaranteed by U.S. | $12,076,000 | 1,873 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $10,898,000 | 1,063 |
| CMOs issued by government agencies or sponsored agencies | $10,898,000 | 1,025 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,688,000 | 1,472 |
| Commercial mortgage pass-through securities | $638,000 | 1,281 |
| Other commercial mortgage-backed securities | $1,050,000 | 1,100 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $49,842,000 | 2,189 |
| Total debt securities | $49,851,000 | 2,316 |
| 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 | $48,933,000 | 2,256 |
| U.S. Government securities | $23,640,000 | 2,286 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $23,640,000 | 2,171 |
| Securities issued by states & political subdivisions | $25,293,000 | 1,520 |
| 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 | $17,908,000 | 2,016 |
| Mortgage-backed securities | $23,388,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $9,997,000 | 2,066 |
| Issued or guaranteed by U.S. | $9,997,000 | 2,003 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $11,635,000 | 1,047 |
| CMOs issued by government agencies or sponsored agencies | $11,635,000 | 1,011 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,756,000 | 1,444 |
| Commercial mortgage pass-through securities | $649,000 | 1,273 |
| Other commercial mortgage-backed securities | $1,107,000 | 1,052 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $48,933,000 | 2,109 |
| Total debt securities | $48,927,000 | 2,231 |
| 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 | $43,903,000 | 2,366 |
| U.S. Government securities | $18,772,000 | 2,566 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $18,772,000 | 2,436 |
| Securities issued by states & political subdivisions | $25,131,000 | 1,434 |
| 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 | $13,880,000 | 2,300 |
| Mortgage-backed securities | $18,492,000 | 2,059 |
| Certificates of participation in pools of residential mortgages | $3,644,000 | 2,887 |
| Issued or guaranteed by U.S. | $3,644,000 | 2,806 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,867,000 | 1,013 |
| CMOs issued by government agencies or sponsored agencies | $12,867,000 | 980 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,981,000 | 1,385 |
| Commercial mortgage pass-through securities | $705,000 | 1,250 |
| Other commercial mortgage-backed securities | $1,276,000 | 997 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $43,903,000 | 2,195 |
| Total debt securities | $43,900,000 | 2,341 |
| 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 | $41,946,000 | 2,346 |
| U.S. Government securities | $19,025,000 | 2,570 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $19,025,000 | 2,443 |
| Securities issued by states & political subdivisions | $22,921,000 | 1,407 |
| 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 | $14,533,000 | 2,177 |
| Mortgage-backed securities | $18,723,000 | 2,061 |
| Certificates of participation in pools of residential mortgages | $2,983,000 | 3,023 |
| Issued or guaranteed by U.S. | $2,983,000 | 2,930 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $13,671,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $13,671,000 | 958 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,069,000 | 1,347 |
| Commercial mortgage pass-through securities | $694,000 | 1,223 |
| Other commercial mortgage-backed securities | $1,375,000 | 964 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $41,946,000 | 2,186 |
| Total debt securities | $41,947,000 | 2,329 |
| 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 | $40,011,000 | 2,447 |
| U.S. Government securities | $20,242,000 | 2,559 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $20,242,000 | 2,418 |
| Securities issued by states & political subdivisions | $19,769,000 | 1,543 |
| 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 | $20,554,000 | 1,806 |
| Mortgage-backed securities | $18,778,000 | 2,012 |
| Certificates of participation in pools of residential mortgages | $2,594,000 | 3,078 |
| Issued or guaranteed by U.S. | $2,594,000 | 2,987 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $13,557,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $13,557,000 | 957 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,627,000 | 1,231 |
| Commercial mortgage pass-through securities | $758,000 | 1,199 |
| Other commercial mortgage-backed securities | $1,869,000 | 859 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $40,011,000 | 2,279 |
| Total debt securities | $40,012,000 | 2,431 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $41,937,000 | 2,385 |
| U.S. Government securities | $22,478,000 | 2,446 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $22,478,000 | 2,313 |
| Securities issued by states & political subdivisions | $19,459,000 | 1,556 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,655,000 | 2,058 |
| Mortgage-backed securities | $20,964,000 | 1,882 |
| Certificates of participation in pools of residential mortgages | $2,761,000 | 3,038 |
| Issued or guaranteed by U.S. | $2,761,000 | 2,945 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $14,481,000 | 960 |
| CMOs issued by government agencies or sponsored agencies | $14,481,000 | 926 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,722,000 | 1,087 |
| Commercial mortgage pass-through securities | $757,000 | 1,194 |
| Other commercial mortgage-backed securities | $2,965,000 | 713 |
| Held to maturity securities (book value) | $25,000 | 1,764 |
| Available-for-sale securities (fair market value) | $41,912,000 | 2,208 |
| Total debt securities | $41,938,000 | 2,365 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $40,888,000 | 2,459 |
| U.S. Government securities | $22,250,000 | 2,496 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $22,250,000 | 2,369 |
| Securities issued by states & political subdivisions | $18,638,000 | 1,636 |
| 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 | $15,867,000 | 2,161 |
| Mortgage-backed securities | $20,671,000 | 1,875 |
| Certificates of participation in pools of residential mortgages | $2,930,000 | 3,023 |
| Issued or guaranteed by U.S. | $2,930,000 | 2,938 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $14,458,000 | 947 |
| CMOs issued by government agencies or sponsored agencies | $14,458,000 | 905 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,283,000 | 1,106 |
| Commercial mortgage pass-through securities | $835,000 | 1,175 |
| Other commercial mortgage-backed securities | $2,448,000 | 741 |
| Held to maturity securities (book value) | $25,000 | 1,804 |
| Available-for-sale securities (fair market value) | $40,863,000 | 2,272 |
| Total debt securities | $40,888,000 | 2,442 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $41,506,000 | 2,468 |
| U.S. Government securities | $22,783,000 | 2,504 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $22,783,000 | 2,367 |
| Securities issued by states & political subdivisions | $18,723,000 | 1,685 |
| 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 | $15,408,000 | 2,248 |
| Mortgage-backed securities | $21,202,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $3,050,000 | 3,019 |
| Issued or guaranteed by U.S. | $3,050,000 | 2,931 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $14,873,000 | 926 |
| CMOs issued by government agencies or sponsored agencies | $14,873,000 | 880 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,279,000 | 1,053 |
| Commercial mortgage pass-through securities | $809,000 | 1,152 |
| Other commercial mortgage-backed securities | $2,470,000 | 674 |
| Held to maturity securities (book value) | $25,000 | 1,830 |
| Available-for-sale securities (fair market value) | $41,481,000 | 2,272 |
| Total debt securities | $41,504,000 | 2,446 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $41,776,000 | 2,488 |
| U.S. Government securities | $24,054,000 | 2,452 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $24,054,000 | 2,321 |
| Securities issued by states & political subdivisions | $17,722,000 | 1,794 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,430,000 | 2,098 |
| Mortgage-backed securities | $22,447,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $4,560,000 | 2,705 |
| Issued or guaranteed by U.S. | $4,560,000 | 2,660 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $14,531,000 | 924 |
| CMOs issued by government agencies or sponsored agencies | $14,531,000 | 888 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,356,000 | 1,016 |
| Commercial mortgage pass-through securities | $863,000 | 1,124 |
| Other commercial mortgage-backed securities | $2,493,000 | 642 |
| Held to maturity securities (book value) | $25,000 | 1,881 |
| Available-for-sale securities (fair market value) | $41,751,000 | 2,302 |
| Total debt securities | $41,778,000 | 2,469 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $38,447,000 | 2,630 |
| U.S. Government securities | $22,226,000 | 2,570 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $22,226,000 | 2,441 |
| Securities issued by states & political subdivisions | $16,221,000 | 1,939 |
| 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 | $16,376,000 | 2,179 |
| Mortgage-backed securities | $20,623,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $3,780,000 | 2,919 |
| Issued or guaranteed by U.S. | $3,780,000 | 2,899 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,474,000 | 965 |
| CMOs issued by government agencies or sponsored agencies | $13,474,000 | 928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,369,000 | 1,004 |
| Commercial mortgage pass-through securities | $861,000 | 1,104 |
| Other commercial mortgage-backed securities | $2,508,000 | 642 |
| Held to maturity securities (book value) | $50,000 | 1,897 |
| Available-for-sale securities (fair market value) | $38,397,000 | 2,435 |
| Total debt securities | $38,447,000 | 2,612 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $36,540,000 | 2,740 |
| U.S. Government securities | $21,078,000 | 2,640 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $21,078,000 | 2,500 |
| Securities issued by states & political subdivisions | $15,462,000 | 2,043 |
| 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 | $12,366,000 | 2,549 |
| Mortgage-backed securities | $21,078,000 | 1,873 |
| Certificates of participation in pools of residential mortgages | $4,053,000 | 2,903 |
| Issued or guaranteed by U.S. | $4,053,000 | 2,760 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $13,699,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $13,699,000 | 908 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $3,326,000 | 982 |
| Commercial mortgage pass-through securities | $790,000 | 1,101 |
| Other commercial mortgage-backed securities | $2,536,000 | 633 |
| Held to maturity securities (book value) | $50,000 | 1,926 |
| Available-for-sale securities (fair market value) | $36,490,000 | 2,544 |
| Total debt securities | $36,540,000 | 2,726 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $36,111,000 | 2,782 |
| U.S. Government securities | $21,002,000 | 2,717 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $21,002,000 | 2,591 |
| Securities issued by states & political subdivisions | $15,109,000 | 2,105 |
| 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 | $14,374,000 | 2,415 |
| Mortgage-backed securities | $20,117,000 | 1,936 |
| Certificates of participation in pools of residential mortgages | $5,929,000 | 2,598 |
| Issued or guaranteed by U.S. | $5,929,000 | 2,596 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,616,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $11,616,000 | 1,017 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,572,000 | 952 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $2,572,000 | 615 |
| Held to maturity securities (book value) | $50,000 | 1,956 |
| Available-for-sale securities (fair market value) | $36,061,000 | 2,577 |
| Total debt securities | $36,113,000 | 2,765 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $35,951,000 | 2,818 |
| U.S. Government securities | $20,186,000 | 2,791 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $20,186,000 | 2,662 |
| Securities issued by states & political subdivisions | $15,763,000 | 2,123 |
| Other domestic debt securities | $2,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $2,000 | 583 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,445,000 | 2,359 |
| Mortgage-backed securities | $19,196,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $4,814,000 | 2,838 |
| Issued or guaranteed by U.S. | $4,814,000 | 2,833 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $11,757,000 | 1,043 |
| CMOs issued by government agencies or sponsored agencies | $11,755,000 | 1,005 |
| Privately issued | $2,000 | 548 |
| Commercial mortgage-backed securities | $2,625,000 | 936 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $2,625,000 | 587 |
| Held to maturity securities (book value) | $50,000 | 1,983 |
| Available-for-sale securities (fair market value) | $35,901,000 | 2,607 |
| Total debt securities | $35,952,000 | 2,800 |
| Structured notes | ||
| Amortized cost | $12,000 | 979 |
| Fair value | $12,000 | 980 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $33,808,000 | 2,967 |
| U.S. Government securities | $17,583,000 | 3,004 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $17,583,000 | 2,884 |
| Securities issued by states & political subdivisions | $16,221,000 | 2,113 |
| Other domestic debt securities | $4,000 | 2,048 |
| Privately issued residential mortgage-backed securities | $4,000 | 592 |
| 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 | $13,046,000 | 2,591 |
| Mortgage-backed securities | $16,526,000 | 2,209 |
| Certificates of participation in pools of residential mortgages | $5,165,000 | 2,821 |
| Issued or guaranteed by U.S. | $5,165,000 | 2,818 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $8,695,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $8,691,000 | 1,165 |
| Privately issued | $4,000 | 554 |
| Commercial mortgage-backed securities | $2,666,000 | 921 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $2,666,000 | 565 |
| Held to maturity securities (book value) | $75,000 | 2,022 |
| Available-for-sale securities (fair market value) | $33,733,000 | 2,738 |
| Total debt securities | $33,808,000 | 2,947 |
| Structured notes | ||
| Amortized cost | $12,000 | 1,013 |
| Fair value | $13,000 | 1,014 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $32,008,000 | 3,104 |
| U.S. Government securities | $15,894,000 | 3,212 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $15,894,000 | 3,083 |
| Securities issued by states & political subdivisions | $16,104,000 | 2,137 |
| Other domestic debt securities | $10,000 | 2,081 |
| Privately issued residential mortgage-backed securities | $10,000 | 600 |
| 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 | $11,786,000 | 2,721 |
| Mortgage-backed securities | $14,748,000 | 2,350 |
| Certificates of participation in pools of residential mortgages | $4,908,000 | 2,915 |
| Issued or guaranteed by U.S. | $4,908,000 | 2,912 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,145,000 | 1,329 |
| CMOs issued by government agencies or sponsored agencies | $7,135,000 | 1,282 |
| Privately issued | $10,000 | 564 |
| Commercial mortgage-backed securities | $2,695,000 | 889 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $2,695,000 | 548 |
| Held to maturity securities (book value) | $75,000 | 2,049 |
| Available-for-sale securities (fair market value) | $31,933,000 | 2,855 |
| Total debt securities | $32,009,000 | 3,079 |
| Structured notes | ||
| Amortized cost | $13,000 | 1,084 |
| Fair value | $14,000 | 1,085 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $31,290,000 | 3,157 |
| U.S. Government securities | $15,601,000 | 3,278 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $15,601,000 | 3,152 |
| Securities issued by states & political subdivisions | $15,678,000 | 2,178 |
| Other domestic debt securities | $11,000 | 2,134 |
| Privately issued residential mortgage-backed securities | $11,000 | 631 |
| 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 | $12,205,000 | 2,718 |
| Mortgage-backed securities | $14,429,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $5,267,000 | 2,907 |
| Issued or guaranteed by U.S. | $5,267,000 | 2,904 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,469,000 | 1,408 |
| CMOs issued by government agencies or sponsored agencies | $6,458,000 | 1,349 |
| Privately issued | $11,000 | 597 |
| Commercial mortgage-backed securities | $2,693,000 | 859 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $2,693,000 | 532 |
| Held to maturity securities (book value) | $75,000 | 2,087 |
| Available-for-sale securities (fair market value) | $31,215,000 | 2,909 |
| Total debt securities | $31,289,000 | 3,137 |
| Structured notes | ||
| Amortized cost | $14,000 | 1,165 |
| Fair value | $15,000 | 1,166 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $33,002,000 | 3,063 |
| U.S. Government securities | $16,382,000 | 3,182 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,382,000 | 3,054 |
| Securities issued by states & political subdivisions | $16,606,000 | 2,120 |
| Other domestic debt securities | $14,000 | 2,151 |
| Privately issued residential mortgage-backed securities | $14,000 | 651 |
| 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 | $13,493,000 | 2,590 |
| Mortgage-backed securities | $15,145,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $5,630,000 | 2,863 |
| Issued or guaranteed by U.S. | $5,630,000 | 2,858 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,812,000 | 1,355 |
| CMOs issued by government agencies or sponsored agencies | $6,798,000 | 1,296 |
| Privately issued | $14,000 | 614 |
| Commercial mortgage-backed securities | $2,703,000 | 829 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $2,703,000 | 519 |
| Held to maturity securities (book value) | $75,000 | 2,106 |
| Available-for-sale securities (fair market value) | $32,927,000 | 2,815 |
| Total debt securities | $33,002,000 | 3,044 |
| Structured notes | ||
| Amortized cost | $15,000 | 1,166 |
| Fair value | $16,000 | 1,167 |
| 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 | $31,683,000 | 3,118 |
| U.S. Government securities | $14,872,000 | 3,320 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $14,872,000 | 3,202 |
| Securities issued by states & political subdivisions | $16,795,000 | 2,126 |
| Other domestic debt securities | $16,000 | 2,160 |
| Privately issued residential mortgage-backed securities | $16,000 | 654 |
| 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 | $12,049,000 | 2,736 |
| Mortgage-backed securities | $13,598,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | $5,514,000 | 2,900 |
| Issued or guaranteed by U.S. | $5,514,000 | 2,899 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,294,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $5,278,000 | 1,498 |
| Privately issued | $16,000 | 622 |
| Commercial mortgage-backed securities | $2,790,000 | 782 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $2,790,000 | 504 |
| Held to maturity securities (book value) | $95,000 | 2,123 |
| Available-for-sale securities (fair market value) | $31,588,000 | 2,866 |
| Total debt securities | $31,674,000 | 3,102 |
| Structured notes | ||
| Amortized cost | $16,000 | 1,154 |
| Fair value | $17,000 | 1,156 |
| 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 | $32,247,000 | 3,160 |
| U.S. Government securities | $15,837,000 | 3,311 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $15,837,000 | 3,197 |
| Securities issued by states & political subdivisions | $16,393,000 | 2,162 |
| Other domestic debt securities | $17,000 | 2,198 |
| Privately issued residential mortgage-backed securities | $17,000 | 670 |
| 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 | $10,514,000 | 2,964 |
| Mortgage-backed securities | $14,466,000 | 2,415 |
| Certificates of participation in pools of residential mortgages | $5,918,000 | 2,876 |
| Issued or guaranteed by U.S. | $5,918,000 | 2,874 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,741,000 | 1,526 |
| CMOs issued by government agencies or sponsored agencies | $5,724,000 | 1,457 |
| Privately issued | $17,000 | 634 |
| Commercial mortgage-backed securities | $2,807,000 | 735 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $2,807,000 | 495 |
| Held to maturity securities (book value) | $95,000 | 2,168 |
| Available-for-sale securities (fair market value) | $32,152,000 | 2,904 |
| Total debt securities | $32,247,000 | 3,136 |
| Structured notes | ||
| Amortized cost | $18,000 | 1,287 |
| Fair value | $19,000 | 1,288 |
| 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 | $33,858,000 | 3,128 |
| U.S. Government securities | $17,611,000 | 3,232 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $17,611,000 | 3,124 |
| Securities issued by states & political subdivisions | $16,227,000 | 2,146 |
| Other domestic debt securities | $20,000 | 2,213 |
| Privately issued residential mortgage-backed securities | $20,000 | 673 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,421,000 | 2,909 |
| Mortgage-backed securities | $16,184,000 | 2,308 |
| Certificates of participation in pools of residential mortgages | $6,787,000 | 2,746 |
| Issued or guaranteed by U.S. | $6,787,000 | 2,741 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,587,000 | 1,450 |
| CMOs issued by government agencies or sponsored agencies | $6,567,000 | 1,389 |
| Privately issued | $20,000 | 641 |
| Commercial mortgage-backed securities | $2,810,000 | 719 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $2,810,000 | 476 |
| Held to maturity securities (book value) | $95,000 | 2,211 |
| Available-for-sale securities (fair market value) | $33,763,000 | 2,847 |
| Total debt securities | $33,858,000 | 3,107 |
| Structured notes | ||
| Amortized cost | $19,000 | 1,467 |
| Fair value | $20,000 | 1,468 |
| 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 | $36,116,000 | 3,031 |
| U.S. Government securities | $19,693,000 | 3,095 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $19,693,000 | 2,982 |
| Securities issued by states & political subdivisions | $16,400,000 | 2,152 |
| Other domestic debt securities | $23,000 | 2,201 |
| Privately issued residential mortgage-backed securities | $23,000 | 670 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,885,000 | 2,765 |
| Mortgage-backed securities | $18,186,000 | 2,192 |
| Certificates of participation in pools of residential mortgages | $8,455,000 | 2,521 |
| Issued or guaranteed by U.S. | $8,455,000 | 2,518 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,731,000 | 1,187 |
| CMOs issued by government agencies or sponsored agencies | $9,708,000 | 1,131 |
| Privately issued | $23,000 | 640 |
| 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) | $95,000 | 2,253 |
| Available-for-sale securities (fair market value) | $36,021,000 | 2,766 |
| Total debt securities | $36,107,000 | 3,012 |
| Structured notes | ||
| Amortized cost | $21,000 | 1,620 |
| Fair value | $22,000 | 1,621 |
| 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 | $35,689,000 | 3,087 |
| U.S. Government securities | $19,508,000 | 3,177 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $19,508,000 | 3,073 |
| Securities issued by states & political subdivisions | $16,150,000 | 2,171 |
| Other domestic debt securities | $31,000 | 2,238 |
| Privately issued residential mortgage-backed securities | $31,000 | 679 |
| 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 | $14,065,000 | 2,670 |
| Mortgage-backed securities | $17,976,000 | 2,235 |
| Certificates of participation in pools of residential mortgages | $9,956,000 | 2,369 |
| Issued or guaranteed by U.S. | $9,956,000 | 2,367 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $8,020,000 | 1,339 |
| CMOs issued by government agencies or sponsored agencies | $7,989,000 | 1,281 |
| Privately issued | $31,000 | 648 |
| 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) | $114,000 | 2,241 |
| Available-for-sale securities (fair market value) | $35,575,000 | 2,826 |
| Total debt securities | $35,689,000 | 3,061 |
| Structured notes | ||
| Amortized cost | $22,000 | 1,820 |
| Fair value | $24,000 | 1,820 |
| 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 | $36,254,000 | 3,119 |
| U.S. Government securities | $19,996,000 | 3,226 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $19,996,000 | 3,124 |
| Securities issued by states & political subdivisions | $16,221,000 | 2,141 |
| Other domestic debt securities | $37,000 | 2,260 |
| Privately issued residential mortgage-backed securities | $37,000 | 696 |
| 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 | $10,776,000 | 3,054 |
| Mortgage-backed securities | $18,388,000 | 2,258 |
| Certificates of participation in pools of residential mortgages | $10,230,000 | 2,400 |
| Issued or guaranteed by U.S. | $10,230,000 | 2,399 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,126,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $6,089,000 | 1,505 |
| Privately issued | $37,000 | 664 |
| Commercial mortgage-backed securities | $2,032,000 | 696 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $2,032,000 | 465 |
| Held to maturity securities (book value) | $114,000 | 2,285 |
| Available-for-sale securities (fair market value) | $36,140,000 | 2,853 |
| Total debt securities | $36,254,000 | 3,093 |
| Structured notes | ||
| Amortized cost | $38,000 | 1,952 |
| Fair value | $40,000 | 1,955 |
| 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 | $36,078,000 | 3,177 |
| U.S. Government securities | $20,108,000 | 3,268 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $20,108,000 | 3,167 |
| Securities issued by states & political subdivisions | $15,931,000 | 2,171 |
| Other domestic debt securities | $39,000 | 2,321 |
| Privately issued residential mortgage-backed securities | $39,000 | 739 |
| 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 | $9,992,000 | 3,203 |
| Mortgage-backed securities | $19,458,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $11,948,000 | 2,245 |
| Issued or guaranteed by U.S. | $11,948,000 | 2,245 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $7,510,000 | 1,491 |
| CMOs issued by government agencies or sponsored agencies | $7,471,000 | 1,426 |
| Privately issued | $39,000 | 703 |
| 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) | $114,000 | 2,290 |
| Available-for-sale securities (fair market value) | $35,964,000 | 2,908 |
| Total debt securities | $36,079,000 | 3,147 |
| Structured notes | ||
| Amortized cost | $129,000 | 2,035 |
| Fair value | $131,000 | 2,034 |
| 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 | $35,972,000 | 3,211 |
| U.S. Government securities | $20,055,000 | 3,348 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $20,055,000 | 3,242 |
| Securities issued by states & political subdivisions | $15,876,000 | 2,177 |
| Other domestic debt securities | $41,000 | 2,346 |
| Privately issued residential mortgage-backed securities | $41,000 | 737 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,430,000 | 3,151 |
| Mortgage-backed securities | $19,353,000 | 2,274 |
| Certificates of participation in pools of residential mortgages | $12,726,000 | 2,224 |
| Issued or guaranteed by U.S. | $12,726,000 | 2,222 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,627,000 | 1,594 |
| CMOs issued by government agencies or sponsored agencies | $6,586,000 | 1,538 |
| Privately issued | $41,000 | 700 |
| 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) | $114,000 | 2,321 |
| Available-for-sale securities (fair market value) | $35,858,000 | 2,937 |
| Total debt securities | $35,972,000 | 3,189 |
| Structured notes | ||
| Amortized cost | $138,000 | 2,128 |
| Fair value | $141,000 | 2,127 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $39,448,000 | 3,092 |
| U.S. Government securities | $23,664,000 | 3,143 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $23,664,000 | 3,039 |
| Securities issued by states & political subdivisions | $15,733,000 | 2,201 |
| Other domestic debt securities | $51,000 | 2,399 |
| Privately issued residential mortgage-backed securities | $51,000 | 759 |
| 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 | $12,488,000 | 2,920 |
| Mortgage-backed securities | $21,842,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | $15,379,000 | 2,064 |
| Issued or guaranteed by U.S. | $15,379,000 | 2,061 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,463,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $6,412,000 | 1,565 |
| Privately issued | $51,000 | 724 |
| 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) | $134,000 | 2,347 |
| Available-for-sale securities (fair market value) | $39,314,000 | 2,825 |
| Total debt securities | $39,445,000 | 3,068 |
| Structured notes | ||
| Amortized cost | $268,000 | 2,096 |
| Fair value | $272,000 | 2,094 |
| 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 | $34,897,000 | 3,386 |
| U.S. Government securities | $19,963,000 | 3,478 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $19,963,000 | 3,374 |
| Securities issued by states & political subdivisions | $14,870,000 | 2,306 |
| Other domestic debt securities | $64,000 | 2,452 |
| Privately issued residential mortgage-backed securities | $64,000 | 762 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,686,000 | 3,039 |
| Mortgage-backed securities | $19,620,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $13,862,000 | 2,229 |
| Issued or guaranteed by U.S. | $13,862,000 | 2,228 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,758,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $5,694,000 | 1,671 |
| Privately issued | $64,000 | 729 |
| 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) | $134,000 | 2,363 |
| Available-for-sale securities (fair market value) | $34,763,000 | 3,094 |
| Total debt securities | $34,888,000 | 3,358 |
| Structured notes | ||
| Amortized cost | $286,000 | 2,152 |
| Fair value | $292,000 | 2,145 |
| 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 | $35,206,000 | 3,390 |
| U.S. Government securities | $20,750,000 | 3,420 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $20,750,000 | 3,324 |
| Securities issued by states & political subdivisions | $14,398,000 | 2,359 |
| Other domestic debt securities | $58,000 | 2,518 |
| Privately issued residential mortgage-backed securities | $58,000 | 794 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,224,000 | 2,991 |
| Mortgage-backed securities | $20,377,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $14,593,000 | 2,189 |
| Issued or guaranteed by U.S. | $14,593,000 | 2,188 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,784,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $5,726,000 | 1,676 |
| Privately issued | $58,000 | 761 |
| 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) | $134,000 | 2,381 |
| Available-for-sale securities (fair market value) | $35,072,000 | 3,102 |
| Total debt securities | $35,205,000 | 3,363 |
| Structured notes | ||
| Amortized cost | $310,000 | 2,168 |
| Fair value | $316,000 | 2,166 |
| 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 | $36,009,000 | 3,337 |
| U.S. Government securities | $21,953,000 | 3,315 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,953,000 | 3,225 |
| Securities issued by states & political subdivisions | $13,981,000 | 2,397 |
| Other domestic debt securities | $75,000 | 2,562 |
| Privately issued residential mortgage-backed securities | $75,000 | 813 |
| 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 | $13,079,000 | 2,878 |
| Mortgage-backed securities | $21,070,000 | 2,265 |
| Certificates of participation in pools of residential mortgages | $15,310,000 | 2,120 |
| Issued or guaranteed by U.S. | $15,310,000 | 2,118 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,760,000 | 1,754 |
| CMOs issued by government agencies or sponsored agencies | $5,685,000 | 1,682 |
| Privately issued | $75,000 | 776 |
| 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) | $227,000 | 2,335 |
| Available-for-sale securities (fair market value) | $35,782,000 | 3,060 |
| Total debt securities | $36,008,000 | 3,312 |
| Structured notes | ||
| Amortized cost | $331,000 | 2,154 |
| Fair value | $336,000 | 2,151 |
| 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 | $35,782,000 | 3,359 |
| U.S. Government securities | $21,785,000 | 3,356 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,785,000 | 3,268 |
| Securities issued by states & political subdivisions | $13,911,000 | 2,390 |
| Other domestic debt securities | $86,000 | 2,621 |
| Privately issued residential mortgage-backed securities | $86,000 | 835 |
| 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 | $13,936,000 | 2,764 |
| Mortgage-backed securities | $20,885,000 | 2,300 |
| Certificates of participation in pools of residential mortgages | $15,124,000 | 2,144 |
| Issued or guaranteed by U.S. | $15,124,000 | 2,142 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,761,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $5,675,000 | 1,704 |
| Privately issued | $86,000 | 799 |
| 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) | $247,000 | 2,324 |
| Available-for-sale securities (fair market value) | $35,535,000 | 3,091 |
| Total debt securities | $35,783,000 | 3,326 |
| Structured notes | ||
| Amortized cost | $363,000 | 2,152 |
| Fair value | $368,000 | 2,135 |
| 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 | $33,792,000 | 3,453 |
| U.S. Government securities | $20,001,000 | 3,517 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $20,001,000 | 3,424 |
| Securities issued by states & political subdivisions | $13,688,000 | 2,411 |
| Other domestic debt securities | $103,000 | 2,673 |
| Privately issued residential mortgage-backed securities | $103,000 | 846 |
| 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 | $11,266,000 | 3,083 |
| Mortgage-backed securities | $19,533,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $13,695,000 | 2,257 |
| Issued or guaranteed by U.S. | $13,695,000 | 2,256 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,838,000 | 1,813 |
| CMOs issued by government agencies or sponsored agencies | $5,735,000 | 1,737 |
| Privately issued | $103,000 | 808 |
| 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) | $247,000 | 2,265 |
| Available-for-sale securities (fair market value) | $33,545,000 | 3,198 |
| Total debt securities | $33,791,000 | 3,414 |
| Structured notes | ||
| Amortized cost | $410,000 | 2,110 |
| Fair value | $420,000 | 2,103 |
| 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 | $36,375,000 | 3,337 |
| U.S. Government securities | $22,256,000 | 3,332 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,256,000 | 3,254 |
| Securities issued by states & political subdivisions | $14,000,000 | 2,372 |
| Other domestic debt securities | $119,000 | 2,662 |
| Privately issued residential mortgage-backed securities | $119,000 | 875 |
| 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 | $11,800,000 | 3,054 |
| Mortgage-backed securities | $21,738,000 | 2,300 |
| Certificates of participation in pools of residential mortgages | $15,033,000 | 2,165 |
| Issued or guaranteed by U.S. | $15,033,000 | 2,165 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,705,000 | 1,753 |
| CMOs issued by government agencies or sponsored agencies | $6,586,000 | 1,685 |
| Privately issued | $119,000 | 838 |
| 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) | $247,000 | 2,259 |
| Available-for-sale securities (fair market value) | $36,128,000 | 3,111 |
| Total debt securities | $36,377,000 | 3,302 |
| Structured notes | ||
| Amortized cost | $468,000 | 2,127 |
| Fair value | $482,000 | 2,121 |
| 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 | $35,983,000 | 3,304 |
| U.S. Government securities | $21,892,000 | 3,319 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $21,892,000 | 3,243 |
| Securities issued by states & political subdivisions | $13,965,000 | 2,340 |
| Other domestic debt securities | $126,000 | 2,653 |
| Privately issued residential mortgage-backed securities | $126,000 | 904 |
| 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 | $13,408,000 | 2,833 |
| Mortgage-backed securities | $21,300,000 | 2,315 |
| Certificates of participation in pools of residential mortgages | $14,006,000 | 2,224 |
| Issued or guaranteed by U.S. | $14,006,000 | 2,223 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $7,294,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $7,168,000 | 1,635 |
| Privately issued | $126,000 | 867 |
| 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) | $291,000 | 2,249 |
| Available-for-sale securities (fair market value) | $35,692,000 | 3,073 |
| Total debt securities | $35,980,000 | 3,270 |
| Structured notes | ||
| Amortized cost | $535,000 | 1,984 |
| Fair value | $549,000 | 1,980 |
| 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 | $35,811,000 | 3,354 |
| U.S. Government securities | $22,058,000 | 3,378 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $22,058,000 | 3,310 |
| Securities issued by states & political subdivisions | $13,618,000 | 2,334 |
| Other domestic debt securities | $135,000 | 2,723 |
| Privately issued residential mortgage-backed securities | $135,000 | 949 |
| 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 | $10,526,000 | 3,234 |
| Mortgage-backed securities | $21,329,000 | 2,432 |
| Certificates of participation in pools of residential mortgages | $13,442,000 | 2,395 |
| Issued or guaranteed by U.S. | $13,442,000 | 2,393 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,887,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $7,752,000 | 1,661 |
| Privately issued | $135,000 | 911 |
| 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) | $311,000 | 2,277 |
| Available-for-sale securities (fair market value) | $35,500,000 | 3,119 |
| Total debt securities | $35,811,000 | 3,329 |
| Structured notes | ||
| Amortized cost | $674,000 | 2,094 |
| Fair value | $694,000 | 2,089 |
| 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 | $31,003,000 | 3,655 |
| U.S. Government securities | $18,167,000 | 3,830 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,167,000 | 3,752 |
| Securities issued by states & political subdivisions | $12,703,000 | 2,404 |
| Other domestic debt securities | $133,000 | 2,716 |
| Privately issued residential mortgage-backed securities | $133,000 | 1,004 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,343,000 | 3,459 |
| Mortgage-backed securities | $16,636,000 | 2,792 |
| Certificates of participation in pools of residential mortgages | $9,887,000 | 2,848 |
| Issued or guaranteed by U.S. | $9,887,000 | 2,848 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,749,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $6,616,000 | 1,799 |
| Privately issued | $133,000 | 964 |
| 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) | $310,000 | 2,305 |
| Available-for-sale securities (fair market value) | $30,693,000 | 3,407 |
| Total debt securities | $31,003,000 | 3,626 |
| Structured notes | ||
| Amortized cost | $753,000 | 2,286 |
| Fair value | $779,000 | 2,278 |
| 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 | $34,245,000 | 3,495 |
| U.S. Government securities | $21,656,000 | 3,551 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $21,656,000 | 3,475 |
| Securities issued by states & political subdivisions | $12,393,000 | 2,366 |
| Other domestic debt securities | $196,000 | 2,667 |
| Privately issued residential mortgage-backed securities | $196,000 | 988 |
| 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 | $11,883,000 | 3,100 |
| Mortgage-backed securities | $18,458,000 | 2,664 |
| Certificates of participation in pools of residential mortgages | $11,091,000 | 2,703 |
| Issued or guaranteed by U.S. | $11,091,000 | 2,701 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,367,000 | 1,846 |
| CMOs issued by government agencies or sponsored agencies | $7,171,000 | 1,771 |
| Privately issued | $196,000 | 953 |
| 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) | $310,000 | 2,356 |
| Available-for-sale securities (fair market value) | $33,935,000 | 3,252 |
| Total debt securities | $34,244,000 | 3,466 |
| Structured notes | ||
| Amortized cost | $1,473,000 | 2,007 |
| Fair value | $1,497,000 | 1,980 |
| 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 | $34,164,000 | 3,394 |
| U.S. Government securities | $21,729,000 | 3,473 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,729,000 | 3,394 |
| Securities issued by states & political subdivisions | $12,044,000 | 2,373 |
| Other domestic debt securities | $226,000 | 2,620 |
| Privately issued residential mortgage-backed securities | $226,000 | 1,062 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 882 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,104,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $10,391,000 | 2,689 |
| Issued or guaranteed by U.S. | $10,391,000 | 2,687 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $7,713,000 | 1,779 |
| CMOs issued by government agencies or sponsored agencies | $7,487,000 | 1,645 |
| Privately issued | $226,000 | 1,007 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $740,000 | 2,201 |
| Available-for-sale securities (fair market value) | $33,424,000 | 3,170 |
| Total debt securities | $33,999,000 | 3,379 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $36,431,000 | 3,202 |
| U.S. Government securities | $24,362,000 | 3,164 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,362,000 | 3,084 |
| Securities issued by states & political subdivisions | $11,649,000 | 2,354 |
| Other domestic debt securities | $255,000 | 2,562 |
| Privately issued residential mortgage-backed securities | $255,000 | 1,077 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 925 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,297,000 | 2,403 |
| Certificates of participation in pools of residential mortgages | $11,998,000 | 2,422 |
| Issued or guaranteed by U.S. | $11,998,000 | 2,417 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,299,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $8,044,000 | 1,578 |
| Privately issued | $255,000 | 1,019 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $762,000 | 2,226 |
| Available-for-sale securities (fair market value) | $35,669,000 | 2,978 |
| Total debt securities | $36,266,000 | 3,186 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $31,012,000 | 3,567 |
| U.S. Government securities | $20,391,000 | 3,616 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,391,000 | 3,519 |
| Securities issued by states & political subdivisions | $10,194,000 | 2,481 |
| Other domestic debt securities | $262,000 | 2,496 |
| Privately issued residential mortgage-backed securities | $262,000 | 1,086 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 933 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,588,000 | 2,724 |
| Certificates of participation in pools of residential mortgages | $9,697,000 | 2,671 |
| Issued or guaranteed by U.S. | $9,697,000 | 2,664 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,891,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $5,629,000 | 1,808 |
| Privately issued | $262,000 | 1,032 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $757,000 | 2,248 |
| Available-for-sale securities (fair market value) | $30,255,000 | 3,317 |
| Total debt securities | $30,847,000 | 3,550 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $33,520,000 | 3,370 |
| U.S. Government securities | $22,584,000 | 3,384 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,584,000 | 3,288 |
| Securities issued by states & political subdivisions | $10,482,000 | 2,415 |
| Other domestic debt securities | $289,000 | 2,526 |
| Privately issued residential mortgage-backed securities | $289,000 | 1,112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 939 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,391,000 | 2,662 |
| Certificates of participation in pools of residential mortgages | $10,917,000 | 2,430 |
| Issued or guaranteed by U.S. | $10,917,000 | 2,425 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,474,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $4,185,000 | 1,937 |
| Privately issued | $289,000 | 1,058 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $756,000 | 2,255 |
| Available-for-sale securities (fair market value) | $32,764,000 | 3,142 |
| Total debt securities | $33,355,000 | 3,353 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $29,690,000 | 3,525 |
| U.S. Government securities | $19,925,000 | 3,481 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,925,000 | 3,382 |
| Securities issued by states & political subdivisions | $9,038,000 | 2,618 |
| Other domestic debt securities | $562,000 | 2,379 |
| Privately issued residential mortgage-backed securities | $344,000 | 1,140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $218,000 | 1,927 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 940 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,105,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $9,717,000 | 2,485 |
| Issued or guaranteed by U.S. | $9,717,000 | 2,480 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,388,000 | 2,270 |
| CMOs issued by government agencies or sponsored agencies | $3,044,000 | 2,091 |
| Privately issued | $344,000 | 1,087 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,089,000 | 2,145 |
| Available-for-sale securities (fair market value) | $28,601,000 | 3,318 |
| Total debt securities | $29,525,000 | 3,508 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $29,437,000 | 3,518 |
| U.S. Government securities | $20,409,000 | 3,383 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,409,000 | 3,290 |
| Securities issued by states & political subdivisions | $8,264,000 | 2,660 |
| Other domestic debt securities | $599,000 | 2,444 |
| Privately issued residential mortgage-backed securities | $376,000 | 1,200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $223,000 | 1,953 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 979 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,837,000 | 2,811 |
| Certificates of participation in pools of residential mortgages | $9,626,000 | 2,475 |
| Issued or guaranteed by U.S. | $9,626,000 | 2,470 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,211,000 | 2,274 |
| CMOs issued by government agencies or sponsored agencies | $2,835,000 | 2,113 |
| Privately issued | $376,000 | 1,144 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,119,000 | 2,166 |
| Available-for-sale securities (fair market value) | $28,318,000 | 3,300 |
| Total debt securities | $29,272,000 | 3,502 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $26,025,000 | 3,786 |
| U.S. Government securities | $17,840,000 | 3,725 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,840,000 | 3,634 |
| Securities issued by states & political subdivisions | $7,384,000 | 2,713 |
| Other domestic debt securities | $636,000 | 2,422 |
| Privately issued residential mortgage-backed securities | $405,000 | 1,229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $231,000 | 1,905 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 1,018 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,764,000 | 2,926 |
| Certificates of participation in pools of residential mortgages | $9,194,000 | 2,551 |
| Issued or guaranteed by U.S. | $9,194,000 | 2,545 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,570,000 | 2,359 |
| CMOs issued by government agencies or sponsored agencies | $2,165,000 | 2,199 |
| Privately issued | $405,000 | 1,176 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,120,000 | 2,238 |
| Available-for-sale securities (fair market value) | $24,905,000 | 3,559 |
| Total debt securities | $25,860,000 | 3,765 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $22,844,000 | 4,137 |
| U.S. Government securities | $15,342,000 | 4,094 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,342,000 | 3,995 |
| Securities issued by states & political subdivisions | $6,542,000 | 2,855 |
| Other domestic debt securities | $795,000 | 2,372 |
| Privately issued residential mortgage-backed securities | $427,000 | 1,266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $368,000 | 1,802 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 1,060 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,326,000 | 3,042 |
| Certificates of participation in pools of residential mortgages | $8,570,000 | 2,736 |
| Issued or guaranteed by U.S. | $8,570,000 | 2,730 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,756,000 | 2,274 |
| CMOs issued by government agencies or sponsored agencies | $2,329,000 | 2,102 |
| Privately issued | $427,000 | 1,214 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,261,000 | 2,216 |
| Available-for-sale securities (fair market value) | $21,583,000 | 3,873 |
| Total debt securities | $22,679,000 | 4,118 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $24,463,000 | 3,935 |
| U.S. Government securities | $16,660,000 | 3,898 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,660,000 | 3,814 |
| Securities issued by states & political subdivisions | $6,779,000 | 2,810 |
| Other domestic debt securities | $859,000 | 2,403 |
| Privately issued residential mortgage-backed securities | $478,000 | 1,282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $381,000 | 1,832 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 1,086 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,082,000 | 2,995 |
| Certificates of participation in pools of residential mortgages | $9,681,000 | 2,626 |
| Issued or guaranteed by U.S. | $9,681,000 | 2,618 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,401,000 | 2,340 |
| CMOs issued by government agencies or sponsored agencies | $1,923,000 | 2,199 |
| Privately issued | $478,000 | 1,226 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $966,000 | 2,398 |
| Available-for-sale securities (fair market value) | $23,497,000 | 3,651 |
| Total debt securities | $24,298,000 | 3,916 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $24,804,000 | 3,930 |
| U.S. Government securities | $17,484,000 | 3,788 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,484,000 | 3,715 |
| Securities issued by states & political subdivisions | $6,157,000 | 2,948 |
| Other domestic debt securities | $998,000 | 2,427 |
| Privately issued residential mortgage-backed securities | $623,000 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $375,000 | 1,930 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 1,142 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,494,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | $7,021,000 | 3,149 |
| Issued or guaranteed by U.S. | $7,021,000 | 3,139 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,473,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $1,850,000 | 2,185 |
| Privately issued | $623,000 | 1,226 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $960,000 | 2,480 |
| Available-for-sale securities (fair market value) | $23,844,000 | 3,637 |
| Total debt securities | $24,639,000 | 3,907 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $22,242,000 | 4,165 |
| U.S. Government securities | $14,519,000 | 4,174 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,519,000 | 4,080 |
| Securities issued by states & political subdivisions | $6,398,000 | 2,870 |
| Other domestic debt securities | $1,160,000 | 2,339 |
| Privately issued residential mortgage-backed securities | $790,000 | 1,261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $370,000 | 2,000 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 1,178 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,315,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | $6,396,000 | 3,331 |
| Issued or guaranteed by U.S. | $6,396,000 | 3,319 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,919,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $2,129,000 | 2,081 |
| Privately issued | $790,000 | 1,201 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $952,000 | 2,509 |
| Available-for-sale securities (fair market value) | $21,290,000 | 3,851 |
| Total debt securities | $22,077,000 | 4,149 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $21,047,000 | 4,314 |
| U.S. Government securities | $14,118,000 | 4,344 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,118,000 | 4,267 |
| Securities issued by states & political subdivisions | $5,382,000 | 3,047 |
| Other domestic debt securities | $1,382,000 | 2,130 |
| Privately issued residential mortgage-backed securities | $1,012,000 | 1,222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $370,000 | 2,097 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 1,192 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,120,000 | 3,411 |
| Certificates of participation in pools of residential mortgages | $6,827,000 | 3,319 |
| Issued or guaranteed by U.S. | $6,827,000 | 3,305 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,293,000 | 2,152 |
| CMOs issued by government agencies or sponsored agencies | $2,281,000 | 2,060 |
| Privately issued | $1,012,000 | 1,165 |
| 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) | $949,000 | 2,560 |
| Available-for-sale securities (fair market value) | $20,098,000 | 3,979 |
| Total debt securities | $20,882,000 | 4,301 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $20,896,000 | 4,342 |
| U.S. Government securities | $13,822,000 | 4,422 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,822,000 | 4,340 |
| Securities issued by states & political subdivisions | $5,907,000 | 2,894 |
| Other domestic debt securities | $1,002,000 | 2,268 |
| Privately issued residential mortgage-backed securities | $642,000 | 1,267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $360,000 | 2,060 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,551,000 | 3,411 |
| Certificates of participation in pools of residential mortgages | $6,665,000 | 3,331 |
| Issued or guaranteed by U.S. | $6,665,000 | 3,319 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,886,000 | 2,178 |
| CMOs issued by government agencies or sponsored agencies | $2,244,000 | 2,036 |
| Privately issued | $642,000 | 1,212 |
| 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) | $975,000 | 2,557 |
| Available-for-sale securities (fair market value) | $19,921,000 | 3,997 |
| Total debt securities | $20,731,000 | 4,330 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $22,191,000 | 4,119 |
| U.S. Government securities | $15,162,000 | 4,178 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,162,000 | 4,096 |
| Securities issued by states & political subdivisions | $5,884,000 | 2,858 |
| Other domestic debt securities | $980,000 | 2,250 |
| Privately issued residential mortgage-backed securities | $614,000 | 1,251 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $366,000 | 2,033 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 1,242 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,858,000 | 3,277 |
| Certificates of participation in pools of residential mortgages | $6,853,000 | 3,191 |
| Issued or guaranteed by U.S. | $6,853,000 | 3,179 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,005,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $2,391,000 | 1,899 |
| Privately issued | $614,000 | 1,198 |
| 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) | $981,000 | 2,576 |
| Available-for-sale securities (fair market value) | $21,210,000 | 3,764 |
| Total debt securities | $22,026,000 | 4,109 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $17,262,000 | 4,791 |
| U.S. Government securities | $10,499,000 | 5,017 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,499,000 | 4,939 |
| Securities issued by states & political subdivisions | $5,822,000 | 2,890 |
| Other domestic debt securities | $776,000 | 2,421 |
| Privately issued residential mortgage-backed securities | $649,000 | 1,229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $127,000 | 2,276 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 1,580 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,474,000 | 3,486 |
| Certificates of participation in pools of residential mortgages | $5,596,000 | 3,476 |
| Issued or guaranteed by U.S. | $5,596,000 | 3,460 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,878,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $2,229,000 | 1,953 |
| Privately issued | $649,000 | 1,170 |
| 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) | $739,000 | 2,701 |
| Available-for-sale securities (fair market value) | $16,523,000 | 4,405 |
| Total debt securities | $17,097,000 | 4,761 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $18,552,000 | 4,614 |
| U.S. Government securities | $11,626,000 | 4,816 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,626,000 | 4,726 |
| Securities issued by states & political subdivisions | $5,928,000 | 2,882 |
| Other domestic debt securities | $833,000 | 2,311 |
| Privately issued residential mortgage-backed securities | $718,000 | 1,192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 2,238 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 1,586 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,764,000 | 3,360 |
| Certificates of participation in pools of residential mortgages | $5,513,000 | 3,399 |
| Issued or guaranteed by U.S. | $5,513,000 | 3,381 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,251,000 | 2,014 |
| CMOs issued by government agencies or sponsored agencies | $2,533,000 | 1,848 |
| Privately issued | $718,000 | 1,134 |
| 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) | $705,000 | 2,756 |
| Available-for-sale securities (fair market value) | $17,847,000 | 4,227 |
| Total debt securities | $18,387,000 | 4,574 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $18,938,000 | 4,590 |
| U.S. Government securities | $11,851,000 | 4,900 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,851,000 | 4,804 |
| Securities issued by states & political subdivisions | $6,027,000 | 2,848 |
| Other domestic debt securities | $895,000 | 2,108 |
| Privately issued residential mortgage-backed securities | $759,000 | 1,087 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $136,000 | 2,097 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 1,544 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,852,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $4,926,000 | 3,245 |
| Issued or guaranteed by U.S. | $4,926,000 | 3,229 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,926,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $2,167,000 | 1,885 |
| Privately issued | $759,000 | 1,034 |
| 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) | $725,000 | 2,823 |
| Available-for-sale securities (fair market value) | $18,213,000 | 4,167 |
| Total debt securities | $18,773,000 | 4,560 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $19,692,000 | 4,526 |
| U.S. Government securities | $12,330,000 | 4,891 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,330,000 | 4,792 |
| Securities issued by states & political subdivisions | $6,007,000 | 2,816 |
| Other domestic debt securities | $1,190,000 | 1,865 |
| Privately issued residential mortgage-backed securities | $1,055,000 | 962 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $135,000 | 2,078 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 1,489 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,541,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $4,581,000 | 3,180 |
| Issued or guaranteed by U.S. | $4,581,000 | 3,164 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,960,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $1,905,000 | 1,929 |
| Privately issued | $1,055,000 | 913 |
| 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) | $722,000 | 2,886 |
| Available-for-sale securities (fair market value) | $18,970,000 | 4,079 |
| Total debt securities | $19,527,000 | 4,496 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $18,661,000 | 4,658 |
| U.S. Government securities | $11,293,000 | 5,130 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,293,000 | 5,024 |
| Securities issued by states & political subdivisions | $5,965,000 | 2,818 |
| Other domestic debt securities | $1,238,000 | 1,784 |
| Privately issued residential mortgage-backed securities | $1,103,000 | 908 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $135,000 | 2,046 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 1,502 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,587,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $3,810,000 | 3,395 |
| Issued or guaranteed by U.S. | $3,810,000 | 3,382 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,777,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $1,674,000 | 1,983 |
| Privately issued | $1,103,000 | 857 |
| 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) | $723,000 | 2,918 |
| Available-for-sale securities (fair market value) | $17,938,000 | 4,197 |
| Total debt securities | $18,496,000 | 4,632 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $18,939,000 | 4,641 |
| U.S. Government securities | $11,377,000 | 5,124 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,377,000 | 5,005 |
| Securities issued by states & political subdivisions | $6,094,000 | 2,792 |
| Other domestic debt securities | $1,303,000 | 1,766 |
| Privately issued residential mortgage-backed securities | $1,169,000 | 865 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $134,000 | 2,091 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 1,527 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,464,000 | 3,270 |
| Certificates of participation in pools of residential mortgages | $4,121,000 | 3,267 |
| Issued or guaranteed by U.S. | $4,121,000 | 3,250 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,343,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $1,174,000 | 2,156 |
| Privately issued | $1,169,000 | 810 |
| 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) | $722,000 | 2,954 |
| Available-for-sale securities (fair market value) | $18,217,000 | 4,185 |
| Total debt securities | $18,774,000 | 4,618 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $17,306,000 | 4,946 |
| U.S. Government securities | $9,838,000 | 5,511 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,838,000 | 5,390 |
| Securities issued by states & political subdivisions | $6,265,000 | 2,757 |
| Other domestic debt securities | $1,038,000 | 1,888 |
| Privately issued residential mortgage-backed securities | $904,000 | 914 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $134,000 | 2,150 |
| Foreign debt securities | NA | NA |
| Equity securities | $165,000 | 1,565 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,142,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $2,993,000 | 3,690 |
| Issued or guaranteed by U.S. | $2,993,000 | 3,679 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,149,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $1,245,000 | 2,118 |
| Privately issued | $904,000 | 863 |
| 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) | $742,000 | 3,005 |
| Available-for-sale securities (fair market value) | $16,564,000 | 4,450 |
| Total debt securities | $17,141,000 | 4,926 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $17,135,000 | 4,999 |
| U.S. Government securities | $10,050,000 | 5,503 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,050,000 | 5,378 |
| Securities issued by states & political subdivisions | $6,134,000 | 2,783 |
| Other domestic debt securities | $756,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $623,000 | 960 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $133,000 | 2,189 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,758,000 | 3,689 |
| Certificates of participation in pools of residential mortgages | $2,846,000 | 3,767 |
| Issued or guaranteed by U.S. | $2,846,000 | 3,745 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,912,000 | 2,110 |
| CMOs issued by government agencies or sponsored agencies | $1,289,000 | 2,073 |
| Privately issued | $623,000 | 894 |
| 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) | $740,000 | 3,070 |
| Available-for-sale securities (fair market value) | $16,395,000 | 4,507 |
| Total debt securities | $16,940,000 | 4,985 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $16,872,000 | 5,030 |
| U.S. Government securities | $9,833,000 | 5,574 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,833,000 | 5,444 |
| Securities issued by states & political subdivisions | $6,068,000 | 2,767 |
| Other domestic debt securities | $776,000 | 2,133 |
| Privately issued residential mortgage-backed securities | $643,000 | 936 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $133,000 | 2,268 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,600 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,936,000 | 3,624 |
| Certificates of participation in pools of residential mortgages | $2,980,000 | 3,715 |
| Issued or guaranteed by U.S. | $2,980,000 | 3,700 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,956,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $1,313,000 | 2,047 |
| Privately issued | $643,000 | 878 |
| 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) | $573,000 | 3,208 |
| Available-for-sale securities (fair market value) | $16,299,000 | 4,476 |
| Total debt securities | $16,677,000 | 5,011 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $17,006,000 | 5,053 |
| U.S. Government securities | $10,122,000 | 5,540 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,122,000 | 5,403 |
| Securities issued by states & political subdivisions | $6,014,000 | 2,781 |
| Other domestic debt securities | $675,000 | 2,270 |
| Privately issued residential mortgage-backed securities | $675,000 | 922 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,625 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,170,000 | 3,600 |
| Certificates of participation in pools of residential mortgages | $3,156,000 | 3,672 |
| Issued or guaranteed by U.S. | $3,156,000 | 3,656 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,014,000 | 2,066 |
| CMOs issued by government agencies or sponsored agencies | $1,339,000 | 2,049 |
| Privately issued | $675,000 | 865 |
| 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) | $485,000 | 3,360 |
| Available-for-sale securities (fair market value) | $16,521,000 | 4,484 |
| Total debt securities | $16,811,000 | 5,025 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $16,706,000 | 5,106 |
| U.S. Government securities | $9,897,000 | 5,601 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,897,000 | 5,457 |
| Securities issued by states & political subdivisions | $5,908,000 | 2,807 |
| Other domestic debt securities | $706,000 | 2,330 |
| Privately issued residential mortgage-backed securities | $706,000 | 878 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,647 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,086,000 | 3,662 |
| Certificates of participation in pools of residential mortgages | $3,019,000 | 3,737 |
| Issued or guaranteed by U.S. | $3,019,000 | 3,722 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,067,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $1,361,000 | 2,040 |
| Privately issued | $706,000 | 821 |
| 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) | $485,000 | 3,428 |
| Available-for-sale securities (fair market value) | $16,221,000 | 4,519 |
| Total debt securities | $16,511,000 | 5,085 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $16,104,000 | 5,193 |
| U.S. Government securities | $9,375,000 | 5,707 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,375,000 | 5,568 |
| Securities issued by states & political subdivisions | $5,783,000 | 2,829 |
| Other domestic debt securities | $751,000 | 2,331 |
| Privately issued residential mortgage-backed securities | $751,000 | 851 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,651 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,123,000 | 3,693 |
| Certificates of participation in pools of residential mortgages | $2,961,000 | 3,822 |
| Issued or guaranteed by U.S. | $2,961,000 | 3,808 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,162,000 | 2,026 |
| CMOs issued by government agencies or sponsored agencies | $1,411,000 | 2,044 |
| Privately issued | $751,000 | 796 |
| 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) | $485,000 | 3,477 |
| Available-for-sale securities (fair market value) | $15,619,000 | 4,606 |
| Total debt securities | $15,909,000 | 5,176 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $14,249,000 | 5,543 |
| U.S. Government securities | $8,139,000 | 6,074 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,139,000 | 5,930 |
| Securities issued by states & political subdivisions | $5,730,000 | 2,794 |
| Other domestic debt securities | $185,000 | 3,104 |
| Privately issued residential mortgage-backed securities | $185,000 | 1,033 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,682 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,063,000 | 4,090 |
| Certificates of participation in pools of residential mortgages | $2,716,000 | 3,999 |
| Issued or guaranteed by U.S. | $2,716,000 | 3,985 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,347,000 | 2,372 |
| CMOs issued by government agencies or sponsored agencies | $1,162,000 | 2,218 |
| Privately issued | $185,000 | 944 |
| 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) | $485,000 | 3,545 |
| Available-for-sale securities (fair market value) | $13,764,000 | 4,915 |
| Total debt securities | $14,054,000 | 5,496 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $13,606,000 | 5,726 |
| U.S. Government securities | $7,528,000 | 6,319 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,528,000 | 6,175 |
| Securities issued by states & political subdivisions | $5,695,000 | 2,818 |
| Other domestic debt securities | $188,000 | 3,153 |
| Privately issued residential mortgage-backed securities | $188,000 | 1,011 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,713 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,228,000 | 4,128 |
| Certificates of participation in pools of residential mortgages | $2,853,000 | 4,028 |
| Issued or guaranteed by U.S. | $2,853,000 | 4,018 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,375,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $1,187,000 | 2,271 |
| Privately issued | $188,000 | 930 |
| 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) | $485,000 | 3,581 |
| Available-for-sale securities (fair market value) | $13,121,000 | 5,111 |
| Total debt securities | $13,411,000 | 5,690 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $13,917,000 | 5,703 |
| U.S. Government securities | $7,860,000 | 6,213 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,860,000 | 6,074 |
| Securities issued by states & political subdivisions | $5,662,000 | 2,868 |
| Other domestic debt securities | $200,000 | 3,186 |
| Privately issued residential mortgage-backed securities | $200,000 | 994 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,756 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,218,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $2,768,000 | 4,111 |
| Issued or guaranteed by U.S. | $2,768,000 | 4,099 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,450,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $1,250,000 | 2,282 |
| Privately issued | $200,000 | 919 |
| 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) | $485,000 | 3,626 |
| Available-for-sale securities (fair market value) | $13,432,000 | 5,073 |
| Total debt securities | $13,722,000 | 5,662 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $13,942,000 | 5,719 |
| U.S. Government securities | $7,833,000 | 6,260 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,833,000 | 6,106 |
| Securities issued by states & political subdivisions | $5,703,000 | 2,863 |
| Other domestic debt securities | $211,000 | 3,198 |
| Privately issued residential mortgage-backed securities | $211,000 | 939 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,761 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,818,000 | 4,341 |
| Certificates of participation in pools of residential mortgages | $2,342,000 | 4,325 |
| Issued or guaranteed by U.S. | $2,342,000 | 4,313 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,476,000 | 2,420 |
| CMOs issued by government agencies or sponsored agencies | $1,265,000 | 2,288 |
| Privately issued | $211,000 | 864 |
| 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) | $485,000 | 3,705 |
| Available-for-sale securities (fair market value) | $13,457,000 | 5,087 |
| Total debt securities | $13,747,000 | 5,687 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $13,536,000 | 5,852 |
| U.S. Government securities | $7,708,000 | 6,381 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,708,000 | 6,212 |
| Securities issued by states & political subdivisions | $5,413,000 | 2,935 |
| Other domestic debt securities | $220,000 | 3,291 |
| Privately issued residential mortgage-backed securities | $220,000 | 927 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,806 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,953,000 | 4,372 |
| Certificates of participation in pools of residential mortgages | $2,493,000 | 4,309 |
| Issued or guaranteed by U.S. | $2,493,000 | 4,296 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,460,000 | 2,490 |
| CMOs issued by government agencies or sponsored agencies | $1,240,000 | 2,341 |
| Privately issued | $220,000 | 859 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,700 |
| Available-for-sale securities (fair market value) | $13,036,000 | 5,208 |
| Total debt securities | $13,341,000 | 5,810 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $13,977,000 | 5,751 |
| U.S. Government securities | $7,961,000 | 6,245 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,961,000 | 6,086 |
| Securities issued by states & political subdivisions | $5,557,000 | 2,906 |
| Other domestic debt securities | $264,000 | 3,305 |
| Privately issued residential mortgage-backed securities | $264,000 | 963 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,849 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,424,000 | 4,249 |
| Certificates of participation in pools of residential mortgages | $2,816,000 | 4,205 |
| Issued or guaranteed by U.S. | $2,816,000 | 4,193 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,608,000 | 2,472 |
| CMOs issued by government agencies or sponsored agencies | $1,344,000 | 2,345 |
| Privately issued | $264,000 | 884 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,045 |
| Available-for-sale securities (fair market value) | $13,727,000 | 5,090 |
| Total debt securities | $13,782,000 | 5,692 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $14,270,000 | 5,748 |
| U.S. Government securities | $8,334,000 | 6,218 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,334,000 | 6,043 |
| Securities issued by states & political subdivisions | $5,741,000 | 2,868 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,871 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,294,000 | 4,271 |
| Certificates of participation in pools of residential mortgages | $2,934,000 | 4,137 |
| Issued or guaranteed by U.S. | $2,934,000 | 4,124 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,360,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $1,360,000 | 2,441 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,105 |
| Available-for-sale securities (fair market value) | $14,020,000 | 5,058 |
| Total debt securities | $14,075,000 | 5,686 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $13,654,000 | 5,785 |
| U.S. Government securities | $8,214,000 | 6,110 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,214,000 | 5,922 |
| Securities issued by states & political subdivisions | $5,245,000 | 3,024 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,934 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,476,000 | 4,214 |
| Certificates of participation in pools of residential mortgages | $3,063,000 | 4,068 |
| Issued or guaranteed by U.S. | $3,063,000 | 4,054 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,413,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $1,413,000 | 2,457 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $13,654,000 | 5,068 |
| Total debt securities | $13,459,000 | 5,734 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $9,277,000 | 6,663 |
| U.S. Government securities | $3,637,000 | 7,571 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,637,000 | 7,383 |
| Securities issued by states & political subdivisions | $5,445,000 | 2,903 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,940 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,227,000 | 5,186 |
| Certificates of participation in pools of residential mortgages | $1,921,000 | 4,736 |
| Issued or guaranteed by U.S. | $1,921,000 | 4,719 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $306,000 | 3,661 |
| CMOs issued by government agencies or sponsored agencies | $306,000 | 3,488 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $9,277,000 | 5,902 |
| Total debt securities | $9,082,000 | 6,608 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $8,368,000 | 6,870 |
| U.S. Government securities | $2,894,000 | 7,939 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,894,000 | 7,754 |
| Securities issued by states & political subdivisions | $5,279,000 | 2,846 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,943 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,385,000 | 5,150 |
| Certificates of participation in pools of residential mortgages | $1,343,000 | 5,077 |
| Issued or guaranteed by U.S. | $1,343,000 | 5,062 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,042,000 | 3,072 |
| CMOs issued by government agencies or sponsored agencies | $1,042,000 | 2,930 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $8,368,000 | 6,088 |
| Total debt securities | $8,173,000 | 6,827 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $8,905,000 | 6,779 |
| U.S. Government securities | $3,525,000 | 7,723 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,525,000 | 7,507 |
| Securities issued by states & political subdivisions | $5,185,000 | 2,865 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $195,000 | 1,954 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,414,000 | 5,119 |
| Certificates of participation in pools of residential mortgages | $1,290,000 | 5,119 |
| Issued or guaranteed by U.S. | $1,290,000 | 5,100 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,124,000 | 3,041 |
| CMOs issued by government agencies or sponsored agencies | $1,124,000 | 2,905 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $8,905,000 | 5,975 |
| Total debt securities | $8,710,000 | 6,731 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $9,700,000 | 6,591 |
| U.S. Government securities | $5,066,000 | 7,204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,066,000 | 6,961 |
| Securities issued by states & political subdivisions | $4,627,000 | 3,006 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 2,227 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $8,000 | 10 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,265,000 | 4,215 |
| Certificates of participation in pools of residential mortgages | $2,243,000 | 4,331 |
| Issued or guaranteed by U.S. | $2,243,000 | 4,313 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,022,000 | 2,717 |
| CMOs issued by government agencies or sponsored agencies | $2,022,000 | 2,558 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-8,000 | 9,623 |
| Available-for-sale securities (fair market value) | $9,708,000 | 5,699 |
| Total debt securities | $9,693,000 | 6,495 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $10,492,000 | 6,645 |
| U.S. Government securities | $6,872,000 | 6,973 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,872,000 | 6,611 |
| Securities issued by states & political subdivisions | $3,605,000 | 3,377 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,832 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,442,000 | 3,962 |
| Certificates of participation in pools of residential mortgages | $1,851,000 | 4,067 |
| Issued or guaranteed by U.S. | $1,851,000 | 4,041 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,591,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $1,591,000 | 2,346 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $10,492,000 | 5,592 |
| Total debt securities | $10,477,000 | 6,523 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $9,309,000 | 7,280 |
| U.S. Government securities | $6,542,000 | 7,357 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,542,000 | 6,832 |
| Securities issued by states & political subdivisions | $2,752,000 | 4,078 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,846 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,017,000 | 3,967 |
| Certificates of participation in pools of residential mortgages | $2,074,000 | 4,150 |
| Issued or guaranteed by U.S. | $2,074,000 | 4,131 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,943,000 | 2,475 |
| CMOs issued by government agencies or sponsored agencies | $1,943,000 | 2,339 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $9,309,000 | 6,060 |
| Total debt securities | $9,294,000 | 7,171 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $8,914,000 | 7,415 |
| U.S. Government securities | $5,611,000 | 7,753 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,611,000 | 6,903 |
| Securities issued by states & political subdivisions | $3,283,000 | 3,797 |
| 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 | $20,000 | 7,636 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,441,000 | 4,513 |
| Certificates of participation in pools of residential mortgages | $1,947,000 | 4,434 |
| Issued or guaranteed by U.S. | $1,947,000 | 4,414 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,494,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $1,494,000 | 2,784 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $245,000 | 6,185 |
| Available-for-sale securities (fair market value) | $8,669,000 | 6,147 |
| Total debt securities | $8,894,000 | 7,292 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,566,000 | 6,939 |
| U.S. Government securities | $6,517,000 | 7,864 |
| U.S. Treasury securities | $452,000 | 7,374 |
| U.S. Government agency obligations | $6,065,000 | 6,784 |
| Securities issued by states & political subdivisions | $4,191,000 | 3,111 |
| Other domestic debt securities | $18,000 | 3,719 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,603 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $840,000 | 2,620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,035,000 | 4,987 |
| Mortgage-backed securities | $2,938,000 | 4,820 |
| Certificates of participation in pools of residential mortgages | $1,471,000 | 4,850 |
| Issued or guaranteed by U.S. | $1,471,000 | 4,832 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,467,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $1,449,000 | 2,926 |
| Privately issued | $18,000 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $11,566,000 | 5,290 |
| Total debt securities | $10,726,000 | 7,061 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,328 |
| Fair value | $299,000 | 2,353 |
| 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 | $12,540,000 | 7,109 |
| U.S. Government securities | $7,937,000 | 7,862 |
| U.S. Treasury securities | $702,000 | 7,747 |
| U.S. Government agency obligations | $7,235,000 | 6,595 |
| Securities issued by states & political subdivisions | $4,028,000 | 3,276 |
| Other domestic debt securities | $73,000 | 3,970 |
| Privately issued residential mortgage-backed securities | $73,000 | 1,650 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $502,000 | 3,514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,041,000 | 5,124 |
| Mortgage-backed securities | $4,004,000 | 4,692 |
| Certificates of participation in pools of residential mortgages | $1,896,000 | 4,829 |
| Issued or guaranteed by U.S. | $1,896,000 | 4,809 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,108,000 | 3,000 |
| CMOs issued by government agencies or sponsored agencies | $2,035,000 | 2,915 |
| Privately issued | $73,000 | 1,373 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $12,540,000 | 5,287 |
| Total debt securities | $12,038,000 | 7,134 |
| Structured notes | ||
| Amortized cost | $550,000 | 2,402 |
| Fair value | $549,000 | 2,404 |
| 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 | $12,252,000 | 7,508 |
| U.S. Government securities | $7,686,000 | 8,328 |
| U.S. Treasury securities | $760,000 | 8,966 |
| U.S. Government agency obligations | $6,926,000 | 6,751 |
| Securities issued by states & political subdivisions | $3,893,000 | 3,405 |
| Other domestic debt securities | $235,000 | 3,890 |
| Privately issued residential mortgage-backed securities | $235,000 | 1,519 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $438,000 | 3,561 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,413,000 | 5,635 |
| Mortgage-backed securities | $4,342,000 | 4,768 |
| Certificates of participation in pools of residential mortgages | $2,044,000 | 4,869 |
| Issued or guaranteed by U.S. | $2,044,000 | 4,838 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,298,000 | 3,232 |
| CMOs issued by government agencies or sponsored agencies | $2,063,000 | 3,214 |
| Privately issued | $235,000 | 1,236 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $12,252,000 | 5,496 |
| Total debt securities | $11,814,000 | 7,529 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,978 |
| Fair value | $293,000 | 4,077 |
| 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 | $11,401,000 | 8,261 |
| U.S. Government securities | $6,703,000 | 9,267 |
| U.S. Treasury securities | $830,000 | 9,979 |
| U.S. Government agency obligations | $5,873,000 | 7,230 |
| Securities issued by states & political subdivisions | $3,768,000 | 3,622 |
| Other domestic debt securities | $653,000 | 3,224 |
| Privately issued residential mortgage-backed securities | $318,000 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $335,000 | 3,246 |
| Foreign debt securities | NA | NA |
| Equity securities | $277,000 | 4,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,666,000 | 6,370 |
| Mortgage-backed securities | $4,078,000 | 5,167 |
| Certificates of participation in pools of residential mortgages | $1,663,000 | 5,568 |
| Issued or guaranteed by U.S. | $1,663,000 | 5,543 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,415,000 | 3,362 |
| CMOs issued by government agencies or sponsored agencies | $2,097,000 | 3,382 |
| Privately issued | $318,000 | 1,277 |
| 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) | $3,868,000 | 8,710 |
| Available-for-sale securities (fair market value) | $7,533,000 | 5,641 |
| Total debt securities | $11,124,000 | 8,235 |
| 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 | $10,344,000 | 8,956 |
| U.S. Government securities | $5,711,000 | 10,094 |
| U.S. Treasury securities | $354,000 | 11,124 |
| U.S. Government agency obligations | $5,357,000 | 7,661 |
| Securities issued by states & political subdivisions | $3,302,000 | 4,016 |
| Other domestic debt securities | $1,112,000 | 3,156 |
| Privately issued residential mortgage-backed securities | $661,000 | 1,499 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $451,000 | 3,413 |
| Foreign debt securities | NA | NA |
| Equity securities | $219,000 | 4,406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,654,000 | 7,493 |
| Mortgage-backed securities | $4,068,000 | 5,780 |
| Certificates of participation in pools of residential mortgages | $1,493,000 | 6,330 |
| Issued or guaranteed by U.S. | $1,493,000 | 6,286 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,575,000 | 3,670 |
| CMOs issued by government agencies or sponsored agencies | $1,914,000 | 3,978 |
| Privately issued | $661,000 | 1,183 |
| 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 | $10,125,000 | 8,898 |
| 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 | $10,445,000 | 8,966 |
| U.S. Government securities | $6,376,000 | 9,936 |
| U.S. Treasury securities | $1,256,000 | 9,899 |
| U.S. Government agency obligations | $5,120,000 | 7,902 |
| Securities issued by states & political subdivisions | $3,024,000 | 4,044 |
| Other domestic debt securities | $837,000 | 4,376 |
| Privately issued residential mortgage-backed securities | $590,000 | 2,217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $247,000 | 4,591 |
| Foreign debt securities | NA | NA |
| Equity securities | $208,000 | 3,902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $405,000 | 10,016 |
| Mortgage-backed securities | $3,562,000 | 6,341 |
| Certificates of participation in pools of residential mortgages | $1,788,000 | 6,411 |
| Issued or guaranteed by U.S. | $1,788,000 | 6,346 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,774,000 | 4,225 |
| CMOs issued by government agencies or sponsored agencies | $1,184,000 | 4,427 |
| Privately issued | $590,000 | 1,842 |
| 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 | $10,237,000 | 8,925 |
| 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 |