Home > OSB Community Bank > Securities
OSB Community Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $18,781,000 | 3,633 |
| U.S. Government securities | $15,940,000 | 3,203 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $15,940,000 | 2,830 |
| Securities issued by states & political subdivisions | $2,841,000 | 3,197 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $15,479,000 | 2,242 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,210,000 | 2,542 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,269,000 | 1,037 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $18,781,000 | 3,385 |
| Total debt securities | $18,781,000 | 3,611 |
| Structured notes | ||
| Amortized cost | $476,000 | 1,043 |
| Fair value | $461,000 | 998 |
| 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 | $19,390,000 | 3,608 |
| U.S. Government securities | $15,896,000 | 3,230 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $15,896,000 | 2,831 |
| Securities issued by states & political subdivisions | $3,494,000 | 3,101 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $15,452,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,302,000 | 2,525 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,150,000 | 1,021 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $19,390,000 | 3,351 |
| Total debt securities | $19,390,000 | 3,586 |
| Structured notes | ||
| Amortized cost | $474,000 | 1,065 |
| Fair value | $444,000 | 1,021 |
| 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 | $20,589,000 | 3,609 |
| U.S. Government securities | $17,071,000 | 3,205 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $17,071,000 | 2,814 |
| Securities issued by states & political subdivisions | $3,518,000 | 3,145 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $16,615,000 | 2,198 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,719,000 | 2,511 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,896,000 | 1,002 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $20,589,000 | 3,347 |
| Total debt securities | $20,589,000 | 3,588 |
| Structured notes | ||
| Amortized cost | $471,000 | 1,111 |
| Fair value | $456,000 | 1,054 |
| 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 | $20,658,000 | 3,694 |
| U.S. Government securities | $16,008,000 | 3,348 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $16,008,000 | 2,889 |
| Securities issued by states & political subdivisions | $4,650,000 | 3,067 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $16,008,000 | 2,276 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,480,000 | 2,695 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,528,000 | 1,011 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $20,658,000 | 3,427 |
| Total debt securities | $20,659,000 | 3,671 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $20,898,000 | 3,711 |
| U.S. Government securities | $16,488,000 | 3,325 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $16,488,000 | 2,850 |
| Securities issued by states & political subdivisions | $4,410,000 | 3,134 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $16,488,000 | 2,272 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,695,000 | 2,680 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,793,000 | 1,008 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $20,898,000 | 3,436 |
| Total debt securities | $20,900,000 | 3,688 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $21,715,000 | 3,685 |
| U.S. Government securities | $17,164,000 | 3,298 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $17,164,000 | 2,826 |
| Securities issued by states & political subdivisions | $4,551,000 | 3,136 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $17,164,000 | 2,259 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,813,000 | 2,686 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,351,000 | 999 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $21,715,000 | 3,408 |
| Total debt securities | $21,713,000 | 3,663 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $26,513,000 | 3,533 |
| U.S. Government securities | $19,554,000 | 3,180 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $19,554,000 | 2,735 |
| Securities issued by states & political subdivisions | $6,959,000 | 2,943 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $19,554,000 | 2,188 |
| Certificates of participation in pools of residential mortgages | $6,154,000 | 2,668 |
| Issued or guaranteed by U.S. | $6,154,000 | 2,591 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $13,400,000 | 1,061 |
| CMOs issued by government agencies or sponsored agencies | $13,400,000 | 983 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $26,513,000 | 3,279 |
| Total debt securities | $26,513,000 | 3,515 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $29,565,000 | 3,394 |
| U.S. Government securities | $21,262,000 | 3,014 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $21,262,000 | 2,632 |
| Securities issued by states & political subdivisions | $8,303,000 | 2,814 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $21,262,000 | 2,138 |
| Certificates of participation in pools of residential mortgages | $5,779,000 | 2,715 |
| Issued or guaranteed by U.S. | $5,779,000 | 2,638 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $15,483,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $15,483,000 | 917 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $29,565,000 | 3,177 |
| Total debt securities | $29,565,000 | 3,374 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $32,700,000 | 3,204 |
| U.S. Government securities | $23,852,000 | 2,737 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $23,852,000 | 2,481 |
| Securities issued by states & political subdivisions | $8,848,000 | 2,802 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $23,852,000 | 2,053 |
| Certificates of participation in pools of residential mortgages | $6,511,000 | 2,634 |
| Issued or guaranteed by U.S. | $6,511,000 | 2,552 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $17,341,000 | 895 |
| CMOs issued by government agencies or sponsored agencies | $17,341,000 | 845 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $32,700,000 | 3,026 |
| Total debt securities | $32,699,000 | 3,180 |
| 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 | $29,500,000 | 3,264 |
| U.S. Government securities | $19,563,000 | 2,902 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $19,563,000 | 2,685 |
| Securities issued by states & political subdivisions | $9,937,000 | 2,686 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $19,563,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $7,006,000 | 2,585 |
| Issued or guaranteed by U.S. | $7,006,000 | 2,514 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $12,557,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $12,557,000 | 1,009 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $29,500,000 | 3,083 |
| Total debt securities | $29,500,000 | 3,245 |
| 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 | $17,626,000 | 3,731 |
| U.S. Government securities | $7,223,000 | 3,742 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $7,223,000 | 3,521 |
| Securities issued by states & political subdivisions | $10,403,000 | 2,635 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $7,223,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $4,335,000 | 2,910 |
| Issued or guaranteed by U.S. | $4,335,000 | 2,822 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,888,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $2,888,000 | 1,805 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $17,626,000 | 3,501 |
| Total debt securities | $17,626,000 | 3,707 |
| 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 | $17,307,000 | 3,659 |
| U.S. Government securities | $7,052,000 | 3,659 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $7,052,000 | 3,472 |
| Securities issued by states & political subdivisions | $10,255,000 | 2,622 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $7,052,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $4,807,000 | 2,794 |
| Issued or guaranteed by U.S. | $4,807,000 | 2,711 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,245,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $2,245,000 | 1,890 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $17,307,000 | 3,446 |
| Total debt securities | $17,307,000 | 3,634 |
| 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 | $18,712,000 | 3,495 |
| U.S. Government securities | $7,928,000 | 3,475 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $7,928,000 | 3,324 |
| Securities issued by states & political subdivisions | $10,784,000 | 2,540 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $7,928,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $5,263,000 | 2,657 |
| Issued or guaranteed by U.S. | $5,263,000 | 2,584 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,665,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $2,665,000 | 1,842 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $18,712,000 | 3,285 |
| Total debt securities | $18,711,000 | 3,473 |
| 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 | $21,863,000 | 3,259 |
| U.S. Government securities | $8,811,000 | 3,383 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $8,811,000 | 3,225 |
| Securities issued by states & political subdivisions | $13,052,000 | 2,243 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $8,811,000 | 2,746 |
| Certificates of participation in pools of residential mortgages | $5,770,000 | 2,557 |
| Issued or guaranteed by U.S. | $5,770,000 | 2,480 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,041,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $3,041,000 | 1,802 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $21,863,000 | 3,052 |
| Total debt securities | $21,863,000 | 3,239 |
| 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 | $23,409,000 | 3,156 |
| U.S. Government securities | $9,683,000 | 3,289 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $9,683,000 | 3,141 |
| Securities issued by states & political subdivisions | $13,726,000 | 2,115 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $9,683,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | $6,257,000 | 2,469 |
| Issued or guaranteed by U.S. | $6,257,000 | 2,396 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,426,000 | 1,818 |
| CMOs issued by government agencies or sponsored agencies | $3,426,000 | 1,777 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $23,409,000 | 2,963 |
| Total debt securities | $23,410,000 | 3,135 |
| 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 | $22,899,000 | 3,148 |
| U.S. Government securities | $10,256,000 | 3,281 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,256,000 | 3,137 |
| Securities issued by states & political subdivisions | $12,643,000 | 2,078 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $10,256,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $6,590,000 | 2,444 |
| Issued or guaranteed by U.S. | $6,590,000 | 2,362 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,666,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $3,666,000 | 1,741 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $22,899,000 | 2,948 |
| Total debt securities | $22,898,000 | 3,128 |
| 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 | $24,516,000 | 3,131 |
| U.S. Government securities | $11,051,000 | 3,284 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $11,051,000 | 3,127 |
| Securities issued by states & political subdivisions | $13,465,000 | 1,982 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $11,051,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $7,029,000 | 2,319 |
| Issued or guaranteed by U.S. | $7,029,000 | 2,258 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,022,000 | 1,724 |
| CMOs issued by government agencies or sponsored agencies | $4,022,000 | 1,680 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $24,516,000 | 2,925 |
| Total debt securities | $24,515,000 | 3,113 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $24,089,000 | 3,167 |
| U.S. Government securities | $10,169,000 | 3,406 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $10,169,000 | 3,251 |
| Securities issued by states & political subdivisions | $13,920,000 | 1,952 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $10,169,000 | 2,577 |
| Certificates of participation in pools of residential mortgages | $7,507,000 | 2,231 |
| Issued or guaranteed by U.S. | $7,507,000 | 2,166 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,662,000 | 1,984 |
| CMOs issued by government agencies or sponsored agencies | $2,662,000 | 1,937 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $24,089,000 | 2,947 |
| Total debt securities | $24,091,000 | 3,148 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $24,926,000 | 3,168 |
| U.S. Government securities | $11,016,000 | 3,385 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $11,016,000 | 3,232 |
| Securities issued by states & political subdivisions | $13,910,000 | 1,999 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $11,016,000 | 2,526 |
| Certificates of participation in pools of residential mortgages | $8,010,000 | 2,171 |
| Issued or guaranteed by U.S. | $8,010,000 | 2,123 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,006,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $3,006,000 | 1,844 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $24,926,000 | 2,943 |
| Total debt securities | $24,926,000 | 3,149 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $24,470,000 | 3,253 |
| U.S. Government securities | $11,719,000 | 3,333 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $11,719,000 | 3,185 |
| Securities issued by states & political subdivisions | $12,751,000 | 2,149 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $11,719,000 | 2,452 |
| Certificates of participation in pools of residential mortgages | $8,417,000 | 2,151 |
| Issued or guaranteed by U.S. | $8,417,000 | 2,102 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,302,000 | 1,861 |
| CMOs issued by government agencies or sponsored agencies | $3,302,000 | 1,811 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $24,470,000 | 3,006 |
| Total debt securities | $24,470,000 | 3,234 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $25,534,000 | 3,218 |
| U.S. Government securities | $12,347,000 | 3,323 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $12,347,000 | 3,159 |
| Securities issued by states & political subdivisions | $13,187,000 | 2,167 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $12,347,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $8,854,000 | 2,110 |
| Issued or guaranteed by U.S. | $8,854,000 | 2,076 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,493,000 | 1,828 |
| CMOs issued by government agencies or sponsored agencies | $3,493,000 | 1,775 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $25,534,000 | 2,982 |
| Total debt securities | $25,534,000 | 3,201 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $24,592,000 | 3,291 |
| U.S. Government securities | $11,084,000 | 3,506 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,084,000 | 3,352 |
| Securities issued by states & political subdivisions | $13,508,000 | 2,158 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $11,084,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | $8,316,000 | 2,177 |
| Issued or guaranteed by U.S. | $8,316,000 | 2,166 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,768,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $2,768,000 | 1,876 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $24,592,000 | 3,034 |
| Total debt securities | $24,592,000 | 3,268 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $25,556,000 | 3,276 |
| U.S. Government securities | $11,967,000 | 3,414 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $11,967,000 | 3,266 |
| Securities issued by states & political subdivisions | $13,589,000 | 2,199 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $11,967,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $8,946,000 | 2,165 |
| Issued or guaranteed by U.S. | $8,946,000 | 2,066 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,021,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $3,021,000 | 1,829 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $25,556,000 | 3,019 |
| Total debt securities | $25,556,000 | 3,253 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $25,454,000 | 3,315 |
| U.S. Government securities | $11,193,000 | 3,556 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,193,000 | 3,423 |
| Securities issued by states & political subdivisions | $14,261,000 | 2,174 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $11,193,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $9,540,000 | 2,135 |
| Issued or guaranteed by U.S. | $9,540,000 | 2,133 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,653,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $1,653,000 | 2,132 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $25,454,000 | 3,057 |
| Total debt securities | $25,453,000 | 3,292 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $26,046,000 | 3,343 |
| U.S. Government securities | $12,076,000 | 3,482 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $12,076,000 | 3,343 |
| Securities issued by states & political subdivisions | $13,970,000 | 2,269 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $12,076,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $10,273,000 | 2,104 |
| Issued or guaranteed by U.S. | $10,273,000 | 2,103 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,803,000 | 2,137 |
| CMOs issued by government agencies or sponsored agencies | $1,803,000 | 2,075 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $26,046,000 | 3,088 |
| Total debt securities | $26,047,000 | 3,314 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $30,176,000 | 3,152 |
| U.S. Government securities | $15,686,000 | 3,183 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $15,686,000 | 3,054 |
| Securities issued by states & political subdivisions | $14,490,000 | 2,265 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $15,686,000 | 2,252 |
| Certificates of participation in pools of residential mortgages | $13,818,000 | 1,840 |
| Issued or guaranteed by U.S. | $13,818,000 | 1,839 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,868,000 | 2,137 |
| CMOs issued by government agencies or sponsored agencies | $1,868,000 | 2,079 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $30,176,000 | 2,897 |
| Total debt securities | $30,176,000 | 3,128 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $38,159,000 | 2,794 |
| U.S. Government securities | $21,517,000 | 2,753 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $21,517,000 | 2,645 |
| Securities issued by states & political subdivisions | $16,642,000 | 2,092 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $21,517,000 | 1,909 |
| Certificates of participation in pools of residential mortgages | $18,311,000 | 1,593 |
| Issued or guaranteed by U.S. | $18,311,000 | 1,591 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,206,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $3,206,000 | 1,825 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $38,159,000 | 2,569 |
| Total debt securities | $38,160,000 | 2,776 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $43,993,000 | 2,604 |
| U.S. Government securities | $26,139,000 | 2,523 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $26,139,000 | 2,424 |
| Securities issued by states & political subdivisions | $17,854,000 | 2,014 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $26,139,000 | 1,720 |
| Certificates of participation in pools of residential mortgages | $22,806,000 | 1,393 |
| Issued or guaranteed by U.S. | $22,806,000 | 1,392 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,333,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $3,333,000 | 1,810 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $43,993,000 | 2,381 |
| Total debt securities | $43,993,000 | 2,591 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $44,561,000 | 2,558 |
| U.S. Government securities | $26,405,000 | 2,497 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $26,405,000 | 2,384 |
| Securities issued by states & political subdivisions | $18,156,000 | 2,002 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $26,405,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | $22,928,000 | 1,405 |
| Issued or guaranteed by U.S. | $22,928,000 | 1,405 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,477,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $3,477,000 | 1,756 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $44,561,000 | 2,330 |
| Total debt securities | $44,561,000 | 2,538 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $44,150,000 | 2,587 |
| U.S. Government securities | $25,136,000 | 2,547 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $25,136,000 | 2,450 |
| Securities issued by states & political subdivisions | $19,014,000 | 1,935 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $25,136,000 | 1,789 |
| Certificates of participation in pools of residential mortgages | $22,136,000 | 1,447 |
| Issued or guaranteed by U.S. | $22,136,000 | 1,445 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,000,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $3,000,000 | 1,854 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $44,150,000 | 2,361 |
| Total debt securities | $44,149,000 | 2,566 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $45,822,000 | 2,574 |
| U.S. Government securities | $26,904,000 | 2,525 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $26,904,000 | 2,422 |
| Securities issued by states & political subdivisions | $18,918,000 | 1,953 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $26,904,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $23,766,000 | 1,385 |
| Issued or guaranteed by U.S. | $23,766,000 | 1,381 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,138,000 | 1,919 |
| CMOs issued by government agencies or sponsored agencies | $3,138,000 | 1,847 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $45,822,000 | 2,335 |
| Total debt securities | $45,822,000 | 2,551 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $48,445,000 | 2,511 |
| U.S. Government securities | $29,290,000 | 2,463 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $29,290,000 | 2,372 |
| Securities issued by states & political subdivisions | $19,155,000 | 1,913 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $29,290,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | $26,015,000 | 1,276 |
| Issued or guaranteed by U.S. | $26,015,000 | 1,274 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,275,000 | 1,906 |
| CMOs issued by government agencies or sponsored agencies | $3,275,000 | 1,828 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $48,445,000 | 2,276 |
| Total debt securities | $48,444,000 | 2,488 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $46,985,000 | 2,579 |
| U.S. Government securities | $27,748,000 | 2,562 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $27,748,000 | 2,468 |
| Securities issued by states & political subdivisions | $19,237,000 | 1,920 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $27,748,000 | 1,703 |
| Certificates of participation in pools of residential mortgages | $26,244,000 | 1,289 |
| Issued or guaranteed by U.S. | $26,244,000 | 1,288 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,504,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $1,504,000 | 2,332 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $46,985,000 | 2,349 |
| Total debt securities | $46,985,000 | 2,554 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $50,641,000 | 2,466 |
| U.S. Government securities | $31,349,000 | 2,415 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $31,349,000 | 2,328 |
| Securities issued by states & political subdivisions | $19,292,000 | 1,909 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $31,349,000 | 1,592 |
| Certificates of participation in pools of residential mortgages | $29,723,000 | 1,174 |
| Issued or guaranteed by U.S. | $29,723,000 | 1,173 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,626,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $1,626,000 | 2,309 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $50,641,000 | 2,242 |
| Total debt securities | $50,640,000 | 2,444 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $50,477,000 | 2,517 |
| U.S. Government securities | $31,269,000 | 2,488 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $31,269,000 | 2,400 |
| Securities issued by states & political subdivisions | $19,208,000 | 1,894 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $31,269,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $29,524,000 | 1,229 |
| Issued or guaranteed by U.S. | $29,524,000 | 1,228 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,745,000 | 2,409 |
| CMOs issued by government agencies or sponsored agencies | $1,745,000 | 2,332 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $50,477,000 | 2,299 |
| Total debt securities | $50,476,000 | 2,496 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $48,976,000 | 2,593 |
| U.S. Government securities | $29,270,000 | 2,634 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $29,270,000 | 2,549 |
| Securities issued by states & political subdivisions | $19,706,000 | 1,839 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $29,270,000 | 1,718 |
| Certificates of participation in pools of residential mortgages | $28,556,000 | 1,246 |
| Issued or guaranteed by U.S. | $28,556,000 | 1,246 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $714,000 | 2,861 |
| CMOs issued by government agencies or sponsored agencies | $714,000 | 2,765 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $48,976,000 | 2,363 |
| Total debt securities | $48,977,000 | 2,571 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $52,772,000 | 2,488 |
| U.S. Government securities | $32,547,000 | 2,491 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $32,547,000 | 2,405 |
| Securities issued by states & political subdivisions | $20,225,000 | 1,810 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $32,547,000 | 1,653 |
| Certificates of participation in pools of residential mortgages | $31,605,000 | 1,187 |
| Issued or guaranteed by U.S. | $31,605,000 | 1,185 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $942,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $942,000 | 2,708 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $52,772,000 | 2,257 |
| Total debt securities | $52,771,000 | 2,466 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $30,102,000 | 3,629 |
| U.S. Government securities | $20,706,000 | 3,373 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $20,706,000 | 3,258 |
| Securities issued by states & political subdivisions | $9,396,000 | 2,955 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $20,706,000 | 2,252 |
| Certificates of participation in pools of residential mortgages | $20,706,000 | 1,694 |
| Issued or guaranteed by U.S. | $20,706,000 | 1,693 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $30,102,000 | 3,315 |
| Total debt securities | $30,103,000 | 3,602 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $35,297,000 | 3,362 |
| U.S. Government securities | $25,969,000 | 3,008 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $25,969,000 | 2,913 |
| Securities issued by states & political subdivisions | $9,328,000 | 2,991 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 5,579 |
| Mortgage-backed securities | $25,969,000 | 2,003 |
| Certificates of participation in pools of residential mortgages | $22,614,000 | 1,611 |
| Issued or guaranteed by U.S. | $22,614,000 | 1,610 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,355,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $3,355,000 | 2,070 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $35,297,000 | 3,070 |
| Total debt securities | $35,297,000 | 3,335 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $36,715,000 | 3,307 |
| U.S. Government securities | $27,546,000 | 2,904 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $27,546,000 | 2,828 |
| Securities issued by states & political subdivisions | $9,169,000 | 3,037 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 5,630 |
| Mortgage-backed securities | $27,546,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $23,890,000 | 1,552 |
| Issued or guaranteed by U.S. | $23,890,000 | 1,551 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,656,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $3,656,000 | 2,012 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $36,715,000 | 3,021 |
| Total debt securities | $36,714,000 | 3,281 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $34,547,000 | 3,417 |
| U.S. Government securities | $26,103,000 | 2,979 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $26,103,000 | 2,903 |
| Securities issued by states & political subdivisions | $8,444,000 | 3,141 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 5,706 |
| Mortgage-backed securities | $26,103,000 | 2,029 |
| Certificates of participation in pools of residential mortgages | $22,167,000 | 1,649 |
| Issued or guaranteed by U.S. | $22,167,000 | 1,648 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,936,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $3,936,000 | 1,955 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $34,547,000 | 3,129 |
| Total debt securities | $34,547,000 | 3,391 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $34,952,000 | 3,397 |
| U.S. Government securities | $26,491,000 | 2,995 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $26,491,000 | 2,921 |
| Securities issued by states & political subdivisions | $8,461,000 | 3,150 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 5,768 |
| Mortgage-backed securities | $26,491,000 | 2,009 |
| Certificates of participation in pools of residential mortgages | $22,241,000 | 1,649 |
| Issued or guaranteed by U.S. | $22,241,000 | 1,646 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,250,000 | 1,997 |
| CMOs issued by government agencies or sponsored agencies | $4,250,000 | 1,914 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $34,952,000 | 3,120 |
| Total debt securities | $34,953,000 | 3,367 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $35,868,000 | 3,345 |
| U.S. Government securities | $27,269,000 | 2,933 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $27,269,000 | 2,863 |
| Securities issued by states & political subdivisions | $8,599,000 | 3,120 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 5,799 |
| Mortgage-backed securities | $27,269,000 | 1,972 |
| Certificates of participation in pools of residential mortgages | $22,657,000 | 1,633 |
| Issued or guaranteed by U.S. | $22,657,000 | 1,631 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,612,000 | 1,977 |
| CMOs issued by government agencies or sponsored agencies | $4,612,000 | 1,890 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $35,868,000 | 3,077 |
| Total debt securities | $35,868,000 | 3,314 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $31,793,000 | 3,617 |
| U.S. Government securities | $24,135,000 | 3,173 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $24,135,000 | 3,098 |
| Securities issued by states & political subdivisions | $7,658,000 | 3,246 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $24,135,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $19,410,000 | 1,849 |
| Issued or guaranteed by U.S. | $19,410,000 | 1,848 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,725,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $4,725,000 | 1,938 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $31,793,000 | 3,350 |
| Total debt securities | $31,792,000 | 3,575 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $28,864,000 | 3,759 |
| U.S. Government securities | $21,743,000 | 3,328 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $21,743,000 | 3,252 |
| Securities issued by states & political subdivisions | $7,121,000 | 3,313 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $450,000 | 5,855 |
| Mortgage-backed securities | $21,743,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $16,565,000 | 2,025 |
| Issued or guaranteed by U.S. | $16,565,000 | 2,023 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,178,000 | 2,013 |
| CMOs issued by government agencies or sponsored agencies | $5,178,000 | 1,925 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $28,864,000 | 3,472 |
| Total debt securities | $28,863,000 | 3,732 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $30,623,000 | 3,681 |
| U.S. Government securities | $23,505,000 | 3,261 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $23,505,000 | 3,194 |
| Securities issued by states & political subdivisions | $7,118,000 | 3,292 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,000 | 5,808 |
| Mortgage-backed securities | $23,505,000 | 2,277 |
| Certificates of participation in pools of residential mortgages | $17,972,000 | 1,997 |
| Issued or guaranteed by U.S. | $17,972,000 | 1,997 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,533,000 | 2,038 |
| CMOs issued by government agencies or sponsored agencies | $5,533,000 | 1,948 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $30,623,000 | 3,402 |
| Total debt securities | $30,623,000 | 3,654 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $33,678,000 | 3,506 |
| U.S. Government securities | $27,121,000 | 3,039 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $27,121,000 | 2,978 |
| Securities issued by states & political subdivisions | $6,557,000 | 3,352 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $838,000 | 5,799 |
| Mortgage-backed securities | $25,116,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | $19,258,000 | 1,947 |
| Issued or guaranteed by U.S. | $19,258,000 | 1,947 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,858,000 | 1,997 |
| CMOs issued by government agencies or sponsored agencies | $5,858,000 | 1,895 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $33,678,000 | 3,246 |
| Total debt securities | $33,677,000 | 3,481 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,005,000 | 1,535 |
| 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 | $34,933,000 | 3,444 |
| U.S. Government securities | $29,403,000 | 2,922 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $29,403,000 | 2,863 |
| Securities issued by states & political subdivisions | $5,530,000 | 3,495 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $974,000 | 5,788 |
| Mortgage-backed securities | $26,383,000 | 2,168 |
| Certificates of participation in pools of residential mortgages | $20,191,000 | 1,876 |
| Issued or guaranteed by U.S. | $20,191,000 | 1,874 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,192,000 | 1,978 |
| CMOs issued by government agencies or sponsored agencies | $6,192,000 | 1,876 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $34,933,000 | 3,186 |
| Total debt securities | $34,935,000 | 3,417 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,667 |
| Fair value | $2,013,000 | 1,679 |
| 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 | $33,007,000 | 3,472 |
| U.S. Government securities | $33,007,000 | 2,605 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,007,000 | 2,550 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | 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 | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,271,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $19,550,000 | 1,808 |
| Issued or guaranteed by U.S. | $19,550,000 | 1,807 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,721,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $6,721,000 | 1,721 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $33,007,000 | 3,200 |
| Total debt securities | $33,007,000 | 3,445 |
| 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 | $34,006,000 | 3,354 |
| U.S. Government securities | $34,006,000 | 2,492 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,006,000 | 2,429 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | 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 | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,851,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | $20,916,000 | 1,668 |
| Issued or guaranteed by U.S. | $20,916,000 | 1,663 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,935,000 | 1,853 |
| CMOs issued by government agencies or sponsored agencies | $6,935,000 | 1,677 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $34,006,000 | 3,069 |
| Total debt securities | $34,006,000 | 3,324 |
| 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 | $31,713,000 | 3,521 |
| U.S. Government securities | $31,713,000 | 2,677 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,713,000 | 2,598 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | $0 | 1,444 |
| 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 | $25,809,000 | 2,019 |
| Certificates of participation in pools of residential mortgages | $19,720,000 | 1,679 |
| Issued or guaranteed by U.S. | $19,720,000 | 1,676 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,089,000 | 1,934 |
| CMOs issued by government agencies or sponsored agencies | $6,089,000 | 1,749 |
| Privately issued | $0 | 1,265 |
| 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) | $3,000 | 2,981 |
| Available-for-sale securities (fair market value) | $31,710,000 | 3,226 |
| Total debt securities | $31,713,000 | 3,492 |
| 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 | $30,356,000 | 3,599 |
| U.S. Government securities | $30,356,000 | 2,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,356,000 | 2,677 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| 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 | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,304,000 | 1,912 |
| Certificates of participation in pools of residential mortgages | $21,178,000 | 1,565 |
| Issued or guaranteed by U.S. | $21,178,000 | 1,561 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,126,000 | 1,854 |
| CMOs issued by government agencies or sponsored agencies | $6,126,000 | 1,674 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $30,356,000 | 3,308 |
| Total debt securities | $30,356,000 | 3,570 |
| 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 | $32,463,000 | 3,318 |
| U.S. Government securities | $32,463,000 | 2,494 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,463,000 | 2,412 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,894,000 | 1,876 |
| Certificates of participation in pools of residential mortgages | $20,536,000 | 1,526 |
| Issued or guaranteed by U.S. | $20,536,000 | 1,519 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,358,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $6,358,000 | 1,622 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $32,463,000 | 3,042 |
| Total debt securities | $32,463,000 | 3,291 |
| 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 | $29,296,000 | 3,528 |
| U.S. Government securities | $29,296,000 | 2,679 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,296,000 | 2,593 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| 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 | $22,341,000 | 2,060 |
| Certificates of participation in pools of residential mortgages | $22,341,000 | 1,407 |
| Issued or guaranteed by U.S. | $22,341,000 | 1,403 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $29,296,000 | 3,226 |
| Total debt securities | $29,296,000 | 3,500 |
| 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 | $35,272,000 | 3,125 |
| U.S. Government securities | $35,272,000 | 2,361 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,272,000 | 2,284 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| 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 | $22,301,000 | 2,061 |
| Certificates of participation in pools of residential mortgages | $22,301,000 | 1,427 |
| Issued or guaranteed by U.S. | $22,301,000 | 1,420 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $35,272,000 | 2,813 |
| Total debt securities | $35,272,000 | 3,095 |
| 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 | $34,981,000 | 3,160 |
| U.S. Government securities | $34,981,000 | 2,404 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,981,000 | 2,340 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 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 | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| 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 | $23,800,000 | 2,027 |
| Certificates of participation in pools of residential mortgages | $23,800,000 | 1,428 |
| Issued or guaranteed by U.S. | $23,800,000 | 1,424 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $74,000 | 3,049 |
| Available-for-sale securities (fair market value) | $34,907,000 | 2,853 |
| Total debt securities | $34,981,000 | 3,128 |
| 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 | $27,840,000 | 3,640 |
| U.S. Government securities | $27,840,000 | 2,825 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,840,000 | 2,754 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| 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 | $23,268,000 | 2,080 |
| Certificates of participation in pools of residential mortgages | $23,268,000 | 1,500 |
| Issued or guaranteed by U.S. | $23,268,000 | 1,493 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $721,000 | 2,509 |
| Available-for-sale securities (fair market value) | $27,119,000 | 3,339 |
| Total debt securities | $27,840,000 | 3,603 |
| 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 | $26,424,000 | 3,779 |
| U.S. Government securities | $26,424,000 | 2,914 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,424,000 | 2,851 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| 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 | $20,945,000 | 2,269 |
| Certificates of participation in pools of residential mortgages | $20,945,000 | 1,682 |
| Issued or guaranteed by U.S. | $20,945,000 | 1,677 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $747,000 | 2,559 |
| Available-for-sale securities (fair market value) | $25,677,000 | 3,471 |
| Total debt securities | $26,424,000 | 3,747 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $28,851,000 | 3,539 |
| U.S. Government securities | $28,851,000 | 2,711 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,851,000 | 2,648 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,338,000 | 2,208 |
| Certificates of participation in pools of residential mortgages | $22,338,000 | 1,631 |
| Issued or guaranteed by U.S. | $22,338,000 | 1,624 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $779,000 | 2,582 |
| Available-for-sale securities (fair market value) | $28,072,000 | 3,237 |
| Total debt securities | $28,851,000 | 3,501 |
| 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 | $29,534,000 | 3,515 |
| U.S. Government securities | $29,534,000 | 2,703 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,534,000 | 2,640 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| 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 | $22,975,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $22,972,000 | 1,630 |
| Issued or guaranteed by U.S. | $22,972,000 | 1,618 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,000 | 3,766 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,374 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $813,000 | 2,610 |
| Available-for-sale securities (fair market value) | $28,721,000 | 3,204 |
| Total debt securities | $29,534,000 | 3,489 |
| 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 | $31,422,000 | 3,350 |
| U.S. Government securities | $31,422,000 | 2,576 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,422,000 | 2,521 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| 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 | $23,826,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $23,823,000 | 1,554 |
| Issued or guaranteed by U.S. | $23,823,000 | 1,545 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,376 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $840,000 | 2,608 |
| Available-for-sale securities (fair market value) | $30,582,000 | 3,030 |
| Total debt securities | $31,422,000 | 3,310 |
| 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 | $29,478,000 | 3,439 |
| U.S. Government securities | $29,478,000 | 2,628 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,478,000 | 2,574 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| 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 | $22,419,000 | 2,090 |
| Certificates of participation in pools of residential mortgages | $22,415,000 | 1,567 |
| Issued or guaranteed by U.S. | $22,415,000 | 1,557 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,000 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,313 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $870,000 | 2,624 |
| Available-for-sale securities (fair market value) | $28,608,000 | 3,108 |
| Total debt securities | $29,478,000 | 3,403 |
| 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 | $29,467,000 | 3,490 |
| U.S. Government securities | $29,467,000 | 2,663 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,467,000 | 2,611 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| 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 | $23,196,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $23,192,000 | 1,502 |
| Issued or guaranteed by U.S. | $23,192,000 | 1,493 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,344 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $900,000 | 2,616 |
| Available-for-sale securities (fair market value) | $28,567,000 | 3,165 |
| Total debt securities | $29,467,000 | 3,449 |
| 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 | $25,786,000 | 3,808 |
| U.S. Government securities | $25,786,000 | 2,946 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,786,000 | 2,890 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| 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 | $19,415,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | $19,411,000 | 1,662 |
| Issued or guaranteed by U.S. | $19,411,000 | 1,653 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,000 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,343 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $947,000 | 2,634 |
| Available-for-sale securities (fair market value) | $24,839,000 | 3,477 |
| Total debt securities | $25,786,000 | 3,756 |
| 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 | $26,811,000 | 3,704 |
| U.S. Government securities | $26,811,000 | 2,908 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,811,000 | 2,850 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| 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 | $20,038,000 | 1,914 |
| Certificates of participation in pools of residential mortgages | $20,034,000 | 1,395 |
| Issued or guaranteed by U.S. | $20,034,000 | 1,388 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,000 | 3,642 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,299 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $976,000 | 2,702 |
| Available-for-sale securities (fair market value) | $25,835,000 | 3,372 |
| Total debt securities | $26,811,000 | 3,657 |
| 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 | $32,275,000 | 3,279 |
| U.S. Government securities | $32,275,000 | 2,536 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,275,000 | 2,480 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| 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 | $20,611,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $20,606,000 | 1,294 |
| Issued or guaranteed by U.S. | $20,606,000 | 1,285 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,000 | 3,604 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,254 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,003,000 | 2,719 |
| Available-for-sale securities (fair market value) | $31,272,000 | 2,943 |
| Total debt securities | $32,275,000 | 3,230 |
| 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 | $38,713,000 | 2,842 |
| U.S. Government securities | $38,713,000 | 2,140 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,713,000 | 2,081 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| 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 | $21,052,000 | 1,698 |
| Certificates of participation in pools of residential mortgages | $21,047,000 | 1,242 |
| Issued or guaranteed by U.S. | $21,047,000 | 1,233 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,000 | 3,607 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,258 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,052,000 | 2,725 |
| Available-for-sale securities (fair market value) | $37,661,000 | 2,535 |
| Total debt securities | $38,713,000 | 2,801 |
| 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 | $39,308,000 | 2,822 |
| U.S. Government securities | $39,308,000 | 2,134 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,308,000 | 2,075 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| 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 | $22,542,000 | 1,601 |
| Certificates of participation in pools of residential mortgages | $22,537,000 | 1,173 |
| Issued or guaranteed by U.S. | $22,537,000 | 1,164 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,000 | 3,596 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,266 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,133,000 | 2,725 |
| Available-for-sale securities (fair market value) | $38,175,000 | 2,517 |
| Total debt securities | $39,308,000 | 2,779 |
| 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 | $37,969,000 | 2,936 |
| U.S. Government securities | $37,969,000 | 2,243 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,969,000 | 2,185 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| 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 | $21,280,000 | 1,669 |
| Certificates of participation in pools of residential mortgages | $21,274,000 | 1,249 |
| Issued or guaranteed by U.S. | $21,274,000 | 1,240 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,000 | 3,598 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,272 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,183,000 | 2,765 |
| Available-for-sale securities (fair market value) | $36,786,000 | 2,607 |
| Total debt securities | $37,969,000 | 2,891 |
| 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 | $38,639,000 | 2,907 |
| U.S. Government securities | $38,639,000 | 2,227 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,639,000 | 2,166 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| 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 | $21,955,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $21,948,000 | 1,236 |
| Issued or guaranteed by U.S. | $21,948,000 | 1,222 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $7,000 | 3,582 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,255 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,231,000 | 2,815 |
| Available-for-sale securities (fair market value) | $37,408,000 | 2,577 |
| Total debt securities | $38,639,000 | 2,874 |
| 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 | $36,343,000 | 3,047 |
| U.S. Government securities | $36,343,000 | 2,358 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,343,000 | 2,287 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| 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 | $20,865,000 | 1,705 |
| Certificates of participation in pools of residential mortgages | $20,856,000 | 1,296 |
| Issued or guaranteed by U.S. | $20,856,000 | 1,289 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,000 | 3,585 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,240 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,305,000 | 2,810 |
| Available-for-sale securities (fair market value) | $35,038,000 | 2,702 |
| Total debt securities | $36,343,000 | 3,008 |
| 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 | $37,048,000 | 3,029 |
| U.S. Government securities | $37,048,000 | 2,356 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,048,000 | 2,295 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| 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 | $21,506,000 | 1,699 |
| Certificates of participation in pools of residential mortgages | $21,496,000 | 1,279 |
| Issued or guaranteed by U.S. | $21,496,000 | 1,271 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,000 | 3,585 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,236 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,350,000 | 2,849 |
| Available-for-sale securities (fair market value) | $35,698,000 | 2,689 |
| Total debt securities | $37,048,000 | 2,986 |
| 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 | $39,325,000 | 2,873 |
| U.S. Government securities | $39,325,000 | 2,219 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,325,000 | 2,147 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| 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 | $22,684,000 | 1,649 |
| Certificates of participation in pools of residential mortgages | $22,673,000 | 1,247 |
| Issued or guaranteed by U.S. | $22,673,000 | 1,239 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $11,000 | 3,609 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,257 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,405,000 | 2,888 |
| Available-for-sale securities (fair market value) | $37,920,000 | 2,548 |
| Total debt securities | $39,325,000 | 2,827 |
| 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 | $37,684,000 | 2,948 |
| U.S. Government securities | $37,684,000 | 2,290 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,684,000 | 2,220 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| 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 | $21,012,000 | 1,759 |
| Certificates of participation in pools of residential mortgages | $20,999,000 | 1,357 |
| Issued or guaranteed by U.S. | $20,999,000 | 1,348 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,000 | 3,613 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,263 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,553,000 | 2,841 |
| Available-for-sale securities (fair market value) | $36,131,000 | 2,620 |
| Total debt securities | $37,684,000 | 2,899 |
| 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 | $39,344,000 | 2,878 |
| U.S. Government securities | $39,344,000 | 2,233 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $39,344,000 | 2,157 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,860,000 | 4,645 |
| Mortgage-backed securities | $22,515,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $22,500,000 | 1,326 |
| Issued or guaranteed by U.S. | $22,500,000 | 1,315 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $15,000 | 3,627 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,283 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,634,000 | 2,865 |
| Available-for-sale securities (fair market value) | $37,710,000 | 2,561 |
| Total debt securities | $39,344,000 | 2,829 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $40,954,000 | 2,828 |
| U.S. Government securities | $40,954,000 | 2,194 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $40,954,000 | 2,113 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,031,000 | 4,603 |
| Mortgage-backed securities | $23,246,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $23,229,000 | 1,319 |
| Issued or guaranteed by U.S. | $23,229,000 | 1,311 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $17,000 | 3,673 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,337 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,718,000 | 2,868 |
| Available-for-sale securities (fair market value) | $39,236,000 | 2,505 |
| Total debt securities | $40,954,000 | 2,774 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $32,458,000 | 3,424 |
| U.S. Government securities | $32,458,000 | 2,689 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $32,458,000 | 2,582 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,076,000 | 4,570 |
| Mortgage-backed securities | $20,768,000 | 1,887 |
| Certificates of participation in pools of residential mortgages | $20,748,000 | 1,454 |
| Issued or guaranteed by U.S. | $20,748,000 | 1,441 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $20,000 | 3,688 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,351 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,817,000 | 2,854 |
| Available-for-sale securities (fair market value) | $30,641,000 | 3,089 |
| Total debt securities | $32,458,000 | 3,364 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $28,121,000 | 3,794 |
| U.S. Government securities | $28,121,000 | 2,989 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $28,121,000 | 2,875 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,206,000 | 5,309 |
| Mortgage-backed securities | $15,822,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $15,800,000 | 1,780 |
| Issued or guaranteed by U.S. | $15,800,000 | 1,773 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $22,000 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,370 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,972,000 | 2,848 |
| Available-for-sale securities (fair market value) | $26,149,000 | 3,455 |
| Total debt securities | $28,121,000 | 3,722 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $27,076,000 | 3,953 |
| U.S. Government securities | $27,076,000 | 3,118 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $27,076,000 | 2,993 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,208,000 | 5,302 |
| Mortgage-backed securities | $13,845,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $13,819,000 | 1,962 |
| Issued or guaranteed by U.S. | $13,819,000 | 1,954 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $26,000 | 3,761 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,434 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,105,000 | 2,786 |
| Available-for-sale securities (fair market value) | $24,971,000 | 3,603 |
| Total debt securities | $27,076,000 | 3,881 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $26,785,000 | 3,970 |
| U.S. Government securities | $26,785,000 | 3,102 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $26,785,000 | 2,996 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,387,000 | 5,153 |
| Mortgage-backed securities | $12,258,000 | 2,705 |
| Certificates of participation in pools of residential mortgages | $12,229,000 | 2,139 |
| Issued or guaranteed by U.S. | $12,229,000 | 2,131 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $29,000 | 3,817 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,481 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,221,000 | 2,730 |
| Available-for-sale securities (fair market value) | $24,564,000 | 3,655 |
| Total debt securities | $26,785,000 | 3,891 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $29,166,000 | 3,793 |
| U.S. Government securities | $29,166,000 | 2,973 |
| U.S. Treasury securities | $1,004,000 | 1,483 |
| U.S. Government agency obligations | $28,162,000 | 2,941 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,362,000 | 5,140 |
| Mortgage-backed securities | $11,688,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $11,655,000 | 2,227 |
| Issued or guaranteed by U.S. | $11,655,000 | 2,212 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $33,000 | 3,864 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,683 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,370,000 | 2,732 |
| Available-for-sale securities (fair market value) | $26,796,000 | 3,477 |
| Total debt securities | $29,166,000 | 3,728 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $23,636,000 | 4,303 |
| U.S. Government securities | $23,636,000 | 3,391 |
| U.S. Treasury securities | $1,014,000 | 1,459 |
| U.S. Government agency obligations | $22,622,000 | 3,361 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,213,000 | 5,683 |
| Mortgage-backed securities | $9,010,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $8,971,000 | 2,557 |
| Issued or guaranteed by U.S. | $8,971,000 | 2,548 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $39,000 | 3,948 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,751 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,618,000 | 2,670 |
| Available-for-sale securities (fair market value) | $21,018,000 | 3,996 |
| Total debt securities | $23,636,000 | 4,217 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $21,170,000 | 4,525 |
| U.S. Government securities | $21,170,000 | 3,557 |
| U.S. Treasury securities | $2,029,000 | 1,136 |
| U.S. Government agency obligations | $19,141,000 | 3,658 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,668,000 | 6,053 |
| Mortgage-backed securities | $7,921,000 | 3,415 |
| Certificates of participation in pools of residential mortgages | $7,876,000 | 2,731 |
| Issued or guaranteed by U.S. | $7,876,000 | 2,719 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $45,000 | 4,105 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 3,907 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,861,000 | 2,610 |
| Available-for-sale securities (fair market value) | $18,309,000 | 4,302 |
| Total debt securities | $21,170,000 | 4,437 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $20,432,000 | 4,603 |
| U.S. Government securities | $20,432,000 | 3,634 |
| U.S. Treasury securities | $2,047,000 | 1,150 |
| U.S. Government agency obligations | $18,385,000 | 3,772 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,681,000 | 6,083 |
| Mortgage-backed securities | $7,287,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $7,167,000 | 2,850 |
| Issued or guaranteed by U.S. | $7,167,000 | 2,839 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $120,000 | 4,028 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 3,844 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,166,000 | 2,549 |
| Available-for-sale securities (fair market value) | $17,266,000 | 4,425 |
| Total debt securities | $20,432,000 | 4,507 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $19,963,000 | 4,653 |
| U.S. Government securities | $19,963,000 | 3,704 |
| U.S. Treasury securities | $3,071,000 | 973 |
| U.S. Government agency obligations | $16,892,000 | 3,972 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $654,000 | 6,869 |
| Mortgage-backed securities | $7,761,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $7,546,000 | 2,728 |
| Issued or guaranteed by U.S. | $7,546,000 | 2,719 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $215,000 | 3,930 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 3,761 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,484,000 | 2,508 |
| Available-for-sale securities (fair market value) | $16,479,000 | 4,492 |
| Total debt securities | $19,963,000 | 4,564 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $25,805,000 | 3,759 |
| U.S. Government securities | $25,805,000 | 2,870 |
| U.S. Treasury securities | $4,134,000 | 883 |
| U.S. Government agency obligations | $21,671,000 | 3,132 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $10,743,000 | 2,752 |
| Certificates of participation in pools of residential mortgages | $10,200,000 | 2,082 |
| Issued or guaranteed by U.S. | $10,200,000 | 2,068 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $543,000 | 3,670 |
| CMOs issued by government agencies or sponsored agencies | $543,000 | 3,500 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,904,000 | 2,317 |
| Available-for-sale securities (fair market value) | $20,901,000 | 3,714 |
| Total debt securities | $25,805,000 | 3,671 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $27,175,000 | 3,708 |
| U.S. Government securities | $26,305,000 | 2,943 |
| U.S. Treasury securities | $7,004,000 | 839 |
| U.S. Government agency obligations | $19,301,000 | 3,498 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $870,000 | 2,757 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $11,133,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $10,282,000 | 1,710 |
| Issued or guaranteed by U.S. | $10,282,000 | 1,698 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $851,000 | 2,993 |
| CMOs issued by government agencies or sponsored agencies | $851,000 | 2,840 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,516,000 | 2,417 |
| Available-for-sale securities (fair market value) | $20,659,000 | 3,688 |
| Total debt securities | $26,305,000 | 3,703 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $23,695,000 | 4,291 |
| U.S. Government securities | $22,913,000 | 3,469 |
| U.S. Treasury securities | $8,871,000 | 988 |
| U.S. Government agency obligations | $14,042,000 | 4,508 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $782,000 | 2,853 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $12,114,000 | 2,244 |
| Certificates of participation in pools of residential mortgages | $10,799,000 | 1,785 |
| Issued or guaranteed by U.S. | $10,799,000 | 1,774 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,315,000 | 2,794 |
| CMOs issued by government agencies or sponsored agencies | $1,315,000 | 2,656 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,739,000 | 2,451 |
| Available-for-sale securities (fair market value) | $15,956,000 | 4,551 |
| Total debt securities | $22,913,000 | 4,283 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $24,386,000 | 4,228 |
| U.S. Government securities | $23,641,000 | 3,465 |
| U.S. Treasury securities | $10,205,000 | 1,249 |
| U.S. Government agency obligations | $13,436,000 | 4,418 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $745,000 | 2,844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $13,436,000 | 2,230 |
| Certificates of participation in pools of residential mortgages | $10,681,000 | 1,881 |
| Issued or guaranteed by U.S. | $10,681,000 | 1,868 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,755,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $2,755,000 | 2,185 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,914,000 | 2,334 |
| Available-for-sale securities (fair market value) | $14,472,000 | 4,739 |
| Total debt securities | $23,641,000 | 4,217 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $26,335,000 | 4,042 |
| U.S. Government securities | $25,588,000 | 3,367 |
| U.S. Treasury securities | $7,084,000 | 2,420 |
| U.S. Government agency obligations | $18,504,000 | 3,419 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $747,000 | 2,840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,512 |
| Mortgage-backed securities | $17,707,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $14,384,000 | 1,528 |
| Issued or guaranteed by U.S. | $14,384,000 | 1,517 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,323,000 | 2,127 |
| CMOs issued by government agencies or sponsored agencies | $3,323,000 | 2,035 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,181,000 | 2,306 |
| Available-for-sale securities (fair market value) | $13,154,000 | 4,881 |
| Total debt securities | $25,588,000 | 4,024 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $27,510,000 | 4,182 |
| U.S. Government securities | $26,771,000 | 3,538 |
| U.S. Treasury securities | $5,134,000 | 3,677 |
| U.S. Government agency obligations | $21,637,000 | 3,155 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $739,000 | 2,818 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $20,328,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $16,721,000 | 1,519 |
| Issued or guaranteed by U.S. | $16,721,000 | 1,504 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,607,000 | 2,324 |
| CMOs issued by government agencies or sponsored agencies | $3,607,000 | 2,217 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,919,000 | 2,257 |
| Available-for-sale securities (fair market value) | $11,591,000 | 5,520 |
| Total debt securities | $26,969,000 | 4,155 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $32,731,000 | 3,807 |
| U.S. Government securities | $32,795,000 | 3,086 |
| U.S. Treasury securities | $5,229,000 | 4,426 |
| U.S. Government agency obligations | $27,566,000 | 2,535 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $64,000 | 128 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,239,000 | 1,690 |
| Certificates of participation in pools of residential mortgages | $20,004,000 | 1,333 |
| Issued or guaranteed by U.S. | $20,004,000 | 1,313 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,235,000 | 2,380 |
| CMOs issued by government agencies or sponsored agencies | $4,235,000 | 2,258 |
| 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) | $20,547,000 | 1,969 |
| Available-for-sale securities (fair market value) | $12,184,000 | 5,520 |
| Total debt securities | $32,795,000 | 3,714 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $36,526,000 | 3,592 |
| U.S. Government securities | $36,624,000 | 2,844 |
| U.S. Treasury securities | $4,209,000 | 6,078 |
| U.S. Government agency obligations | $32,415,000 | 2,095 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $98,000 | 156 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,071,000 | 1,537 |
| Certificates of participation in pools of residential mortgages | $22,785,000 | 1,261 |
| Issued or guaranteed by U.S. | $22,785,000 | 1,241 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,286,000 | 1,994 |
| CMOs issued by government agencies or sponsored agencies | $6,286,000 | 1,894 |
| 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) | $23,511,000 | 3,017 |
| Available-for-sale securities (fair market value) | $13,015,000 | 3,975 |
| Total debt securities | $36,624,000 | 3,505 |
| 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 | $42,589,000 | 3,272 |
| U.S. Government securities | $42,888,000 | 2,573 |
| U.S. Treasury securities | $5,297,000 | 5,473 |
| U.S. Government agency obligations | $37,591,000 | 1,868 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $299,000 | 67 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,229,000 | 1,532 |
| Certificates of participation in pools of residential mortgages | $25,803,000 | 1,232 |
| Issued or guaranteed by U.S. | $25,803,000 | 1,204 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $7,426,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $7,426,000 | 1,937 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $42,888,000 | 3,173 |
| 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 | $50,573,000 | 2,706 |
| U.S. Government securities | $50,905,000 | 2,111 |
| U.S. Treasury securities | $8,785,000 | 3,892 |
| U.S. Government agency obligations | $42,120,000 | 1,610 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $332,000 | 104 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,120,000 | 1,340 |
| Certificates of participation in pools of residential mortgages | $28,313,000 | 1,141 |
| Issued or guaranteed by U.S. | $28,313,000 | 1,114 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $11,807,000 | 1,492 |
| CMOs issued by government agencies or sponsored agencies | $11,807,000 | 1,323 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $50,905,000 | 2,616 |
| 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 |