Home > Peoples Trust and Savings Bank > Securities
Peoples Trust and Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $35,006,000 | 3,029 |
| U.S. Government securities | $22,000 | 4,360 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $22,000 | 4,230 |
| Securities issued by states & political subdivisions | $34,389,000 | 1,237 |
| Other domestic debt securities | $595,000 | 2,102 |
| 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 | $595,000 | 1,673 |
| 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 | $22,000 | 3,769 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,000 | 3,598 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| 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) | $35,006,000 | 2,795 |
| Total debt securities | $35,007,000 | 3,007 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $40,447,000 | 2,849 |
| U.S. Government securities | $23,000 | 4,385 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $23,000 | 4,251 |
| Securities issued by states & political subdivisions | $39,848,000 | 1,069 |
| Other domestic debt securities | $576,000 | 2,103 |
| 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 | $576,000 | 1,681 |
| 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 | $23,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,000 | 3,618 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| 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) | $40,447,000 | 2,610 |
| Total debt securities | $40,447,000 | 2,832 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $43,826,000 | 2,810 |
| U.S. Government securities | $25,000 | 4,409 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $25,000 | 4,283 |
| Securities issued by states & political subdivisions | $43,218,000 | 1,040 |
| Other domestic debt securities | $583,000 | 2,117 |
| 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 | $583,000 | 1,692 |
| 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 | $25,000 | 3,802 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,000 | 3,630 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $43,826,000 | 2,573 |
| Total debt securities | $43,826,000 | 2,793 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $44,479,000 | 2,875 |
| U.S. Government securities | $27,000 | 4,481 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $27,000 | 4,306 |
| Securities issued by states & political subdivisions | $43,871,000 | 1,063 |
| Other domestic debt securities | $581,000 | 2,173 |
| 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 | $581,000 | 1,735 |
| 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 | $27,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,000 | 3,675 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $44,479,000 | 2,631 |
| Total debt securities | $44,479,000 | 2,856 |
| 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 | $43,861,000 | 2,927 |
| U.S. Government securities | $29,000 | 4,509 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $29,000 | 4,325 |
| Securities issued by states & political subdivisions | $43,260,000 | 1,108 |
| Other domestic debt securities | $572,000 | 2,201 |
| 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 | $572,000 | 1,753 |
| 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 | $29,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,000 | 3,709 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $43,861,000 | 2,670 |
| Total debt securities | $43,862,000 | 2,906 |
| 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 | $44,586,000 | 2,918 |
| U.S. Government securities | $31,000 | 4,551 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $31,000 | 4,364 |
| Securities issued by states & political subdivisions | $43,977,000 | 1,092 |
| Other domestic debt securities | $578,000 | 2,161 |
| 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 | $578,000 | 1,759 |
| 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 | $31,000 | 3,913 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,000 | 3,733 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $44,586,000 | 2,666 |
| Total debt securities | $44,586,000 | 2,897 |
| 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 | $47,862,000 | 2,864 |
| U.S. Government securities | $34,000 | 4,568 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $34,000 | 4,404 |
| Securities issued by states & political subdivisions | $47,231,000 | 1,067 |
| Other domestic debt securities | $597,000 | 2,027 |
| 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 | $597,000 | 1,745 |
| 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 | $34,000 | 3,961 |
| Certificates of participation in pools of residential mortgages | $34,000 | 3,824 |
| Issued or guaranteed by U.S. | $34,000 | 3,759 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $47,862,000 | 2,639 |
| Total debt securities | $47,862,000 | 2,849 |
| 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 | $52,998,000 | 2,687 |
| U.S. Government securities | $38,000 | 4,554 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $38,000 | 4,410 |
| Securities issued by states & political subdivisions | $52,331,000 | 997 |
| Other domestic debt securities | $629,000 | 2,001 |
| 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 | $629,000 | 1,709 |
| 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 | $38,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $38,000 | 3,835 |
| Issued or guaranteed by U.S. | $38,000 | 3,775 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $52,998,000 | 2,501 |
| Total debt securities | $52,998,000 | 2,671 |
| 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 | $56,573,000 | 2,528 |
| U.S. Government securities | $42,000 | 4,551 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $42,000 | 4,424 |
| Securities issued by states & political subdivisions | $55,861,000 | 967 |
| Other domestic debt securities | $670,000 | 1,963 |
| 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 | $670,000 | 1,647 |
| 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 | $42,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $42,000 | 3,854 |
| Issued or guaranteed by U.S. | $42,000 | 3,784 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $56,573,000 | 2,368 |
| Total debt securities | $56,573,000 | 2,511 |
| 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 | $61,855,000 | 2,340 |
| U.S. Government securities | $1,717,000 | 4,335 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,717,000 | 4,171 |
| Securities issued by states & political subdivisions | $59,466,000 | 897 |
| Other domestic debt securities | $672,000 | 1,918 |
| 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 | $672,000 | 1,587 |
| 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 | $1,717,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $1,717,000 | 3,357 |
| Issued or guaranteed by U.S. | $1,717,000 | 3,269 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $61,855,000 | 2,197 |
| Total debt securities | $61,855,000 | 2,324 |
| 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 | $63,224,000 | 2,243 |
| U.S. Government securities | $1,850,000 | 4,348 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,850,000 | 4,194 |
| Securities issued by states & political subdivisions | $60,696,000 | 863 |
| Other domestic debt securities | $678,000 | 1,896 |
| 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 | $678,000 | 1,530 |
| 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 | $1,850,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $1,850,000 | 3,335 |
| Issued or guaranteed by U.S. | $1,850,000 | 3,238 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $63,224,000 | 2,105 |
| Total debt securities | $63,224,000 | 2,227 |
| 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 | $62,797,000 | 2,126 |
| U.S. Government securities | $2,057,000 | 4,269 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,057,000 | 4,122 |
| Securities issued by states & political subdivisions | $60,074,000 | 832 |
| Other domestic debt securities | $666,000 | 1,870 |
| 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 | $666,000 | 1,484 |
| 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 | $2,057,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $2,057,000 | 3,248 |
| Issued or guaranteed by U.S. | $2,057,000 | 3,157 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $62,797,000 | 1,997 |
| Total debt securities | $62,798,000 | 2,108 |
| 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 | $56,592,000 | 2,145 |
| U.S. Government securities | $2,253,000 | 4,171 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,253,000 | 4,034 |
| Securities issued by states & political subdivisions | $53,630,000 | 875 |
| Other domestic debt securities | $709,000 | 1,806 |
| 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 | $709,000 | 1,417 |
| 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 | $2,253,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $2,253,000 | 3,181 |
| Issued or guaranteed by U.S. | $2,253,000 | 3,099 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $56,592,000 | 2,013 |
| Total debt securities | $56,592,000 | 2,128 |
| 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 | $53,818,000 | 2,112 |
| U.S. Government securities | $2,434,000 | 4,181 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,434,000 | 4,035 |
| Securities issued by states & political subdivisions | $50,662,000 | 839 |
| Other domestic debt securities | $722,000 | 1,768 |
| 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 | $722,000 | 1,380 |
| 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 | $2,434,000 | 3,521 |
| Certificates of participation in pools of residential mortgages | $2,434,000 | 3,127 |
| Issued or guaranteed by U.S. | $2,434,000 | 3,036 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $53,818,000 | 1,977 |
| Total debt securities | $53,818,000 | 2,090 |
| 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 | $55,065,000 | 2,020 |
| U.S. Government securities | $2,596,000 | 4,176 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,596,000 | 4,019 |
| Securities issued by states & political subdivisions | $51,753,000 | 762 |
| Other domestic debt securities | $716,000 | 1,711 |
| 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 | $716,000 | 1,341 |
| 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 | $2,596,000 | 3,506 |
| Certificates of participation in pools of residential mortgages | $2,596,000 | 3,099 |
| Issued or guaranteed by U.S. | $2,596,000 | 3,013 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $55,065,000 | 1,884 |
| Total debt securities | $55,065,000 | 2,002 |
| 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 | $52,026,000 | 2,052 |
| U.S. Government securities | $2,785,000 | 4,202 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,785,000 | 4,052 |
| Securities issued by states & political subdivisions | $48,525,000 | 733 |
| Other domestic debt securities | $716,000 | 1,648 |
| 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 | $716,000 | 1,263 |
| 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 | $2,785,000 | 3,471 |
| Certificates of participation in pools of residential mortgages | $2,785,000 | 3,063 |
| Issued or guaranteed by U.S. | $2,785,000 | 2,968 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $52,026,000 | 1,918 |
| Total debt securities | $52,027,000 | 2,034 |
| 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 | $51,118,000 | 2,069 |
| U.S. Government securities | $2,888,000 | 4,292 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,888,000 | 4,127 |
| Securities issued by states & political subdivisions | $47,528,000 | 701 |
| Other domestic debt securities | $702,000 | 1,614 |
| 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 | $702,000 | 1,228 |
| 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 | $2,888,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | $2,888,000 | 3,020 |
| Issued or guaranteed by U.S. | $2,888,000 | 2,933 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $51,118,000 | 1,927 |
| Total debt securities | $51,118,000 | 2,049 |
| 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 | $52,884,000 | 2,019 |
| U.S. Government securities | $3,097,000 | 4,325 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,097,000 | 4,162 |
| Securities issued by states & political subdivisions | $49,070,000 | 673 |
| Other domestic debt securities | $717,000 | 1,641 |
| 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 | $717,000 | 1,227 |
| 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 | $3,097,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $3,097,000 | 2,966 |
| Issued or guaranteed by U.S. | $3,097,000 | 2,880 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| 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) | $52,884,000 | 1,863 |
| Total debt securities | $52,884,000 | 1,997 |
| 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 | $53,278,000 | 2,024 |
| U.S. Government securities | $3,268,000 | 4,361 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,268,000 | 4,200 |
| Securities issued by states & political subdivisions | $49,308,000 | 683 |
| Other domestic debt securities | $702,000 | 1,640 |
| 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 | $702,000 | 1,261 |
| 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 | $3,268,000 | 3,403 |
| Certificates of participation in pools of residential mortgages | $3,268,000 | 2,941 |
| Issued or guaranteed by U.S. | $3,268,000 | 2,860 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| 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) | $53,278,000 | 1,872 |
| Total debt securities | $53,278,000 | 2,005 |
| 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 | $52,700,000 | 2,068 |
| U.S. Government securities | $3,416,000 | 4,398 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,416,000 | 4,231 |
| Securities issued by states & political subdivisions | $48,597,000 | 709 |
| Other domestic debt securities | $687,000 | 1,647 |
| 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 | $687,000 | 1,269 |
| 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 | $3,416,000 | 3,394 |
| Certificates of participation in pools of residential mortgages | $3,416,000 | 2,931 |
| Issued or guaranteed by U.S. | $3,416,000 | 2,845 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| 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) | $52,700,000 | 1,911 |
| Total debt securities | $52,699,000 | 2,054 |
| 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 | $52,112,000 | 2,113 |
| U.S. Government securities | $3,555,000 | 4,410 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,555,000 | 4,250 |
| Securities issued by states & political subdivisions | $47,890,000 | 743 |
| Other domestic debt securities | $667,000 | 1,645 |
| 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 | $667,000 | 1,278 |
| 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 | $3,555,000 | 3,391 |
| Certificates of participation in pools of residential mortgages | $3,555,000 | 2,922 |
| Issued or guaranteed by U.S. | $3,555,000 | 2,864 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| 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) | $52,112,000 | 1,951 |
| Total debt securities | $52,112,000 | 2,100 |
| 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 | $51,669,000 | 2,144 |
| U.S. Government securities | $3,730,000 | 4,442 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,730,000 | 4,287 |
| Securities issued by states & political subdivisions | $47,289,000 | 741 |
| Other domestic debt securities | $650,000 | 1,609 |
| 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 | $650,000 | 1,278 |
| 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 | $3,730,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $3,730,000 | 2,927 |
| Issued or guaranteed by U.S. | $3,730,000 | 2,906 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| 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) | $51,669,000 | 1,974 |
| Total debt securities | $51,670,000 | 2,129 |
| 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 | $52,473,000 | 2,169 |
| U.S. Government securities | $3,965,000 | 4,438 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,965,000 | 4,282 |
| Securities issued by states & political subdivisions | $47,846,000 | 760 |
| Other domestic debt securities | $662,000 | 1,792 |
| 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 | $662,000 | 1,277 |
| 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 | $3,965,000 | 3,394 |
| Certificates of participation in pools of residential mortgages | $3,965,000 | 2,914 |
| Issued or guaranteed by U.S. | $3,965,000 | 2,771 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| 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) | $52,473,000 | 1,988 |
| Total debt securities | $52,472,000 | 2,147 |
| 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 | $52,948,000 | 2,186 |
| U.S. Government securities | $4,260,000 | 4,469 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,260,000 | 4,328 |
| Securities issued by states & political subdivisions | $48,022,000 | 786 |
| Other domestic debt securities | $666,000 | 1,624 |
| 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 | $666,000 | 1,311 |
| 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 | $4,260,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $4,260,000 | 2,902 |
| Issued or guaranteed by U.S. | $4,260,000 | 2,896 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| 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) | $52,948,000 | 1,999 |
| Total debt securities | $52,948,000 | 2,163 |
| 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 | $54,046,000 | 2,172 |
| U.S. Government securities | $4,573,000 | 4,464 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,573,000 | 4,336 |
| Securities issued by states & political subdivisions | $48,782,000 | 812 |
| Other domestic debt securities | $691,000 | 1,625 |
| 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 | $691,000 | 1,330 |
| 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 | $4,573,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $4,573,000 | 2,880 |
| Issued or guaranteed by U.S. | $4,573,000 | 2,875 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $54,046,000 | 1,996 |
| Total debt securities | $54,046,000 | 2,153 |
| 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 | $54,990,000 | 2,168 |
| U.S. Government securities | $4,886,000 | 4,483 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,886,000 | 4,360 |
| Securities issued by states & political subdivisions | $49,418,000 | 809 |
| Other domestic debt securities | $686,000 | 1,644 |
| 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 | $686,000 | 1,357 |
| 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 | $4,886,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | $4,886,000 | 2,871 |
| Issued or guaranteed by U.S. | $4,886,000 | 2,868 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $54,990,000 | 1,990 |
| Total debt securities | $54,990,000 | 2,147 |
| 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 | $55,453,000 | 2,186 |
| U.S. Government securities | $5,194,000 | 4,479 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,194,000 | 4,355 |
| Securities issued by states & political subdivisions | $49,568,000 | 824 |
| Other domestic debt securities | $691,000 | 1,670 |
| 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 | $691,000 | 1,386 |
| 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 | $5,194,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $5,194,000 | 2,853 |
| Issued or guaranteed by U.S. | $5,194,000 | 2,851 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| 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) | $55,453,000 | 2,002 |
| Total debt securities | $55,452,000 | 2,165 |
| 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 | $55,276,000 | 2,223 |
| U.S. Government securities | $5,477,000 | 4,491 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,477,000 | 4,364 |
| Securities issued by states & political subdivisions | $49,124,000 | 836 |
| Other domestic debt securities | $675,000 | 1,729 |
| 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 | $675,000 | 1,421 |
| 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 | $5,477,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $5,477,000 | 2,856 |
| Issued or guaranteed by U.S. | $5,477,000 | 2,853 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| 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) | $55,276,000 | 2,041 |
| Total debt securities | $55,276,000 | 2,201 |
| 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 | $55,308,000 | 2,212 |
| U.S. Government securities | $5,780,000 | 4,458 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,780,000 | 4,331 |
| Securities issued by states & political subdivisions | $48,869,000 | 836 |
| Other domestic debt securities | $659,000 | 1,744 |
| 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 | $659,000 | 1,422 |
| 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 | $5,780,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $5,780,000 | 2,831 |
| Issued or guaranteed by U.S. | $5,780,000 | 2,827 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| 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) | $55,308,000 | 2,028 |
| Total debt securities | $55,306,000 | 2,186 |
| 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 | $54,597,000 | 2,210 |
| U.S. Government securities | $6,292,000 | 4,410 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,292,000 | 4,289 |
| Securities issued by states & political subdivisions | $47,571,000 | 864 |
| Other domestic debt securities | $734,000 | 1,712 |
| 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 | $734,000 | 1,401 |
| 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 | $6,292,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $6,292,000 | 2,763 |
| Issued or guaranteed by U.S. | $6,292,000 | 2,759 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $54,597,000 | 2,026 |
| Total debt securities | $54,597,000 | 2,185 |
| 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 | $54,950,000 | 2,234 |
| U.S. Government securities | $6,738,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,738,000 | 4,300 |
| Securities issued by states & political subdivisions | $47,612,000 | 859 |
| Other domestic debt securities | $600,000 | 1,791 |
| 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 | $600,000 | 1,443 |
| 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 | $6,738,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | $6,738,000 | 2,751 |
| Issued or guaranteed by U.S. | $6,738,000 | 2,746 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $16,662,000 | 808 |
| Available-for-sale securities (fair market value) | $38,288,000 | 2,600 |
| Total debt securities | $54,950,000 | 2,209 |
| 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 | $51,411,000 | 2,383 |
| U.S. Government securities | $7,092,000 | 4,491 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,092,000 | 4,367 |
| Securities issued by states & political subdivisions | $43,719,000 | 917 |
| Other domestic debt securities | $600,000 | 1,813 |
| 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 | $600,000 | 1,456 |
| 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 | $7,092,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $7,092,000 | 2,694 |
| Issued or guaranteed by U.S. | $7,092,000 | 2,690 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $16,691,000 | 834 |
| Available-for-sale securities (fair market value) | $34,720,000 | 2,798 |
| Total debt securities | $51,411,000 | 2,357 |
| 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 | $48,179,000 | 2,526 |
| U.S. Government securities | $7,413,000 | 4,477 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,413,000 | 4,352 |
| Securities issued by states & political subdivisions | $40,166,000 | 997 |
| Other domestic debt securities | $600,000 | 1,801 |
| 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 | $600,000 | 1,449 |
| 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 | $7,413,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $7,413,000 | 2,665 |
| Issued or guaranteed by U.S. | $7,413,000 | 2,660 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $16,720,000 | 838 |
| Available-for-sale securities (fair market value) | $31,459,000 | 3,004 |
| Total debt securities | $48,179,000 | 2,505 |
| 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 | $49,787,000 | 2,487 |
| U.S. Government securities | $8,829,000 | 4,343 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,829,000 | 4,229 |
| Securities issued by states & political subdivisions | $40,358,000 | 997 |
| Other domestic debt securities | $600,000 | 1,823 |
| 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 | $600,000 | 1,456 |
| 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 | $7,828,000 | 3,144 |
| Certificates of participation in pools of residential mortgages | $7,828,000 | 2,642 |
| Issued or guaranteed by U.S. | $7,828,000 | 2,639 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $16,749,000 | 846 |
| Available-for-sale securities (fair market value) | $33,038,000 | 2,954 |
| Total debt securities | $49,786,000 | 2,462 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $1,001,000 | 1,157 |
| 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 | $49,862,000 | 2,533 |
| U.S. Government securities | $9,289,000 | 4,411 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,289,000 | 4,300 |
| Securities issued by states & political subdivisions | $39,973,000 | 982 |
| Other domestic debt securities | $600,000 | 1,830 |
| 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 | $600,000 | 1,462 |
| 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 | $8,296,000 | 3,155 |
| Certificates of participation in pools of residential mortgages | $8,296,000 | 2,651 |
| Issued or guaranteed by U.S. | $8,296,000 | 2,647 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $16,777,000 | 857 |
| Available-for-sale securities (fair market value) | $33,085,000 | 3,011 |
| Total debt securities | $49,862,000 | 2,511 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $993,000 | 1,343 |
| 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 | $51,157,000 | 2,521 |
| U.S. Government securities | $9,856,000 | 4,420 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,856,000 | 4,290 |
| Securities issued by states & political subdivisions | $40,701,000 | 949 |
| Other domestic debt securities | $600,000 | 1,886 |
| 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 | $600,000 | 1,498 |
| 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 | $8,861,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | $8,861,000 | 2,622 |
| Issued or guaranteed by U.S. | $8,861,000 | 2,619 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $16,805,000 | 844 |
| Available-for-sale securities (fair market value) | $34,352,000 | 2,983 |
| Total debt securities | $51,157,000 | 2,499 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $995,000 | 1,470 |
| 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 | $50,778,000 | 2,561 |
| U.S. Government securities | $10,296,000 | 4,403 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,296,000 | 4,293 |
| Securities issued by states & political subdivisions | $39,875,000 | 974 |
| Other domestic debt securities | $607,000 | 1,899 |
| Privately issued residential mortgage-backed securities | $7,000 | 783 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $600,000 | 1,514 |
| 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 | $9,318,000 | 3,133 |
| Certificates of participation in pools of residential mortgages | $9,311,000 | 2,606 |
| Issued or guaranteed by U.S. | $9,311,000 | 2,601 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,000 | 3,433 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $7,000 | 739 |
| 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) | $16,833,000 | 853 |
| Available-for-sale securities (fair market value) | $33,945,000 | 3,030 |
| Total debt securities | $50,777,000 | 2,533 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $985,000 | 1,550 |
| 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 | $48,600,000 | 2,699 |
| U.S. Government securities | $10,702,000 | 4,459 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,702,000 | 4,347 |
| Securities issued by states & political subdivisions | $37,290,000 | 1,032 |
| Other domestic debt securities | $608,000 | 1,952 |
| Privately issued residential mortgage-backed securities | $8,000 | 816 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $600,000 | 1,550 |
| 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 | $9,721,000 | 3,162 |
| Certificates of participation in pools of residential mortgages | $9,713,000 | 2,626 |
| Issued or guaranteed by U.S. | $9,713,000 | 2,623 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $8,000 | 776 |
| 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) | $16,861,000 | 854 |
| Available-for-sale securities (fair market value) | $31,739,000 | 3,225 |
| Total debt securities | $48,600,000 | 2,673 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $989,000 | 1,607 |
| 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 | $49,039,000 | 2,710 |
| U.S. Government securities | $11,401,000 | 4,430 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $11,401,000 | 4,332 |
| Securities issued by states & political subdivisions | $36,997,000 | 1,039 |
| Other domestic debt securities | $641,000 | 1,992 |
| Privately issued residential mortgage-backed securities | $41,000 | 790 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $600,000 | 1,594 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $10,471,000 | 3,126 |
| Certificates of participation in pools of residential mortgages | $10,430,000 | 2,579 |
| Issued or guaranteed by U.S. | $10,430,000 | 2,579 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $41,000 | 3,456 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $41,000 | 757 |
| 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) | $14,175,000 | 959 |
| Available-for-sale securities (fair market value) | $34,864,000 | 3,085 |
| Total debt securities | $49,039,000 | 2,680 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,576 |
| Fair value | $969,000 | 1,691 |
| 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 | $48,577,000 | 2,742 |
| U.S. Government securities | $11,569,000 | 4,452 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,569,000 | 4,351 |
| Securities issued by states & political subdivisions | $36,366,000 | 1,070 |
| Other domestic debt securities | $642,000 | 2,053 |
| Privately issued residential mortgage-backed securities | $42,000 | 814 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $600,000 | 1,634 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $10,659,000 | 3,126 |
| Certificates of participation in pools of residential mortgages | $10,617,000 | 2,573 |
| Issued or guaranteed by U.S. | $10,617,000 | 2,573 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $42,000 | 3,490 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $42,000 | 781 |
| 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) | $13,189,000 | 977 |
| Available-for-sale securities (fair market value) | $35,388,000 | 3,088 |
| Total debt securities | $48,577,000 | 2,712 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $952,000 | 1,723 |
| 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 | $42,694,000 | 3,003 |
| U.S. Government securities | $11,987,000 | 4,386 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,987,000 | 4,290 |
| Securities issued by states & political subdivisions | $30,064,000 | 1,291 |
| Other domestic debt securities | $643,000 | 2,101 |
| Privately issued residential mortgage-backed securities | $43,000 | 852 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $600,000 | 1,673 |
| 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 | $5,064,000 | 4,224 |
| Mortgage-backed securities | $11,101,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | $11,058,000 | 2,527 |
| Issued or guaranteed by U.S. | $11,058,000 | 2,527 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $43,000 | 3,500 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $43,000 | 815 |
| 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) | $6,329,000 | 1,325 |
| Available-for-sale securities (fair market value) | $36,365,000 | 3,037 |
| Total debt securities | $42,693,000 | 2,971 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $929,000 | 1,725 |
| 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 | $33,664,000 | 3,481 |
| U.S. Government securities | $9,037,000 | 4,806 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,037,000 | 4,708 |
| Securities issued by states & political subdivisions | $23,983,000 | 1,584 |
| Other domestic debt securities | $644,000 | 2,153 |
| Privately issued residential mortgage-backed securities | $44,000 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $600,000 | 1,709 |
| 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 | $5,266,000 | 4,201 |
| Mortgage-backed securities | $8,123,000 | 3,473 |
| Certificates of participation in pools of residential mortgages | $8,079,000 | 2,932 |
| Issued or guaranteed by U.S. | $8,079,000 | 2,929 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $44,000 | 3,534 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $44,000 | 845 |
| 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) | $600,000 | 2,106 |
| Available-for-sale securities (fair market value) | $33,064,000 | 3,235 |
| Total debt securities | $33,665,000 | 3,447 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $958,000 | 1,693 |
| 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 | $34,819,000 | 3,402 |
| U.S. Government securities | $9,500,000 | 4,731 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,500,000 | 4,636 |
| Securities issued by states & political subdivisions | $25,232,000 | 1,489 |
| Other domestic debt securities | $87,000 | 2,690 |
| Privately issued residential mortgage-backed securities | $87,000 | 859 |
| 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 | $7,055,000 | 3,802 |
| Mortgage-backed securities | $8,620,000 | 3,403 |
| Certificates of participation in pools of residential mortgages | $8,531,000 | 2,833 |
| Issued or guaranteed by U.S. | $8,531,000 | 2,831 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $89,000 | 3,507 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,535 |
| Privately issued | $87,000 | 820 |
| 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) | $34,819,000 | 3,132 |
| Total debt securities | $34,818,000 | 3,370 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $967,000 | 1,674 |
| 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 | $35,373,000 | 3,402 |
| U.S. Government securities | $10,296,000 | 4,680 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,296,000 | 4,576 |
| Securities issued by states & political subdivisions | $24,988,000 | 1,483 |
| Other domestic debt securities | $89,000 | 2,688 |
| Privately issued residential mortgage-backed securities | $89,000 | 905 |
| 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 | $6,680,000 | 3,934 |
| Mortgage-backed securities | $9,383,000 | 3,345 |
| Certificates of participation in pools of residential mortgages | $9,237,000 | 2,756 |
| Issued or guaranteed by U.S. | $9,237,000 | 2,755 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $146,000 | 3,489 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,422 |
| Privately issued | $89,000 | 867 |
| 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) | $35,373,000 | 3,147 |
| Total debt securities | $35,374,000 | 3,366 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,002,000 | 1,618 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $35,437,000 | 3,343 |
| U.S. Government securities | $10,027,000 | 4,691 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,027,000 | 4,592 |
| Securities issued by states & political subdivisions | $24,990,000 | 1,452 |
| Other domestic debt securities | $420,000 | 2,396 |
| Privately issued residential mortgage-backed securities | $420,000 | 725 |
| 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 | $7,413,000 | 3,746 |
| Mortgage-backed securities | $10,447,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | $9,968,000 | 2,666 |
| Issued or guaranteed by U.S. | $9,968,000 | 2,663 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $479,000 | 3,299 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 3,460 |
| Privately issued | $420,000 | 697 |
| 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) | $35,437,000 | 3,092 |
| Total debt securities | $35,436,000 | 3,312 |
| 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 | $31,575,000 | 3,619 |
| U.S. Government securities | $10,705,000 | 4,691 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,705,000 | 4,587 |
| Securities issued by states & political subdivisions | $20,314,000 | 1,725 |
| Other domestic debt securities | $556,000 | 2,327 |
| Privately issued residential mortgage-backed securities | $556,000 | 725 |
| 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 | $8,113,000 | 3,667 |
| Mortgage-backed securities | $9,255,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | $8,617,000 | 2,987 |
| Issued or guaranteed by U.S. | $8,617,000 | 2,986 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $638,000 | 3,298 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,504 |
| Privately issued | $556,000 | 697 |
| 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) | $31,575,000 | 3,340 |
| Total debt securities | $31,575,000 | 3,589 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,006,000 | 1,349 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $31,914,000 | 3,614 |
| U.S. Government securities | $10,961,000 | 4,741 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,961,000 | 4,647 |
| Securities issued by states & political subdivisions | $20,188,000 | 1,682 |
| Other domestic debt securities | $765,000 | 2,205 |
| Privately issued residential mortgage-backed securities | $765,000 | 710 |
| 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 | $7,527,000 | 3,823 |
| Mortgage-backed securities | $6,717,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $5,848,000 | 3,520 |
| Issued or guaranteed by U.S. | $5,848,000 | 3,519 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $869,000 | 3,211 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 3,497 |
| Privately issued | $765,000 | 686 |
| 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) | $31,914,000 | 3,342 |
| Total debt securities | $31,913,000 | 3,584 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 910 |
| Fair value | $5,009,000 | 890 |
| 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 | $28,737,000 | 3,823 |
| U.S. Government securities | $13,541,000 | 4,451 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,541,000 | 4,357 |
| Securities issued by states & political subdivisions | $14,170,000 | 2,172 |
| Other domestic debt securities | $1,026,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $1,026,000 | 689 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,256,000 | 3,494 |
| Mortgage-backed securities | $7,617,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | $6,462,000 | 3,389 |
| Issued or guaranteed by U.S. | $6,462,000 | 3,387 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,155,000 | 3,084 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 3,500 |
| Privately issued | $1,026,000 | 667 |
| 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) | $28,737,000 | 3,546 |
| Total debt securities | $28,736,000 | 3,795 |
| Structured notes | ||
| Amortized cost | $6,999,000 | 811 |
| Fair value | $6,950,000 | 822 |
| 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 | $28,715,000 | 3,776 |
| U.S. Government securities | $14,939,000 | 4,215 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $14,939,000 | 4,127 |
| Securities issued by states & political subdivisions | $12,529,000 | 2,314 |
| Other domestic debt securities | $1,247,000 | 1,856 |
| Privately issued residential mortgage-backed securities | $1,247,000 | 717 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,526,000 | 3,161 |
| Mortgage-backed securities | $8,401,000 | 3,649 |
| Certificates of participation in pools of residential mortgages | $7,011,000 | 3,192 |
| Issued or guaranteed by U.S. | $7,011,000 | 3,192 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,390,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 3,349 |
| Privately issued | $1,247,000 | 684 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $28,715,000 | 3,482 |
| Total debt securities | $28,716,000 | 3,750 |
| Structured notes | ||
| Amortized cost | $7,749,000 | 697 |
| Fair value | $7,785,000 | 694 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $22,356,000 | 4,273 |
| U.S. Government securities | $9,404,000 | 5,008 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,404,000 | 4,913 |
| Securities issued by states & political subdivisions | $11,465,000 | 2,374 |
| Other domestic debt securities | $1,487,000 | 1,756 |
| Privately issued residential mortgage-backed securities | $1,487,000 | 718 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,402,000 | 3,281 |
| Mortgage-backed securities | $9,137,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $7,487,000 | 3,047 |
| Issued or guaranteed by U.S. | $7,487,000 | 3,044 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,650,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $163,000 | 3,337 |
| Privately issued | $1,487,000 | 680 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $22,356,000 | 3,923 |
| Total debt securities | $22,356,000 | 4,238 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,924 |
| Fair value | $1,754,000 | 1,926 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $24,411,000 | 4,118 |
| U.S. Government securities | $11,786,000 | 4,759 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,786,000 | 4,641 |
| Securities issued by states & political subdivisions | $10,856,000 | 2,399 |
| Other domestic debt securities | $1,769,000 | 1,624 |
| Privately issued residential mortgage-backed securities | $1,769,000 | 686 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,879,000 | 2,921 |
| Mortgage-backed securities | $10,130,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $8,177,000 | 2,886 |
| Issued or guaranteed by U.S. | $8,177,000 | 2,879 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,953,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 3,299 |
| Privately issued | $1,769,000 | 651 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $24,411,000 | 3,781 |
| Total debt securities | $24,410,000 | 4,082 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 1,503 |
| Fair value | $3,425,000 | 1,528 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $26,292,000 | 3,918 |
| U.S. Government securities | $13,678,000 | 4,435 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $13,678,000 | 4,311 |
| Securities issued by states & political subdivisions | $10,587,000 | 2,398 |
| Other domestic debt securities | $2,027,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $2,027,000 | 680 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,518,000 | 2,854 |
| Mortgage-backed securities | $10,851,000 | 3,140 |
| Certificates of participation in pools of residential mortgages | $8,619,000 | 2,773 |
| Issued or guaranteed by U.S. | $8,619,000 | 2,767 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,232,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 3,243 |
| Privately issued | $2,027,000 | 646 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $26,292,000 | 3,608 |
| Total debt securities | $26,293,000 | 3,885 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 1,240 |
| Fair value | $4,854,000 | 1,267 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $27,591,000 | 3,687 |
| U.S. Government securities | $14,375,000 | 4,145 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $14,375,000 | 4,030 |
| Securities issued by states & political subdivisions | $10,817,000 | 2,349 |
| Other domestic debt securities | $2,399,000 | 1,567 |
| Privately issued residential mortgage-backed securities | $2,399,000 | 677 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,805,000 | 3,751 |
| Mortgage-backed securities | $11,904,000 | 2,923 |
| Certificates of participation in pools of residential mortgages | $9,278,000 | 2,547 |
| Issued or guaranteed by U.S. | $9,278,000 | 2,542 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,626,000 | 2,446 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 3,208 |
| Privately issued | $2,399,000 | 645 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $27,591,000 | 3,394 |
| Total debt securities | $27,590,000 | 3,659 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 1,146 |
| Fair value | $4,870,000 | 1,158 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $25,523,000 | 3,823 |
| U.S. Government securities | $13,854,000 | 4,198 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,854,000 | 4,085 |
| Securities issued by states & political subdivisions | $8,766,000 | 2,581 |
| Other domestic debt securities | $2,903,000 | 1,471 |
| Privately issued residential mortgage-backed securities | $2,903,000 | 691 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,017,000 | 3,745 |
| Mortgage-backed securities | $13,254,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $10,103,000 | 2,394 |
| Issued or guaranteed by U.S. | $10,103,000 | 2,390 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,151,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 3,165 |
| Privately issued | $2,903,000 | 660 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $25,523,000 | 3,507 |
| Total debt securities | $25,524,000 | 3,783 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,414 |
| Fair value | $3,503,000 | 1,441 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $27,060,000 | 3,704 |
| U.S. Government securities | $15,462,000 | 4,030 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $15,462,000 | 3,927 |
| Securities issued by states & political subdivisions | $8,399,000 | 2,520 |
| Other domestic debt securities | $3,199,000 | 1,411 |
| Privately issued residential mortgage-backed securities | $3,199,000 | 704 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,400,000 | 3,542 |
| Mortgage-backed securities | $15,142,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | $11,663,000 | 2,232 |
| Issued or guaranteed by U.S. | $11,663,000 | 2,226 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,479,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $280,000 | 3,053 |
| Privately issued | $3,199,000 | 677 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $27,060,000 | 3,388 |
| Total debt securities | $27,061,000 | 3,674 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,498 |
| Fair value | $3,519,000 | 1,513 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $26,955,000 | 3,731 |
| U.S. Government securities | $17,108,000 | 3,884 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $17,108,000 | 3,794 |
| Securities issued by states & political subdivisions | $6,304,000 | 2,910 |
| Other domestic debt securities | $3,543,000 | 1,402 |
| Privately issued residential mortgage-backed securities | $3,543,000 | 712 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,975,000 | 3,504 |
| Mortgage-backed securities | $16,829,000 | 2,485 |
| Certificates of participation in pools of residential mortgages | $12,852,000 | 2,198 |
| Issued or guaranteed by U.S. | $12,852,000 | 2,192 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,977,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $434,000 | 2,898 |
| Privately issued | $3,543,000 | 684 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $26,955,000 | 3,394 |
| Total debt securities | $26,955,000 | 3,703 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,740 |
| Fair value | $1,993,000 | 1,852 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $25,403,000 | 3,847 |
| U.S. Government securities | $16,537,000 | 3,920 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,537,000 | 3,836 |
| Securities issued by states & political subdivisions | $4,931,000 | 3,279 |
| Other domestic debt securities | $3,935,000 | 1,377 |
| Privately issued residential mortgage-backed securities | $3,935,000 | 706 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,019,000 | 3,509 |
| Mortgage-backed securities | $18,627,000 | 2,403 |
| Certificates of participation in pools of residential mortgages | $14,151,000 | 2,147 |
| Issued or guaranteed by U.S. | $14,151,000 | 2,141 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,476,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $541,000 | 2,812 |
| Privately issued | $3,935,000 | 678 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $25,403,000 | 3,482 |
| Total debt securities | $25,403,000 | 3,811 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $28,201,000 | 3,637 |
| U.S. Government securities | $18,866,000 | 3,625 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $18,866,000 | 3,554 |
| Securities issued by states & political subdivisions | $5,106,000 | 3,222 |
| Other domestic debt securities | $4,229,000 | 1,406 |
| Privately issued residential mortgage-backed securities | $4,229,000 | 742 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,658,000 | 3,252 |
| Mortgage-backed securities | $20,256,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $15,420,000 | 2,086 |
| Issued or guaranteed by U.S. | $15,420,000 | 2,076 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,836,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $607,000 | 2,766 |
| Privately issued | $4,229,000 | 712 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $28,201,000 | 3,289 |
| Total debt securities | $28,201,000 | 3,596 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $32,185,000 | 3,290 |
| U.S. Government securities | $22,777,000 | 3,180 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $22,777,000 | 3,113 |
| Securities issued by states & political subdivisions | $4,855,000 | 3,256 |
| Other domestic debt securities | $4,553,000 | 1,401 |
| Privately issued residential mortgage-backed securities | $4,553,000 | 737 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,257,000 | 2,884 |
| Mortgage-backed securities | $22,810,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | $17,525,000 | 1,955 |
| Issued or guaranteed by U.S. | $17,525,000 | 1,944 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,285,000 | 1,791 |
| CMOs issued by government agencies or sponsored agencies | $732,000 | 2,700 |
| Privately issued | $4,553,000 | 709 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $32,185,000 | 2,941 |
| Total debt securities | $32,184,000 | 3,255 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $32,093,000 | 3,302 |
| U.S. Government securities | $22,414,000 | 3,265 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,414,000 | 3,204 |
| Securities issued by states & political subdivisions | $4,818,000 | 3,191 |
| Other domestic debt securities | $4,861,000 | 1,270 |
| Privately issued residential mortgage-backed securities | $4,861,000 | 724 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,033,000 | 2,834 |
| Mortgage-backed securities | $24,732,000 | 2,087 |
| Certificates of participation in pools of residential mortgages | $18,998,000 | 1,895 |
| Issued or guaranteed by U.S. | $18,998,000 | 1,882 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,734,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $873,000 | 2,641 |
| Privately issued | $4,861,000 | 693 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $32,093,000 | 2,927 |
| Total debt securities | $32,092,000 | 3,270 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $33,121,000 | 3,229 |
| U.S. Government securities | $23,397,000 | 3,171 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $23,397,000 | 3,103 |
| Securities issued by states & political subdivisions | $4,710,000 | 3,184 |
| Other domestic debt securities | $5,014,000 | 1,210 |
| Privately issued residential mortgage-backed securities | $5,014,000 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,989,000 | 3,611 |
| Mortgage-backed securities | $25,870,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $19,888,000 | 1,786 |
| Issued or guaranteed by U.S. | $19,888,000 | 1,776 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,982,000 | 1,658 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 2,559 |
| Privately issued | $5,014,000 | 649 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $33,121,000 | 2,869 |
| Total debt securities | $33,121,000 | 3,186 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $29,376,000 | 3,448 |
| U.S. Government securities | $19,309,000 | 3,588 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $19,309,000 | 3,515 |
| Securities issued by states & political subdivisions | $4,618,000 | 3,215 |
| Other domestic debt securities | $5,449,000 | 1,146 |
| Privately issued residential mortgage-backed securities | $5,449,000 | 673 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,840,000 | 4,065 |
| Mortgage-backed securities | $23,257,000 | 2,032 |
| Certificates of participation in pools of residential mortgages | $17,375,000 | 1,864 |
| Issued or guaranteed by U.S. | $17,375,000 | 1,852 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $5,882,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $433,000 | 2,818 |
| Privately issued | $5,449,000 | 644 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $29,376,000 | 3,053 |
| Total debt securities | $29,377,000 | 3,411 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $27,886,000 | 3,631 |
| U.S. Government securities | $17,387,000 | 3,890 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $17,387,000 | 3,825 |
| Securities issued by states & political subdivisions | $4,910,000 | 3,129 |
| Other domestic debt securities | $5,589,000 | 1,166 |
| Privately issued residential mortgage-backed securities | $5,589,000 | 667 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,140,000 | 3,955 |
| Mortgage-backed securities | $22,475,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | $16,423,000 | 1,939 |
| Issued or guaranteed by U.S. | $16,423,000 | 1,929 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,052,000 | 1,589 |
| CMOs issued by government agencies or sponsored agencies | $463,000 | 2,805 |
| Privately issued | $5,589,000 | 635 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $27,886,000 | 3,216 |
| Total debt securities | $27,885,000 | 3,589 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $31,158,000 | 3,353 |
| U.S. Government securities | $19,882,000 | 3,541 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $19,882,000 | 3,478 |
| Securities issued by states & political subdivisions | $5,376,000 | 3,020 |
| Other domestic debt securities | $5,900,000 | 1,112 |
| Privately issued residential mortgage-backed securities | $5,900,000 | 618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,570,000 | 3,832 |
| Mortgage-backed securities | $24,020,000 | 1,900 |
| Certificates of participation in pools of residential mortgages | $17,619,000 | 1,777 |
| Issued or guaranteed by U.S. | $17,619,000 | 1,768 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,401,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 2,760 |
| Privately issued | $5,900,000 | 585 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $31,158,000 | 2,973 |
| Total debt securities | $31,158,000 | 3,302 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $28,782,000 | 3,550 |
| U.S. Government securities | $18,818,000 | 3,745 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $18,818,000 | 3,668 |
| Securities issued by states & political subdivisions | $5,386,000 | 3,005 |
| Other domestic debt securities | $4,578,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $4,578,000 | 641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,809,000 | 3,819 |
| Mortgage-backed securities | $21,154,000 | 1,849 |
| Certificates of participation in pools of residential mortgages | $16,576,000 | 1,625 |
| Issued or guaranteed by U.S. | $16,576,000 | 1,615 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,578,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $4,578,000 | 604 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $28,782,000 | 3,143 |
| Total debt securities | $28,781,000 | 3,499 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $25,156,000 | 3,874 |
| U.S. Government securities | $15,133,000 | 4,338 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $15,133,000 | 4,245 |
| Securities issued by states & political subdivisions | $5,349,000 | 2,967 |
| Other domestic debt securities | $4,674,000 | 1,117 |
| Privately issued residential mortgage-backed securities | $4,674,000 | 606 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,707,000 | 5,375 |
| Mortgage-backed securities | $17,581,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | $12,907,000 | 1,810 |
| Issued or guaranteed by U.S. | $12,907,000 | 1,800 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,674,000 | 1,614 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $4,674,000 | 572 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $25,156,000 | 3,420 |
| Total debt securities | $25,156,000 | 3,823 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $25,805,000 | 3,803 |
| U.S. Government securities | $15,704,000 | 4,289 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,704,000 | 4,180 |
| Securities issued by states & political subdivisions | $5,319,000 | 2,978 |
| Other domestic debt securities | $4,782,000 | 1,049 |
| Privately issued residential mortgage-backed securities | $4,782,000 | 567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,446,000 | 6,026 |
| Mortgage-backed securities | $18,289,000 | 1,863 |
| Certificates of participation in pools of residential mortgages | $13,507,000 | 1,705 |
| Issued or guaranteed by U.S. | $13,507,000 | 1,699 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,782,000 | 1,578 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $4,782,000 | 533 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $25,805,000 | 3,353 |
| Total debt securities | $25,804,000 | 3,754 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $24,355,000 | 3,961 |
| U.S. Government securities | $17,344,000 | 4,043 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $17,344,000 | 3,942 |
| Securities issued by states & political subdivisions | $4,045,000 | 3,400 |
| Other domestic debt securities | $2,966,000 | 1,309 |
| Privately issued residential mortgage-backed securities | $2,966,000 | 648 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,510,000 | 5,510 |
| Mortgage-backed securities | $16,119,000 | 2,017 |
| Certificates of participation in pools of residential mortgages | $13,153,000 | 1,742 |
| Issued or guaranteed by U.S. | $13,153,000 | 1,736 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,966,000 | 1,858 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $2,966,000 | 606 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $24,355,000 | 3,481 |
| Total debt securities | $24,355,000 | 3,907 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $990,000 | 1,991 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $24,100,000 | 4,025 |
| U.S. Government securities | $19,784,000 | 3,754 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,784,000 | 3,651 |
| Securities issued by states & political subdivisions | $3,332,000 | 3,689 |
| Other domestic debt securities | $984,000 | 1,974 |
| Privately issued residential mortgage-backed securities | $984,000 | 882 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,562,000 | 5,508 |
| Mortgage-backed securities | $14,620,000 | 2,138 |
| Certificates of participation in pools of residential mortgages | $13,636,000 | 1,715 |
| Issued or guaranteed by U.S. | $13,636,000 | 1,706 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $984,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $984,000 | 832 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $24,100,000 | 3,522 |
| Total debt securities | $24,099,000 | 3,972 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,480 |
| Fair value | $1,985,000 | 1,460 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $26,632,000 | 3,803 |
| U.S. Government securities | $22,300,000 | 3,475 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $22,300,000 | 3,368 |
| Securities issued by states & political subdivisions | $3,348,000 | 3,640 |
| Other domestic debt securities | $984,000 | 1,983 |
| Privately issued residential mortgage-backed securities | $984,000 | 871 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,603,000 | 5,529 |
| Mortgage-backed securities | $14,421,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $13,437,000 | 1,744 |
| Issued or guaranteed by U.S. | $13,437,000 | 1,733 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $984,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $984,000 | 812 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $26,632,000 | 3,317 |
| Total debt securities | $26,631,000 | 3,744 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,574 |
| Fair value | $1,979,000 | 1,553 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $23,929,000 | 4,089 |
| U.S. Government securities | $20,933,000 | 3,642 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,933,000 | 3,525 |
| Securities issued by states & political subdivisions | $2,996,000 | 3,779 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,647,000 | 5,095 |
| Mortgage-backed securities | $10,266,000 | 2,590 |
| Certificates of participation in pools of residential mortgages | $10,266,000 | 2,072 |
| Issued or guaranteed by U.S. | $10,266,000 | 2,061 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $23,929,000 | 3,556 |
| Total debt securities | $23,931,000 | 4,039 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,625 |
| Fair value | $1,962,000 | 1,589 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $28,191,000 | 3,706 |
| U.S. Government securities | $25,164,000 | 3,213 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $25,164,000 | 3,111 |
| Securities issued by states & political subdivisions | $3,027,000 | 3,795 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,215,000 | 4,542 |
| Mortgage-backed securities | $11,036,000 | 2,544 |
| Certificates of participation in pools of residential mortgages | $11,036,000 | 2,032 |
| Issued or guaranteed by U.S. | $11,036,000 | 2,019 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $28,191,000 | 3,225 |
| Total debt securities | $28,191,000 | 3,654 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,636 |
| Fair value | $1,962,000 | 1,625 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $26,504,000 | 3,895 |
| U.S. Government securities | $23,974,000 | 3,327 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $23,974,000 | 3,216 |
| Securities issued by states & political subdivisions | $2,530,000 | 4,062 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,484,000 | 4,152 |
| Mortgage-backed securities | $8,671,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | $8,671,000 | 2,341 |
| Issued or guaranteed by U.S. | $8,671,000 | 2,331 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $26,504,000 | 3,369 |
| Total debt securities | $26,505,000 | 3,828 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,633 |
| Fair value | $1,960,000 | 1,645 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $25,744,000 | 3,928 |
| U.S. Government securities | $24,674,000 | 3,222 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $24,674,000 | 3,107 |
| Securities issued by states & political subdivisions | $1,070,000 | 5,025 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,578,000 | 4,129 |
| Mortgage-backed securities | $9,387,000 | 2,821 |
| Certificates of participation in pools of residential mortgages | $9,387,000 | 2,272 |
| Issued or guaranteed by U.S. | $9,387,000 | 2,261 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $25,744,000 | 3,399 |
| Total debt securities | $25,743,000 | 3,872 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,618 |
| Fair value | $1,960,000 | 1,646 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $27,570,000 | 3,795 |
| U.S. Government securities | $26,484,000 | 3,081 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $26,484,000 | 2,967 |
| Securities issued by states & political subdivisions | $1,086,000 | 4,998 |
| 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 | $6,712,000 | 4,071 |
| Mortgage-backed securities | $10,398,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $10,398,000 | 2,207 |
| Issued or guaranteed by U.S. | $10,398,000 | 2,196 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $27,570,000 | 3,287 |
| Total debt securities | $27,570,000 | 3,738 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,622 |
| Fair value | $1,970,000 | 1,653 |
| 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 | $28,187,000 | 3,787 |
| U.S. Government securities | $27,123,000 | 3,077 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $27,123,000 | 2,953 |
| Securities issued by states & political subdivisions | $1,064,000 | 5,046 |
| 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 | $452,000 | 6,869 |
| Mortgage-backed securities | $11,148,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $11,148,000 | 2,184 |
| Issued or guaranteed by U.S. | $11,148,000 | 2,174 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $28,187,000 | 3,274 |
| Total debt securities | $28,187,000 | 3,731 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,618 |
| Fair value | $1,952,000 | 1,614 |
| 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 | $32,108,000 | 3,449 |
| U.S. Government securities | $32,108,000 | 2,714 |
| U.S. Treasury securities | $50,000 | 1,951 |
| U.S. Government agency obligations | $32,058,000 | 2,607 |
| 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 | $713,000 | 6,679 |
| Mortgage-backed securities | $12,842,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $12,842,000 | 2,025 |
| Issued or guaranteed by U.S. | $12,842,000 | 2,016 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,767,000 | 2,875 |
| Available-for-sale securities (fair market value) | $30,341,000 | 3,109 |
| Total debt securities | $32,108,000 | 3,392 |
| Structured notes | ||
| Amortized cost | $3,046,000 | 1,173 |
| Fair value | $3,024,000 | 1,175 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $29,890,000 | 3,635 |
| U.S. Government securities | $29,890,000 | 2,847 |
| U.S. Treasury securities | $50,000 | 1,979 |
| U.S. Government agency obligations | $29,840,000 | 2,739 |
| 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 | $826,000 | 6,640 |
| Mortgage-backed securities | $12,607,000 | 2,599 |
| Certificates of participation in pools of residential mortgages | $12,607,000 | 2,067 |
| Issued or guaranteed by U.S. | $12,607,000 | 2,059 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,880,000 | 2,872 |
| Available-for-sale securities (fair market value) | $28,010,000 | 3,295 |
| Total debt securities | $29,890,000 | 3,568 |
| Structured notes | ||
| Amortized cost | $3,745,000 | 1,073 |
| Fair value | $3,737,000 | 1,074 |
| 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 | $31,182,000 | 3,566 |
| U.S. Government securities | $31,182,000 | 2,778 |
| U.S. Treasury securities | $250,000 | 1,907 |
| U.S. Government agency obligations | $30,932,000 | 2,686 |
| 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 | $1,112,000 | 6,455 |
| Mortgage-backed securities | $13,469,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $13,469,000 | 1,999 |
| Issued or guaranteed by U.S. | $13,469,000 | 1,991 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,451,000 | 2,668 |
| Available-for-sale securities (fair market value) | $28,731,000 | 3,255 |
| Total debt securities | $31,182,000 | 3,499 |
| Structured notes | ||
| Amortized cost | $3,744,000 | 1,062 |
| Fair value | $3,703,000 | 1,051 |
| 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 | $34,168,000 | 3,317 |
| U.S. Government securities | $34,168,000 | 2,551 |
| U.S. Treasury securities | $251,000 | 1,893 |
| U.S. Government agency obligations | $33,917,000 | 2,485 |
| 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 | $1,199,000 | 6,394 |
| Mortgage-backed securities | $15,098,000 | 2,411 |
| Certificates of participation in pools of residential mortgages | $15,098,000 | 1,870 |
| Issued or guaranteed by U.S. | $15,098,000 | 1,861 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,661,000 | 2,578 |
| Available-for-sale securities (fair market value) | $31,507,000 | 3,044 |
| Total debt securities | $34,168,000 | 3,248 |
| Structured notes | ||
| Amortized cost | $3,744,000 | 920 |
| Fair value | $3,776,000 | 912 |
| 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 | $33,493,000 | 3,428 |
| U.S. Government securities | $33,493,000 | 2,668 |
| U.S. Treasury securities | $251,000 | 2,014 |
| U.S. Government agency obligations | $33,242,000 | 2,603 |
| 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 | $1,272,000 | 6,315 |
| Mortgage-backed securities | $12,266,000 | 2,703 |
| Certificates of participation in pools of residential mortgages | $12,266,000 | 2,166 |
| Issued or guaranteed by U.S. | $12,266,000 | 2,150 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,870,000 | 2,554 |
| Available-for-sale securities (fair market value) | $30,623,000 | 3,153 |
| Total debt securities | $33,493,000 | 3,366 |
| Structured notes | ||
| Amortized cost | $3,746,000 | 810 |
| Fair value | $3,753,000 | 803 |
| 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 | $35,360,000 | 3,220 |
| U.S. Government securities | $35,360,000 | 2,505 |
| U.S. Treasury securities | $252,000 | 2,072 |
| U.S. Government agency obligations | $35,108,000 | 2,434 |
| 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 | $1,368,000 | 6,266 |
| Mortgage-backed securities | $13,563,000 | 2,549 |
| Certificates of participation in pools of residential mortgages | $13,563,000 | 2,005 |
| Issued or guaranteed by U.S. | $13,563,000 | 1,995 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,151,000 | 2,487 |
| Available-for-sale securities (fair market value) | $32,209,000 | 2,980 |
| Total debt securities | $35,360,000 | 3,149 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 839 |
| Fair value | $3,013,000 | 795 |
| 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 | $32,707,000 | 3,330 |
| U.S. Government securities | $32,707,000 | 2,556 |
| U.S. Treasury securities | $252,000 | 2,103 |
| U.S. Government agency obligations | $32,455,000 | 2,470 |
| 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 | $1,546,000 | 6,138 |
| Mortgage-backed securities | $16,219,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $16,219,000 | 1,751 |
| Issued or guaranteed by U.S. | $16,219,000 | 1,741 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,492,000 | 2,416 |
| Available-for-sale securities (fair market value) | $29,215,000 | 3,132 |
| Total debt securities | $32,707,000 | 3,254 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 900 |
| Fair value | $2,022,000 | 841 |
| 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 | $29,903,000 | 3,521 |
| U.S. Government securities | $29,903,000 | 2,711 |
| U.S. Treasury securities | $252,000 | 2,161 |
| U.S. Government agency obligations | $29,651,000 | 2,614 |
| 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 | $1,724,000 | 6,053 |
| Mortgage-backed securities | $17,612,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | $17,612,000 | 1,642 |
| Issued or guaranteed by U.S. | $17,612,000 | 1,636 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,839,000 | 2,370 |
| Available-for-sale securities (fair market value) | $26,064,000 | 3,362 |
| Total debt securities | $29,903,000 | 3,441 |
| 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 | $31,706,000 | 3,378 |
| U.S. Government securities | $31,706,000 | 2,577 |
| U.S. Treasury securities | $651,000 | 1,845 |
| U.S. Government agency obligations | $31,055,000 | 2,519 |
| 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 | $1,934,000 | 5,937 |
| Mortgage-backed securities | $19,217,000 | 2,042 |
| Certificates of participation in pools of residential mortgages | $19,217,000 | 1,509 |
| Issued or guaranteed by U.S. | $19,217,000 | 1,503 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,705,000 | 2,236 |
| Available-for-sale securities (fair market value) | $27,001,000 | 3,246 |
| Total debt securities | $31,706,000 | 3,301 |
| 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 | $26,268,000 | 3,707 |
| U.S. Government securities | $26,268,000 | 2,821 |
| U.S. Treasury securities | $2,053,000 | 1,371 |
| U.S. Government agency obligations | $24,215,000 | 2,867 |
| 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 | $2,772,000 | 5,483 |
| Mortgage-backed securities | $15,553,000 | 2,193 |
| Certificates of participation in pools of residential mortgages | $15,553,000 | 1,574 |
| Issued or guaranteed by U.S. | $15,553,000 | 1,564 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,508,000 | 1,714 |
| Available-for-sale securities (fair market value) | $17,760,000 | 4,156 |
| Total debt securities | $26,268,000 | 3,619 |
| 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 | $28,675,000 | 3,547 |
| U.S. Government securities | $28,246,000 | 2,777 |
| U.S. Treasury securities | $4,870,000 | 1,109 |
| U.S. Government agency obligations | $23,376,000 | 3,002 |
| 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 | $429,000 | 4,165 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,184,000 | 5,003 |
| Mortgage-backed securities | $16,479,000 | 1,696 |
| Certificates of participation in pools of residential mortgages | $16,479,000 | 1,213 |
| Issued or guaranteed by U.S. | $16,479,000 | 1,206 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,519,000 | 1,261 |
| Available-for-sale securities (fair market value) | $11,156,000 | 5,427 |
| Total debt securities | $28,246,000 | 3,488 |
| 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 | $34,315,000 | 3,210 |
| U.S. Government securities | $34,315,000 | 2,432 |
| U.S. Treasury securities | $10,282,000 | 848 |
| U.S. Government agency obligations | $24,033,000 | 2,987 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,000 | 7,987 |
| Mortgage-backed securities | $18,573,000 | 1,691 |
| Certificates of participation in pools of residential mortgages | $18,573,000 | 1,216 |
| Issued or guaranteed by U.S. | $18,573,000 | 1,208 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,315,000 | 774 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $34,315,000 | 3,118 |
| 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 | $44,746,000 | 2,562 |
| U.S. Government securities | $44,746,000 | 1,964 |
| U.S. Treasury securities | $19,403,000 | 700 |
| U.S. Government agency obligations | $25,343,000 | 2,755 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 8,151 |
| Mortgage-backed securities | $19,907,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $19,907,000 | 1,239 |
| Issued or guaranteed by U.S. | $19,907,000 | 1,231 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,746,000 | 662 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $44,746,000 | 2,473 |
| Structured notes | ||
| Amortized cost | $500,000 | 941 |
| Fair value | $502,000 | 954 |
| 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 | $45,540,000 | 2,497 |
| U.S. Government securities | $45,540,000 | 1,994 |
| U.S. Treasury securities | $27,900,000 | 686 |
| U.S. Government agency obligations | $17,640,000 | 3,550 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 8,580 |
| Mortgage-backed securities | $8,155,000 | 2,960 |
| Certificates of participation in pools of residential mortgages | $8,155,000 | 2,206 |
| Issued or guaranteed by U.S. | $8,155,000 | 2,195 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,540,000 | 768 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $45,540,000 | 2,426 |
| 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 | $46,442,000 | 2,615 |
| U.S. Government securities | $46,442,000 | 2,097 |
| U.S. Treasury securities | $32,833,000 | 715 |
| U.S. Government agency obligations | $13,609,000 | 4,500 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 9,005 |
| Mortgage-backed securities | $7,734,000 | 3,358 |
| Certificates of participation in pools of residential mortgages | $7,734,000 | 2,507 |
| Issued or guaranteed by U.S. | $7,734,000 | 2,485 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,442,000 | 878 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $46,442,000 | 2,547 |
| 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 | $47,620,000 | 2,659 |
| U.S. Government securities | $47,620,000 | 2,112 |
| U.S. Treasury securities | $36,433,000 | 781 |
| U.S. Government agency obligations | $11,187,000 | 5,113 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $199,000 | 9,440 |
| Mortgage-backed securities | $8,923,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | $8,923,000 | 2,321 |
| Issued or guaranteed by U.S. | $8,923,000 | 2,300 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,620,000 | 878 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $47,620,000 | 2,572 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $49,297,000 | 2,652 |
| U.S. Government securities | $49,297,000 | 2,143 |
| U.S. Treasury securities | $39,404,000 | 875 |
| U.S. Government agency obligations | $9,893,000 | 5,424 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 9,621 |
| Mortgage-backed securities | $6,619,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $6,619,000 | 2,901 |
| Issued or guaranteed by U.S. | $6,619,000 | 2,891 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $49,297,000 | 1,504 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $49,297,000 | 2,589 |
| 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 | $53,109,000 | 2,607 |
| U.S. Government securities | $53,109,000 | 2,056 |
| U.S. Treasury securities | $49,171,000 | 769 |
| U.S. Government agency obligations | $3,938,000 | 8,666 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $303,000 | 9,949 |
| Mortgage-backed securities | $2,067,000 | 7,203 |
| Certificates of participation in pools of residential mortgages | $2,067,000 | 5,672 |
| Issued or guaranteed by U.S. | $2,067,000 | 5,627 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $53,109,000 | 2,538 |
| 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 | $55,649,000 | 2,443 |
| U.S. Government securities | $55,624,000 | 1,917 |
| U.S. Treasury securities | $50,881,000 | 725 |
| U.S. Government agency obligations | $4,743,000 | 8,180 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $25,000 | 7,219 |
| 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 | $25,000 | 5,598 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,000 | 10,196 |
| Mortgage-backed securities | $2,580,000 | 7,110 |
| Certificates of participation in pools of residential mortgages | $2,580,000 | 5,539 |
| Issued or guaranteed by U.S. | $2,580,000 | 5,475 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $55,649,000 | 2,380 |
| 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 |