Home > Schuyler Savings Bank > Securities
Schuyler Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $9,002,000 | 4,054 |
| U.S. Government securities | $4,913,000 | 3,970 |
| U.S. Treasury securities | $961,000 | 2,561 |
| U.S. Government agency obligations | $3,952,000 | 3,772 |
| Securities issued by states & political subdivisions | $4,089,000 | 3,025 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,495,000 | 3,697 |
| Mortgage-backed securities | $950,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $950,000 | 3,240 |
| 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) | $4,763,000 | 1,200 |
| Available-for-sale securities (fair market value) | $4,239,000 | 4,004 |
| Total debt securities | $9,003,000 | 4,029 |
| 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 | $8,912,000 | 4,081 |
| U.S. Government securities | $4,880,000 | 4,002 |
| U.S. Treasury securities | $945,000 | 2,619 |
| U.S. Government agency obligations | $3,935,000 | 3,785 |
| Securities issued by states & political subdivisions | $4,032,000 | 3,044 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,473,000 | 3,707 |
| Mortgage-backed securities | $944,000 | 3,519 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $944,000 | 3,249 |
| 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) | $4,783,000 | 1,214 |
| Available-for-sale securities (fair market value) | $4,129,000 | 4,021 |
| Total debt securities | $8,913,000 | 4,057 |
| 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 | $10,118,000 | 4,059 |
| U.S. Government securities | $5,930,000 | 3,960 |
| U.S. Treasury securities | $942,000 | 2,640 |
| U.S. Government agency obligations | $4,988,000 | 3,714 |
| Securities issued by states & political subdivisions | $4,188,000 | 3,077 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,490,000 | 3,698 |
| Mortgage-backed securities | $1,003,000 | 3,526 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,003,000 | 3,255 |
| 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) | $4,901,000 | 1,220 |
| Available-for-sale securities (fair market value) | $5,217,000 | 3,995 |
| Total debt securities | $10,120,000 | 4,038 |
| 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 | $10,356,000 | 4,119 |
| U.S. Government securities | $5,990,000 | 4,024 |
| U.S. Treasury securities | $952,000 | 2,711 |
| U.S. Government agency obligations | $5,038,000 | 3,729 |
| Securities issued by states & political subdivisions | $4,366,000 | 3,101 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,487,000 | 3,683 |
| Mortgage-backed securities | $1,050,000 | 3,571 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,050,000 | 3,289 |
| 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) | $5,080,000 | 1,250 |
| Available-for-sale securities (fair market value) | $5,276,000 | 4,067 |
| Total debt securities | $10,358,000 | 4,094 |
| 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 | $10,320,000 | 4,153 |
| U.S. Government securities | $5,965,000 | 4,056 |
| U.S. Treasury securities | $937,000 | 2,757 |
| U.S. Government agency obligations | $5,028,000 | 3,728 |
| Securities issued by states & political subdivisions | $4,355,000 | 3,138 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,485,000 | 3,640 |
| Mortgage-backed securities | $1,051,000 | 3,595 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,051,000 | 3,313 |
| 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) | $5,091,000 | 1,264 |
| Available-for-sale securities (fair market value) | $5,229,000 | 4,096 |
| Total debt securities | $10,320,000 | 4,131 |
| 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 | $10,359,000 | 4,181 |
| U.S. Government securities | $6,033,000 | 4,070 |
| U.S. Treasury securities | $934,000 | 2,773 |
| U.S. Government agency obligations | $5,099,000 | 3,743 |
| Securities issued by states & political subdivisions | $4,326,000 | 3,166 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,466,000 | 3,642 |
| Mortgage-backed securities | $1,119,000 | 3,608 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,119,000 | 3,318 |
| 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) | $5,121,000 | 1,234 |
| Available-for-sale securities (fair market value) | $5,238,000 | 4,132 |
| Total debt securities | $10,359,000 | 4,158 |
| 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 | $11,015,000 | 4,181 |
| U.S. Government securities | $6,170,000 | 4,061 |
| U.S. Treasury securities | $953,000 | 2,732 |
| U.S. Government agency obligations | $5,217,000 | 3,763 |
| Securities issued by states & political subdivisions | $4,845,000 | 3,160 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,494,000 | 3,666 |
| Mortgage-backed securities | $1,209,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $1,209,000 | 3,416 |
| Issued or guaranteed by U.S. | $1,209,000 | 3,325 |
| 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) | $5,618,000 | 1,139 |
| Available-for-sale securities (fair market value) | $5,397,000 | 4,160 |
| Total debt securities | $11,017,000 | 4,161 |
| 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 | $8,231,000 | 4,254 |
| U.S. Government securities | $3,342,000 | 4,228 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $3,342,000 | 3,932 |
| Securities issued by states & political subdivisions | $4,889,000 | 3,174 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,497,000 | 3,679 |
| Mortgage-backed securities | $1,322,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $1,322,000 | 3,408 |
| Issued or guaranteed by U.S. | $1,322,000 | 3,315 |
| 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) | $5,641,000 | 1,042 |
| Available-for-sale securities (fair market value) | $2,590,000 | 4,272 |
| Total debt securities | $8,230,000 | 4,236 |
| 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 | $7,509,000 | 4,259 |
| U.S. Government securities | $2,556,000 | 4,234 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,556,000 | 4,017 |
| Securities issued by states & political subdivisions | $4,953,000 | 3,214 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,632,000 | 3,664 |
| Mortgage-backed securities | $1,543,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $1,543,000 | 3,361 |
| Issued or guaranteed by U.S. | $1,543,000 | 3,260 |
| 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) | $3,771,000 | 1,038 |
| Available-for-sale securities (fair market value) | $3,738,000 | 4,237 |
| Total debt securities | $7,509,000 | 4,238 |
| 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 | $7,744,000 | 4,271 |
| U.S. Government securities | $2,153,000 | 4,285 |
| U.S. Treasury securities | $502,000 | 1,902 |
| U.S. Government agency obligations | $1,651,000 | 4,175 |
| Securities issued by states & political subdivisions | $5,591,000 | 3,158 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,637,000 | 3,688 |
| Mortgage-backed securities | $1,651,000 | 3,640 |
| Certificates of participation in pools of residential mortgages | $1,651,000 | 3,377 |
| Issued or guaranteed by U.S. | $1,651,000 | 3,287 |
| 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) | $4,173,000 | 985 |
| Available-for-sale securities (fair market value) | $3,571,000 | 4,273 |
| Total debt securities | $7,744,000 | 4,247 |
| 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 | $8,192,000 | 4,259 |
| U.S. Government securities | $2,596,000 | 4,260 |
| U.S. Treasury securities | $503,000 | 1,794 |
| U.S. Government agency obligations | $2,093,000 | 4,149 |
| Securities issued by states & political subdivisions | $5,596,000 | 3,149 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,642,000 | 3,710 |
| Mortgage-backed securities | $2,093,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $2,093,000 | 3,286 |
| Issued or guaranteed by U.S. | $2,093,000 | 3,186 |
| 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) | $4,205,000 | 957 |
| Available-for-sale securities (fair market value) | $3,987,000 | 4,260 |
| Total debt securities | $8,193,000 | 4,236 |
| 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 | $8,502,000 | 4,191 |
| U.S. Government securities | $2,904,000 | 4,163 |
| U.S. Treasury securities | $506,000 | 1,508 |
| U.S. Government agency obligations | $2,398,000 | 4,081 |
| Securities issued by states & political subdivisions | $5,598,000 | 3,124 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,646,000 | 3,709 |
| Mortgage-backed securities | $2,398,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $2,398,000 | 3,180 |
| Issued or guaranteed by U.S. | $2,398,000 | 3,088 |
| 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) | $4,248,000 | 931 |
| Available-for-sale securities (fair market value) | $4,254,000 | 4,216 |
| Total debt securities | $8,503,000 | 4,169 |
| 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 | $9,311,000 | 4,084 |
| U.S. Government securities | $3,286,000 | 4,022 |
| U.S. Treasury securities | $507,000 | 1,094 |
| U.S. Government agency obligations | $2,779,000 | 3,955 |
| Securities issued by states & political subdivisions | $6,025,000 | 3,056 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,651,000 | 3,723 |
| Mortgage-backed securities | $2,779,000 | 3,447 |
| Certificates of participation in pools of residential mortgages | $2,779,000 | 3,055 |
| Issued or guaranteed by U.S. | $2,779,000 | 2,979 |
| 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) | $4,676,000 | 889 |
| Available-for-sale securities (fair market value) | $4,635,000 | 4,187 |
| Total debt securities | $9,313,000 | 4,057 |
| 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 | $9,798,000 | 4,027 |
| U.S. Government securities | $3,644,000 | 3,995 |
| U.S. Treasury securities | $509,000 | 1,099 |
| U.S. Government agency obligations | $3,135,000 | 3,904 |
| Securities issued by states & political subdivisions | $6,154,000 | 2,944 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,121,000 | 3,875 |
| Mortgage-backed securities | $3,135,000 | 3,402 |
| Certificates of participation in pools of residential mortgages | $3,135,000 | 2,976 |
| Issued or guaranteed by U.S. | $3,135,000 | 2,889 |
| 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) | $4,702,000 | 889 |
| Available-for-sale securities (fair market value) | $5,096,000 | 4,132 |
| Total debt securities | $9,798,000 | 4,001 |
| 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 | $9,972,000 | 4,003 |
| U.S. Government securities | $3,810,000 | 3,997 |
| U.S. Treasury securities | $511,000 | 1,139 |
| U.S. Government agency obligations | $3,299,000 | 3,910 |
| Securities issued by states & political subdivisions | $6,162,000 | 2,891 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,124,000 | 3,910 |
| Mortgage-backed securities | $3,299,000 | 3,382 |
| Certificates of participation in pools of residential mortgages | $3,299,000 | 2,949 |
| Issued or guaranteed by U.S. | $3,299,000 | 2,868 |
| 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) | $4,745,000 | 896 |
| Available-for-sale securities (fair market value) | $5,227,000 | 4,135 |
| Total debt securities | $9,973,000 | 3,977 |
| 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 | $12,053,000 | 3,847 |
| U.S. Government securities | $6,131,000 | 3,748 |
| U.S. Treasury securities | $511,000 | 1,186 |
| U.S. Government agency obligations | $5,620,000 | 3,632 |
| Securities issued by states & political subdivisions | $5,922,000 | 2,856 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,127,000 | 3,940 |
| Mortgage-backed securities | $3,370,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $3,370,000 | 2,939 |
| Issued or guaranteed by U.S. | $3,370,000 | 2,847 |
| 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) | $7,267,000 | 785 |
| Available-for-sale securities (fair market value) | $4,786,000 | 4,207 |
| Total debt securities | $12,053,000 | 3,824 |
| 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 | $19,530,000 | 3,390 |
| U.S. Government securities | $13,241,000 | 3,076 |
| U.S. Treasury securities | $501,000 | 1,248 |
| U.S. Government agency obligations | $12,740,000 | 2,970 |
| Securities issued by states & political subdivisions | $6,289,000 | 2,784 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,135,000 | 4,001 |
| Mortgage-backed securities | $2,397,000 | 3,538 |
| Certificates of participation in pools of residential mortgages | $2,397,000 | 3,121 |
| Issued or guaranteed by U.S. | $2,397,000 | 3,029 |
| 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) | $15,708,000 | 587 |
| Available-for-sale securities (fair market value) | $3,822,000 | 4,366 |
| Total debt securities | $19,531,000 | 3,368 |
| 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 | $21,916,000 | 3,273 |
| U.S. Government securities | $15,615,000 | 2,913 |
| U.S. Treasury securities | $501,000 | 1,295 |
| U.S. Government agency obligations | $15,114,000 | 2,794 |
| Securities issued by states & political subdivisions | $6,301,000 | 2,803 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,232,000 | 2,950 |
| Mortgage-backed securities | $2,438,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $2,438,000 | 3,114 |
| Issued or guaranteed by U.S. | $2,438,000 | 3,013 |
| 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) | $18,064,000 | 573 |
| Available-for-sale securities (fair market value) | $3,852,000 | 4,438 |
| Total debt securities | $21,915,000 | 3,248 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 357 |
| Fair value | $2,000,000 | 369 |
| 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 | $23,093,000 | 3,280 |
| U.S. Government securities | $16,794,000 | 2,881 |
| U.S. Treasury securities | $500,000 | 1,328 |
| U.S. Government agency obligations | $16,294,000 | 2,746 |
| Securities issued by states & political subdivisions | $6,299,000 | 2,869 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,234,000 | 3,288 |
| Mortgage-backed securities | $2,619,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $2,619,000 | 3,080 |
| Issued or guaranteed by U.S. | $2,619,000 | 2,993 |
| 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) | $19,237,000 | 580 |
| Available-for-sale securities (fair market value) | $3,856,000 | 4,486 |
| Total debt securities | $23,093,000 | 3,257 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 391 |
| Fair value | $2,000,000 | 402 |
| 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 | $23,103,000 | 3,313 |
| U.S. Government securities | $16,825,000 | 2,908 |
| U.S. Treasury securities | $492,000 | 1,422 |
| U.S. Government agency obligations | $16,333,000 | 2,775 |
| Securities issued by states & political subdivisions | $6,278,000 | 2,916 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,237,000 | 3,345 |
| Mortgage-backed securities | $2,657,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $2,657,000 | 3,094 |
| Issued or guaranteed by U.S. | $2,657,000 | 3,000 |
| 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) | $19,281,000 | 595 |
| Available-for-sale securities (fair market value) | $3,822,000 | 4,533 |
| Total debt securities | $23,104,000 | 3,294 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 404 |
| Fair value | $1,972,000 | 442 |
| 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 | $23,491,000 | 3,330 |
| U.S. Government securities | $17,096,000 | 2,888 |
| U.S. Treasury securities | $490,000 | 1,412 |
| U.S. Government agency obligations | $16,606,000 | 2,772 |
| Securities issued by states & political subdivisions | $6,395,000 | 2,956 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,240,000 | 3,385 |
| Mortgage-backed securities | $2,931,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $2,931,000 | 3,052 |
| Issued or guaranteed by U.S. | $2,931,000 | 2,987 |
| 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) | $19,479,000 | 625 |
| Available-for-sale securities (fair market value) | $4,012,000 | 4,552 |
| Total debt securities | $23,491,000 | 3,309 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 420 |
| Fair value | $1,949,000 | 465 |
| 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 | $23,512,000 | 3,358 |
| U.S. Government securities | $17,123,000 | 2,915 |
| U.S. Treasury securities | $482,000 | 1,408 |
| U.S. Government agency obligations | $16,641,000 | 2,804 |
| Securities issued by states & political subdivisions | $6,389,000 | 2,986 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,242,000 | 3,415 |
| Mortgage-backed securities | $2,966,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $2,966,000 | 3,089 |
| Issued or guaranteed by U.S. | $2,966,000 | 3,062 |
| 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) | $19,527,000 | 635 |
| Available-for-sale securities (fair market value) | $3,985,000 | 4,615 |
| Total debt securities | $23,511,000 | 3,338 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 417 |
| Fair value | $1,914,000 | 468 |
| 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 | $23,636,000 | 3,397 |
| U.S. Government securities | $17,229,000 | 2,911 |
| U.S. Treasury securities | $484,000 | 1,377 |
| U.S. Government agency obligations | $16,745,000 | 2,802 |
| Securities issued by states & political subdivisions | $6,407,000 | 3,044 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,245,000 | 3,441 |
| Mortgage-backed securities | $3,070,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $3,070,000 | 3,096 |
| Issued or guaranteed by U.S. | $3,070,000 | 2,937 |
| 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) | $19,567,000 | 641 |
| Available-for-sale securities (fair market value) | $4,069,000 | 4,662 |
| Total debt securities | $23,636,000 | 3,373 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 425 |
| Fair value | $1,932,000 | 474 |
| 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 | $23,752,000 | 3,428 |
| U.S. Government securities | $17,341,000 | 2,982 |
| U.S. Treasury securities | $486,000 | 1,326 |
| U.S. Government agency obligations | $16,855,000 | 2,886 |
| Securities issued by states & political subdivisions | $6,411,000 | 3,078 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,248,000 | 3,489 |
| Mortgage-backed securities | $3,180,000 | 3,550 |
| Certificates of participation in pools of residential mortgages | $3,180,000 | 3,117 |
| Issued or guaranteed by U.S. | $3,180,000 | 3,112 |
| 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) | $19,649,000 | 659 |
| Available-for-sale securities (fair market value) | $4,103,000 | 4,719 |
| Total debt securities | $23,752,000 | 3,407 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 418 |
| Fair value | $1,944,000 | 461 |
| 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 | $23,927,000 | 3,465 |
| U.S. Government securities | $17,460,000 | 2,985 |
| U.S. Treasury securities | $493,000 | 1,229 |
| U.S. Government agency obligations | $16,967,000 | 2,887 |
| Securities issued by states & political subdivisions | $6,467,000 | 3,143 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,251,000 | 3,546 |
| Mortgage-backed securities | $3,293,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $3,293,000 | 3,135 |
| Issued or guaranteed by U.S. | $3,293,000 | 3,130 |
| 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) | $19,696,000 | 670 |
| Available-for-sale securities (fair market value) | $4,231,000 | 4,763 |
| Total debt securities | $23,927,000 | 3,442 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 411 |
| Fair value | $1,983,000 | 435 |
| 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 | $24,354,000 | 3,476 |
| U.S. Government securities | $17,543,000 | 3,006 |
| U.S. Treasury securities | $499,000 | 1,194 |
| U.S. Government agency obligations | $17,044,000 | 2,943 |
| Securities issued by states & political subdivisions | $6,811,000 | 3,131 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,253,000 | 3,589 |
| Mortgage-backed securities | $3,370,000 | 3,609 |
| Certificates of participation in pools of residential mortgages | $3,370,000 | 3,180 |
| Issued or guaranteed by U.S. | $3,370,000 | 3,176 |
| 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) | $19,737,000 | 695 |
| Available-for-sale securities (fair market value) | $4,617,000 | 4,781 |
| Total debt securities | $24,354,000 | 3,451 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 431 |
| Fair value | $1,996,000 | 443 |
| 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 | $24,194,000 | 3,538 |
| U.S. Government securities | $16,018,000 | 3,205 |
| U.S. Treasury securities | $501,000 | 1,205 |
| U.S. Government agency obligations | $15,517,000 | 3,113 |
| Securities issued by states & political subdivisions | $8,176,000 | 2,970 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,256,000 | 3,632 |
| Mortgage-backed securities | $1,843,000 | 3,945 |
| Certificates of participation in pools of residential mortgages | $1,843,000 | 3,613 |
| Issued or guaranteed by U.S. | $1,843,000 | 3,609 |
| 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) | $19,817,000 | 697 |
| Available-for-sale securities (fair market value) | $4,377,000 | 4,853 |
| Total debt securities | $24,194,000 | 3,514 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 446 |
| Fair value | $2,000,000 | 450 |
| 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 | $24,745,000 | 3,542 |
| U.S. Government securities | $16,603,000 | 3,180 |
| U.S. Treasury securities | $994,000 | 1,134 |
| U.S. Government agency obligations | $15,609,000 | 3,151 |
| Securities issued by states & political subdivisions | $8,142,000 | 3,009 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,258,000 | 3,654 |
| Mortgage-backed securities | $1,935,000 | 3,981 |
| Certificates of participation in pools of residential mortgages | $1,935,000 | 3,644 |
| Issued or guaranteed by U.S. | $1,935,000 | 3,642 |
| 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) | $19,895,000 | 707 |
| Available-for-sale securities (fair market value) | $4,850,000 | 4,845 |
| Total debt securities | $24,745,000 | 3,515 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 509 |
| Fair value | $1,972,000 | 500 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $24,861,000 | 3,537 |
| U.S. Government securities | $16,716,000 | 3,148 |
| U.S. Treasury securities | $987,000 | 1,121 |
| U.S. Government agency obligations | $15,729,000 | 3,119 |
| Securities issued by states & political subdivisions | $8,145,000 | 3,041 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,261,000 | 3,678 |
| Mortgage-backed securities | $2,056,000 | 3,968 |
| Certificates of participation in pools of residential mortgages | $2,056,000 | 3,625 |
| Issued or guaranteed by U.S. | $2,056,000 | 3,620 |
| 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) | $20,989,000 | 695 |
| Available-for-sale securities (fair market value) | $3,872,000 | 4,974 |
| Total debt securities | $24,861,000 | 3,511 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 503 |
| Fair value | $1,973,000 | 482 |
| 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 | $21,215,000 | 3,783 |
| U.S. Government securities | $14,561,000 | 3,345 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $14,561,000 | 3,230 |
| Securities issued by states & political subdivisions | $6,654,000 | 3,266 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,299,000 | 3,725 |
| Mortgage-backed securities | $2,176,000 | 3,987 |
| Certificates of participation in pools of residential mortgages | $2,176,000 | 3,623 |
| Issued or guaranteed by U.S. | $2,176,000 | 3,620 |
| 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) | $18,498,000 | 750 |
| Available-for-sale securities (fair market value) | $2,717,000 | 5,139 |
| Total debt securities | $21,215,000 | 3,752 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 489 |
| Fair value | $2,004,000 | 452 |
| 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 | $17,322,000 | 4,127 |
| U.S. Government securities | $10,646,000 | 3,884 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $10,646,000 | 3,757 |
| Securities issued by states & political subdivisions | $6,676,000 | 3,271 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,241,000 | 3,602 |
| Mortgage-backed securities | $2,253,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $2,253,000 | 3,647 |
| Issued or guaranteed by U.S. | $2,253,000 | 3,642 |
| 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) | $14,563,000 | 858 |
| Available-for-sale securities (fair market value) | $2,759,000 | 5,205 |
| Total debt securities | $17,322,000 | 4,106 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 572 |
| Fair value | $2,005,000 | 517 |
| 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 | $19,846,000 | 4,009 |
| U.S. Government securities | $13,174,000 | 3,670 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,174,000 | 3,550 |
| Securities issued by states & political subdivisions | $6,672,000 | 3,244 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,170,000 | 3,835 |
| Mortgage-backed securities | $2,343,000 | 4,018 |
| Certificates of participation in pools of residential mortgages | $2,343,000 | 3,654 |
| Issued or guaranteed by U.S. | $2,343,000 | 3,651 |
| 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) | $17,063,000 | 825 |
| Available-for-sale securities (fair market value) | $2,783,000 | 5,263 |
| Total debt securities | $19,846,000 | 3,985 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 607 |
| Fair value | $2,250,000 | 605 |
| 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 | $25,182,000 | 3,651 |
| U.S. Government securities | $18,258,000 | 3,220 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,258,000 | 3,111 |
| Securities issued by states & political subdivisions | $6,924,000 | 3,233 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,172,000 | 3,875 |
| Mortgage-backed securities | $2,466,000 | 4,010 |
| Certificates of participation in pools of residential mortgages | $2,466,000 | 3,645 |
| Issued or guaranteed by U.S. | $2,466,000 | 3,643 |
| 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) | $18,392,000 | 806 |
| Available-for-sale securities (fair market value) | $6,790,000 | 4,871 |
| Total debt securities | $25,182,000 | 3,625 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 682 |
| Fair value | $2,248,000 | 684 |
| 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 | $26,512,000 | 3,632 |
| U.S. Government securities | $19,588,000 | 3,170 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $19,588,000 | 3,069 |
| Securities issued by states & political subdivisions | $6,924,000 | 3,259 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,246,000 | 3,906 |
| Mortgage-backed securities | $2,769,000 | 3,998 |
| Certificates of participation in pools of residential mortgages | $2,769,000 | 3,618 |
| Issued or guaranteed by U.S. | $2,769,000 | 3,615 |
| 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) | $19,543,000 | 781 |
| Available-for-sale securities (fair market value) | $6,969,000 | 4,933 |
| Total debt securities | $26,512,000 | 3,607 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 796 |
| Fair value | $2,256,000 | 797 |
| 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 | $28,069,000 | 3,598 |
| U.S. Government securities | $20,669,000 | 3,158 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $20,669,000 | 3,062 |
| Securities issued by states & political subdivisions | $7,400,000 | 3,197 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,249,000 | 4,948 |
| Mortgage-backed securities | $2,887,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $2,887,000 | 3,669 |
| Issued or guaranteed by U.S. | $2,887,000 | 3,666 |
| 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) | $21,110,000 | 762 |
| Available-for-sale securities (fair market value) | $6,959,000 | 5,021 |
| Total debt securities | $28,069,000 | 3,570 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 904 |
| Fair value | $2,233,000 | 908 |
| 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 | $26,874,000 | 3,728 |
| U.S. Government securities | $19,434,000 | 3,330 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $19,434,000 | 3,220 |
| Securities issued by states & political subdivisions | $7,440,000 | 3,195 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,251,000 | 5,005 |
| Mortgage-backed securities | $2,977,000 | 4,094 |
| Certificates of participation in pools of residential mortgages | $2,977,000 | 3,703 |
| Issued or guaranteed by U.S. | $2,977,000 | 3,699 |
| 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) | $19,165,000 | 800 |
| Available-for-sale securities (fair market value) | $7,709,000 | 5,006 |
| Total debt securities | $26,874,000 | 3,702 |
| Structured notes | ||
| Amortized cost | $2,249,000 | 959 |
| Fair value | $2,254,000 | 962 |
| 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 | $28,124,000 | 3,682 |
| U.S. Government securities | $20,677,000 | 3,289 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $20,677,000 | 3,187 |
| Securities issued by states & political subdivisions | $7,447,000 | 3,224 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,267,000 | 5,076 |
| Mortgage-backed securities | $3,270,000 | 4,112 |
| Certificates of participation in pools of residential mortgages | $3,270,000 | 3,702 |
| Issued or guaranteed by U.S. | $3,270,000 | 3,697 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $20,229,000 | 779 |
| Available-for-sale securities (fair market value) | $7,895,000 | 5,056 |
| Total debt securities | $28,124,000 | 3,656 |
| Structured notes | ||
| Amortized cost | $2,249,000 | 1,028 |
| Fair value | $2,253,000 | 1,021 |
| 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 | $29,209,000 | 3,691 |
| U.S. Government securities | $21,764,000 | 3,281 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $21,764,000 | 3,181 |
| Securities issued by states & political subdivisions | $7,445,000 | 3,256 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,266,000 | 5,146 |
| Mortgage-backed securities | $3,423,000 | 4,158 |
| Certificates of participation in pools of residential mortgages | $3,423,000 | 3,740 |
| Issued or guaranteed by U.S. | $3,423,000 | 3,739 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $21,350,000 | 760 |
| Available-for-sale securities (fair market value) | $7,859,000 | 5,156 |
| Total debt securities | $29,209,000 | 3,667 |
| Structured notes | ||
| Amortized cost | $2,248,000 | 1,107 |
| Fair value | $2,216,000 | 1,105 |
| 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 | $28,174,000 | 3,797 |
| U.S. Government securities | $20,749,000 | 3,404 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $20,749,000 | 3,307 |
| Securities issued by states & political subdivisions | $7,425,000 | 3,296 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,272,000 | 5,200 |
| Mortgage-backed securities | $3,682,000 | 4,171 |
| Certificates of participation in pools of residential mortgages | $3,682,000 | 3,741 |
| Issued or guaranteed by U.S. | $3,682,000 | 3,741 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $21,279,000 | 761 |
| Available-for-sale securities (fair market value) | $6,895,000 | 5,282 |
| Total debt securities | $28,174,000 | 3,766 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,266 |
| Fair value | $1,979,000 | 1,235 |
| 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 | $30,100,000 | 3,702 |
| U.S. Government securities | $22,706,000 | 3,278 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $22,706,000 | 3,186 |
| Securities issued by states & political subdivisions | $7,394,000 | 3,323 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,294,000 | 5,228 |
| Mortgage-backed securities | $3,812,000 | 4,182 |
| Certificates of participation in pools of residential mortgages | $3,812,000 | 3,736 |
| Issued or guaranteed by U.S. | $3,812,000 | 3,736 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $23,246,000 | 708 |
| Available-for-sale securities (fair market value) | $6,854,000 | 5,345 |
| Total debt securities | $30,100,000 | 3,677 |
| Structured notes | ||
| Amortized cost | $2,568,000 | 1,105 |
| Fair value | $2,512,000 | 1,104 |
| 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 | $29,169,000 | 3,758 |
| U.S. Government securities | $21,826,000 | 3,325 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,826,000 | 3,236 |
| Securities issued by states & political subdivisions | $7,343,000 | 3,326 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,297,000 | 5,291 |
| Mortgage-backed securities | $3,956,000 | 4,159 |
| Certificates of participation in pools of residential mortgages | $3,956,000 | 3,710 |
| Issued or guaranteed by U.S. | $3,956,000 | 3,707 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $24,360,000 | 681 |
| Available-for-sale securities (fair market value) | $4,809,000 | 5,644 |
| Total debt securities | $29,169,000 | 3,731 |
| Structured notes | ||
| Amortized cost | $2,568,000 | 1,078 |
| Fair value | $2,461,000 | 1,084 |
| 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 | $28,390,000 | 3,846 |
| U.S. Government securities | $21,028,000 | 3,418 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,028,000 | 3,334 |
| Securities issued by states & political subdivisions | $7,362,000 | 3,325 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $4,119,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $4,119,000 | 3,689 |
| Issued or guaranteed by U.S. | $4,119,000 | 3,685 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $23,478,000 | 675 |
| Available-for-sale securities (fair market value) | $4,912,000 | 5,690 |
| Total debt securities | $28,390,000 | 3,813 |
| Structured notes | ||
| Amortized cost | $2,568,000 | 1,069 |
| Fair value | $2,509,000 | 1,070 |
| 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 | $26,512,000 | 3,955 |
| U.S. Government securities | $19,110,000 | 3,599 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $19,110,000 | 3,507 |
| Securities issued by states & political subdivisions | $7,402,000 | 3,320 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $4,397,000 | 4,132 |
| Certificates of participation in pools of residential mortgages | $4,397,000 | 3,618 |
| Issued or guaranteed by U.S. | $4,397,000 | 3,613 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $21,330,000 | 673 |
| Available-for-sale securities (fair market value) | $5,182,000 | 5,677 |
| Total debt securities | $26,512,000 | 3,924 |
| Structured notes | ||
| Amortized cost | $2,568,000 | 1,047 |
| Fair value | $2,532,000 | 1,047 |
| 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 | $24,906,000 | 4,103 |
| U.S. Government securities | $17,965,000 | 3,735 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,965,000 | 3,644 |
| Securities issued by states & political subdivisions | $6,941,000 | 3,384 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,000 | 5,959 |
| Mortgage-backed securities | $4,832,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $4,832,000 | 3,566 |
| Issued or guaranteed by U.S. | $4,832,000 | 3,564 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $19,427,000 | 675 |
| Available-for-sale securities (fair market value) | $5,479,000 | 5,694 |
| Total debt securities | $24,906,000 | 4,075 |
| Structured notes | ||
| Amortized cost | $5,570,000 | 655 |
| Fair value | $5,567,000 | 653 |
| 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 | $26,830,000 | 3,900 |
| U.S. Government securities | $19,606,000 | 3,529 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,606,000 | 3,448 |
| Securities issued by states & political subdivisions | $7,224,000 | 3,293 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,000 | 6,012 |
| Mortgage-backed securities | $6,123,000 | 3,875 |
| Certificates of participation in pools of residential mortgages | $6,123,000 | 3,275 |
| Issued or guaranteed by U.S. | $6,123,000 | 3,273 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $20,842,000 | 646 |
| Available-for-sale securities (fair market value) | $5,988,000 | 5,668 |
| Total debt securities | $26,830,000 | 3,867 |
| Structured notes | ||
| Amortized cost | $10,571,000 | 402 |
| Fair value | $10,576,000 | 401 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $30,802,000 | 3,670 |
| U.S. Government securities | $24,948,000 | 3,146 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $24,948,000 | 3,086 |
| Securities issued by states & political subdivisions | $5,854,000 | 3,554 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,000 | 6,095 |
| Mortgage-backed securities | $6,450,000 | 3,959 |
| Certificates of participation in pools of residential mortgages | $6,450,000 | 3,384 |
| Issued or guaranteed by U.S. | $6,450,000 | 3,383 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $20,657,000 | 659 |
| Available-for-sale securities (fair market value) | $10,145,000 | 5,227 |
| Total debt securities | $30,802,000 | 3,644 |
| Structured notes | ||
| Amortized cost | $14,571,000 | 316 |
| Fair value | $14,589,000 | 319 |
| 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 | $24,566,000 | 4,159 |
| U.S. Government securities | $22,438,000 | 3,401 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,438,000 | 3,333 |
| Securities issued by states & political subdivisions | $2,128,000 | 4,507 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,000 | 6,171 |
| Mortgage-backed securities | $6,788,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $6,788,000 | 3,339 |
| Issued or guaranteed by U.S. | $6,788,000 | 3,339 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $13,368,000 | 849 |
| Available-for-sale securities (fair market value) | $11,198,000 | 5,158 |
| Total debt securities | $24,566,000 | 4,121 |
| Structured notes | ||
| Amortized cost | $10,190,000 | 485 |
| Fair value | $10,234,000 | 487 |
| 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 | $23,390,000 | 4,316 |
| U.S. Government securities | $22,086,000 | 3,511 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $22,086,000 | 3,442 |
| Securities issued by states & political subdivisions | $1,304,000 | 4,791 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,000 | 6,165 |
| Mortgage-backed securities | $7,132,000 | 3,923 |
| Certificates of participation in pools of residential mortgages | $7,132,000 | 3,269 |
| Issued or guaranteed by U.S. | $7,132,000 | 3,267 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $12,044,000 | 903 |
| Available-for-sale securities (fair market value) | $11,346,000 | 5,167 |
| Total debt securities | $23,388,000 | 4,276 |
| Structured notes | ||
| Amortized cost | $11,995,000 | 498 |
| Fair value | $11,921,000 | 500 |
| 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 | $29,351,000 | 3,723 |
| U.S. Government securities | $27,796,000 | 2,965 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $27,796,000 | 2,900 |
| Securities issued by states & political subdivisions | $1,555,000 | 4,690 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,000 | 5,865 |
| Mortgage-backed securities | $7,515,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $7,515,000 | 3,094 |
| Issued or guaranteed by U.S. | $7,515,000 | 3,094 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $19,954,000 | 687 |
| Available-for-sale securities (fair market value) | $9,397,000 | 5,394 |
| Total debt securities | $29,352,000 | 3,697 |
| Structured notes | ||
| Amortized cost | $15,392,000 | 370 |
| Fair value | $15,425,000 | 371 |
| 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 | $27,358,000 | 3,809 |
| U.S. Government securities | $25,285,000 | 3,080 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $25,285,000 | 3,005 |
| Securities issued by states & political subdivisions | $2,073,000 | 4,426 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,000 | 5,873 |
| Mortgage-backed securities | $7,909,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $7,909,000 | 2,972 |
| Issued or guaranteed by U.S. | $7,909,000 | 2,968 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $19,778,000 | 683 |
| Available-for-sale securities (fair market value) | $7,580,000 | 5,620 |
| Total debt securities | $27,357,000 | 3,776 |
| Structured notes | ||
| Amortized cost | $15,494,000 | 373 |
| Fair value | $15,551,000 | 371 |
| 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 | $32,221,000 | 3,491 |
| U.S. Government securities | $29,658,000 | 2,828 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $29,658,000 | 2,747 |
| Securities issued by states & political subdivisions | $2,563,000 | 4,220 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,000 | 5,929 |
| Mortgage-backed securities | $8,153,000 | 3,588 |
| Certificates of participation in pools of residential mortgages | $8,153,000 | 2,887 |
| Issued or guaranteed by U.S. | $8,153,000 | 2,880 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $22,556,000 | 624 |
| Available-for-sale securities (fair market value) | $9,665,000 | 5,415 |
| Total debt securities | $32,222,000 | 3,459 |
| Structured notes | ||
| Amortized cost | $16,494,000 | 429 |
| Fair value | $16,537,000 | 431 |
| 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 | $34,912,000 | 3,268 |
| U.S. Government securities | $32,348,000 | 2,624 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $32,348,000 | 2,547 |
| Securities issued by states & political subdivisions | $2,564,000 | 4,186 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,000 | 5,958 |
| Mortgage-backed securities | $8,367,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $8,367,000 | 2,799 |
| Issued or guaranteed by U.S. | $8,367,000 | 2,792 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $23,215,000 | 602 |
| Available-for-sale securities (fair market value) | $11,697,000 | 5,125 |
| Total debt securities | $34,908,000 | 3,243 |
| Structured notes | ||
| Amortized cost | $18,995,000 | 394 |
| Fair value | $18,944,000 | 389 |
| 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 | $31,245,000 | 3,416 |
| U.S. Government securities | $28,681,000 | 2,749 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $28,681,000 | 2,664 |
| Securities issued by states & political subdivisions | $2,564,000 | 4,197 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,000 | 6,027 |
| Mortgage-backed securities | $8,695,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | $8,695,000 | 2,635 |
| Issued or guaranteed by U.S. | $8,695,000 | 2,628 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $22,425,000 | 605 |
| Available-for-sale securities (fair market value) | $8,820,000 | 5,433 |
| Total debt securities | $31,243,000 | 3,386 |
| Structured notes | ||
| Amortized cost | $17,993,000 | 371 |
| Fair value | $17,967,000 | 365 |
| 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 | $33,896,000 | 3,213 |
| U.S. Government securities | $31,332,000 | 2,549 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $31,332,000 | 2,462 |
| Securities issued by states & political subdivisions | $2,564,000 | 4,112 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,000 | 6,113 |
| Mortgage-backed securities | $9,304,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $9,304,000 | 2,516 |
| Issued or guaranteed by U.S. | $9,304,000 | 2,511 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $24,879,000 | 585 |
| Available-for-sale securities (fair market value) | $9,017,000 | 5,373 |
| Total debt securities | $33,895,000 | 3,184 |
| Structured notes | ||
| Amortized cost | $20,993,000 | 266 |
| Fair value | $21,103,000 | 264 |
| 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 | $35,083,000 | 3,143 |
| U.S. Government securities | $33,829,000 | 2,436 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $33,829,000 | 2,358 |
| Securities issued by states & political subdivisions | $1,254,000 | 4,665 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,000 | 6,162 |
| Mortgage-backed securities | $9,807,000 | 3,178 |
| Certificates of participation in pools of residential mortgages | $9,807,000 | 2,473 |
| Issued or guaranteed by U.S. | $9,807,000 | 2,466 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $26,840,000 | 575 |
| Available-for-sale securities (fair market value) | $8,243,000 | 5,563 |
| Total debt securities | $35,081,000 | 3,112 |
| Structured notes | ||
| Amortized cost | $10,999,000 | 611 |
| Fair value | $11,048,000 | 615 |
| 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 | $35,455,000 | 3,133 |
| U.S. Government securities | $34,202,000 | 2,449 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $34,202,000 | 2,380 |
| Securities issued by states & political subdivisions | $1,253,000 | 4,676 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,000 | 6,239 |
| Mortgage-backed securities | $10,469,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $10,469,000 | 2,458 |
| Issued or guaranteed by U.S. | $10,469,000 | 2,454 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $31,065,000 | 523 |
| Available-for-sale securities (fair market value) | $4,390,000 | 6,312 |
| Total debt securities | $35,456,000 | 3,103 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,157 |
| Fair value | $4,029,000 | 1,148 |
| 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 | $38,418,000 | 2,939 |
| U.S. Government securities | $36,674,000 | 2,273 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $36,674,000 | 2,208 |
| Securities issued by states & political subdivisions | $1,744,000 | 4,455 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,000 | 6,290 |
| Mortgage-backed securities | $10,941,000 | 3,139 |
| Certificates of participation in pools of residential mortgages | $10,941,000 | 2,465 |
| Issued or guaranteed by U.S. | $10,941,000 | 2,458 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $34,742,000 | 490 |
| Available-for-sale securities (fair market value) | $3,676,000 | 6,468 |
| Total debt securities | $38,416,000 | 2,918 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,166 |
| Fair value | $2,996,000 | 1,198 |
| 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 | $40,203,000 | 2,853 |
| U.S. Government securities | $38,460,000 | 2,168 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $38,460,000 | 2,110 |
| Securities issued by states & political subdivisions | $1,743,000 | 4,501 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $397,000 | 6,217 |
| Mortgage-backed securities | $11,727,000 | 3,095 |
| Certificates of participation in pools of residential mortgages | $11,727,000 | 2,439 |
| Issued or guaranteed by U.S. | $11,727,000 | 2,429 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $36,118,000 | 482 |
| Available-for-sale securities (fair market value) | $4,085,000 | 6,438 |
| Total debt securities | $40,204,000 | 2,827 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $1,014,000 | 1,530 |
| 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 | $37,870,000 | 2,922 |
| U.S. Government securities | $36,128,000 | 2,243 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $36,128,000 | 2,192 |
| Securities issued by states & political subdivisions | $1,742,000 | 4,472 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $396,000 | 6,267 |
| Mortgage-backed securities | $12,395,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $12,395,000 | 2,401 |
| Issued or guaranteed by U.S. | $12,395,000 | 2,391 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $33,394,000 | 514 |
| Available-for-sale securities (fair market value) | $4,476,000 | 6,373 |
| Total debt securities | $37,870,000 | 2,893 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,000,000 | 1,179 |
| 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 | $33,344,000 | 3,218 |
| U.S. Government securities | $31,602,000 | 2,550 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $31,602,000 | 2,493 |
| Securities issued by states & political subdivisions | $1,742,000 | 4,400 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,396,000 | 5,385 |
| Mortgage-backed securities | $12,681,000 | 3,070 |
| Certificates of participation in pools of residential mortgages | $12,681,000 | 2,422 |
| Issued or guaranteed by U.S. | $12,681,000 | 2,410 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,206,000 | 573 |
| Available-for-sale securities (fair market value) | $4,138,000 | 6,483 |
| Total debt securities | $33,344,000 | 3,182 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $35,130,000 | 3,079 |
| U.S. Government securities | $32,839,000 | 2,473 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $32,839,000 | 2,421 |
| Securities issued by states & political subdivisions | $2,291,000 | 4,080 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,603,000 | 5,774 |
| Mortgage-backed securities | $13,242,000 | 2,944 |
| Certificates of participation in pools of residential mortgages | $13,242,000 | 2,337 |
| Issued or guaranteed by U.S. | $13,242,000 | 2,326 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,804,000 | 541 |
| Available-for-sale securities (fair market value) | $4,326,000 | 6,491 |
| Total debt securities | $35,131,000 | 3,037 |
| 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 | $37,557,000 | 2,880 |
| U.S. Government securities | $35,267,000 | 2,250 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $35,267,000 | 2,206 |
| Securities issued by states & political subdivisions | $2,290,000 | 4,060 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,468,000 | 4,401 |
| Mortgage-backed securities | $11,670,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $11,670,000 | 2,431 |
| Issued or guaranteed by U.S. | $11,670,000 | 2,415 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,140,000 | 481 |
| Available-for-sale securities (fair market value) | $2,417,000 | 6,910 |
| Total debt securities | $37,557,000 | 2,839 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $36,289,000 | 2,981 |
| U.S. Government securities | $34,000,000 | 2,366 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $34,000,000 | 2,316 |
| Securities issued by states & political subdivisions | $2,289,000 | 4,101 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,738,000 | 4,310 |
| Mortgage-backed securities | $12,403,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | $12,403,000 | 2,311 |
| Issued or guaranteed by U.S. | $12,403,000 | 2,297 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,708,000 | 488 |
| Available-for-sale securities (fair market value) | $2,581,000 | 6,939 |
| Total debt securities | $36,289,000 | 2,946 |
| 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 | $34,325,000 | 3,115 |
| U.S. Government securities | $32,037,000 | 2,481 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $32,037,000 | 2,431 |
| Securities issued by states & political subdivisions | $2,288,000 | 4,119 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,756,000 | 4,256 |
| Mortgage-backed securities | $13,039,000 | 2,777 |
| Certificates of participation in pools of residential mortgages | $13,039,000 | 2,172 |
| Issued or guaranteed by U.S. | $13,039,000 | 2,161 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,548,000 | 512 |
| Available-for-sale securities (fair market value) | $2,777,000 | 6,914 |
| Total debt securities | $34,324,000 | 3,069 |
| 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 | $34,084,000 | 3,146 |
| U.S. Government securities | $31,637,000 | 2,553 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $31,637,000 | 2,496 |
| Securities issued by states & political subdivisions | $2,447,000 | 4,051 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,552,000 | 4,101 |
| Mortgage-backed securities | $13,907,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $13,907,000 | 1,865 |
| Issued or guaranteed by U.S. | $13,907,000 | 1,855 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,086,000 | 545 |
| Available-for-sale securities (fair market value) | $2,998,000 | 6,912 |
| Total debt securities | $34,082,000 | 3,101 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,089 |
| Fair value | $1,996,000 | 1,093 |
| 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 | $38,354,000 | 2,863 |
| U.S. Government securities | $35,908,000 | 2,278 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $35,908,000 | 2,225 |
| Securities issued by states & political subdivisions | $2,446,000 | 4,048 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,458,000 | 4,137 |
| Mortgage-backed securities | $15,178,000 | 2,155 |
| Certificates of participation in pools of residential mortgages | $15,178,000 | 1,618 |
| Issued or guaranteed by U.S. | $15,178,000 | 1,609 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,919,000 | 509 |
| Available-for-sale securities (fair market value) | $3,435,000 | 6,833 |
| Total debt securities | $38,354,000 | 2,816 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 972 |
| Fair value | $2,971,000 | 974 |
| 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 | $39,387,000 | 2,812 |
| U.S. Government securities | $36,942,000 | 2,226 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $36,942,000 | 2,166 |
| Securities issued by states & political subdivisions | $2,445,000 | 4,044 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,458,000 | 4,148 |
| Mortgage-backed securities | $16,212,000 | 2,015 |
| Certificates of participation in pools of residential mortgages | $16,212,000 | 1,500 |
| Issued or guaranteed by U.S. | $16,212,000 | 1,492 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,489,000 | 508 |
| Available-for-sale securities (fair market value) | $3,898,000 | 6,757 |
| Total debt securities | $39,385,000 | 2,763 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 1,030 |
| Fair value | $2,915,000 | 1,049 |
| 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 | $40,630,000 | 2,748 |
| U.S. Government securities | $38,185,000 | 2,196 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $38,185,000 | 2,131 |
| Securities issued by states & political subdivisions | $2,445,000 | 4,055 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,670,000 | 4,103 |
| Mortgage-backed securities | $17,457,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $17,457,000 | 1,430 |
| Issued or guaranteed by U.S. | $17,457,000 | 1,423 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,263,000 | 521 |
| Available-for-sale securities (fair market value) | $4,367,000 | 6,682 |
| Total debt securities | $40,631,000 | 2,702 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 1,069 |
| Fair value | $2,961,000 | 1,079 |
| 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 | $42,020,000 | 2,690 |
| U.S. Government securities | $39,576,000 | 2,150 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $39,576,000 | 2,094 |
| Securities issued by states & political subdivisions | $2,444,000 | 4,070 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,742,000 | 4,097 |
| Mortgage-backed securities | $18,847,000 | 1,828 |
| Certificates of participation in pools of residential mortgages | $18,847,000 | 1,362 |
| Issued or guaranteed by U.S. | $18,847,000 | 1,355 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,148,000 | 527 |
| Available-for-sale securities (fair market value) | $4,872,000 | 6,596 |
| Total debt securities | $42,020,000 | 2,653 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 1,147 |
| Fair value | $2,953,000 | 1,158 |
| 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 | $43,418,000 | 2,633 |
| U.S. Government securities | $40,776,000 | 2,121 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $40,776,000 | 2,066 |
| Securities issued by states & political subdivisions | $2,443,000 | 4,059 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $199,000 | 1,574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,486,000 | 4,180 |
| Mortgage-backed securities | $20,047,000 | 1,748 |
| Certificates of participation in pools of residential mortgages | $20,047,000 | 1,323 |
| Issued or guaranteed by U.S. | $20,047,000 | 1,313 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,969,000 | 544 |
| Available-for-sale securities (fair market value) | $5,449,000 | 6,505 |
| Total debt securities | $43,220,000 | 2,616 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 1,233 |
| Fair value | $2,931,000 | 1,250 |
| 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 | $43,384,000 | 2,647 |
| U.S. Government securities | $40,771,000 | 2,125 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $40,771,000 | 2,062 |
| Securities issued by states & political subdivisions | $2,442,000 | 4,054 |
| 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 | $171,000 | 1,627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,412,000 | 4,492 |
| Mortgage-backed securities | $20,042,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | $20,042,000 | 1,331 |
| Issued or guaranteed by U.S. | $20,042,000 | 1,324 |
| 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) | $37,637,000 | 549 |
| Available-for-sale securities (fair market value) | $5,747,000 | 6,443 |
| Total debt securities | $43,212,000 | 2,617 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 1,277 |
| Fair value | $2,864,000 | 1,303 |
| 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 | $44,654,000 | 2,609 |
| U.S. Government securities | $42,029,000 | 2,118 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $42,029,000 | 2,041 |
| Securities issued by states & political subdivisions | $2,442,000 | 4,081 |
| 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 | $183,000 | 1,640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,871,000 | 5,917 |
| Mortgage-backed securities | $21,300,000 | 1,711 |
| Certificates of participation in pools of residential mortgages | $21,300,000 | 1,292 |
| Issued or guaranteed by U.S. | $21,300,000 | 1,284 |
| 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) | $38,536,000 | 546 |
| Available-for-sale securities (fair market value) | $6,118,000 | 6,428 |
| Total debt securities | $44,470,000 | 2,566 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 1,302 |
| Fair value | $2,908,000 | 1,318 |
| 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 | $46,265,000 | 2,531 |
| U.S. Government securities | $43,627,000 | 2,039 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $43,627,000 | 1,969 |
| Securities issued by states & political subdivisions | $2,441,000 | 4,108 |
| 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 | $197,000 | 1,643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,899,000 | 5,922 |
| Mortgage-backed securities | $22,899,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $22,899,000 | 1,240 |
| Issued or guaranteed by U.S. | $22,899,000 | 1,233 |
| 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) | $39,799,000 | 535 |
| Available-for-sale securities (fair market value) | $6,466,000 | 6,375 |
| Total debt securities | $46,069,000 | 2,498 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 1,305 |
| Fair value | $2,905,000 | 1,331 |
| 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 | $44,719,000 | 2,584 |
| U.S. Government securities | $42,109,000 | 2,070 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $42,109,000 | 2,001 |
| Securities issued by states & political subdivisions | $2,440,000 | 4,096 |
| 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 | $170,000 | 1,677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,909,000 | 5,922 |
| Mortgage-backed securities | $22,380,000 | 1,686 |
| Certificates of participation in pools of residential mortgages | $22,380,000 | 1,295 |
| Issued or guaranteed by U.S. | $22,380,000 | 1,284 |
| 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) | $38,871,000 | 560 |
| Available-for-sale securities (fair market value) | $5,848,000 | 6,526 |
| Total debt securities | $44,551,000 | 2,546 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 1,272 |
| Fair value | $2,974,000 | 1,235 |
| 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 | $45,067,000 | 2,582 |
| U.S. Government securities | $42,431,000 | 2,092 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $42,431,000 | 2,026 |
| Securities issued by states & political subdivisions | $2,440,000 | 4,084 |
| 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 | $196,000 | 1,680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,931,000 | 5,915 |
| Mortgage-backed securities | $23,703,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | $23,703,000 | 1,270 |
| Issued or guaranteed by U.S. | $23,703,000 | 1,259 |
| 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) | $39,799,000 | 557 |
| Available-for-sale securities (fair market value) | $5,268,000 | 6,673 |
| Total debt securities | $44,871,000 | 2,537 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 1,284 |
| Fair value | $2,982,000 | 1,253 |
| 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 | $45,930,000 | 2,564 |
| U.S. Government securities | $43,301,000 | 2,092 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $43,301,000 | 2,008 |
| Securities issued by states & political subdivisions | $2,439,000 | 4,094 |
| 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 | $190,000 | 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 | $1,810,000 | 6,004 |
| Mortgage-backed securities | $24,573,000 | 1,676 |
| Certificates of participation in pools of residential mortgages | $24,573,000 | 1,272 |
| Issued or guaranteed by U.S. | $24,573,000 | 1,264 |
| 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) | $41,054,000 | 550 |
| Available-for-sale securities (fair market value) | $4,876,000 | 6,842 |
| Total debt securities | $45,740,000 | 2,525 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 1,268 |
| Fair value | $2,920,000 | 1,281 |
| 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 | $43,349,000 | 2,709 |
| U.S. Government securities | $40,690,000 | 2,206 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $40,690,000 | 2,118 |
| Securities issued by states & political subdivisions | $2,438,000 | 4,093 |
| 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 | $221,000 | 1,715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,816,000 | 6,003 |
| Mortgage-backed securities | $22,695,000 | 1,786 |
| Certificates of participation in pools of residential mortgages | $22,695,000 | 1,357 |
| Issued or guaranteed by U.S. | $22,695,000 | 1,346 |
| 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) | $39,142,000 | 578 |
| Available-for-sale securities (fair market value) | $4,207,000 | 7,050 |
| Total debt securities | $43,128,000 | 2,670 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,583 |
| Fair value | $1,967,000 | 1,590 |
| 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 | $47,515,000 | 2,513 |
| U.S. Government securities | $44,882,000 | 1,998 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $44,882,000 | 1,926 |
| Securities issued by states & political subdivisions | $2,438,000 | 4,089 |
| 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 | $195,000 | 1,761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,819,000 | 6,024 |
| Mortgage-backed securities | $22,883,000 | 1,781 |
| Certificates of participation in pools of residential mortgages | $22,883,000 | 1,361 |
| Issued or guaranteed by U.S. | $22,883,000 | 1,352 |
| 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) | $42,977,000 | 524 |
| Available-for-sale securities (fair market value) | $4,538,000 | 6,988 |
| Total debt securities | $47,320,000 | 2,470 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,585 |
| Fair value | $1,985,000 | 1,578 |
| 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 | $49,887,000 | 2,452 |
| U.S. Government securities | $47,260,000 | 1,949 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $47,260,000 | 1,883 |
| Securities issued by states & political subdivisions | $2,437,000 | 4,100 |
| 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 | $190,000 | 1,811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $23,244,000 | 1,791 |
| Certificates of participation in pools of residential mortgages | $23,244,000 | 1,363 |
| Issued or guaranteed by U.S. | $23,244,000 | 1,352 |
| 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) | $44,973,000 | 509 |
| Available-for-sale securities (fair market value) | $4,914,000 | 6,973 |
| Total debt securities | $49,697,000 | 2,411 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,562 |
| Fair value | $1,884,000 | 1,597 |
| 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 | $44,715,000 | 2,694 |
| U.S. Government securities | $41,608,000 | 2,180 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $41,608,000 | 2,110 |
| Securities issued by states & political subdivisions | $2,930,000 | 3,860 |
| 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 | $177,000 | 1,864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $19,575,000 | 2,049 |
| Certificates of participation in pools of residential mortgages | $19,575,000 | 1,561 |
| Issued or guaranteed by U.S. | $19,575,000 | 1,551 |
| 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) | $40,247,000 | 543 |
| Available-for-sale securities (fair market value) | $4,468,000 | 7,079 |
| Total debt securities | $44,538,000 | 2,638 |
| Structured notes | ||
| Amortized cost | $1,996,000 | 1,394 |
| Fair value | $2,000,000 | 1,375 |
| 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 | $47,687,000 | 2,587 |
| U.S. Government securities | $44,583,000 | 2,097 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $44,583,000 | 2,025 |
| Securities issued by states & political subdivisions | $2,929,000 | 3,891 |
| 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 | $175,000 | 1,894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $20,698,000 | 1,963 |
| Certificates of participation in pools of residential mortgages | $20,698,000 | 1,498 |
| Issued or guaranteed by U.S. | $20,698,000 | 1,487 |
| 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) | $42,814,000 | 508 |
| Available-for-sale securities (fair market value) | $4,873,000 | 7,019 |
| Total debt securities | $47,512,000 | 2,538 |
| Structured notes | ||
| Amortized cost | $1,996,000 | 1,283 |
| Fair value | $1,955,000 | 1,290 |
| 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 | $45,779,000 | 2,629 |
| U.S. Government securities | $42,693,000 | 2,130 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $42,693,000 | 2,058 |
| Securities issued by states & political subdivisions | $2,929,000 | 3,904 |
| 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 | $157,000 | 1,976 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $17,518,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | $17,518,000 | 1,687 |
| Issued or guaranteed by U.S. | $17,518,000 | 1,679 |
| 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) | $41,594,000 | 520 |
| Available-for-sale securities (fair market value) | $4,185,000 | 7,149 |
| Total debt securities | $45,622,000 | 2,567 |
| Structured notes | ||
| Amortized cost | $1,996,000 | 1,108 |
| Fair value | $1,935,000 | 1,118 |
| 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 | $42,975,000 | 2,714 |
| U.S. Government securities | $39,895,000 | 2,165 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $39,895,000 | 2,085 |
| Securities issued by states & political subdivisions | $2,928,000 | 3,857 |
| 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 | $152,000 | 1,995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $15,670,000 | 2,375 |
| Certificates of participation in pools of residential mortgages | $15,670,000 | 1,790 |
| Issued or guaranteed by U.S. | $15,670,000 | 1,779 |
| 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) | $38,237,000 | 550 |
| Available-for-sale securities (fair market value) | $4,738,000 | 7,015 |
| Total debt securities | $42,823,000 | 2,642 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $42,873,000 | 2,689 |
| U.S. Government securities | $39,787,000 | 2,159 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $39,787,000 | 2,078 |
| Securities issued by states & political subdivisions | $2,927,000 | 3,799 |
| 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 | $159,000 | 1,980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $17,594,000 | 2,198 |
| Certificates of participation in pools of residential mortgages | $17,594,000 | 1,645 |
| Issued or guaranteed by U.S. | $17,594,000 | 1,639 |
| 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) | $37,622,000 | 553 |
| Available-for-sale securities (fair market value) | $5,251,000 | 6,894 |
| Total debt securities | $42,714,000 | 2,621 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $42,358,000 | 2,661 |
| U.S. Government securities | $39,506,000 | 2,152 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $39,506,000 | 2,066 |
| Securities issued by states & political subdivisions | $2,675,000 | 3,920 |
| 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 | $177,000 | 1,974 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $17,503,000 | 2,160 |
| Certificates of participation in pools of residential mortgages | $17,503,000 | 1,604 |
| Issued or guaranteed by U.S. | $17,503,000 | 1,594 |
| 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) | $36,694,000 | 558 |
| Available-for-sale securities (fair market value) | $5,664,000 | 6,765 |
| Total debt securities | $42,181,000 | 2,598 |
| 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 | $40,110,000 | 2,640 |
| U.S. Government securities | $37,242,000 | 2,104 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $37,242,000 | 1,989 |
| Securities issued by states & political subdivisions | $2,672,000 | 3,935 |
| 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 | $196,000 | 1,882 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $13,735,000 | 2,358 |
| Certificates of participation in pools of residential mortgages | $13,735,000 | 1,706 |
| Issued or guaranteed by U.S. | $13,735,000 | 1,697 |
| 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) | $37,301,000 | 556 |
| Available-for-sale securities (fair market value) | $2,809,000 | 7,688 |
| Total debt securities | $39,914,000 | 2,585 |
| 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 | $37,311,000 | 2,850 |
| U.S. Government securities | $35,470,000 | 2,272 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $35,470,000 | 2,091 |
| Securities issued by states & political subdivisions | $653,000 | 5,841 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,188,000 | 2,262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $14,539,000 | 1,847 |
| Certificates of participation in pools of residential mortgages | $14,539,000 | 1,354 |
| Issued or guaranteed by U.S. | $14,539,000 | 1,342 |
| 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) | $32,187,000 | 760 |
| Available-for-sale securities (fair market value) | $5,124,000 | 7,197 |
| Total debt securities | $36,123,000 | 2,843 |
| 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 | $32,756,000 | 3,339 |
| U.S. Government securities | $31,193,000 | 2,656 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $31,193,000 | 2,366 |
| Securities issued by states & political subdivisions | $653,000 | 6,142 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $910,000 | 2,589 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $10,936,000 | 2,384 |
| Certificates of participation in pools of residential mortgages | $10,936,000 | 1,765 |
| Issued or guaranteed by U.S. | $10,936,000 | 1,754 |
| 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) | $28,083,000 | 942 |
| Available-for-sale securities (fair market value) | $4,673,000 | 7,531 |
| Total debt securities | $31,846,000 | 3,305 |
| 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 | $33,654,000 | 3,288 |
| U.S. Government securities | $31,823,000 | 2,675 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $31,823,000 | 2,249 |
| Securities issued by states & political subdivisions | $652,000 | 6,296 |
| 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 | $0 | 363 |
| Equity securities | $1,179,000 | 2,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $15,323,000 | 2,045 |
| Certificates of participation in pools of residential mortgages | $15,323,000 | 1,477 |
| Issued or guaranteed by U.S. | $15,323,000 | 1,466 |
| 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) | $29,471,000 | 977 |
| Available-for-sale securities (fair market value) | $4,183,000 | 7,655 |
| Total debt securities | $32,475,000 | 3,302 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $32,410,000 | 3,402 |
| U.S. Government securities | $30,696,000 | 2,864 |
| U.S. Treasury securities | $2,001,000 | 5,189 |
| U.S. Government agency obligations | $28,695,000 | 2,392 |
| Securities issued by states & political subdivisions | $652,000 | 6,437 |
| 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 | $0 | 390 |
| Equity securities | $1,062,000 | 2,227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $21,195,000 | 1,621 |
| Certificates of participation in pools of residential mortgages | $21,195,000 | 1,183 |
| Issued or guaranteed by U.S. | $21,195,000 | 1,168 |
| 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) | $29,347,000 | 1,198 |
| Available-for-sale securities (fair market value) | $3,063,000 | 8,285 |
| Total debt securities | $31,348,000 | 3,403 |
| 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 | $20,555,000 | 5,205 |
| U.S. Government securities | $18,479,000 | 4,701 |
| U.S. Treasury securities | $1,007,000 | 7,146 |
| U.S. Government agency obligations | $17,472,000 | 3,713 |
| Securities issued by states & political subdivisions | $652,000 | 6,736 |
| Other domestic debt securities | $417,000 | 2,847 |
| Privately issued residential mortgage-backed securities | $417,000 | 1,053 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,007,000 | 2,299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $17,889,000 | 2,013 |
| Certificates of participation in pools of residential mortgages | $17,472,000 | 1,475 |
| Issued or guaranteed by U.S. | $17,472,000 | 1,457 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $417,000 | 4,612 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $417,000 | 831 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,541,000 | 2,005 |
| Available-for-sale securities (fair market value) | $2,014,000 | 9,011 |
| Total debt securities | $19,539,000 | 5,279 |
| 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 | $11,647,000 | 7,708 |
| U.S. Government securities | $9,451,000 | 7,535 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $9,451,000 | 5,685 |
| Securities issued by states & political subdivisions | $652,000 | 6,995 |
| Other domestic debt securities | $531,000 | 3,074 |
| Privately issued residential mortgage-backed securities | $531,000 | 1,139 |
| 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 | $1,013,000 | 2,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $9,982,000 | 3,103 |
| Certificates of participation in pools of residential mortgages | $9,451,000 | 2,242 |
| Issued or guaranteed by U.S. | $9,451,000 | 2,218 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $531,000 | 4,804 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $531,000 | 885 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,634,000 | 3,265 |
| Available-for-sale securities (fair market value) | $1,013,000 | 9,959 |
| Total debt securities | $10,634,000 | 7,925 |
| 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 | $10,906,000 | 8,434 |
| U.S. Government securities | $8,796,000 | 8,292 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $8,796,000 | 5,854 |
| Securities issued by states & political subdivisions | $652,000 | 7,327 |
| Other domestic debt securities | $626,000 | 3,269 |
| Privately issued residential mortgage-backed securities | $626,000 | 1,139 |
| 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 | $832,000 | 2,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $9,422,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | $9,422,000 | 2,327 |
| Issued or guaranteed by U.S. | $8,796,000 | 2,426 |
| Privately issued | $626,000 | 308 |
| 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) | $10,074,000 | 5,646 |
| Available-for-sale securities (fair market value) | $832,000 | 9,828 |
| Total debt securities | $10,074,000 | 8,609 |
| 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 | $6,613,000 | 10,491 |
| U.S. Government securities | $5,497,000 | 10,230 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $5,497,000 | 7,582 |
| Securities issued by states & political subdivisions | $250,000 | 8,648 |
| Other domestic debt securities | $855,000 | 3,560 |
| Privately issued residential mortgage-backed securities | $855,000 | 1,323 |
| 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 | $6,000 | 8,508 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-5,000 | 948 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,352,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $6,352,000 | 3,286 |
| Issued or guaranteed by U.S. | $5,497,000 | 3,524 |
| Privately issued | $855,000 | 386 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,602,000 | 10,370 |
| 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 | $6,948,000 | 10,557 |
| U.S. Government securities | $6,707,000 | 9,744 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $6,707,000 | 6,966 |
| Securities issued by states & political subdivisions | $250,000 | 8,547 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,440 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $15,000 | 410 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,707,000 | 4,693 |
| Certificates of participation in pools of residential mortgages | $6,707,000 | 3,313 |
| Issued or guaranteed by U.S. | $6,707,000 | 3,267 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,957,000 | 10,426 |
| 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 |