Home > The Farmers Bank > Securities
The Farmers Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $79,071,000 | 2,007 |
| U.S. Government securities | $67,815,000 | 1,546 |
| U.S. Treasury securities | $25,512,000 | 776 |
| U.S. Government agency obligations | $42,303,000 | 1,796 |
| Securities issued by states & political subdivisions | $5,470,000 | 2,867 |
| Other domestic debt securities | $5,786,000 | 1,284 |
| 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 | $5,786,000 | 898 |
| 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 | $70,587,000 | 1,162 |
| Mortgage-backed securities | $29,209,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,209,000 | 1,212 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $79,071,000 | 1,799 |
| Total debt securities | $79,071,000 | 1,991 |
| Structured notes | ||
| Amortized cost | $4,923,000 | 335 |
| Fair value | $4,359,000 | 328 |
| 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 | $52,575,000 | 2,511 |
| U.S. Government securities | $41,413,000 | 2,087 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $41,413,000 | 1,791 |
| Securities issued by states & political subdivisions | $5,438,000 | 2,890 |
| Other domestic debt securities | $5,724,000 | 1,277 |
| 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 | $5,724,000 | 903 |
| 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 | $41,052,000 | 1,585 |
| Mortgage-backed securities | $28,717,000 | 1,704 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $28,717,000 | 1,201 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $52,575,000 | 2,282 |
| Total debt securities | $52,575,000 | 2,495 |
| Structured notes | ||
| Amortized cost | $4,923,000 | 345 |
| Fair value | $4,200,000 | 337 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $55,812,000 | 2,503 |
| U.S. Government securities | $43,973,000 | 2,067 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $43,973,000 | 1,767 |
| Securities issued by states & political subdivisions | $6,063,000 | 2,872 |
| Other domestic debt securities | $5,776,000 | 1,283 |
| 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 | $5,776,000 | 904 |
| 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 | $46,636,000 | 1,455 |
| Mortgage-backed securities | $30,716,000 | 1,683 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,716,000 | 1,183 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $55,812,000 | 2,271 |
| Total debt securities | $55,812,000 | 2,487 |
| Structured notes | ||
| Amortized cost | $4,923,000 | 376 |
| Fair value | $4,271,000 | 373 |
| 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 | $66,332,000 | 2,361 |
| U.S. Government securities | $54,406,000 | 1,886 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $54,406,000 | 1,554 |
| Securities issued by states & political subdivisions | $6,118,000 | 2,916 |
| Other domestic debt securities | $5,808,000 | 1,323 |
| 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 | $5,808,000 | 934 |
| 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 | $57,086,000 | 1,253 |
| Mortgage-backed securities | $31,753,000 | 1,704 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,753,000 | 1,191 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $66,332,000 | 2,120 |
| Total debt securities | $66,332,000 | 2,343 |
| Structured notes | ||
| Amortized cost | $4,923,000 | 397 |
| Fair value | $4,265,000 | 395 |
| 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 | $72,637,000 | 2,249 |
| U.S. Government securities | $60,758,000 | 1,776 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $60,758,000 | 1,440 |
| Securities issued by states & political subdivisions | $6,076,000 | 2,954 |
| Other domestic debt securities | $5,803,000 | 1,349 |
| 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 | $5,803,000 | 943 |
| 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 | $62,764,000 | 1,070 |
| Mortgage-backed securities | $32,794,000 | 1,696 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $32,794,000 | 1,190 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $72,637,000 | 2,014 |
| Total debt securities | $72,637,000 | 2,231 |
| Structured notes | ||
| Amortized cost | $4,923,000 | 417 |
| Fair value | $4,282,000 | 413 |
| 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 | $55,768,000 | 2,612 |
| U.S. Government securities | $43,920,000 | 2,197 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $43,920,000 | 1,818 |
| Securities issued by states & political subdivisions | $6,057,000 | 2,974 |
| Other domestic debt securities | $5,791,000 | 1,307 |
| 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 | $5,791,000 | 939 |
| 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 | $45,420,000 | 1,280 |
| Mortgage-backed securities | $34,146,000 | 1,672 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,457,000 | 1,178 |
| 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 | $689,000 | 1,325 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $55,768,000 | 2,378 |
| Total debt securities | $55,768,000 | 2,594 |
| Structured notes | ||
| Amortized cost | $4,923,000 | 415 |
| Fair value | $4,259,000 | 413 |
| 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 | $58,133,000 | 2,594 |
| U.S. Government securities | $46,181,000 | 2,146 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $46,181,000 | 1,773 |
| Securities issued by states & political subdivisions | $6,101,000 | 3,015 |
| Other domestic debt securities | $5,851,000 | 1,244 |
| 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 | $5,851,000 | 950 |
| 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 | $47,906,000 | 1,222 |
| Mortgage-backed securities | $36,184,000 | 1,671 |
| Certificates of participation in pools of residential mortgages | $35,460,000 | 1,200 |
| Issued or guaranteed by U.S. | $35,460,000 | 1,177 |
| 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 | $724,000 | 1,816 |
| Commercial mortgage pass-through securities | $724,000 | 1,317 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $58,133,000 | 2,399 |
| Total debt securities | $58,133,000 | 2,582 |
| Structured notes | ||
| Amortized cost | $4,923,000 | 395 |
| Fair value | $4,421,000 | 392 |
| 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 | $62,058,000 | 2,479 |
| U.S. Government securities | $50,982,000 | 1,979 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $50,982,000 | 1,674 |
| Securities issued by states & political subdivisions | $6,550,000 | 2,990 |
| Other domestic debt securities | $4,526,000 | 1,357 |
| 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 | $4,526,000 | 1,061 |
| 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 | $53,005,000 | 1,095 |
| Mortgage-backed securities | $40,541,000 | 1,589 |
| Certificates of participation in pools of residential mortgages | $39,775,000 | 1,131 |
| Issued or guaranteed by U.S. | $39,775,000 | 1,116 |
| 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 | $766,000 | 1,783 |
| Commercial mortgage pass-through securities | $766,000 | 1,285 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $62,058,000 | 2,301 |
| Total debt securities | $62,058,000 | 2,465 |
| Structured notes | ||
| Amortized cost | $4,923,000 | 349 |
| Fair value | $4,667,000 | 341 |
| 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 | $72,778,000 | 2,189 |
| U.S. Government securities | $61,053,000 | 1,647 |
| U.S. Treasury securities | $9,999,000 | 1,024 |
| U.S. Government agency obligations | $51,054,000 | 1,638 |
| Securities issued by states & political subdivisions | $7,017,000 | 2,983 |
| Other domestic debt securities | $4,708,000 | 1,311 |
| 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 | $4,708,000 | 995 |
| 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 | $57,884,000 | 1,044 |
| Mortgage-backed securities | $40,116,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $39,285,000 | 1,129 |
| Issued or guaranteed by U.S. | $39,285,000 | 1,107 |
| 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 | $831,000 | 1,752 |
| Commercial mortgage pass-through securities | $831,000 | 1,267 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $72,778,000 | 2,044 |
| Total debt securities | $72,778,000 | 2,174 |
| Structured notes | ||
| Amortized cost | $4,923,000 | 294 |
| Fair value | $4,894,000 | 286 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $58,609,000 | 2,426 |
| U.S. Government securities | $47,570,000 | 1,869 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $47,570,000 | 1,692 |
| Securities issued by states & political subdivisions | $6,255,000 | 3,074 |
| Other domestic debt securities | $4,784,000 | 1,250 |
| 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 | $4,784,000 | 931 |
| 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 | $39,811,000 | 1,336 |
| Mortgage-backed securities | $39,459,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $38,606,000 | 1,121 |
| Issued or guaranteed by U.S. | $38,606,000 | 1,098 |
| 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 | $853,000 | 1,767 |
| Commercial mortgage pass-through securities | $853,000 | 1,279 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $58,609,000 | 2,271 |
| Total debt securities | $58,609,000 | 2,410 |
| Structured notes | ||
| Amortized cost | $4,923,000 | 241 |
| Fair value | $4,916,000 | 235 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $63,697,000 | 2,232 |
| U.S. Government securities | $52,774,000 | 1,672 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $52,774,000 | 1,528 |
| Securities issued by states & political subdivisions | $6,132,000 | 3,083 |
| Other domestic debt securities | $4,791,000 | 1,230 |
| 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 | $4,791,000 | 894 |
| 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 | $48,556,000 | 1,130 |
| Mortgage-backed securities | $43,574,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $42,043,000 | 1,017 |
| Issued or guaranteed by U.S. | $42,043,000 | 997 |
| 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 | $1,531,000 | 1,572 |
| Commercial mortgage pass-through securities | $1,531,000 | 1,099 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $63,697,000 | 2,096 |
| Total debt securities | $63,697,000 | 2,215 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 157 |
| Fair value | $5,999,000 | 156 |
| 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 | $63,276,000 | 2,114 |
| U.S. Government securities | $52,338,000 | 1,574 |
| U.S. Treasury securities | $1,500,000 | 1,236 |
| U.S. Government agency obligations | $50,838,000 | 1,489 |
| Securities issued by states & political subdivisions | $6,158,000 | 3,054 |
| Other domestic debt securities | $4,780,000 | 1,173 |
| 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 | $4,780,000 | 820 |
| 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 | $52,212,000 | 1,030 |
| Mortgage-backed securities | $47,624,000 | 1,303 |
| Certificates of participation in pools of residential mortgages | $46,019,000 | 906 |
| Issued or guaranteed by U.S. | $46,019,000 | 884 |
| 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 | $1,605,000 | 1,540 |
| Commercial mortgage pass-through securities | $1,605,000 | 1,066 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $63,276,000 | 1,989 |
| Total debt securities | $63,276,000 | 2,097 |
| 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 | $68,249,000 | 1,885 |
| U.S. Government securities | $55,600,000 | 1,385 |
| U.S. Treasury securities | $11,498,000 | 384 |
| U.S. Government agency obligations | $44,102,000 | 1,553 |
| Securities issued by states & political subdivisions | $7,792,000 | 2,836 |
| Other domestic debt securities | $4,857,000 | 1,108 |
| 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 | $4,857,000 | 771 |
| 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 | $58,086,000 | 935 |
| Mortgage-backed securities | $35,842,000 | 1,479 |
| Certificates of participation in pools of residential mortgages | $34,191,000 | 1,005 |
| Issued or guaranteed by U.S. | $34,191,000 | 984 |
| 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 | $1,651,000 | 1,479 |
| Commercial mortgage pass-through securities | $1,651,000 | 1,010 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $68,249,000 | 1,763 |
| Total debt securities | $68,249,000 | 1,869 |
| 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 | $56,332,000 | 2,044 |
| U.S. Government securities | $43,638,000 | 1,595 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $43,638,000 | 1,518 |
| Securities issued by states & political subdivisions | $7,840,000 | 2,722 |
| Other domestic debt securities | $4,854,000 | 1,043 |
| 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 | $4,854,000 | 718 |
| 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 | $35,811,000 | 1,313 |
| Mortgage-backed securities | $40,361,000 | 1,355 |
| Certificates of participation in pools of residential mortgages | $38,609,000 | 884 |
| Issued or guaranteed by U.S. | $38,609,000 | 864 |
| 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 | $1,752,000 | 1,447 |
| Commercial mortgage pass-through securities | $1,752,000 | 980 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $56,332,000 | 1,917 |
| Total debt securities | $56,332,000 | 2,028 |
| 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 | $56,144,000 | 1,996 |
| U.S. Government securities | $47,390,000 | 1,502 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $47,390,000 | 1,407 |
| Securities issued by states & political subdivisions | $3,947,000 | 3,225 |
| Other domestic debt securities | $4,807,000 | 1,006 |
| 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 | $4,807,000 | 697 |
| 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 | $41,008,000 | 1,206 |
| Mortgage-backed securities | $44,113,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $42,315,000 | 811 |
| Issued or guaranteed by U.S. | $42,315,000 | 795 |
| 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 | $1,798,000 | 1,418 |
| Commercial mortgage pass-through securities | $1,798,000 | 971 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $56,144,000 | 1,862 |
| Total debt securities | $56,144,000 | 1,981 |
| 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 | $51,362,000 | 2,068 |
| U.S. Government securities | $43,303,000 | 1,597 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $43,303,000 | 1,519 |
| Securities issued by states & political subdivisions | $3,821,000 | 3,193 |
| Other domestic debt securities | $4,238,000 | 1,009 |
| 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 | $4,238,000 | 674 |
| 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 | $43,870,000 | 1,084 |
| Mortgage-backed securities | $33,107,000 | 1,491 |
| Certificates of participation in pools of residential mortgages | $31,254,000 | 1,000 |
| Issued or guaranteed by U.S. | $31,254,000 | 973 |
| 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 | $1,853,000 | 1,404 |
| Commercial mortgage pass-through securities | $1,853,000 | 939 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $51,362,000 | 1,929 |
| Total debt securities | $51,362,000 | 2,049 |
| 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 | $52,458,000 | 2,027 |
| U.S. Government securities | $45,388,000 | 1,564 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $45,388,000 | 1,481 |
| Securities issued by states & political subdivisions | $3,949,000 | 3,185 |
| Other domestic debt securities | $3,121,000 | 1,085 |
| 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 | $3,121,000 | 745 |
| 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 | $44,397,000 | 1,049 |
| Mortgage-backed securities | $32,365,000 | 1,483 |
| Certificates of participation in pools of residential mortgages | $30,334,000 | 1,001 |
| Issued or guaranteed by U.S. | $30,334,000 | 979 |
| 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 | $2,031,000 | 1,321 |
| Commercial mortgage pass-through securities | $2,031,000 | 890 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $52,458,000 | 1,891 |
| Total debt securities | $52,458,000 | 2,009 |
| 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 | $37,709,000 | 2,540 |
| U.S. Government securities | $29,165,000 | 2,103 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $29,165,000 | 1,999 |
| Securities issued by states & political subdivisions | $3,974,000 | 3,204 |
| Other domestic debt securities | $4,570,000 | 925 |
| 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 | $4,570,000 | 627 |
| 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 | $24,744,000 | 1,625 |
| Mortgage-backed securities | $22,104,000 | 1,824 |
| Certificates of participation in pools of residential mortgages | $19,911,000 | 1,305 |
| Issued or guaranteed by U.S. | $19,911,000 | 1,271 |
| 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 | $2,193,000 | 1,277 |
| Commercial mortgage pass-through securities | $2,193,000 | 858 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $37,709,000 | 2,358 |
| Total debt securities | $37,709,000 | 2,522 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $39,537,000 | 2,506 |
| U.S. Government securities | $31,026,000 | 2,068 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $31,026,000 | 1,954 |
| Securities issued by states & political subdivisions | $3,965,000 | 3,244 |
| Other domestic debt securities | $4,546,000 | 920 |
| 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 | $4,546,000 | 639 |
| 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 | $33,334,000 | 1,362 |
| Mortgage-backed securities | $23,975,000 | 1,718 |
| Certificates of participation in pools of residential mortgages | $21,543,000 | 1,213 |
| Issued or guaranteed by U.S. | $21,543,000 | 1,198 |
| 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 | $2,432,000 | 1,226 |
| Commercial mortgage pass-through securities | $2,432,000 | 823 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $39,537,000 | 2,316 |
| Total debt securities | $39,537,000 | 2,486 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $46,687,000 | 2,288 |
| U.S. Government securities | $37,966,000 | 1,839 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $37,966,000 | 1,735 |
| Securities issued by states & political subdivisions | $4,297,000 | 3,245 |
| Other domestic debt securities | $4,424,000 | 928 |
| 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 | $4,424,000 | 652 |
| 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 | $40,349,000 | 1,191 |
| Mortgage-backed securities | $26,102,000 | 1,629 |
| Certificates of participation in pools of residential mortgages | $23,267,000 | 1,167 |
| Issued or guaranteed by U.S. | $23,267,000 | 1,153 |
| 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 | $2,835,000 | 1,115 |
| Commercial mortgage pass-through securities | $2,835,000 | 776 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $46,687,000 | 2,106 |
| Total debt securities | $46,687,000 | 2,269 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $46,186,000 | 2,330 |
| U.S. Government securities | $37,655,000 | 1,857 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $37,655,000 | 1,749 |
| Securities issued by states & political subdivisions | $4,260,000 | 3,314 |
| Other domestic debt securities | $4,271,000 | 908 |
| 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 | $4,271,000 | 652 |
| 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 | $37,645,000 | 1,248 |
| Mortgage-backed securities | $24,781,000 | 1,679 |
| Certificates of participation in pools of residential mortgages | $21,761,000 | 1,229 |
| Issued or guaranteed by U.S. | $21,761,000 | 1,218 |
| 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 | $3,020,000 | 1,055 |
| Commercial mortgage pass-through securities | $3,020,000 | 749 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $46,186,000 | 2,142 |
| Total debt securities | $46,186,000 | 2,313 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $43,105,000 | 2,441 |
| U.S. Government securities | $34,264,000 | 1,995 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $34,264,000 | 1,885 |
| Securities issued by states & political subdivisions | $4,423,000 | 3,336 |
| Other domestic debt securities | $4,418,000 | 870 |
| 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 | $4,418,000 | 641 |
| 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 | $27,966,000 | 1,566 |
| Mortgage-backed securities | $25,486,000 | 1,659 |
| Certificates of participation in pools of residential mortgages | $22,347,000 | 1,220 |
| Issued or guaranteed by U.S. | $22,347,000 | 1,214 |
| 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 | $3,139,000 | 1,028 |
| Commercial mortgage pass-through securities | $3,139,000 | 717 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $43,105,000 | 2,244 |
| Total debt securities | $43,105,000 | 2,422 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $44,449,000 | 2,449 |
| U.S. Government securities | $35,548,000 | 1,922 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $35,548,000 | 1,816 |
| Securities issued by states & political subdivisions | $4,478,000 | 3,370 |
| Other domestic debt securities | $4,423,000 | 1,001 |
| 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 | $4,423,000 | 646 |
| 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 | $29,347,000 | 1,547 |
| Mortgage-backed securities | $26,744,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $23,464,000 | 1,226 |
| Issued or guaranteed by U.S. | $23,464,000 | 1,188 |
| 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 | $3,280,000 | 986 |
| Commercial mortgage pass-through securities | $3,280,000 | 680 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $44,449,000 | 2,246 |
| Total debt securities | $44,447,000 | 2,430 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $50,940,000 | 2,235 |
| U.S. Government securities | $42,025,000 | 1,742 |
| U.S. Treasury securities | $4,996,000 | 589 |
| U.S. Government agency obligations | $37,029,000 | 1,829 |
| Securities issued by states & political subdivisions | $4,484,000 | 3,414 |
| Other domestic debt securities | $4,431,000 | 880 |
| 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 | $4,431,000 | 665 |
| 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 | $37,230,000 | 1,304 |
| Mortgage-backed securities | $24,520,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $24,520,000 | 1,212 |
| Issued or guaranteed by U.S. | $24,520,000 | 1,209 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $50,940,000 | 2,047 |
| Total debt securities | $50,939,000 | 2,215 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $52,978,000 | 2,204 |
| U.S. Government securities | $43,848,000 | 1,705 |
| U.S. Treasury securities | $4,988,000 | 574 |
| U.S. Government agency obligations | $38,860,000 | 1,769 |
| Securities issued by states & political subdivisions | $4,575,000 | 3,465 |
| Other domestic debt securities | $4,555,000 | 858 |
| 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 | $4,555,000 | 657 |
| 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 | $45,792,000 | 1,136 |
| Mortgage-backed securities | $26,014,000 | 1,651 |
| Certificates of participation in pools of residential mortgages | $26,014,000 | 1,178 |
| Issued or guaranteed by U.S. | $26,014,000 | 1,177 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $52,978,000 | 2,027 |
| Total debt securities | $52,978,000 | 2,183 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $42,509,000 | 2,586 |
| U.S. Government securities | $33,882,000 | 2,065 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $33,882,000 | 1,965 |
| Securities issued by states & political subdivisions | $4,054,000 | 3,589 |
| Other domestic debt securities | $4,573,000 | 874 |
| 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 | $4,573,000 | 676 |
| 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 | $20,870,000 | 2,004 |
| Mortgage-backed securities | $20,772,000 | 1,918 |
| Certificates of participation in pools of residential mortgages | $20,772,000 | 1,419 |
| Issued or guaranteed by U.S. | $20,772,000 | 1,415 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $42,509,000 | 2,382 |
| Total debt securities | $42,509,000 | 2,568 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $43,679,000 | 2,578 |
| U.S. Government securities | $35,048,000 | 2,046 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $35,048,000 | 1,947 |
| Securities issued by states & political subdivisions | $4,080,000 | 3,623 |
| Other domestic debt securities | $4,551,000 | 895 |
| 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 | $4,551,000 | 688 |
| 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 | $28,309,000 | 1,667 |
| Mortgage-backed securities | $21,743,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $21,743,000 | 1,405 |
| Issued or guaranteed by U.S. | $21,743,000 | 1,404 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $43,679,000 | 2,365 |
| Total debt securities | $43,678,000 | 2,562 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $51,125,000 | 2,354 |
| U.S. Government securities | $39,452,000 | 1,917 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $39,452,000 | 1,834 |
| Securities issued by states & political subdivisions | $4,004,000 | 3,679 |
| Other domestic debt securities | $7,669,000 | 690 |
| 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 | $7,669,000 | 516 |
| 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 | $37,895,000 | 1,349 |
| Mortgage-backed securities | $26,309,000 | 1,710 |
| Certificates of participation in pools of residential mortgages | $26,309,000 | 1,255 |
| Issued or guaranteed by U.S. | $26,309,000 | 1,254 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $51,125,000 | 2,152 |
| Total debt securities | $51,125,000 | 2,335 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $51,488,000 | 2,320 |
| U.S. Government securities | $39,871,000 | 1,886 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $39,871,000 | 1,785 |
| Securities issued by states & political subdivisions | $4,017,000 | 3,704 |
| Other domestic debt securities | $7,600,000 | 692 |
| 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 | $7,600,000 | 510 |
| 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 | $42,625,000 | 1,217 |
| Mortgage-backed securities | $21,656,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | $21,656,000 | 1,452 |
| Issued or guaranteed by U.S. | $21,656,000 | 1,452 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $51,488,000 | 2,113 |
| Total debt securities | $51,488,000 | 2,297 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $38,046,000 | 2,806 |
| U.S. Government securities | $26,523,000 | 2,487 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $26,523,000 | 2,385 |
| Securities issued by states & political subdivisions | $3,660,000 | 3,781 |
| Other domestic debt securities | $7,863,000 | 686 |
| 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 | $7,863,000 | 510 |
| 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 | $28,085,000 | 1,683 |
| Mortgage-backed securities | $15,969,000 | 2,273 |
| Certificates of participation in pools of residential mortgages | $15,969,000 | 1,783 |
| Issued or guaranteed by U.S. | $15,969,000 | 1,783 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $38,046,000 | 2,574 |
| Total debt securities | $38,046,000 | 2,790 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $50,241,000 | 2,400 |
| U.S. Government securities | $38,625,000 | 1,959 |
| U.S. Treasury securities | $13,998,000 | 295 |
| U.S. Government agency obligations | $24,627,000 | 2,546 |
| Securities issued by states & political subdivisions | $3,810,000 | 3,787 |
| Other domestic debt securities | $7,806,000 | 698 |
| 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 | $7,806,000 | 512 |
| 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 | $24,270,000 | 1,873 |
| Mortgage-backed securities | $6,514,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $6,514,000 | 2,785 |
| Issued or guaranteed by U.S. | $6,514,000 | 2,779 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $50,241,000 | 2,189 |
| Total debt securities | $50,241,000 | 2,375 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $52,860,000 | 2,331 |
| U.S. Government securities | $48,609,000 | 1,705 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $48,609,000 | 1,633 |
| Securities issued by states & political subdivisions | $2,534,000 | 4,084 |
| Other domestic debt securities | $1,717,000 | 1,381 |
| 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 | $1,717,000 | 1,095 |
| 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 | $39,931,000 | 1,338 |
| Mortgage-backed securities | $10,244,000 | 2,827 |
| Certificates of participation in pools of residential mortgages | $10,244,000 | 2,319 |
| Issued or guaranteed by U.S. | $10,244,000 | 2,318 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $52,860,000 | 2,121 |
| Total debt securities | $52,861,000 | 2,306 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $48,164,000 | 2,528 |
| U.S. Government securities | $43,951,000 | 1,860 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $43,951,000 | 1,778 |
| Securities issued by states & political subdivisions | $2,514,000 | 4,122 |
| Other domestic debt securities | $1,699,000 | 1,367 |
| 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 | $1,699,000 | 1,088 |
| 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 | $44,842,000 | 1,215 |
| Mortgage-backed securities | $8,522,000 | 3,019 |
| Certificates of participation in pools of residential mortgages | $8,522,000 | 2,513 |
| Issued or guaranteed by U.S. | $8,522,000 | 2,510 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $48,164,000 | 2,298 |
| Total debt securities | $48,164,000 | 2,506 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $44,879,000 | 2,668 |
| U.S. Government securities | $40,622,000 | 2,005 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $40,622,000 | 1,924 |
| Securities issued by states & political subdivisions | $2,519,000 | 4,162 |
| Other domestic debt securities | $1,738,000 | 1,367 |
| 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 | $1,738,000 | 1,076 |
| 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 | $36,885,000 | 1,408 |
| Mortgage-backed securities | $8,973,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $8,973,000 | 2,488 |
| Issued or guaranteed by U.S. | $8,973,000 | 2,486 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $44,879,000 | 2,448 |
| Total debt securities | $44,878,000 | 2,648 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $45,612,000 | 2,687 |
| U.S. Government securities | $40,396,000 | 2,093 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $40,396,000 | 2,010 |
| Securities issued by states & political subdivisions | $3,505,000 | 3,948 |
| Other domestic debt securities | $1,711,000 | 1,383 |
| 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 | $1,711,000 | 1,096 |
| 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 | $34,269,000 | 1,506 |
| Mortgage-backed securities | $9,281,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $9,281,000 | 2,509 |
| Issued or guaranteed by U.S. | $9,281,000 | 2,505 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $45,612,000 | 2,464 |
| Total debt securities | $45,612,000 | 2,666 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $48,595,000 | 2,607 |
| U.S. Government securities | $43,266,000 | 2,019 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $43,266,000 | 1,941 |
| Securities issued by states & political subdivisions | $3,589,000 | 3,927 |
| Other domestic debt securities | $1,740,000 | 1,407 |
| 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 | $1,740,000 | 1,107 |
| 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 | $39,463,000 | 1,375 |
| Mortgage-backed securities | $9,835,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $9,835,000 | 2,494 |
| Issued or guaranteed by U.S. | $9,835,000 | 2,492 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $48,595,000 | 2,379 |
| Total debt securities | $48,595,000 | 2,586 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $46,609,000 | 2,720 |
| U.S. Government securities | $41,036,000 | 2,143 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $41,036,000 | 2,055 |
| Securities issued by states & political subdivisions | $3,858,000 | 3,892 |
| Other domestic debt securities | $1,715,000 | 1,432 |
| 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 | $1,715,000 | 1,119 |
| 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 | $44,559,000 | 1,260 |
| Mortgage-backed securities | $10,118,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | $10,118,000 | 2,509 |
| Issued or guaranteed by U.S. | $10,118,000 | 2,504 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $46,609,000 | 2,483 |
| Total debt securities | $46,608,000 | 2,696 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $46,228,000 | 2,780 |
| U.S. Government securities | $40,471,000 | 2,217 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $40,471,000 | 2,131 |
| Securities issued by states & political subdivisions | $4,036,000 | 3,902 |
| Other domestic debt securities | $1,721,000 | 1,476 |
| 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 | $1,721,000 | 1,137 |
| 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 | $30,139,000 | 1,680 |
| Mortgage-backed securities | $10,278,000 | 3,087 |
| Certificates of participation in pools of residential mortgages | $10,278,000 | 2,555 |
| Issued or guaranteed by U.S. | $10,278,000 | 2,551 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $46,228,000 | 2,532 |
| Total debt securities | $46,229,000 | 2,755 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $57,883,000 | 2,375 |
| U.S. Government securities | $47,003,000 | 1,972 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $47,003,000 | 1,906 |
| Securities issued by states & political subdivisions | $7,612,000 | 3,262 |
| Other domestic debt securities | $3,268,000 | 1,154 |
| 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 | $3,268,000 | 861 |
| 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 | $32,771,000 | 1,598 |
| Mortgage-backed securities | $10,615,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $10,615,000 | 2,553 |
| Issued or guaranteed by U.S. | $10,615,000 | 2,553 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $57,883,000 | 2,150 |
| Total debt securities | $57,884,000 | 2,355 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $57,103,000 | 2,414 |
| U.S. Government securities | $46,347,000 | 2,030 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $46,347,000 | 1,969 |
| Securities issued by states & political subdivisions | $7,528,000 | 3,296 |
| Other domestic debt securities | $3,228,000 | 1,189 |
| 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 | $3,228,000 | 891 |
| 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 | $38,314,000 | 1,425 |
| Mortgage-backed securities | $10,735,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $10,735,000 | 2,563 |
| Issued or guaranteed by U.S. | $10,735,000 | 2,563 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $57,103,000 | 2,193 |
| Total debt securities | $57,103,000 | 2,398 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $59,903,000 | 2,317 |
| U.S. Government securities | $45,599,000 | 2,010 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $45,599,000 | 1,954 |
| Securities issued by states & political subdivisions | $7,717,000 | 3,263 |
| Other domestic debt securities | $6,587,000 | 847 |
| 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 | $6,587,000 | 591 |
| 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 | $45,890,000 | 1,256 |
| Mortgage-backed securities | $10,844,000 | 3,106 |
| Certificates of participation in pools of residential mortgages | $10,844,000 | 2,552 |
| Issued or guaranteed by U.S. | $10,844,000 | 2,552 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $59,903,000 | 2,100 |
| Total debt securities | $59,903,000 | 2,301 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $61,468,000 | 2,270 |
| U.S. Government securities | $47,110,000 | 1,984 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $47,110,000 | 1,920 |
| Securities issued by states & political subdivisions | $7,812,000 | 3,260 |
| Other domestic debt securities | $6,546,000 | 873 |
| 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 | $6,546,000 | 608 |
| 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 | $35,779,000 | 1,484 |
| Mortgage-backed securities | $11,329,000 | 3,064 |
| Certificates of participation in pools of residential mortgages | $11,329,000 | 2,496 |
| Issued or guaranteed by U.S. | $11,329,000 | 2,494 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $61,468,000 | 2,056 |
| Total debt securities | $61,468,000 | 2,253 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $59,249,000 | 2,347 |
| U.S. Government securities | $45,022,000 | 2,036 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $45,022,000 | 1,983 |
| Securities issued by states & political subdivisions | $7,807,000 | 3,259 |
| Other domestic debt securities | $6,420,000 | 899 |
| 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 | $6,420,000 | 629 |
| 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 | $32,835,000 | 1,557 |
| Mortgage-backed securities | $11,558,000 | 3,049 |
| Certificates of participation in pools of residential mortgages | $11,558,000 | 2,455 |
| Issued or guaranteed by U.S. | $11,558,000 | 2,454 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $59,249,000 | 2,141 |
| Total debt securities | $59,249,000 | 2,323 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $68,003,000 | 2,121 |
| U.S. Government securities | $53,171,000 | 1,801 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $53,171,000 | 1,752 |
| Securities issued by states & political subdivisions | $8,138,000 | 3,168 |
| Other domestic debt securities | $6,694,000 | 889 |
| 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 | $6,694,000 | 613 |
| 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 | $42,075,000 | 1,318 |
| Mortgage-backed securities | $12,554,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $12,554,000 | 2,358 |
| Issued or guaranteed by U.S. | $12,554,000 | 2,358 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $68,003,000 | 1,944 |
| Total debt securities | $68,003,000 | 2,098 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $49,435,000 | 2,665 |
| U.S. Government securities | $36,210,000 | 2,407 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $36,210,000 | 2,350 |
| Securities issued by states & political subdivisions | $6,560,000 | 3,428 |
| Other domestic debt securities | $6,665,000 | 876 |
| 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 | $6,665,000 | 587 |
| 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 | $42,479,000 | 1,291 |
| Mortgage-backed securities | $13,216,000 | 2,960 |
| Certificates of participation in pools of residential mortgages | $13,216,000 | 2,300 |
| Issued or guaranteed by U.S. | $13,216,000 | 2,299 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $49,435,000 | 2,459 |
| Total debt securities | $49,435,000 | 2,640 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $53,775,000 | 2,519 |
| U.S. Government securities | $40,605,000 | 2,253 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $40,605,000 | 2,200 |
| Securities issued by states & political subdivisions | $6,586,000 | 3,400 |
| Other domestic debt securities | $6,584,000 | 906 |
| 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 | $6,584,000 | 619 |
| 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 | $26,145,000 | 1,849 |
| Mortgage-backed securities | $13,953,000 | 3,016 |
| Certificates of participation in pools of residential mortgages | $13,953,000 | 2,341 |
| Issued or guaranteed by U.S. | $13,953,000 | 2,340 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $53,775,000 | 2,305 |
| Total debt securities | $53,775,000 | 2,497 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $61,357,000 | 2,273 |
| U.S. Government securities | $48,558,000 | 1,962 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $48,558,000 | 1,911 |
| Securities issued by states & political subdivisions | $6,621,000 | 3,339 |
| Other domestic debt securities | $6,178,000 | 953 |
| 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 | $6,178,000 | 656 |
| 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 | $32,722,000 | 1,581 |
| Mortgage-backed securities | $13,945,000 | 3,051 |
| Certificates of participation in pools of residential mortgages | $13,945,000 | 2,381 |
| Issued or guaranteed by U.S. | $13,945,000 | 2,380 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $61,357,000 | 2,077 |
| Total debt securities | $61,357,000 | 2,253 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $59,226,000 | 2,342 |
| U.S. Government securities | $48,211,000 | 2,019 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $48,211,000 | 1,973 |
| Securities issued by states & political subdivisions | $11,015,000 | 2,521 |
| 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 | $36,426,000 | 1,461 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $59,226,000 | 2,137 |
| Total debt securities | $59,226,000 | 2,323 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $58,731,000 | 2,296 |
| U.S. Government securities | $47,785,000 | 1,963 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $47,785,000 | 1,915 |
| Securities issued by states & political subdivisions | $10,946,000 | 2,495 |
| 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 | $38,658,000 | 1,315 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $58,731,000 | 2,078 |
| Total debt securities | $58,730,000 | 2,277 |
| Structured notes | ||
| Amortized cost | $5,995,000 | 893 |
| Fair value | $6,015,000 | 867 |
| 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 | $56,946,000 | 2,282 |
| U.S. Government securities | $46,060,000 | 1,958 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $46,060,000 | 1,903 |
| Securities issued by states & political subdivisions | $10,886,000 | 2,453 |
| 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 | $26,712,000 | 1,730 |
| Mortgage-backed securities | $13,787,000 | 2,921 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $13,787,000 | 1,345 |
| CMOs issued by government agencies or sponsored agencies | $13,787,000 | 1,190 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $56,946,000 | 2,070 |
| Total debt securities | $56,946,000 | 2,260 |
| Structured notes | ||
| Amortized cost | $10,995,000 | 527 |
| Fair value | $11,039,000 | 519 |
| 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 | $56,614,000 | 2,309 |
| U.S. Government securities | $45,932,000 | 1,975 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $45,932,000 | 1,918 |
| Securities issued by states & political subdivisions | $10,682,000 | 2,420 |
| 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 | $37,730,000 | 1,346 |
| Mortgage-backed securities | $13,875,000 | 2,880 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $13,875,000 | 1,309 |
| CMOs issued by government agencies or sponsored agencies | $13,875,000 | 1,147 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $56,614,000 | 2,081 |
| Total debt securities | $56,614,000 | 2,283 |
| Structured notes | ||
| Amortized cost | $10,994,000 | 647 |
| Fair value | $10,985,000 | 644 |
| 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 | $67,363,000 | 1,969 |
| U.S. Government securities | $57,575,000 | 1,651 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $57,575,000 | 1,600 |
| Securities issued by states & political subdivisions | $9,788,000 | 2,515 |
| 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 | $40,554,000 | 1,258 |
| Mortgage-backed securities | $13,795,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $13,795,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $13,795,000 | 1,101 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $67,363,000 | 1,786 |
| Total debt securities | $67,363,000 | 1,950 |
| Structured notes | ||
| Amortized cost | $10,994,000 | 665 |
| Fair value | $10,855,000 | 664 |
| 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 | $54,857,000 | 2,254 |
| U.S. Government securities | $47,647,000 | 1,839 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $47,647,000 | 1,776 |
| Securities issued by states & political subdivisions | $7,210,000 | 2,945 |
| 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 | $44,028,000 | 1,161 |
| Mortgage-backed securities | $13,728,000 | 2,718 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,728,000 | 1,248 |
| CMOs issued by government agencies or sponsored agencies | $13,728,000 | 1,070 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $54,857,000 | 2,030 |
| Total debt securities | $54,857,000 | 2,227 |
| Structured notes | ||
| Amortized cost | $10,994,000 | 609 |
| Fair value | $10,879,000 | 606 |
| 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 | $53,220,000 | 2,265 |
| U.S. Government securities | $45,526,000 | 1,887 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $45,526,000 | 1,817 |
| Securities issued by states & political subdivisions | $7,694,000 | 2,766 |
| 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 | $37,116,000 | 1,345 |
| Mortgage-backed securities | $13,896,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,896,000 | 1,228 |
| CMOs issued by government agencies or sponsored agencies | $13,896,000 | 1,056 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $53,220,000 | 2,033 |
| Total debt securities | $53,220,000 | 2,238 |
| Structured notes | ||
| Amortized cost | $10,994,000 | 564 |
| Fair value | $11,183,000 | 554 |
| 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 | $56,848,000 | 2,136 |
| U.S. Government securities | $49,488,000 | 1,771 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $49,488,000 | 1,711 |
| Securities issued by states & political subdivisions | $7,360,000 | 2,720 |
| 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 | $41,661,000 | 1,234 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $56,848,000 | 1,911 |
| Total debt securities | $56,848,000 | 2,116 |
| Structured notes | ||
| Amortized cost | $12,024,000 | 553 |
| Fair value | $11,939,000 | 567 |
| 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 | $56,499,000 | 2,162 |
| U.S. Government securities | $49,228,000 | 1,816 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $49,228,000 | 1,760 |
| Securities issued by states & political subdivisions | $7,271,000 | 2,711 |
| 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 | $41,302,000 | 1,286 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $56,499,000 | 1,931 |
| Total debt securities | $56,499,000 | 2,132 |
| Structured notes | ||
| Amortized cost | $12,024,000 | 449 |
| Fair value | $11,706,000 | 466 |
| 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 | $59,536,000 | 2,071 |
| U.S. Government securities | $49,667,000 | 1,760 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $49,667,000 | 1,708 |
| Securities issued by states & political subdivisions | $6,849,000 | 2,803 |
| Other domestic debt securities | $3,020,000 | 1,540 |
| 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 | $3,020,000 | 839 |
| 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 | $47,560,000 | 1,142 |
| Mortgage-backed securities | $2,237,000 | 4,899 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,237,000 | 2,392 |
| CMOs issued by government agencies or sponsored agencies | $2,237,000 | 2,081 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $59,536,000 | 1,839 |
| Total debt securities | $59,535,000 | 2,043 |
| Structured notes | ||
| Amortized cost | $12,024,000 | 345 |
| Fair value | $11,803,000 | 355 |
| 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 | $39,739,000 | 2,882 |
| U.S. Government securities | $29,617,000 | 2,709 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $29,617,000 | 2,640 |
| Securities issued by states & political subdivisions | $7,068,000 | 2,762 |
| Other domestic debt securities | $3,054,000 | 1,626 |
| 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 | $3,054,000 | 889 |
| 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 | $28,876,000 | 1,706 |
| Mortgage-backed securities | $10,852,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | $8,417,000 | 2,893 |
| Issued or guaranteed by U.S. | $8,417,000 | 2,883 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,435,000 | 2,339 |
| CMOs issued by government agencies or sponsored agencies | $2,435,000 | 2,002 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $39,739,000 | 2,556 |
| Total debt securities | $39,739,000 | 2,853 |
| Structured notes | ||
| Amortized cost | $7,024,000 | 382 |
| Fair value | $6,803,000 | 410 |
| 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 | $41,414,000 | 2,712 |
| U.S. Government securities | $30,184,000 | 2,612 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $30,184,000 | 2,546 |
| Securities issued by states & political subdivisions | $6,657,000 | 2,812 |
| Other domestic debt securities | $4,573,000 | 1,397 |
| 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 | $4,573,000 | 716 |
| 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 | $30,125,000 | 1,648 |
| Mortgage-backed securities | $11,683,000 | 3,135 |
| Certificates of participation in pools of residential mortgages | $9,307,000 | 2,817 |
| Issued or guaranteed by U.S. | $9,307,000 | 2,803 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,376,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $2,376,000 | 2,008 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $41,414,000 | 2,401 |
| Total debt securities | $41,414,000 | 2,686 |
| Structured notes | ||
| Amortized cost | $3,634,000 | 472 |
| Fair value | $3,501,000 | 482 |
| 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 | $40,194,000 | 2,775 |
| U.S. Government securities | $32,122,000 | 2,510 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $32,122,000 | 2,450 |
| Securities issued by states & political subdivisions | $6,598,000 | 2,756 |
| Other domestic debt securities | $1,474,000 | 2,086 |
| 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 | $1,474,000 | 1,332 |
| 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 | $33,255,000 | 1,558 |
| Mortgage-backed securities | $20,394,000 | 2,367 |
| Certificates of participation in pools of residential mortgages | $17,914,000 | 1,972 |
| Issued or guaranteed by U.S. | $17,914,000 | 1,959 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,480,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $2,480,000 | 1,984 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $40,194,000 | 2,477 |
| Total debt securities | $40,194,000 | 2,750 |
| 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 | $40,849,000 | 2,716 |
| U.S. Government securities | $34,117,000 | 2,384 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $34,117,000 | 2,333 |
| Securities issued by states & political subdivisions | $6,193,000 | 2,810 |
| Other domestic debt securities | $539,000 | 2,629 |
| 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 | $539,000 | 1,831 |
| 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 | $34,315,000 | 1,508 |
| Mortgage-backed securities | $17,825,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $15,315,000 | 2,126 |
| Issued or guaranteed by U.S. | $15,315,000 | 2,112 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,510,000 | 2,271 |
| CMOs issued by government agencies or sponsored agencies | $2,510,000 | 1,948 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $40,849,000 | 2,429 |
| Total debt securities | $40,849,000 | 2,691 |
| 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 | $41,735,000 | 2,632 |
| U.S. Government securities | $35,285,000 | 2,249 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $35,285,000 | 2,205 |
| Securities issued by states & political subdivisions | $5,428,000 | 2,970 |
| Other domestic debt securities | $1,022,000 | 2,195 |
| 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 | $1,022,000 | 1,453 |
| 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 | $31,308,000 | 1,596 |
| Mortgage-backed securities | $16,476,000 | 2,539 |
| Certificates of participation in pools of residential mortgages | $14,044,000 | 2,164 |
| Issued or guaranteed by U.S. | $14,044,000 | 2,153 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,432,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $2,432,000 | 1,886 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $41,735,000 | 2,318 |
| Total debt securities | $41,735,000 | 2,603 |
| 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 | $43,881,000 | 2,570 |
| U.S. Government securities | $35,849,000 | 2,261 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $35,849,000 | 2,215 |
| Securities issued by states & political subdivisions | $6,543,000 | 2,715 |
| Other domestic debt securities | $1,489,000 | 2,028 |
| 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 | $1,489,000 | 1,352 |
| 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 | $25,496,000 | 1,868 |
| Mortgage-backed securities | $14,416,000 | 2,709 |
| Certificates of participation in pools of residential mortgages | $11,723,000 | 2,411 |
| Issued or guaranteed by U.S. | $11,723,000 | 2,397 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,693,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $2,693,000 | 1,825 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $43,881,000 | 2,275 |
| Total debt securities | $43,881,000 | 2,527 |
| 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 | $37,134,000 | 2,934 |
| U.S. Government securities | $29,702,000 | 2,643 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $29,702,000 | 2,592 |
| Securities issued by states & political subdivisions | $5,977,000 | 2,867 |
| Other domestic debt securities | $1,455,000 | 1,971 |
| 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 | $1,455,000 | 1,325 |
| 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 | $26,949,000 | 1,771 |
| Mortgage-backed securities | $6,465,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $6,465,000 | 3,163 |
| Issued or guaranteed by U.S. | $6,465,000 | 3,151 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $37,134,000 | 2,610 |
| Total debt securities | $37,134,000 | 2,895 |
| 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 | $37,346,000 | 2,928 |
| U.S. Government securities | $32,133,000 | 2,522 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $32,133,000 | 2,466 |
| Securities issued by states & political subdivisions | $4,224,000 | 3,349 |
| Other domestic debt securities | $989,000 | 2,033 |
| 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 | $989,000 | 1,423 |
| 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 | $22,175,000 | 2,044 |
| Mortgage-backed securities | $6,942,000 | 3,401 |
| Certificates of participation in pools of residential mortgages | $6,942,000 | 2,778 |
| Issued or guaranteed by U.S. | $6,942,000 | 2,763 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $37,346,000 | 2,573 |
| Total debt securities | $37,346,000 | 2,882 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $29,721,000 | 3,474 |
| U.S. Government securities | $25,193,000 | 3,084 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $25,193,000 | 3,021 |
| Securities issued by states & political subdivisions | $3,552,000 | 3,564 |
| Other domestic debt securities | $976,000 | 2,009 |
| 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 | $976,000 | 1,415 |
| 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 | $22,067,000 | 2,034 |
| Mortgage-backed securities | $239,000 | 5,928 |
| Certificates of participation in pools of residential mortgages | $239,000 | 5,574 |
| Issued or guaranteed by U.S. | $239,000 | 5,552 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $29,721,000 | 3,050 |
| Total debt securities | $29,721,000 | 3,436 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $23,302,000 | 4,062 |
| U.S. Government securities | $19,803,000 | 3,669 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,803,000 | 3,578 |
| Securities issued by states & political subdivisions | $3,499,000 | 3,585 |
| 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 | $21,719,000 | 2,047 |
| Mortgage-backed securities | $296,000 | 5,862 |
| Certificates of participation in pools of residential mortgages | $296,000 | 5,491 |
| Issued or guaranteed by U.S. | $296,000 | 5,471 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $23,302,000 | 3,576 |
| Total debt securities | $23,302,000 | 4,022 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $23,982,000 | 3,988 |
| U.S. Government securities | $20,164,000 | 3,640 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $20,164,000 | 3,545 |
| Securities issued by states & political subdivisions | $3,818,000 | 3,474 |
| 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 | $22,284,000 | 2,009 |
| Mortgage-backed securities | $322,000 | 5,840 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,466 |
| Issued or guaranteed by U.S. | $322,000 | 5,440 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $23,982,000 | 3,513 |
| Total debt securities | $23,982,000 | 3,937 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $21,013,000 | 4,394 |
| U.S. Government securities | $17,087,000 | 4,141 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $17,087,000 | 4,035 |
| Securities issued by states & political subdivisions | $3,926,000 | 3,454 |
| 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 | $18,560,000 | 2,313 |
| Mortgage-backed securities | $343,000 | 5,831 |
| Certificates of participation in pools of residential mortgages | $343,000 | 5,444 |
| Issued or guaranteed by U.S. | $343,000 | 5,423 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $21,013,000 | 3,851 |
| Total debt securities | $21,013,000 | 4,341 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $20,914,000 | 4,457 |
| U.S. Government securities | $16,974,000 | 4,206 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,974,000 | 4,086 |
| Securities issued by states & political subdivisions | $3,940,000 | 3,430 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,617,000 | 2,392 |
| Mortgage-backed securities | $357,000 | 5,835 |
| Certificates of participation in pools of residential mortgages | $357,000 | 5,451 |
| Issued or guaranteed by U.S. | $357,000 | 5,425 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $20,914,000 | 3,891 |
| Total debt securities | $20,914,000 | 4,408 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $20,749,000 | 4,470 |
| U.S. Government securities | $16,846,000 | 4,228 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $16,846,000 | 4,101 |
| Securities issued by states & political subdivisions | $3,903,000 | 3,432 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,213,000 | 2,328 |
| Mortgage-backed securities | $403,000 | 5,818 |
| Certificates of participation in pools of residential mortgages | $403,000 | 5,432 |
| Issued or guaranteed by U.S. | $403,000 | 5,407 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $20,749,000 | 3,894 |
| Total debt securities | $20,748,000 | 4,405 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $23,361,000 | 4,211 |
| U.S. Government securities | $19,512,000 | 3,879 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $19,512,000 | 3,759 |
| Securities issued by states & political subdivisions | $3,849,000 | 3,473 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,572,000 | 2,021 |
| Mortgage-backed securities | $428,000 | 5,826 |
| Certificates of participation in pools of residential mortgages | $428,000 | 5,424 |
| Issued or guaranteed by U.S. | $428,000 | 5,402 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $23,361,000 | 3,650 |
| Total debt securities | $23,361,000 | 4,147 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $23,574,000 | 4,193 |
| U.S. Government securities | $19,676,000 | 3,841 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,676,000 | 3,704 |
| Securities issued by states & political subdivisions | $3,898,000 | 3,471 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,806,000 | 1,916 |
| Mortgage-backed securities | $461,000 | 5,853 |
| Certificates of participation in pools of residential mortgages | $461,000 | 5,423 |
| Issued or guaranteed by U.S. | $461,000 | 5,398 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $23,574,000 | 3,618 |
| Total debt securities | $23,574,000 | 4,133 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $21,578,000 | 4,396 |
| U.S. Government securities | $17,464,000 | 4,124 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $17,464,000 | 4,001 |
| Securities issued by states & political subdivisions | $4,114,000 | 3,373 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,954,000 | 2,404 |
| Mortgage-backed securities | $499,000 | 5,849 |
| Certificates of participation in pools of residential mortgages | $499,000 | 5,411 |
| Issued or guaranteed by U.S. | $499,000 | 5,389 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $21,578,000 | 3,802 |
| Total debt securities | $21,580,000 | 4,336 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $22,738,000 | 4,282 |
| U.S. Government securities | $19,047,000 | 3,910 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $19,047,000 | 3,781 |
| Securities issued by states & political subdivisions | $3,691,000 | 3,521 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,971,000 | 2,277 |
| Mortgage-backed securities | $557,000 | 5,842 |
| Certificates of participation in pools of residential mortgages | $557,000 | 5,394 |
| Issued or guaranteed by U.S. | $557,000 | 5,368 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $22,738,000 | 3,718 |
| Total debt securities | $22,737,000 | 4,227 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $24,863,000 | 4,127 |
| U.S. Government securities | $20,973,000 | 3,736 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,973,000 | 3,608 |
| Securities issued by states & political subdivisions | $3,890,000 | 3,444 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,617,000 | 1,831 |
| Mortgage-backed securities | $608,000 | 5,877 |
| Certificates of participation in pools of residential mortgages | $608,000 | 5,423 |
| Issued or guaranteed by U.S. | $608,000 | 5,405 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $24,863,000 | 3,572 |
| Total debt securities | $24,864,000 | 4,062 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,493 |
| Fair value | $1,974,000 | 1,556 |
| 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 | $26,848,000 | 3,910 |
| U.S. Government securities | $21,142,000 | 3,732 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $21,142,000 | 3,604 |
| Securities issued by states & political subdivisions | $5,706,000 | 2,842 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,596,000 | 2,183 |
| Mortgage-backed securities | $637,000 | 5,897 |
| Certificates of participation in pools of residential mortgages | $637,000 | 5,435 |
| Issued or guaranteed by U.S. | $637,000 | 5,417 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $26,848,000 | 3,385 |
| Total debt securities | $26,848,000 | 3,850 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,463 |
| Fair value | $1,988,000 | 1,537 |
| 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 | $23,393,000 | 4,296 |
| U.S. Government securities | $17,254,000 | 4,204 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $17,254,000 | 4,068 |
| Securities issued by states & political subdivisions | $6,139,000 | 2,738 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,957,000 | 2,212 |
| Mortgage-backed securities | $717,000 | 5,860 |
| Certificates of participation in pools of residential mortgages | $717,000 | 5,381 |
| Issued or guaranteed by U.S. | $717,000 | 5,367 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $23,393,000 | 3,720 |
| Total debt securities | $23,393,000 | 4,229 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 815 |
| Fair value | $4,997,000 | 830 |
| 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 | $18,605,000 | 4,989 |
| U.S. Government securities | $9,575,000 | 5,870 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,575,000 | 5,714 |
| Securities issued by states & political subdivisions | $9,030,000 | 2,099 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,864,000 | 2,537 |
| Mortgage-backed securities | $783,000 | 5,891 |
| Certificates of participation in pools of residential mortgages | $783,000 | 5,399 |
| Issued or guaranteed by U.S. | $783,000 | 5,383 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $18,605,000 | 4,366 |
| Total debt securities | $18,607,000 | 4,924 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 804 |
| Fair value | $4,892,000 | 830 |
| 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 | $20,454,000 | 4,728 |
| U.S. Government securities | $9,899,000 | 5,761 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,899,000 | 5,620 |
| Securities issued by states & political subdivisions | $10,555,000 | 1,861 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,138,000 | 2,609 |
| Mortgage-backed securities | $832,000 | 5,907 |
| Certificates of participation in pools of residential mortgages | $832,000 | 5,394 |
| Issued or guaranteed by U.S. | $832,000 | 5,376 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $20,454,000 | 4,119 |
| Total debt securities | $20,454,000 | 4,652 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 678 |
| Fair value | $5,020,000 | 697 |
| 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 | $19,460,000 | 4,886 |
| U.S. Government securities | $9,932,000 | 5,796 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,932,000 | 5,634 |
| Securities issued by states & political subdivisions | $9,528,000 | 2,029 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,909,000 | 2,463 |
| Mortgage-backed securities | $926,000 | 5,848 |
| Certificates of participation in pools of residential mortgages | $926,000 | 5,348 |
| Issued or guaranteed by U.S. | $926,000 | 5,326 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $19,460,000 | 4,273 |
| Total debt securities | $19,460,000 | 4,809 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 612 |
| Fair value | $4,981,000 | 621 |
| 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 | $17,029,000 | 5,193 |
| U.S. Government securities | $6,027,000 | 6,801 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,027,000 | 6,622 |
| Securities issued by states & political subdivisions | $9,990,000 | 1,948 |
| Other domestic debt securities | $1,012,000 | 2,682 |
| 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 | $1,012,000 | 2,385 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,004,000 | 2,340 |
| Mortgage-backed securities | $1,019,000 | 5,783 |
| Certificates of participation in pools of residential mortgages | $1,019,000 | 5,267 |
| Issued or guaranteed by U.S. | $1,019,000 | 5,243 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $17,029,000 | 4,547 |
| Total debt securities | $17,030,000 | 5,112 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,004 |
| Fair value | $1,991,000 | 1,062 |
| 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 | $15,424,000 | 5,402 |
| U.S. Government securities | $4,199,000 | 7,364 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,199,000 | 7,176 |
| Securities issued by states & political subdivisions | $10,195,000 | 1,891 |
| Other domestic debt securities | $1,030,000 | 2,735 |
| 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 | $1,030,000 | 2,413 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,373,000 | 2,244 |
| Mortgage-backed securities | $1,176,000 | 5,791 |
| Certificates of participation in pools of residential mortgages | $1,176,000 | 5,197 |
| Issued or guaranteed by U.S. | $1,176,000 | 5,177 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $15,424,000 | 4,716 |
| Total debt securities | $15,425,000 | 5,301 |
| 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 | $15,989,000 | 5,330 |
| U.S. Government securities | $4,379,000 | 7,390 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,379,000 | 7,185 |
| Securities issued by states & political subdivisions | $10,562,000 | 1,736 |
| Other domestic debt securities | $1,048,000 | 2,738 |
| 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 | $1,048,000 | 2,405 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,165,000 | 2,290 |
| Mortgage-backed securities | $1,329,000 | 5,713 |
| Certificates of participation in pools of residential mortgages | $1,329,000 | 5,091 |
| Issued or guaranteed by U.S. | $1,329,000 | 5,075 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $15,989,000 | 4,612 |
| Total debt securities | $15,988,000 | 5,230 |
| 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 | $17,145,000 | 5,090 |
| U.S. Government securities | $4,560,000 | 7,322 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,560,000 | 7,119 |
| Securities issued by states & political subdivisions | $10,526,000 | 1,717 |
| Other domestic debt securities | $2,059,000 | 2,169 |
| 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 | $2,059,000 | 1,883 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,980,000 | 2,093 |
| Mortgage-backed securities | $1,506,000 | 5,604 |
| Certificates of participation in pools of residential mortgages | $1,506,000 | 4,975 |
| Issued or guaranteed by U.S. | $1,506,000 | 4,958 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $17,145,000 | 4,394 |
| Total debt securities | $17,145,000 | 5,004 |
| 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 | $22,517,000 | 4,171 |
| U.S. Government securities | $11,355,000 | 5,163 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,355,000 | 4,949 |
| Securities issued by states & political subdivisions | $10,394,000 | 1,662 |
| Other domestic debt securities | $768,000 | 3,113 |
| 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 | $768,000 | 2,685 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,848,000 | 2,661 |
| Mortgage-backed securities | $2,231,000 | 5,130 |
| Certificates of participation in pools of residential mortgages | $2,231,000 | 4,338 |
| Issued or guaranteed by U.S. | $2,231,000 | 4,320 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $22,517,000 | 3,523 |
| Total debt securities | $22,519,000 | 4,089 |
| 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 | $18,905,000 | 4,829 |
| U.S. Government securities | $6,444,000 | 7,138 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,444,000 | 6,776 |
| Securities issued by states & political subdivisions | $10,580,000 | 1,590 |
| Other domestic debt securities | $1,515,000 | 2,151 |
| 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 | $1,515,000 | 1,848 |
| Foreign debt securities | NA | NA |
| Equity securities | $366,000 | 4,529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,623,000 | 2,863 |
| Mortgage-backed securities | $3,959,000 | 3,761 |
| Certificates of participation in pools of residential mortgages | $3,753,000 | 3,072 |
| Issued or guaranteed by U.S. | $3,753,000 | 3,057 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $206,000 | 3,751 |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 3,574 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $18,905,000 | 3,960 |
| Total debt securities | $18,539,000 | 4,763 |
| 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 | $19,567,000 | 4,936 |
| U.S. Government securities | $7,471,000 | 6,991 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,471,000 | 6,476 |
| Securities issued by states & political subdivisions | $9,642,000 | 1,740 |
| Other domestic debt securities | $2,088,000 | 1,800 |
| 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 | $2,088,000 | 1,487 |
| Foreign debt securities | NA | NA |
| Equity securities | $366,000 | 4,401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,469,000 | 2,872 |
| Mortgage-backed securities | $5,061,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $4,861,000 | 2,844 |
| Issued or guaranteed by U.S. | $4,861,000 | 2,832 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $200,000 | 3,993 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 3,816 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $19,567,000 | 3,969 |
| Total debt securities | $19,201,000 | 4,868 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $24,061,000 | 4,271 |
| U.S. Government securities | $13,528,000 | 5,122 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $13,528,000 | 4,402 |
| Securities issued by states & political subdivisions | $10,167,000 | 1,659 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $366,000 | 4,222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,403,000 | 3,172 |
| Mortgage-backed securities | $7,934,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | $6,953,000 | 2,482 |
| Issued or guaranteed by U.S. | $6,953,000 | 2,467 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $981,000 | 3,311 |
| CMOs issued by government agencies or sponsored agencies | $981,000 | 3,161 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $24,061,000 | 3,324 |
| Total debt securities | $23,695,000 | 4,202 |
| 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 | $18,564,000 | 5,193 |
| U.S. Government securities | $8,141,000 | 7,201 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $8,141,000 | 5,905 |
| Securities issued by states & political subdivisions | $10,057,000 | 1,462 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $366,000 | 4,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,630,000 | 3,250 |
| Mortgage-backed securities | $4,645,000 | 3,959 |
| Certificates of participation in pools of residential mortgages | $2,435,000 | 4,081 |
| Issued or guaranteed by U.S. | $2,435,000 | 4,064 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,210,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $2,210,000 | 2,487 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $18,564,000 | 3,812 |
| Total debt securities | $18,198,000 | 5,147 |
| 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 | $17,658,000 | 5,777 |
| U.S. Government securities | $8,330,000 | 7,682 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $8,330,000 | 6,101 |
| Securities issued by states & political subdivisions | $8,962,000 | 1,623 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $366,000 | 4,123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,242,000 | 3,698 |
| Mortgage-backed securities | $4,878,000 | 4,294 |
| Certificates of participation in pools of residential mortgages | $2,739,000 | 4,253 |
| Issued or guaranteed by U.S. | $2,739,000 | 4,232 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,139,000 | 2,983 |
| CMOs issued by government agencies or sponsored agencies | $2,139,000 | 2,861 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $17,658,000 | 4,217 |
| Total debt securities | $17,292,000 | 5,749 |
| 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 | $15,684,000 | 6,526 |
| U.S. Government securities | $6,192,000 | 8,977 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $6,192,000 | 7,077 |
| Securities issued by states & political subdivisions | $9,126,000 | 1,611 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $366,000 | 3,880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,452,000 | 4,032 |
| Mortgage-backed securities | $2,701,000 | 5,729 |
| Certificates of participation in pools of residential mortgages | $869,000 | 6,289 |
| Issued or guaranteed by U.S. | $869,000 | 6,257 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,832,000 | 3,581 |
| CMOs issued by government agencies or sponsored agencies | $1,832,000 | 3,430 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $15,684,000 | 4,751 |
| Total debt securities | $15,318,000 | 6,483 |
| 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 | $12,087,000 | 8,026 |
| U.S. Government securities | $3,163,000 | 11,152 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $3,163,000 | 8,972 |
| Securities issued by states & political subdivisions | $8,558,000 | 1,782 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $366,000 | 3,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,545,000 | 4,032 |
| Mortgage-backed securities | $2,676,000 | 6,092 |
| Certificates of participation in pools of residential mortgages | $893,000 | 6,610 |
| Issued or guaranteed by U.S. | $893,000 | 6,589 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,783,000 | 3,830 |
| CMOs issued by government agencies or sponsored agencies | $1,783,000 | 3,664 |
| 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) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $12,087,000 | 4,209 |
| Total debt securities | $11,721,000 | 8,032 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $10,911,000 | 8,752 |
| U.S. Government securities | $5,113,000 | 10,453 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $5,113,000 | 7,816 |
| Securities issued by states & political subdivisions | $5,432,000 | 2,807 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $366,000 | 3,554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,595,000 | 4,864 |
| Mortgage-backed securities | $4,613,000 | 5,484 |
| Certificates of participation in pools of residential mortgages | $1,169,000 | 6,799 |
| Issued or guaranteed by U.S. | $1,169,000 | 6,753 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,444,000 | 3,200 |
| CMOs issued by government agencies or sponsored agencies | $3,444,000 | 3,020 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,545,000 | 8,745 |
| 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 | $9,844,000 | 9,223 |
| U.S. Government securities | $4,830,000 | 10,902 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $4,830,000 | 8,106 |
| Securities issued by states & political subdivisions | $4,964,000 | 2,784 |
| 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 | $50,000 | 6,356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,425,000 | 7,965 |
| Mortgage-backed securities | $4,330,000 | 5,834 |
| Certificates of participation in pools of residential mortgages | $1,439,000 | 6,857 |
| Issued or guaranteed by U.S. | $1,439,000 | 6,790 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,891,000 | 3,527 |
| CMOs issued by government agencies or sponsored agencies | $2,891,000 | 3,226 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,794,000 | 9,106 |
| 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 |