Home > The Missouri Bank > Securities
The Missouri Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $103,646,000 | 1,668 |
| U.S. Government securities | $25,960,000 | 2,642 |
| U.S. Treasury securities | $4,435,000 | 1,921 |
| U.S. Government agency obligations | $21,525,000 | 2,506 |
| Securities issued by states & political subdivisions | $77,686,000 | 596 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,031,000 | 978 |
| Mortgage-backed securities | $17,147,000 | 2,165 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,774,000 | 1,914 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,373,000 | 1,395 |
| 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) | $103,646,000 | 1,476 |
| Total debt securities | $103,646,000 | 1,653 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $995,000 | 751 |
| 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 | $99,403,000 | 1,704 |
| U.S. Government securities | $26,126,000 | 2,641 |
| U.S. Treasury securities | $9,978,000 | 1,417 |
| U.S. Government agency obligations | $16,148,000 | 2,813 |
| Securities issued by states & political subdivisions | $73,277,000 | 610 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,606,000 | 1,042 |
| Mortgage-backed securities | $12,349,000 | 2,394 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,827,000 | 2,052 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,522,000 | 1,764 |
| 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) | $99,403,000 | 1,499 |
| Total debt securities | $99,403,000 | 1,691 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $988,000 | 769 |
| 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 | $107,285,000 | 1,659 |
| U.S. Government securities | $27,082,000 | 2,658 |
| U.S. Treasury securities | $10,050,000 | 1,432 |
| U.S. Government agency obligations | $17,032,000 | 2,818 |
| Securities issued by states & political subdivisions | $80,203,000 | 590 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,878,000 | 994 |
| Mortgage-backed securities | $13,212,000 | 2,380 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,528,000 | 2,040 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,684,000 | 1,745 |
| 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) | $107,285,000 | 1,456 |
| Total debt securities | $107,285,000 | 1,644 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $992,000 | 810 |
| 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 | $110,160,000 | 1,692 |
| U.S. Government securities | $28,070,000 | 2,691 |
| U.S. Treasury securities | $10,207,000 | 1,487 |
| U.S. Government agency obligations | $17,863,000 | 2,772 |
| Securities issued by states & political subdivisions | $82,090,000 | 606 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,208,000 | 917 |
| Mortgage-backed securities | $14,041,000 | 2,391 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,200,000 | 2,032 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,841,000 | 1,759 |
| 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) | $110,160,000 | 1,487 |
| Total debt securities | $110,160,000 | 1,679 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $989,000 | 850 |
| 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 | $111,096,000 | 1,704 |
| U.S. Government securities | $28,119,000 | 2,696 |
| U.S. Treasury securities | $10,002,000 | 1,548 |
| U.S. Government agency obligations | $18,117,000 | 2,745 |
| Securities issued by states & political subdivisions | $82,975,000 | 614 |
| Other domestic debt securities | $2,000 | 2,460 |
| Privately issued residential mortgage-backed securities | $2,000 | 718 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,830,000 | 947 |
| Mortgage-backed securities | $14,321,000 | 2,400 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,486,000 | 2,023 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,833,000 | 1,780 |
| Privately issued | $2,000 | 535 |
| 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) | $111,096,000 | 1,498 |
| Total debt securities | $111,096,000 | 1,691 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $979,000 | 877 |
| 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 | $109,746,000 | 1,719 |
| U.S. Government securities | $28,975,000 | 2,678 |
| U.S. Treasury securities | $10,403,000 | 1,548 |
| U.S. Government agency obligations | $18,572,000 | 2,745 |
| Securities issued by states & political subdivisions | $80,769,000 | 637 |
| Other domestic debt securities | $2,000 | 2,422 |
| Privately issued residential mortgage-backed securities | $2,000 | 706 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,574,000 | 1,121 |
| Mortgage-backed securities | $14,787,000 | 2,387 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,758,000 | 2,014 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,027,000 | 1,754 |
| Privately issued | $2,000 | 539 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $109,746,000 | 1,515 |
| Total debt securities | $109,746,000 | 1,702 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $976,000 | 871 |
| 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 | $111,244,000 | 1,728 |
| U.S. Government securities | $30,904,000 | 2,632 |
| U.S. Treasury securities | $10,707,000 | 1,517 |
| U.S. Government agency obligations | $20,197,000 | 2,693 |
| Securities issued by states & political subdivisions | $80,338,000 | 667 |
| Other domestic debt securities | $2,000 | 2,280 |
| Privately issued residential mortgage-backed securities | $2,000 | 722 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,434,000 | 1,109 |
| Mortgage-backed securities | $16,293,000 | 2,360 |
| Certificates of participation in pools of residential mortgages | $12,927,000 | 2,036 |
| Issued or guaranteed by U.S. | $12,927,000 | 1,987 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,366,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $3,364,000 | 1,735 |
| Privately issued | $2,000 | 544 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $111,244,000 | 1,557 |
| Total debt securities | $111,244,000 | 1,716 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $993,000 | 851 |
| 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 | $107,317,000 | 1,743 |
| U.S. Government securities | $17,080,000 | 3,241 |
| U.S. Treasury securities | $10,995,000 | 1,319 |
| U.S. Government agency obligations | $6,085,000 | 3,665 |
| Securities issued by states & political subdivisions | $77,404,000 | 710 |
| Other domestic debt securities | $12,833,000 | 856 |
| Privately issued residential mortgage-backed securities | $12,833,000 | 226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,212,000 | 1,005 |
| Mortgage-backed securities | $17,953,000 | 2,296 |
| Certificates of participation in pools of residential mortgages | $14,170,000 | 1,979 |
| Issued or guaranteed by U.S. | $1,339,000 | 3,308 |
| Privately issued | $12,831,000 | 56 |
| Collaterized mortgage obligations | $3,783,000 | 1,761 |
| CMOs issued by government agencies or sponsored agencies | $3,781,000 | 1,688 |
| Privately issued | $2,000 | 527 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $107,317,000 | 1,596 |
| Total debt securities | $107,317,000 | 1,726 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $110,127,000 | 1,643 |
| U.S. Government securities | $16,288,000 | 3,168 |
| U.S. Treasury securities | $10,504,000 | 992 |
| U.S. Government agency obligations | $5,784,000 | 3,670 |
| Securities issued by states & political subdivisions | $79,543,000 | 724 |
| Other domestic debt securities | $14,296,000 | 785 |
| Privately issued residential mortgage-backed securities | $14,296,000 | 198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,009,000 | 789 |
| Mortgage-backed securities | $20,080,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $15,790,000 | 1,894 |
| Issued or guaranteed by U.S. | $1,496,000 | 3,274 |
| Privately issued | $14,294,000 | 64 |
| Collaterized mortgage obligations | $4,290,000 | 1,663 |
| CMOs issued by government agencies or sponsored agencies | $4,288,000 | 1,609 |
| Privately issued | $2,000 | 488 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $110,127,000 | 1,534 |
| Total debt securities | $110,126,000 | 1,627 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $108,214,000 | 1,602 |
| U.S. Government securities | $17,002,000 | 3,061 |
| U.S. Treasury securities | $10,646,000 | 820 |
| U.S. Government agency obligations | $6,356,000 | 3,625 |
| Securities issued by states & political subdivisions | $77,385,000 | 716 |
| Other domestic debt securities | $13,827,000 | 763 |
| Privately issued residential mortgage-backed securities | $13,827,000 | 182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,147,000 | 978 |
| Mortgage-backed securities | $20,183,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $15,464,000 | 1,898 |
| Issued or guaranteed by U.S. | $1,639,000 | 3,293 |
| Privately issued | $13,825,000 | 62 |
| Collaterized mortgage obligations | $4,719,000 | 1,613 |
| CMOs issued by government agencies or sponsored agencies | $4,717,000 | 1,569 |
| Privately issued | $2,000 | 477 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $108,214,000 | 1,497 |
| Total debt securities | $108,214,000 | 1,586 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $101,841,000 | 1,621 |
| U.S. Government securities | $15,342,000 | 3,112 |
| U.S. Treasury securities | $10,645,000 | 732 |
| U.S. Government agency obligations | $4,697,000 | 3,811 |
| Securities issued by states & political subdivisions | $74,973,000 | 719 |
| Other domestic debt securities | $11,526,000 | 787 |
| Privately issued residential mortgage-backed securities | $11,526,000 | 183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,179,000 | 951 |
| Mortgage-backed securities | $16,223,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $13,297,000 | 2,003 |
| Issued or guaranteed by U.S. | $1,773,000 | 3,253 |
| Privately issued | $11,524,000 | 70 |
| Collaterized mortgage obligations | $2,926,000 | 1,837 |
| CMOs issued by government agencies or sponsored agencies | $2,924,000 | 1,795 |
| Privately issued | $2,000 | 465 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $101,841,000 | 1,501 |
| Total debt securities | $101,842,000 | 1,602 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $81,595,000 | 1,781 |
| U.S. Government securities | $3,569,000 | 4,070 |
| U.S. Treasury securities | $518,000 | 1,484 |
| U.S. Government agency obligations | $3,051,000 | 3,968 |
| Securities issued by states & political subdivisions | $68,757,000 | 736 |
| Other domestic debt securities | $9,269,000 | 869 |
| Privately issued residential mortgage-backed securities | $9,269,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,075,000 | 900 |
| Mortgage-backed securities | $12,320,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $11,199,000 | 2,104 |
| Issued or guaranteed by U.S. | $1,932,000 | 3,191 |
| Privately issued | $9,267,000 | 90 |
| Collaterized mortgage obligations | $1,121,000 | 2,221 |
| CMOs issued by government agencies or sponsored agencies | $1,119,000 | 2,176 |
| Privately issued | $2,000 | 464 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $81,595,000 | 1,656 |
| Total debt securities | $81,595,000 | 1,763 |
| 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 | $78,596,000 | 1,714 |
| U.S. Government securities | $2,785,000 | 4,095 |
| U.S. Treasury securities | $520,000 | 1,055 |
| U.S. Government agency obligations | $2,265,000 | 4,032 |
| Securities issued by states & political subdivisions | $69,038,000 | 699 |
| Other domestic debt securities | $6,773,000 | 947 |
| Privately issued residential mortgage-backed securities | $6,773,000 | 225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,847,000 | 849 |
| Mortgage-backed securities | $9,038,000 | 2,736 |
| Certificates of participation in pools of residential mortgages | $7,804,000 | 2,326 |
| Issued or guaranteed by U.S. | $1,034,000 | 3,421 |
| Privately issued | $6,770,000 | 87 |
| Collaterized mortgage obligations | $1,234,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $1,231,000 | 2,171 |
| Privately issued | $3,000 | 459 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $78,596,000 | 1,600 |
| Total debt securities | $78,596,000 | 1,696 |
| 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 | $69,552,000 | 1,766 |
| U.S. Government securities | $3,158,000 | 4,062 |
| U.S. Treasury securities | $523,000 | 1,068 |
| U.S. Government agency obligations | $2,635,000 | 3,988 |
| Securities issued by states & political subdivisions | $62,407,000 | 702 |
| Other domestic debt securities | $3,987,000 | 1,141 |
| Privately issued residential mortgage-backed securities | $3,987,000 | 273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,399,000 | 984 |
| Mortgage-backed securities | $6,422,000 | 2,980 |
| Certificates of participation in pools of residential mortgages | $5,059,000 | 2,676 |
| Issued or guaranteed by U.S. | $1,075,000 | 3,402 |
| Privately issued | $3,984,000 | 114 |
| Collaterized mortgage obligations | $1,363,000 | 2,206 |
| CMOs issued by government agencies or sponsored agencies | $1,360,000 | 2,160 |
| Privately issued | $3,000 | 451 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $69,552,000 | 1,658 |
| Total debt securities | $69,552,000 | 1,752 |
| 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 | $63,642,000 | 1,829 |
| U.S. Government securities | $3,465,000 | 4,047 |
| U.S. Treasury securities | $524,000 | 1,114 |
| U.S. Government agency obligations | $2,941,000 | 3,967 |
| Securities issued by states & political subdivisions | $55,809,000 | 713 |
| Other domestic debt securities | $4,368,000 | 1,040 |
| Privately issued residential mortgage-backed securities | $4,368,000 | 246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,723,000 | 1,087 |
| Mortgage-backed securities | $6,907,000 | 2,927 |
| Certificates of participation in pools of residential mortgages | $5,475,000 | 2,602 |
| Issued or guaranteed by U.S. | $1,110,000 | 3,391 |
| Privately issued | $4,365,000 | 102 |
| Collaterized mortgage obligations | $1,432,000 | 2,214 |
| CMOs issued by government agencies or sponsored agencies | $1,429,000 | 2,175 |
| Privately issued | $3,000 | 441 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $63,642,000 | 1,711 |
| Total debt securities | $63,643,000 | 1,815 |
| 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 | $47,151,000 | 2,191 |
| U.S. Government securities | $724,000 | 4,584 |
| U.S. Treasury securities | $523,000 | 1,161 |
| U.S. Government agency obligations | $201,000 | 4,598 |
| Securities issued by states & political subdivisions | $46,373,000 | 765 |
| Other domestic debt securities | $54,000 | 1,955 |
| Privately issued residential mortgage-backed securities | $54,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,469,000 | 1,216 |
| Mortgage-backed securities | $255,000 | 4,009 |
| Certificates of participation in pools of residential mortgages | $54,000 | 3,957 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $54,000 | 246 |
| Collaterized mortgage obligations | $201,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 2,659 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $47,151,000 | 2,041 |
| Total debt securities | $47,151,000 | 2,168 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $51,794,000 | 2,045 |
| U.S. Government securities | $721,000 | 4,671 |
| U.S. Treasury securities | $507,000 | 1,218 |
| U.S. Government agency obligations | $214,000 | 4,667 |
| Securities issued by states & political subdivisions | $51,016,000 | 659 |
| Other domestic debt securities | $57,000 | 1,922 |
| Privately issued residential mortgage-backed securities | $57,000 | 566 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,741,000 | 1,084 |
| Mortgage-backed securities | $271,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $57,000 | 3,978 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $57,000 | 221 |
| Collaterized mortgage obligations | $214,000 | 2,717 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 2,666 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $51,794,000 | 1,905 |
| Total debt securities | $51,794,000 | 2,026 |
| 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 | $54,721,000 | 1,961 |
| U.S. Government securities | $1,238,000 | 4,654 |
| U.S. Treasury securities | $508,000 | 1,263 |
| U.S. Government agency obligations | $730,000 | 4,634 |
| Securities issued by states & political subdivisions | $53,424,000 | 626 |
| Other domestic debt securities | $59,000 | 1,975 |
| Privately issued residential mortgage-backed securities | $59,000 | 608 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,587,000 | 1,043 |
| Mortgage-backed securities | $289,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $59,000 | 4,016 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $59,000 | 259 |
| Collaterized mortgage obligations | $230,000 | 2,721 |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 2,670 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $54,721,000 | 1,820 |
| Total debt securities | $54,719,000 | 1,941 |
| Structured notes | ||
| Amortized cost | $500,000 | 667 |
| Fair value | $500,000 | 678 |
| 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 | $56,720,000 | 1,928 |
| U.S. Government securities | $1,316,000 | 4,691 |
| U.S. Treasury securities | $507,000 | 1,295 |
| U.S. Government agency obligations | $809,000 | 4,665 |
| Securities issued by states & political subdivisions | $55,404,000 | 604 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,408,000 | 1,027 |
| Mortgage-backed securities | $310,000 | 4,076 |
| Certificates of participation in pools of residential mortgages | $63,000 | 4,036 |
| Issued or guaranteed by U.S. | $63,000 | 3,968 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $247,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 2,665 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $56,720,000 | 1,792 |
| Total debt securities | $56,720,000 | 1,909 |
| Structured notes | ||
| Amortized cost | $500,000 | 736 |
| Fair value | $499,000 | 763 |
| 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 | $57,332,000 | 1,945 |
| U.S. Government securities | $1,314,000 | 4,748 |
| U.S. Treasury securities | $499,000 | 1,355 |
| U.S. Government agency obligations | $815,000 | 4,723 |
| Securities issued by states & political subdivisions | $56,018,000 | 625 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,970,000 | 1,018 |
| Mortgage-backed securities | $321,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $67,000 | 4,068 |
| Issued or guaranteed by U.S. | $67,000 | 3,997 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $254,000 | 2,730 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 2,672 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $57,332,000 | 1,801 |
| Total debt securities | $57,332,000 | 1,931 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $494,000 | 789 |
| 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 | $58,249,000 | 1,948 |
| U.S. Government securities | $1,304,000 | 4,797 |
| U.S. Treasury securities | $491,000 | 1,407 |
| U.S. Government agency obligations | $813,000 | 4,765 |
| Securities issued by states & political subdivisions | $56,945,000 | 636 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,211,000 | 1,012 |
| Mortgage-backed securities | $331,000 | 4,128 |
| Certificates of participation in pools of residential mortgages | $70,000 | 4,104 |
| Issued or guaranteed by U.S. | $70,000 | 4,050 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $261,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $261,000 | 2,678 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $58,249,000 | 1,806 |
| Total debt securities | $58,250,000 | 1,934 |
| Structured notes | ||
| Amortized cost | $500,000 | 771 |
| Fair value | $482,000 | 830 |
| 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 | $58,176,000 | 1,958 |
| U.S. Government securities | $1,303,000 | 4,864 |
| U.S. Treasury securities | $483,000 | 1,401 |
| U.S. Government agency obligations | $820,000 | 4,844 |
| Securities issued by states & political subdivisions | $56,873,000 | 624 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,745,000 | 986 |
| Mortgage-backed securities | $347,000 | 4,176 |
| Certificates of participation in pools of residential mortgages | $73,000 | 4,157 |
| Issued or guaranteed by U.S. | $73,000 | 4,137 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $274,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $274,000 | 2,679 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $58,176,000 | 1,803 |
| Total debt securities | $58,176,000 | 1,940 |
| Structured notes | ||
| Amortized cost | $500,000 | 750 |
| Fair value | $473,000 | 807 |
| 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 | $59,097,000 | 1,967 |
| U.S. Government securities | $1,332,000 | 4,893 |
| U.S. Treasury securities | $487,000 | 1,368 |
| U.S. Government agency obligations | $845,000 | 4,890 |
| Securities issued by states & political subdivisions | $57,765,000 | 638 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,298,000 | 994 |
| Mortgage-backed securities | $365,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $79,000 | 4,203 |
| Issued or guaranteed by U.S. | $79,000 | 4,083 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $286,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $286,000 | 2,691 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $59,097,000 | 1,808 |
| Total debt securities | $59,097,000 | 1,948 |
| Structured notes | ||
| Amortized cost | $500,000 | 749 |
| Fair value | $480,000 | 806 |
| 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 | $58,350,000 | 2,020 |
| U.S. Government securities | $1,373,000 | 4,959 |
| U.S. Treasury securities | $490,000 | 1,314 |
| U.S. Government agency obligations | $883,000 | 4,964 |
| Securities issued by states & political subdivisions | $56,977,000 | 655 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,475,000 | 987 |
| Mortgage-backed securities | $399,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $90,000 | 4,227 |
| Issued or guaranteed by U.S. | $90,000 | 4,220 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $309,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $309,000 | 2,670 |
| 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) | $58,350,000 | 1,852 |
| Total debt securities | $58,350,000 | 2,001 |
| Structured notes | ||
| Amortized cost | $500,000 | 718 |
| Fair value | $484,000 | 767 |
| 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 | $59,753,000 | 2,015 |
| U.S. Government securities | $1,419,000 | 4,996 |
| U.S. Treasury securities | $497,000 | 1,209 |
| U.S. Government agency obligations | $922,000 | 5,006 |
| Securities issued by states & political subdivisions | $58,334,000 | 668 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,723,000 | 1,138 |
| Mortgage-backed securities | $432,000 | 4,277 |
| Certificates of participation in pools of residential mortgages | $103,000 | 4,259 |
| Issued or guaranteed by U.S. | $103,000 | 4,253 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $329,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $329,000 | 2,654 |
| 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) | $59,753,000 | 1,852 |
| Total debt securities | $59,753,000 | 1,999 |
| Structured notes | ||
| Amortized cost | $500,000 | 725 |
| Fair value | $489,000 | 775 |
| 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 | $61,345,000 | 1,990 |
| U.S. Government securities | $1,979,000 | 4,957 |
| U.S. Treasury securities | $505,000 | 1,161 |
| U.S. Government agency obligations | $1,474,000 | 4,923 |
| Securities issued by states & political subdivisions | $59,366,000 | 668 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,552,000 | 1,148 |
| Mortgage-backed securities | $479,000 | 4,307 |
| Certificates of participation in pools of residential mortgages | $126,000 | 4,304 |
| Issued or guaranteed by U.S. | $126,000 | 4,299 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $353,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $353,000 | 2,662 |
| 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) | $61,345,000 | 1,826 |
| Total debt securities | $61,345,000 | 1,972 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 587 |
| Fair value | $995,000 | 625 |
| 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 | $63,377,000 | 1,983 |
| U.S. Government securities | $2,516,000 | 4,899 |
| U.S. Treasury securities | $506,000 | 1,188 |
| U.S. Government agency obligations | $2,010,000 | 4,872 |
| Securities issued by states & political subdivisions | $60,861,000 | 653 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,535,000 | 1,098 |
| Mortgage-backed securities | $518,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $145,000 | 4,327 |
| Issued or guaranteed by U.S. | $145,000 | 4,321 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $373,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 2,671 |
| 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) | $63,377,000 | 1,816 |
| Total debt securities | $63,377,000 | 1,966 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 536 |
| Fair value | $1,492,000 | 552 |
| 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 | $58,337,000 | 2,146 |
| U.S. Government securities | $2,557,000 | 4,945 |
| U.S. Treasury securities | $500,000 | 1,243 |
| U.S. Government agency obligations | $2,057,000 | 4,927 |
| Securities issued by states & political subdivisions | $55,780,000 | 715 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,190,000 | 1,016 |
| Mortgage-backed securities | $573,000 | 4,376 |
| Certificates of participation in pools of residential mortgages | $183,000 | 4,361 |
| Issued or guaranteed by U.S. | $183,000 | 4,356 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $390,000 | 2,779 |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 2,703 |
| 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) | $58,337,000 | 1,971 |
| Total debt securities | $58,343,000 | 2,124 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 551 |
| Fair value | $1,484,000 | 569 |
| 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 | $57,778,000 | 2,145 |
| U.S. Government securities | $2,125,000 | 5,053 |
| U.S. Treasury securities | $496,000 | 1,247 |
| U.S. Government agency obligations | $1,629,000 | 5,052 |
| Securities issued by states & political subdivisions | $55,653,000 | 712 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,489,000 | 1,180 |
| Mortgage-backed securities | $660,000 | 4,365 |
| Certificates of participation in pools of residential mortgages | $252,000 | 4,344 |
| Issued or guaranteed by U.S. | $252,000 | 4,339 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $408,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $408,000 | 2,682 |
| 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) | $57,778,000 | 1,967 |
| Total debt securities | $57,778,000 | 2,123 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $969,000 | 725 |
| 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 | $53,874,000 | 2,229 |
| U.S. Government securities | $1,228,000 | 5,306 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,228,000 | 5,192 |
| Securities issued by states & political subdivisions | $52,646,000 | 762 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,435,000 | 1,145 |
| Mortgage-backed securities | $728,000 | 4,392 |
| Certificates of participation in pools of residential mortgages | $286,000 | 4,361 |
| Issued or guaranteed by U.S. | $286,000 | 4,358 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $442,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $442,000 | 2,694 |
| 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) | $53,874,000 | 2,045 |
| Total debt securities | $53,875,000 | 2,206 |
| Structured notes | ||
| Amortized cost | $500,000 | 832 |
| Fair value | $500,000 | 845 |
| 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 | $55,001,000 | 2,232 |
| U.S. Government securities | $2,533,000 | 5,125 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,533,000 | 5,012 |
| Securities issued by states & political subdivisions | $52,468,000 | 774 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,435,000 | 1,117 |
| Mortgage-backed securities | $792,000 | 4,428 |
| Certificates of participation in pools of residential mortgages | $330,000 | 4,395 |
| Issued or guaranteed by U.S. | $330,000 | 4,390 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $462,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 2,716 |
| 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) | $55,001,000 | 2,035 |
| Total debt securities | $55,001,000 | 2,207 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 724 |
| Fair value | $994,000 | 861 |
| 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 | $49,944,000 | 2,448 |
| U.S. Government securities | $3,405,000 | 5,050 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,405,000 | 4,944 |
| Securities issued by states & political subdivisions | $46,539,000 | 865 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,184,000 | 1,253 |
| Mortgage-backed securities | $842,000 | 4,443 |
| Certificates of participation in pools of residential mortgages | $364,000 | 4,421 |
| Issued or guaranteed by U.S. | $364,000 | 4,417 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $478,000 | 2,820 |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 2,730 |
| 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) | $49,944,000 | 2,222 |
| Total debt securities | $49,946,000 | 2,418 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,132 |
| Fair value | $486,000 | 1,244 |
| 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 | $48,029,000 | 2,531 |
| U.S. Government securities | $647,000 | 5,682 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $647,000 | 5,589 |
| Securities issued by states & political subdivisions | $47,382,000 | 845 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,475,000 | 1,246 |
| Mortgage-backed securities | $398,000 | 4,638 |
| Certificates of participation in pools of residential mortgages | $398,000 | 4,426 |
| Issued or guaranteed by U.S. | $398,000 | 4,423 |
| 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) | $48,029,000 | 2,301 |
| Total debt securities | $48,029,000 | 2,510 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $49,002,000 | 2,526 |
| U.S. Government securities | $939,000 | 5,715 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $939,000 | 5,624 |
| Securities issued by states & political subdivisions | $48,063,000 | 826 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,821,000 | 1,441 |
| Mortgage-backed securities | $443,000 | 4,693 |
| Certificates of participation in pools of residential mortgages | $443,000 | 4,464 |
| Issued or guaranteed by U.S. | $443,000 | 4,460 |
| 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) | $49,002,000 | 2,306 |
| Total debt securities | $49,002,000 | 2,503 |
| Structured notes | ||
| Amortized cost | $480,000 | 1,561 |
| Fair value | $496,000 | 1,529 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $49,440,000 | 2,549 |
| U.S. Government securities | $971,000 | 5,790 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $971,000 | 5,698 |
| Securities issued by states & political subdivisions | $48,469,000 | 804 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,698,000 | 1,430 |
| Mortgage-backed securities | $481,000 | 4,750 |
| Certificates of participation in pools of residential mortgages | $481,000 | 4,521 |
| Issued or guaranteed by U.S. | $481,000 | 4,518 |
| 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) | $49,440,000 | 2,332 |
| Total debt securities | $49,440,000 | 2,527 |
| Structured notes | ||
| Amortized cost | $479,000 | 1,705 |
| Fair value | $490,000 | 1,677 |
| 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 | $49,494,000 | 2,570 |
| U.S. Government securities | $1,515,000 | 5,745 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,515,000 | 5,648 |
| Securities issued by states & political subdivisions | $47,979,000 | 799 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,312,000 | 1,380 |
| Mortgage-backed securities | $522,000 | 4,785 |
| Certificates of participation in pools of residential mortgages | $522,000 | 4,552 |
| Issued or guaranteed by U.S. | $522,000 | 4,547 |
| 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) | $49,494,000 | 2,345 |
| Total debt securities | $49,494,000 | 2,546 |
| Structured notes | ||
| Amortized cost | $479,000 | 1,811 |
| Fair value | $493,000 | 1,793 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $52,286,000 | 2,506 |
| U.S. Government securities | $1,550,000 | 5,830 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,550,000 | 5,736 |
| Securities issued by states & political subdivisions | $50,736,000 | 739 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,010,000 | 1,582 |
| Mortgage-backed securities | $569,000 | 4,849 |
| Certificates of participation in pools of residential mortgages | $569,000 | 4,603 |
| Issued or guaranteed by U.S. | $569,000 | 4,598 |
| 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) | $52,286,000 | 2,275 |
| Total debt securities | $52,287,000 | 2,481 |
| Structured notes | ||
| Amortized cost | $478,000 | 1,903 |
| Fair value | $486,000 | 1,889 |
| 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 | $51,080,000 | 2,603 |
| U.S. Government securities | $1,589,000 | 5,918 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,589,000 | 5,821 |
| Securities issued by states & political subdivisions | $49,491,000 | 772 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,142,000 | 1,532 |
| Mortgage-backed securities | $613,000 | 4,926 |
| Certificates of participation in pools of residential mortgages | $613,000 | 4,670 |
| Issued or guaranteed by U.S. | $613,000 | 4,667 |
| 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) | $51,080,000 | 2,363 |
| Total debt securities | $51,080,000 | 2,579 |
| Structured notes | ||
| Amortized cost | $477,000 | 2,009 |
| Fair value | $481,000 | 1,989 |
| 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 | $50,728,000 | 2,637 |
| U.S. Government securities | $1,637,000 | 5,988 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,637,000 | 5,892 |
| Securities issued by states & political subdivisions | $49,091,000 | 769 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,494,000 | 1,533 |
| Mortgage-backed securities | $661,000 | 4,954 |
| Certificates of participation in pools of residential mortgages | $661,000 | 4,689 |
| Issued or guaranteed by U.S. | $661,000 | 4,687 |
| 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) | $50,728,000 | 2,408 |
| Total debt securities | $50,727,000 | 2,614 |
| Structured notes | ||
| Amortized cost | $477,000 | 2,043 |
| Fair value | $479,000 | 2,026 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $48,373,000 | 2,749 |
| U.S. Government securities | $1,209,000 | 6,117 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,209,000 | 6,025 |
| Securities issued by states & political subdivisions | $47,164,000 | 808 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,692,000 | 1,572 |
| Mortgage-backed securities | $713,000 | 4,984 |
| Certificates of participation in pools of residential mortgages | $713,000 | 4,715 |
| Issued or guaranteed by U.S. | $713,000 | 4,711 |
| 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) | $48,373,000 | 2,501 |
| Total debt securities | $48,373,000 | 2,720 |
| 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 | $47,830,000 | 2,779 |
| U.S. Government securities | $766,000 | 6,272 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $766,000 | 6,172 |
| Securities issued by states & political subdivisions | $47,064,000 | 807 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,179,000 | 1,574 |
| Mortgage-backed securities | $766,000 | 4,999 |
| Certificates of participation in pools of residential mortgages | $766,000 | 4,718 |
| Issued or guaranteed by U.S. | $766,000 | 4,713 |
| 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) | $47,830,000 | 2,534 |
| Total debt securities | $47,830,000 | 2,753 |
| 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 | $46,404,000 | 2,857 |
| U.S. Government securities | $821,000 | 6,338 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $821,000 | 6,242 |
| Securities issued by states & political subdivisions | $45,583,000 | 829 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,634,000 | 1,558 |
| Mortgage-backed securities | $821,000 | 5,023 |
| Certificates of participation in pools of residential mortgages | $821,000 | 4,730 |
| Issued or guaranteed by U.S. | $821,000 | 4,726 |
| 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) | $46,404,000 | 2,603 |
| Total debt securities | $46,404,000 | 2,830 |
| 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 | $44,423,000 | 2,919 |
| U.S. Government securities | $907,000 | 6,338 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $907,000 | 6,239 |
| Securities issued by states & political subdivisions | $43,516,000 | 870 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,155,000 | 1,482 |
| Mortgage-backed securities | $907,000 | 5,003 |
| Certificates of participation in pools of residential mortgages | $907,000 | 4,677 |
| Issued or guaranteed by U.S. | $907,000 | 4,673 |
| 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) | $44,423,000 | 2,677 |
| Total debt securities | $44,423,000 | 2,893 |
| 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 | $45,171,000 | 2,904 |
| U.S. Government securities | $1,011,000 | 6,349 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,011,000 | 6,246 |
| Securities issued by states & political subdivisions | $44,160,000 | 837 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,451,000 | 1,465 |
| Mortgage-backed securities | $1,011,000 | 5,017 |
| Certificates of participation in pools of residential mortgages | $1,011,000 | 4,680 |
| Issued or guaranteed by U.S. | $1,011,000 | 4,678 |
| 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) | $45,171,000 | 2,690 |
| Total debt securities | $45,171,000 | 2,876 |
| 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 | $46,178,000 | 2,808 |
| U.S. Government securities | $1,119,000 | 6,361 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,119,000 | 6,255 |
| Securities issued by states & political subdivisions | $45,059,000 | 798 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,424,000 | 1,614 |
| Mortgage-backed securities | $1,119,000 | 5,020 |
| Certificates of participation in pools of residential mortgages | $1,119,000 | 4,663 |
| Issued or guaranteed by U.S. | $1,119,000 | 4,662 |
| 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) | $46,178,000 | 2,586 |
| Total debt securities | $46,178,000 | 2,779 |
| 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 | $46,039,000 | 2,850 |
| U.S. Government securities | $1,228,000 | 6,451 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,228,000 | 6,353 |
| Securities issued by states & political subdivisions | $44,811,000 | 780 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,066,000 | 1,663 |
| Mortgage-backed securities | $1,228,000 | 5,079 |
| Certificates of participation in pools of residential mortgages | $1,228,000 | 4,721 |
| Issued or guaranteed by U.S. | $1,228,000 | 4,719 |
| 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) | $46,039,000 | 2,627 |
| Total debt securities | $46,039,000 | 2,829 |
| 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 | $45,244,000 | 2,898 |
| U.S. Government securities | $1,329,000 | 6,514 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,329,000 | 6,416 |
| Securities issued by states & political subdivisions | $43,915,000 | 771 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,634,000 | 1,537 |
| Mortgage-backed securities | $1,329,000 | 5,090 |
| Certificates of participation in pools of residential mortgages | $1,329,000 | 4,719 |
| Issued or guaranteed by U.S. | $1,329,000 | 4,717 |
| 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) | $45,244,000 | 2,669 |
| Total debt securities | $45,244,000 | 2,876 |
| 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 | $43,516,000 | 2,978 |
| U.S. Government securities | $1,808,000 | 6,505 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,808,000 | 6,408 |
| Securities issued by states & political subdivisions | $41,708,000 | 785 |
| 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 | $31,050,000 | 1,671 |
| Mortgage-backed securities | $1,507,000 | 5,068 |
| Certificates of participation in pools of residential mortgages | $1,507,000 | 4,672 |
| Issued or guaranteed by U.S. | $1,507,000 | 4,668 |
| 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) | $43,516,000 | 2,741 |
| Total debt securities | $43,516,000 | 2,954 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,921 |
| Fair value | $301,000 | 2,926 |
| 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 | $43,885,000 | 2,882 |
| U.S. Government securities | $1,907,000 | 6,510 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,907,000 | 6,416 |
| Securities issued by states & political subdivisions | $41,978,000 | 747 |
| 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 | $29,232,000 | 1,634 |
| Mortgage-backed securities | $1,614,000 | 5,004 |
| Certificates of participation in pools of residential mortgages | $1,614,000 | 4,577 |
| Issued or guaranteed by U.S. | $1,614,000 | 4,571 |
| 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) | $43,885,000 | 2,627 |
| Total debt securities | $43,885,000 | 2,864 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,812 |
| Fair value | $293,000 | 2,840 |
| 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 | $43,678,000 | 2,803 |
| U.S. Government securities | $2,435,000 | 6,450 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,435,000 | 6,346 |
| Securities issued by states & political subdivisions | $41,243,000 | 717 |
| 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 | $30,241,000 | 1,567 |
| Mortgage-backed securities | $1,904,000 | 4,916 |
| Certificates of participation in pools of residential mortgages | $1,904,000 | 4,444 |
| Issued or guaranteed by U.S. | $1,904,000 | 4,431 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $43,678,000 | 2,561 |
| Total debt securities | $43,678,000 | 2,781 |
| Structured notes | ||
| Amortized cost | $550,000 | 2,606 |
| Fair value | $531,000 | 2,614 |
| 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 | $41,830,000 | 2,910 |
| U.S. Government securities | $3,377,000 | 6,366 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,377,000 | 6,244 |
| Securities issued by states & political subdivisions | $38,453,000 | 722 |
| 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 | $30,188,000 | 1,588 |
| Mortgage-backed securities | $2,266,000 | 4,789 |
| Certificates of participation in pools of residential mortgages | $2,257,000 | 4,292 |
| Issued or guaranteed by U.S. | $2,257,000 | 4,280 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $9,000 | 3,804 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,507 |
| 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) | $41,830,000 | 2,650 |
| Total debt securities | $41,830,000 | 2,890 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 2,382 |
| Fair value | $1,111,000 | 2,393 |
| 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 | $39,950,000 | 2,980 |
| U.S. Government securities | $3,739,000 | 6,308 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,739,000 | 6,184 |
| Securities issued by states & political subdivisions | $36,211,000 | 763 |
| 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 | $30,255,000 | 1,593 |
| Mortgage-backed securities | $2,619,000 | 4,649 |
| Certificates of participation in pools of residential mortgages | $2,603,000 | 4,129 |
| Issued or guaranteed by U.S. | $2,603,000 | 4,118 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $16,000 | 3,753 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,457 |
| 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) | $39,950,000 | 2,709 |
| Total debt securities | $39,950,000 | 2,958 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 2,429 |
| Fair value | $1,120,000 | 2,438 |
| 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 | $26,012,000 | 3,823 |
| U.S. Government securities | $706,000 | 7,024 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $706,000 | 6,913 |
| Securities issued by states & political subdivisions | $25,306,000 | 1,107 |
| 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 | $17,455,000 | 2,327 |
| Mortgage-backed securities | $706,000 | 5,307 |
| Certificates of participation in pools of residential mortgages | $706,000 | 4,870 |
| Issued or guaranteed by U.S. | $706,000 | 4,863 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $26,012,000 | 3,518 |
| Total debt securities | $26,012,000 | 3,791 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $25,566,000 | 3,811 |
| U.S. Government securities | $1,086,000 | 6,954 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,086,000 | 6,841 |
| Securities issued by states & political subdivisions | $24,480,000 | 1,113 |
| 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 | $19,029,000 | 2,193 |
| Mortgage-backed securities | $786,000 | 5,305 |
| Certificates of participation in pools of residential mortgages | $786,000 | 4,840 |
| Issued or guaranteed by U.S. | $786,000 | 4,832 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $25,566,000 | 3,499 |
| Total debt securities | $25,566,000 | 3,774 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,990 |
| Fair value | $300,000 | 3,002 |
| 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 | $23,337,000 | 4,034 |
| U.S. Government securities | $1,262,000 | 7,040 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,262,000 | 6,931 |
| Securities issued by states & political subdivisions | $22,075,000 | 1,153 |
| 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 | $19,041,000 | 2,227 |
| Mortgage-backed securities | $962,000 | 5,238 |
| Certificates of participation in pools of residential mortgages | $962,000 | 4,776 |
| Issued or guaranteed by U.S. | $962,000 | 4,769 |
| 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) | $23,337,000 | 3,692 |
| Total debt securities | $23,337,000 | 4,001 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,072 |
| Fair value | $300,000 | 3,090 |
| 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 | $21,327,000 | 4,299 |
| U.S. Government securities | $1,143,000 | 7,155 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,143,000 | 7,047 |
| Securities issued by states & political subdivisions | $20,184,000 | 1,258 |
| 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 | $19,174,000 | 2,269 |
| Mortgage-backed securities | $1,143,000 | 5,249 |
| Certificates of participation in pools of residential mortgages | $1,143,000 | 4,803 |
| Issued or guaranteed by U.S. | $1,143,000 | 4,794 |
| 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) | $21,327,000 | 3,901 |
| Total debt securities | $21,327,000 | 4,261 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $22,115,000 | 4,184 |
| U.S. Government securities | $1,491,000 | 7,113 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,491,000 | 7,008 |
| Securities issued by states & political subdivisions | $20,624,000 | 1,215 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,518,000 | 2,332 |
| Mortgage-backed securities | $1,289,000 | 5,266 |
| Certificates of participation in pools of residential mortgages | $1,289,000 | 4,821 |
| Issued or guaranteed by U.S. | $1,289,000 | 4,811 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $22,115,000 | 3,790 |
| Total debt securities | $22,115,000 | 4,156 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $24,133,000 | 3,996 |
| U.S. Government securities | $2,618,000 | 6,833 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,618,000 | 6,738 |
| Securities issued by states & political subdivisions | $21,515,000 | 1,161 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,160,000 | 2,299 |
| Mortgage-backed securities | $1,414,000 | 5,299 |
| Certificates of participation in pools of residential mortgages | $1,414,000 | 4,857 |
| Issued or guaranteed by U.S. | $1,414,000 | 4,844 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $24,133,000 | 3,610 |
| Total debt securities | $24,133,000 | 3,959 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $498,000 | 2,146 |
| 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 | $23,546,000 | 4,014 |
| U.S. Government securities | $3,105,000 | 6,711 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,105,000 | 6,622 |
| Securities issued by states & political subdivisions | $20,441,000 | 1,174 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,965,000 | 2,338 |
| Mortgage-backed securities | $1,714,000 | 5,245 |
| Certificates of participation in pools of residential mortgages | $1,714,000 | 4,789 |
| Issued or guaranteed by U.S. | $1,714,000 | 4,775 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $23,546,000 | 3,623 |
| Total debt securities | $23,546,000 | 3,977 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $479,000 | 1,677 |
| 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 | $23,701,000 | 4,015 |
| U.S. Government securities | $3,789,000 | 6,626 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,789,000 | 6,540 |
| Securities issued by states & political subdivisions | $19,912,000 | 1,138 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,777,000 | 2,291 |
| Mortgage-backed securities | $1,970,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $1,932,000 | 4,784 |
| Issued or guaranteed by U.S. | $1,932,000 | 4,769 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $38,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,283 |
| 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) | $23,701,000 | 3,608 |
| Total debt securities | $23,701,000 | 3,984 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $494,000 | 1,389 |
| 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 | $23,778,000 | 4,017 |
| U.S. Government securities | $4,032,000 | 6,684 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,032,000 | 6,585 |
| Securities issued by states & political subdivisions | $19,746,000 | 1,116 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,635,000 | 2,510 |
| Mortgage-backed securities | $2,207,000 | 5,130 |
| Certificates of participation in pools of residential mortgages | $2,101,000 | 4,699 |
| Issued or guaranteed by U.S. | $2,101,000 | 4,685 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $106,000 | 3,527 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 3,180 |
| 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) | $23,778,000 | 3,589 |
| Total debt securities | $23,778,000 | 3,977 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,335 |
| Fair value | $488,000 | 1,436 |
| 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 | $24,769,000 | 3,837 |
| U.S. Government securities | $5,230,000 | 6,319 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,230,000 | 6,228 |
| Securities issued by states & political subdivisions | $19,539,000 | 1,096 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,371,000 | 2,409 |
| Mortgage-backed securities | $2,424,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $2,148,000 | 4,632 |
| Issued or guaranteed by U.S. | $2,148,000 | 4,618 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $276,000 | 3,297 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 2,952 |
| 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) | $24,769,000 | 3,429 |
| Total debt securities | $24,769,000 | 3,809 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $484,000 | 1,433 |
| 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 | $25,090,000 | 3,864 |
| U.S. Government securities | $5,219,000 | 6,380 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,219,000 | 6,291 |
| Securities issued by states & political subdivisions | $19,871,000 | 1,098 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,259,000 | 2,222 |
| Mortgage-backed securities | $2,396,000 | 5,018 |
| Certificates of participation in pools of residential mortgages | $1,736,000 | 4,822 |
| Issued or guaranteed by U.S. | $1,736,000 | 4,802 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $660,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $660,000 | 2,660 |
| 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) | $25,090,000 | 3,453 |
| Total debt securities | $25,090,000 | 3,816 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,369 |
| Fair value | $491,000 | 1,464 |
| 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 | $25,264,000 | 3,856 |
| U.S. Government securities | $5,952,000 | 6,177 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,952,000 | 6,083 |
| Securities issued by states & political subdivisions | $19,312,000 | 1,132 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,198,000 | 2,119 |
| Mortgage-backed securities | $3,092,000 | 4,670 |
| Certificates of participation in pools of residential mortgages | $1,884,000 | 4,676 |
| Issued or guaranteed by U.S. | $1,884,000 | 4,654 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,208,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $1,208,000 | 2,316 |
| 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) | $25,264,000 | 3,444 |
| Total debt securities | $25,264,000 | 3,803 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $502,000 | 1,531 |
| 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 | $24,195,000 | 3,964 |
| U.S. Government securities | $5,526,000 | 6,426 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,526,000 | 6,327 |
| Securities issued by states & political subdivisions | $18,669,000 | 1,161 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,064,000 | 2,049 |
| Mortgage-backed securities | $3,706,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $1,938,000 | 4,385 |
| Issued or guaranteed by U.S. | $1,938,000 | 4,369 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,768,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $1,768,000 | 2,011 |
| 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) | $24,195,000 | 3,522 |
| Total debt securities | $24,195,000 | 3,914 |
| 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 | $24,718,000 | 3,930 |
| U.S. Government securities | $6,089,000 | 6,351 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,089,000 | 6,243 |
| Securities issued by states & political subdivisions | $18,629,000 | 1,126 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,359,000 | 2,013 |
| Mortgage-backed securities | $4,279,000 | 3,900 |
| Certificates of participation in pools of residential mortgages | $2,008,000 | 4,185 |
| Issued or guaranteed by U.S. | $2,008,000 | 4,172 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,271,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $2,271,000 | 1,807 |
| 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) | $24,718,000 | 3,469 |
| Total debt securities | $24,718,000 | 3,878 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $25,782,000 | 3,807 |
| U.S. Government securities | $7,543,000 | 5,966 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,543,000 | 5,845 |
| Securities issued by states & political subdivisions | $18,239,000 | 1,146 |
| 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 | $23,388,000 | 1,930 |
| Mortgage-backed securities | $4,963,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $2,083,000 | 4,120 |
| Issued or guaranteed by U.S. | $2,083,000 | 4,108 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,880,000 | 1,901 |
| CMOs issued by government agencies or sponsored agencies | $2,880,000 | 1,625 |
| 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) | $25,782,000 | 3,355 |
| Total debt securities | $25,782,000 | 3,757 |
| Structured notes | ||
| Amortized cost | $501,000 | 2,250 |
| Fair value | $496,000 | 2,339 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $24,613,000 | 3,932 |
| U.S. Government securities | $7,665,000 | 5,979 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,665,000 | 5,863 |
| Securities issued by states & political subdivisions | $16,948,000 | 1,217 |
| 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 | $22,318,000 | 2,007 |
| Mortgage-backed securities | $5,064,000 | 3,613 |
| Certificates of participation in pools of residential mortgages | $1,593,000 | 4,415 |
| Issued or guaranteed by U.S. | $1,593,000 | 4,398 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,471,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $3,471,000 | 1,508 |
| 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) | $24,613,000 | 3,457 |
| Total debt securities | $24,613,000 | 3,881 |
| Structured notes | ||
| Amortized cost | $502,000 | 2,314 |
| Fair value | $500,000 | 2,329 |
| 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 | $23,760,000 | 4,072 |
| U.S. Government securities | $6,395,000 | 6,410 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,395,000 | 6,277 |
| Securities issued by states & political subdivisions | $17,365,000 | 1,183 |
| 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 | $18,671,000 | 2,304 |
| Mortgage-backed securities | $5,196,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | $1,345,000 | 4,565 |
| Issued or guaranteed by U.S. | $1,345,000 | 4,551 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,851,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $3,851,000 | 1,462 |
| 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) | $23,760,000 | 3,564 |
| Total debt securities | $23,760,000 | 4,020 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $498,000 | 2,460 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $23,183,000 | 4,176 |
| U.S. Government securities | $6,997,000 | 6,268 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,997,000 | 6,144 |
| Securities issued by states & political subdivisions | $16,186,000 | 1,249 |
| 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 | $19,276,000 | 2,249 |
| Mortgage-backed securities | $5,555,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $1,401,000 | 4,538 |
| Issued or guaranteed by U.S. | $1,401,000 | 4,514 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,154,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $4,154,000 | 1,386 |
| 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) | $23,183,000 | 3,636 |
| Total debt securities | $23,183,000 | 4,119 |
| Structured notes | ||
| Amortized cost | $896,000 | 2,333 |
| Fair value | $894,000 | 2,329 |
| 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 | $21,886,000 | 4,316 |
| U.S. Government securities | $7,557,000 | 6,123 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,557,000 | 5,996 |
| Securities issued by states & political subdivisions | $14,329,000 | 1,409 |
| 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 | $19,563,000 | 2,203 |
| Mortgage-backed securities | $5,731,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $1,442,000 | 4,526 |
| Issued or guaranteed by U.S. | $1,442,000 | 4,507 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,289,000 | 1,576 |
| CMOs issued by government agencies or sponsored agencies | $4,289,000 | 1,359 |
| 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) | $21,886,000 | 3,749 |
| Total debt securities | $21,886,000 | 4,252 |
| Structured notes | ||
| Amortized cost | $896,000 | 2,405 |
| Fair value | $883,000 | 2,402 |
| 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 | $22,333,000 | 4,329 |
| U.S. Government securities | $7,897,000 | 6,110 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,897,000 | 5,960 |
| Securities issued by states & political subdivisions | $14,436,000 | 1,392 |
| 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 | $20,025,000 | 2,145 |
| Mortgage-backed securities | $6,070,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $1,576,000 | 4,465 |
| Issued or guaranteed by U.S. | $1,576,000 | 4,449 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,494,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $4,494,000 | 1,334 |
| 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) | $22,333,000 | 3,738 |
| Total debt securities | $22,333,000 | 4,274 |
| Structured notes | ||
| Amortized cost | $895,000 | 2,401 |
| Fair value | $884,000 | 2,399 |
| 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 | $22,186,000 | 4,340 |
| U.S. Government securities | $8,317,000 | 5,983 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,317,000 | 5,828 |
| Securities issued by states & political subdivisions | $13,869,000 | 1,448 |
| 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 | $20,018,000 | 2,118 |
| Mortgage-backed securities | $6,492,000 | 3,336 |
| Certificates of participation in pools of residential mortgages | $1,662,000 | 4,455 |
| Issued or guaranteed by U.S. | $1,662,000 | 4,436 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,830,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $4,830,000 | 1,291 |
| 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) | $22,186,000 | 3,749 |
| Total debt securities | $22,186,000 | 4,275 |
| Structured notes | ||
| Amortized cost | $895,000 | 2,398 |
| Fair value | $884,000 | 2,393 |
| 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 | $23,462,000 | 4,166 |
| U.S. Government securities | $9,593,000 | 5,657 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,593,000 | 5,520 |
| Securities issued by states & political subdivisions | $13,869,000 | 1,441 |
| 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 | $22,011,000 | 1,930 |
| Mortgage-backed securities | $7,268,000 | 3,188 |
| Certificates of participation in pools of residential mortgages | $1,778,000 | 4,425 |
| Issued or guaranteed by U.S. | $1,778,000 | 4,409 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,490,000 | 1,404 |
| CMOs issued by government agencies or sponsored agencies | $5,490,000 | 1,212 |
| 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) | $23,462,000 | 3,605 |
| Total debt securities | $23,462,000 | 4,116 |
| Structured notes | ||
| Amortized cost | $895,000 | 2,356 |
| Fair value | $886,000 | 2,355 |
| 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 | $26,630,000 | 3,881 |
| U.S. Government securities | $11,698,000 | 5,211 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,698,000 | 5,060 |
| Securities issued by states & political subdivisions | $14,932,000 | 1,332 |
| 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 | $24,117,000 | 1,773 |
| Mortgage-backed securities | $9,064,000 | 2,938 |
| Certificates of participation in pools of residential mortgages | $1,919,000 | 4,414 |
| Issued or guaranteed by U.S. | $1,919,000 | 4,396 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $7,145,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $7,145,000 | 1,088 |
| 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) | $26,630,000 | 3,364 |
| Total debt securities | $26,630,000 | 3,817 |
| Structured notes | ||
| Amortized cost | $894,000 | 2,350 |
| Fair value | $892,000 | 2,349 |
| 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 | $26,482,000 | 3,949 |
| U.S. Government securities | $12,414,000 | 5,122 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,414,000 | 4,980 |
| Securities issued by states & political subdivisions | $14,068,000 | 1,393 |
| 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 | $23,823,000 | 1,814 |
| Mortgage-backed securities | $9,881,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | $2,012,000 | 4,438 |
| Issued or guaranteed by U.S. | $2,012,000 | 4,424 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,869,000 | 1,235 |
| CMOs issued by government agencies or sponsored agencies | $7,869,000 | 1,071 |
| 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) | $26,482,000 | 3,420 |
| Total debt securities | $26,482,000 | 3,890 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $490,000 | 2,639 |
| 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 | $33,030,000 | 3,375 |
| U.S. Government securities | $8,201,000 | 6,119 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,201,000 | 5,977 |
| Securities issued by states & political subdivisions | $14,041,000 | 1,411 |
| Other domestic debt securities | $10,788,000 | 769 |
| Privately issued residential mortgage-backed securities | $10,788,000 | 352 |
| 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 | $30,782,000 | 1,438 |
| Mortgage-backed securities | $12,939,000 | 2,549 |
| Certificates of participation in pools of residential mortgages | $2,151,000 | 4,396 |
| Issued or guaranteed by U.S. | $2,151,000 | 4,381 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $10,788,000 | 1,053 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $10,788,000 | 324 |
| 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) | $33,030,000 | 2,913 |
| Total debt securities | $33,030,000 | 3,318 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $495,000 | 2,590 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $30,319,000 | 3,593 |
| U.S. Government securities | $16,151,000 | 4,401 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $16,151,000 | 4,265 |
| Securities issued by states & political subdivisions | $14,168,000 | 1,398 |
| 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 | $25,620,000 | 1,635 |
| Mortgage-backed securities | $10,751,000 | 2,835 |
| Certificates of participation in pools of residential mortgages | $2,293,000 | 4,357 |
| Issued or guaranteed by U.S. | $2,293,000 | 4,345 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,458,000 | 1,192 |
| CMOs issued by government agencies or sponsored agencies | $8,458,000 | 1,042 |
| 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) | $30,319,000 | 3,107 |
| Total debt securities | $30,321,000 | 3,534 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,169 |
| Fair value | $998,000 | 2,141 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $31,863,000 | 3,505 |
| U.S. Government securities | $16,609,000 | 4,391 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $16,609,000 | 4,241 |
| Securities issued by states & political subdivisions | $15,254,000 | 1,266 |
| 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 | $27,004,000 | 1,562 |
| Mortgage-backed securities | $10,894,000 | 2,840 |
| Certificates of participation in pools of residential mortgages | $2,487,000 | 4,313 |
| Issued or guaranteed by U.S. | $2,487,000 | 4,300 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,407,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $8,407,000 | 1,061 |
| 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) | $31,863,000 | 3,017 |
| Total debt securities | $31,863,000 | 3,437 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,145 |
| Fair value | $990,000 | 2,043 |
| 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 | $33,388,000 | 3,376 |
| U.S. Government securities | $17,598,000 | 4,191 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $17,598,000 | 4,043 |
| Securities issued by states & political subdivisions | $15,790,000 | 1,240 |
| 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 | $29,869,000 | 1,430 |
| Mortgage-backed securities | $9,670,000 | 3,068 |
| Certificates of participation in pools of residential mortgages | $2,899,000 | 4,174 |
| Issued or guaranteed by U.S. | $2,899,000 | 4,163 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,771,000 | 1,398 |
| CMOs issued by government agencies or sponsored agencies | $6,771,000 | 1,239 |
| 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) | $33,388,000 | 2,918 |
| Total debt securities | $33,388,000 | 3,307 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,933 |
| Fair value | $1,004,000 | 1,846 |
| 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 | $31,147,000 | 3,615 |
| U.S. Government securities | $16,768,000 | 4,378 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $16,768,000 | 4,230 |
| Securities issued by states & political subdivisions | $14,379,000 | 1,373 |
| 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 | $23,417,000 | 1,729 |
| Mortgage-backed securities | $9,111,000 | 3,162 |
| Certificates of participation in pools of residential mortgages | $2,156,000 | 4,509 |
| Issued or guaranteed by U.S. | $2,156,000 | 4,488 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,955,000 | 1,351 |
| CMOs issued by government agencies or sponsored agencies | $6,955,000 | 1,262 |
| 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) | $31,147,000 | 3,120 |
| Total debt securities | $31,147,000 | 3,555 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,788 |
| Fair value | $1,004,000 | 1,660 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $23,232,000 | 4,349 |
| U.S. Government securities | $12,809,000 | 4,974 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,809,000 | 4,824 |
| Securities issued by states & political subdivisions | $10,423,000 | 1,884 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,932,000 | 2,234 |
| Mortgage-backed securities | $8,055,000 | 3,337 |
| Certificates of participation in pools of residential mortgages | $2,519,000 | 4,322 |
| Issued or guaranteed by U.S. | $2,519,000 | 4,302 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,536,000 | 1,536 |
| CMOs issued by government agencies or sponsored agencies | $5,536,000 | 1,430 |
| 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) | $23,232,000 | 3,759 |
| Total debt securities | $23,232,000 | 4,263 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $504,000 | 1,819 |
| 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 | $24,422,000 | 4,105 |
| U.S. Government securities | $13,888,000 | 4,716 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $13,888,000 | 4,566 |
| Securities issued by states & political subdivisions | $10,534,000 | 1,831 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,587,000 | 1,955 |
| Mortgage-backed securities | $8,209,000 | 3,357 |
| Certificates of participation in pools of residential mortgages | $2,786,000 | 4,239 |
| Issued or guaranteed by U.S. | $2,786,000 | 4,222 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,423,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $5,423,000 | 1,570 |
| 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) | $24,422,000 | 3,554 |
| Total debt securities | $24,422,000 | 4,021 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $508,000 | 1,616 |
| 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 | $25,820,000 | 3,927 |
| U.S. Government securities | $14,767,000 | 4,566 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $14,767,000 | 4,403 |
| Securities issued by states & political subdivisions | $11,053,000 | 1,662 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,199,000 | 1,843 |
| Mortgage-backed securities | $9,336,000 | 3,167 |
| Certificates of participation in pools of residential mortgages | $4,025,000 | 3,752 |
| Issued or guaranteed by U.S. | $4,025,000 | 3,742 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,311,000 | 1,748 |
| CMOs issued by government agencies or sponsored agencies | $5,311,000 | 1,636 |
| 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) | $25,820,000 | 3,378 |
| Total debt securities | $25,820,000 | 3,844 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $508,000 | 1,367 |
| 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 | $25,477,000 | 3,950 |
| U.S. Government securities | $14,435,000 | 4,577 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $14,435,000 | 4,406 |
| Securities issued by states & political subdivisions | $11,042,000 | 1,628 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,807,000 | 2,198 |
| Mortgage-backed securities | $6,415,000 | 3,746 |
| Certificates of participation in pools of residential mortgages | $2,921,000 | 4,207 |
| Issued or guaranteed by U.S. | $2,921,000 | 4,193 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,494,000 | 2,127 |
| CMOs issued by government agencies or sponsored agencies | $3,494,000 | 2,025 |
| 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) | $25,477,000 | 3,387 |
| Total debt securities | $25,478,000 | 3,869 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $509,000 | 1,209 |
| 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 | $24,573,000 | 3,920 |
| U.S. Government securities | $14,962,000 | 4,385 |
| U.S. Treasury securities | $258,000 | 2,808 |
| U.S. Government agency obligations | $14,704,000 | 4,217 |
| Securities issued by states & political subdivisions | $9,611,000 | 1,774 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,482,000 | 2,056 |
| Mortgage-backed securities | $4,578,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $2,156,000 | 4,375 |
| Issued or guaranteed by U.S. | $2,156,000 | 4,357 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,422,000 | 2,554 |
| CMOs issued by government agencies or sponsored agencies | $2,422,000 | 2,400 |
| 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) | $24,573,000 | 3,311 |
| Total debt securities | $24,573,000 | 3,838 |
| 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 | $19,813,000 | 4,675 |
| U.S. Government securities | $12,810,000 | 5,064 |
| U.S. Treasury securities | $251,000 | 3,794 |
| U.S. Government agency obligations | $12,559,000 | 4,799 |
| Securities issued by states & political subdivisions | $6,706,000 | 2,269 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $297,000 | 5,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,695,000 | 2,395 |
| Mortgage-backed securities | $4,609,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $1,253,000 | 4,539 |
| Issued or guaranteed by U.S. | $1,253,000 | 4,522 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,356,000 | 1,852 |
| CMOs issued by government agencies or sponsored agencies | $3,356,000 | 1,715 |
| 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) | $19,813,000 | 3,822 |
| Total debt securities | $19,516,000 | 4,575 |
| 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 | $19,640,000 | 4,919 |
| U.S. Government securities | $12,622,000 | 5,352 |
| U.S. Treasury securities | $1,249,000 | 3,344 |
| U.S. Government agency obligations | $11,373,000 | 5,178 |
| Securities issued by states & political subdivisions | $6,739,000 | 2,370 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $279,000 | 5,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,339,000 | 2,061 |
| Mortgage-backed securities | $5,022,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $824,000 | 5,260 |
| Issued or guaranteed by U.S. | $824,000 | 5,250 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,198,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $4,198,000 | 1,647 |
| 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) | $19,640,000 | 3,952 |
| Total debt securities | $19,361,000 | 4,839 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,274 |
| Fair value | $100,000 | 1,275 |
| 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 | $16,648,000 | 5,452 |
| U.S. Government securities | $9,084,000 | 6,387 |
| U.S. Treasury securities | $2,642,000 | 3,347 |
| U.S. Government agency obligations | $6,442,000 | 6,541 |
| Securities issued by states & political subdivisions | $7,308,000 | 2,245 |
| 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 | $256,000 | 4,951 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,775,000 | 2,852 |
| Mortgage-backed securities | $3,404,000 | 4,534 |
| Certificates of participation in pools of residential mortgages | $713,000 | 5,636 |
| Issued or guaranteed by U.S. | $713,000 | 5,619 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,691,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $2,691,000 | 2,211 |
| 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) | $7,308,000 | 2,799 |
| Available-for-sale securities (fair market value) | $9,340,000 | 5,951 |
| Total debt securities | $16,392,000 | 5,369 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,544 |
| Fair value | $100,000 | 1,554 |
| 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 | $17,067,000 | 5,517 |
| U.S. Government securities | $10,963,000 | 6,157 |
| U.S. Treasury securities | $3,894,000 | 3,774 |
| U.S. Government agency obligations | $7,069,000 | 6,315 |
| Securities issued by states & political subdivisions | $5,852,000 | 2,428 |
| 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 | $252,000 | 4,979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,663,000 | 2,981 |
| Mortgage-backed securities | $3,073,000 | 4,737 |
| Certificates of participation in pools of residential mortgages | $608,000 | 5,968 |
| Issued or guaranteed by U.S. | $608,000 | 5,949 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,465,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $2,465,000 | 2,352 |
| 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) | $5,852,000 | 3,842 |
| Available-for-sale securities (fair market value) | $11,215,000 | 5,397 |
| Total debt securities | $16,815,000 | 5,438 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,814 |
| Fair value | $100,000 | 2,816 |
| 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 | $15,097,000 | 6,386 |
| U.S. Government securities | $11,347,000 | 6,548 |
| U.S. Treasury securities | $2,358,000 | 5,627 |
| U.S. Government agency obligations | $8,989,000 | 5,851 |
| Securities issued by states & political subdivisions | $3,702,000 | 3,442 |
| 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 | $48,000 | 7,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,260,000 | 2,870 |
| Mortgage-backed securities | $3,490,000 | 4,939 |
| Certificates of participation in pools of residential mortgages | $419,000 | 6,869 |
| Issued or guaranteed by U.S. | $419,000 | 6,849 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,071,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $3,071,000 | 2,423 |
| 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) | $3,702,000 | 5,282 |
| Available-for-sale securities (fair market value) | $11,395,000 | 5,580 |
| Total debt securities | $15,050,000 | 6,281 |
| Structured notes | ||
| Amortized cost | $1,599,000 | 1,284 |
| Fair value | $1,592,000 | 1,273 |
| 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 | $15,362,000 | 6,609 |
| U.S. Government securities | $11,875,000 | 6,629 |
| U.S. Treasury securities | $1,957,000 | 7,279 |
| U.S. Government agency obligations | $9,918,000 | 5,506 |
| Securities issued by states & political subdivisions | $3,439,000 | 3,669 |
| 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 | $48,000 | 7,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,170,000 | 2,506 |
| Mortgage-backed securities | $3,150,000 | 5,422 |
| Certificates of participation in pools of residential mortgages | $643,000 | 6,708 |
| Issued or guaranteed by U.S. | $643,000 | 6,676 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,507,000 | 3,098 |
| CMOs issued by government agencies or sponsored agencies | $2,507,000 | 2,962 |
| 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) | $3,439,000 | 5,769 |
| Available-for-sale securities (fair market value) | $11,923,000 | 5,587 |
| Total debt securities | $15,314,000 | 6,484 |
| Structured notes | ||
| Amortized cost | $1,848,000 | 1,863 |
| Fair value | $1,804,000 | 1,855 |
| 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 | $15,607,000 | 6,950 |
| U.S. Government securities | $13,253,000 | 6,564 |
| U.S. Treasury securities | $2,122,000 | 8,062 |
| U.S. Government agency obligations | $11,131,000 | 4,976 |
| Securities issued by states & political subdivisions | $2,306,000 | 4,835 |
| 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 | $48,000 | 7,015 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,023,000 | 3,507 |
| Mortgage-backed securities | $3,085,000 | 5,802 |
| Certificates of participation in pools of residential mortgages | $717,000 | 6,920 |
| Issued or guaranteed by U.S. | $717,000 | 6,893 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,368,000 | 3,395 |
| CMOs issued by government agencies or sponsored agencies | $2,368,000 | 3,238 |
| 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) | $9,747,000 | 5,754 |
| Available-for-sale securities (fair market value) | $5,860,000 | 6,434 |
| Total debt securities | $15,559,000 | 6,852 |
| 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 | $12,692,000 | 8,108 |
| U.S. Government securities | $10,189,000 | 7,922 |
| U.S. Treasury securities | $1,009,000 | 9,881 |
| U.S. Government agency obligations | $9,180,000 | 5,866 |
| Securities issued by states & political subdivisions | $2,455,000 | 4,797 |
| 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 | $48,000 | 6,809 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,028,000 | 4,084 |
| Mortgage-backed securities | $4,346,000 | 5,630 |
| Certificates of participation in pools of residential mortgages | $843,000 | 7,360 |
| Issued or guaranteed by U.S. | $843,000 | 7,309 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,503,000 | 3,178 |
| CMOs issued by government agencies or sponsored agencies | $3,503,000 | 3,003 |
| 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 | $12,644,000 | 7,980 |
| 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 | $13,102,000 | 7,951 |
| U.S. Government securities | $10,822,000 | 7,701 |
| U.S. Treasury securities | $1,625,000 | 9,299 |
| U.S. Government agency obligations | $9,197,000 | 5,842 |
| Securities issued by states & political subdivisions | $2,232,000 | 4,791 |
| 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 | $48,000 | 6,460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,574,000 | 3,024 |
| Mortgage-backed securities | $4,726,000 | 5,618 |
| Certificates of participation in pools of residential mortgages | $1,487,000 | 6,792 |
| Issued or guaranteed by U.S. | $1,487,000 | 6,727 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,239,000 | 3,325 |
| CMOs issued by government agencies or sponsored agencies | $3,239,000 | 3,026 |
| 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 | $13,054,000 | 7,839 |
| 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 |