Home > The National Bank of Malvern > Securities
The National Bank of Malvern, Securities
| 2023-12-31 | Rank | |
| Total securities | $37,189,000 | 2,955 |
| U.S. Government securities | $32,997,000 | 2,359 |
| U.S. Treasury securities | $1,565,000 | 2,390 |
| U.S. Government agency obligations | $31,432,000 | 2,108 |
| Securities issued by states & political subdivisions | $4,192,000 | 3,012 |
| 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 | $11,823,000 | 2,808 |
| Mortgage-backed securities | $11,272,000 | 2,490 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,122,000 | 2,031 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,150,000 | 1,179 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,100,000 | 1,501 |
| Available-for-sale securities (fair market value) | $36,089,000 | 2,761 |
| Total debt securities | $37,189,000 | 2,935 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $36,554,000 | 2,972 |
| U.S. Government securities | $32,729,000 | 2,359 |
| U.S. Treasury securities | $1,557,000 | 2,456 |
| U.S. Government agency obligations | $31,172,000 | 2,102 |
| Securities issued by states & political subdivisions | $3,825,000 | 3,067 |
| 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 | $11,907,000 | 2,769 |
| Mortgage-backed securities | $11,345,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,174,000 | 2,019 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,171,000 | 1,151 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,103,000 | 1,526 |
| Available-for-sale securities (fair market value) | $35,451,000 | 2,767 |
| Total debt securities | $36,553,000 | 2,954 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $38,270,000 | 2,976 |
| U.S. Government securities | $34,154,000 | 2,362 |
| U.S. Treasury securities | $1,558,000 | 2,477 |
| U.S. Government agency obligations | $32,596,000 | 2,093 |
| Securities issued by states & political subdivisions | $4,116,000 | 3,087 |
| 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 | $12,496,000 | 2,718 |
| Mortgage-backed securities | $12,093,000 | 2,452 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,851,000 | 2,010 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,242,000 | 1,134 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $1,106,000 | 1,537 |
| Available-for-sale securities (fair market value) | $37,164,000 | 2,769 |
| Total debt securities | $38,269,000 | 2,957 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,012 |
| Fair value | $459,000 | 1,052 |
| 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 | $39,604,000 | 3,019 |
| U.S. Government securities | $35,352,000 | 2,388 |
| U.S. Treasury securities | $1,565,000 | 2,555 |
| U.S. Government agency obligations | $33,787,000 | 2,063 |
| Securities issued by states & political subdivisions | $4,252,000 | 3,116 |
| 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 | $12,592,000 | 2,632 |
| Mortgage-backed securities | $12,953,000 | 2,458 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,546,000 | 2,011 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,407,000 | 1,130 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,109,000 | 1,585 |
| Available-for-sale securities (fair market value) | $38,495,000 | 2,808 |
| Total debt securities | $39,603,000 | 2,998 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,040 |
| Fair value | $459,000 | 1,087 |
| 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 | $39,345,000 | 3,064 |
| U.S. Government securities | $35,241,000 | 2,406 |
| U.S. Treasury securities | $2,062,000 | 2,440 |
| U.S. Government agency obligations | $33,179,000 | 2,085 |
| Securities issued by states & political subdivisions | $4,104,000 | 3,165 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,765,000 | 2,653 |
| Mortgage-backed securities | $13,446,000 | 2,454 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,939,000 | 1,993 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,507,000 | 1,105 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,614,000 | 1,532 |
| Available-for-sale securities (fair market value) | $37,731,000 | 2,866 |
| Total debt securities | $39,345,000 | 3,042 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,066 |
| Fair value | $447,000 | 1,123 |
| 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 | $40,882,000 | 3,024 |
| U.S. Government securities | $36,739,000 | 2,396 |
| U.S. Treasury securities | $2,064,000 | 2,474 |
| U.S. Government agency obligations | $34,675,000 | 2,064 |
| Securities issued by states & political subdivisions | $4,143,000 | 3,184 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,877,000 | 2,542 |
| Mortgage-backed securities | $13,935,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,351,000 | 1,978 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,584,000 | 1,107 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $2,391,000 | 1,430 |
| Available-for-sale securities (fair market value) | $38,491,000 | 2,850 |
| Total debt securities | $40,881,000 | 3,004 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,055 |
| Fair value | $442,000 | 1,112 |
| 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 | $40,571,000 | 3,075 |
| U.S. Government securities | $36,161,000 | 2,437 |
| U.S. Treasury securities | $2,586,000 | 2,373 |
| U.S. Government agency obligations | $33,575,000 | 2,125 |
| Securities issued by states & political subdivisions | $4,410,000 | 3,209 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,015,000 | 2,471 |
| Mortgage-backed securities | $14,280,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $12,577,000 | 2,052 |
| Issued or guaranteed by U.S. | $12,577,000 | 2,004 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,703,000 | 1,582 |
| Commercial mortgage pass-through securities | $1,703,000 | 1,087 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $2,901,000 | 1,317 |
| Available-for-sale securities (fair market value) | $37,670,000 | 2,929 |
| Total debt securities | $40,572,000 | 3,060 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,031 |
| Fair value | $468,000 | 1,070 |
| 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 | $36,854,000 | 3,139 |
| U.S. Government securities | $32,217,000 | 2,536 |
| U.S. Treasury securities | $2,603,000 | 2,138 |
| U.S. Government agency obligations | $29,614,000 | 2,272 |
| Securities issued by states & political subdivisions | $4,637,000 | 3,208 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,145,000 | 2,623 |
| Mortgage-backed securities | $11,988,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $11,357,000 | 2,171 |
| Issued or guaranteed by U.S. | $11,357,000 | 2,122 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $631,000 | 1,826 |
| Commercial mortgage pass-through securities | $631,000 | 1,322 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $2,914,000 | 1,211 |
| Available-for-sale securities (fair market value) | $33,940,000 | 3,026 |
| Total debt securities | $36,855,000 | 3,122 |
| 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 | $31,619,000 | 3,253 |
| U.S. Government securities | $26,908,000 | 2,585 |
| U.S. Treasury securities | $2,636,000 | 1,669 |
| U.S. Government agency obligations | $24,272,000 | 2,456 |
| Securities issued by states & political subdivisions | $4,711,000 | 3,241 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,651,000 | 2,597 |
| Mortgage-backed securities | $10,867,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $10,191,000 | 2,266 |
| Issued or guaranteed by U.S. | $10,191,000 | 2,204 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $676,000 | 1,796 |
| Commercial mortgage pass-through securities | $676,000 | 1,303 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $2,926,000 | 1,104 |
| Available-for-sale securities (fair market value) | $28,693,000 | 3,146 |
| Total debt securities | $31,618,000 | 3,230 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $29,319,000 | 3,269 |
| U.S. Government securities | $24,958,000 | 2,611 |
| U.S. Treasury securities | $2,652,000 | 1,444 |
| U.S. Government agency obligations | $22,306,000 | 2,547 |
| Securities issued by states & political subdivisions | $4,361,000 | 3,295 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,665,000 | 2,522 |
| Mortgage-backed securities | $11,726,000 | 2,652 |
| Certificates of participation in pools of residential mortgages | $11,037,000 | 2,203 |
| Issued or guaranteed by U.S. | $11,037,000 | 2,148 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $689,000 | 1,803 |
| Commercial mortgage pass-through securities | $689,000 | 1,311 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $3,339,000 | 1,052 |
| Available-for-sale securities (fair market value) | $25,980,000 | 3,197 |
| Total debt securities | $29,320,000 | 3,250 |
| 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 | $25,532,000 | 3,379 |
| U.S. Government securities | $21,584,000 | 2,722 |
| U.S. Treasury securities | $2,174,000 | 1,403 |
| U.S. Government agency obligations | $19,410,000 | 2,669 |
| Securities issued by states & political subdivisions | $3,948,000 | 3,354 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,665,000 | 2,493 |
| Mortgage-backed securities | $9,061,000 | 2,839 |
| Certificates of participation in pools of residential mortgages | $8,354,000 | 2,418 |
| Issued or guaranteed by U.S. | $8,354,000 | 2,348 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $707,000 | 1,795 |
| Commercial mortgage pass-through securities | $707,000 | 1,315 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $3,473,000 | 1,020 |
| Available-for-sale securities (fair market value) | $22,059,000 | 3,311 |
| Total debt securities | $25,533,000 | 3,355 |
| 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 | $25,390,000 | 3,282 |
| U.S. Government securities | $20,460,000 | 2,646 |
| U.S. Treasury securities | $2,185,000 | 1,099 |
| U.S. Government agency obligations | $18,275,000 | 2,615 |
| Securities issued by states & political subdivisions | $4,930,000 | 3,215 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,980,000 | 2,449 |
| Mortgage-backed securities | $9,581,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $8,862,000 | 2,309 |
| Issued or guaranteed by U.S. | $8,862,000 | 2,240 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $719,000 | 1,778 |
| Commercial mortgage pass-through securities | $719,000 | 1,303 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $5,678,000 | 848 |
| Available-for-sale securities (fair market value) | $19,712,000 | 3,323 |
| Total debt securities | $25,392,000 | 3,262 |
| 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 | $24,215,000 | 3,218 |
| U.S. Government securities | $18,752,000 | 2,592 |
| U.S. Treasury securities | $2,196,000 | 787 |
| U.S. Government agency obligations | $16,556,000 | 2,607 |
| Securities issued by states & political subdivisions | $5,463,000 | 3,123 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,958,000 | 2,443 |
| Mortgage-backed securities | $8,732,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $7,959,000 | 2,305 |
| Issued or guaranteed by U.S. | $7,959,000 | 2,241 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $773,000 | 1,719 |
| Commercial mortgage pass-through securities | $773,000 | 1,244 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $6,171,000 | 816 |
| Available-for-sale securities (fair market value) | $18,044,000 | 3,317 |
| Total debt securities | $24,214,000 | 3,199 |
| 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 | $27,165,000 | 3,025 |
| U.S. Government securities | $21,181,000 | 2,429 |
| U.S. Treasury securities | $2,206,000 | 781 |
| U.S. Government agency obligations | $18,975,000 | 2,434 |
| Securities issued by states & political subdivisions | $5,984,000 | 2,963 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,886,000 | 2,282 |
| Mortgage-backed securities | $9,725,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $8,929,000 | 2,166 |
| Issued or guaranteed by U.S. | $8,929,000 | 2,102 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $796,000 | 1,703 |
| Commercial mortgage pass-through securities | $796,000 | 1,229 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $7,183,000 | 775 |
| Available-for-sale securities (fair market value) | $19,982,000 | 3,148 |
| Total debt securities | $27,165,000 | 3,007 |
| 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 | $27,693,000 | 2,965 |
| U.S. Government securities | $21,979,000 | 2,378 |
| U.S. Treasury securities | $2,217,000 | 801 |
| U.S. Government agency obligations | $19,762,000 | 2,377 |
| Securities issued by states & political subdivisions | $5,714,000 | 2,961 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,759,000 | 2,226 |
| Mortgage-backed securities | $9,818,000 | 2,642 |
| Certificates of participation in pools of residential mortgages | $8,957,000 | 2,140 |
| Issued or guaranteed by U.S. | $8,957,000 | 2,083 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $861,000 | 1,666 |
| Commercial mortgage pass-through securities | $861,000 | 1,204 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $7,452,000 | 767 |
| Available-for-sale securities (fair market value) | $20,241,000 | 3,093 |
| Total debt securities | $27,693,000 | 2,945 |
| 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 | $28,111,000 | 2,916 |
| U.S. Government securities | $22,860,000 | 2,346 |
| U.S. Treasury securities | $2,228,000 | 835 |
| U.S. Government agency obligations | $20,632,000 | 2,339 |
| Securities issued by states & political subdivisions | $5,251,000 | 2,956 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,190,000 | 2,139 |
| Mortgage-backed securities | $9,998,000 | 2,648 |
| Certificates of participation in pools of residential mortgages | $9,090,000 | 2,132 |
| Issued or guaranteed by U.S. | $9,090,000 | 2,069 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $908,000 | 1,638 |
| Commercial mortgage pass-through securities | $908,000 | 1,162 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $7,469,000 | 776 |
| Available-for-sale securities (fair market value) | $20,642,000 | 3,057 |
| Total debt securities | $28,113,000 | 2,896 |
| 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 | $28,393,000 | 2,931 |
| U.S. Government securities | $24,233,000 | 2,327 |
| U.S. Treasury securities | $2,238,000 | 894 |
| U.S. Government agency obligations | $21,995,000 | 2,315 |
| Securities issued by states & political subdivisions | $4,160,000 | 3,146 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,156,000 | 2,481 |
| Mortgage-backed securities | $10,397,000 | 2,575 |
| Certificates of participation in pools of residential mortgages | $9,482,000 | 2,036 |
| Issued or guaranteed by U.S. | $9,482,000 | 1,981 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $915,000 | 1,610 |
| Commercial mortgage pass-through securities | $915,000 | 1,149 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $8,687,000 | 754 |
| Available-for-sale securities (fair market value) | $19,706,000 | 3,141 |
| Total debt securities | $28,393,000 | 2,914 |
| 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 | $25,013,000 | 3,126 |
| U.S. Government securities | $21,962,000 | 2,477 |
| U.S. Treasury securities | $2,249,000 | 906 |
| U.S. Government agency obligations | $19,713,000 | 2,499 |
| Securities issued by states & political subdivisions | $3,051,000 | 3,379 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,195,000 | 2,513 |
| Mortgage-backed securities | $8,540,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $7,454,000 | 2,236 |
| Issued or guaranteed by U.S. | $7,454,000 | 2,171 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,086,000 | 1,507 |
| Commercial mortgage pass-through securities | $1,086,000 | 1,062 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $8,706,000 | 807 |
| Available-for-sale securities (fair market value) | $16,307,000 | 3,395 |
| Total debt securities | $25,012,000 | 3,105 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $23,095,000 | 3,279 |
| U.S. Government securities | $19,051,000 | 2,720 |
| U.S. Treasury securities | $2,259,000 | 919 |
| U.S. Government agency obligations | $16,792,000 | 2,718 |
| Securities issued by states & political subdivisions | $4,044,000 | 3,236 |
| 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 | $11,052,000 | 2,586 |
| Mortgage-backed securities | $7,518,000 | 2,843 |
| Certificates of participation in pools of residential mortgages | $6,402,000 | 2,374 |
| Issued or guaranteed by U.S. | $6,402,000 | 2,321 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,116,000 | 1,499 |
| Commercial mortgage pass-through securities | $1,116,000 | 1,050 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $10,094,000 | 782 |
| Available-for-sale securities (fair market value) | $13,001,000 | 3,683 |
| Total debt securities | $23,096,000 | 3,256 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $20,631,000 | 3,469 |
| U.S. Government securities | $16,518,000 | 2,928 |
| U.S. Treasury securities | $2,269,000 | 949 |
| U.S. Government agency obligations | $14,249,000 | 2,936 |
| Securities issued by states & political subdivisions | $4,113,000 | 3,286 |
| 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 | $10,400,000 | 2,688 |
| Mortgage-backed securities | $5,901,000 | 3,047 |
| Certificates of participation in pools of residential mortgages | $5,214,000 | 2,585 |
| Issued or guaranteed by U.S. | $5,214,000 | 2,521 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $687,000 | 1,578 |
| Commercial mortgage pass-through securities | $687,000 | 1,185 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $10,184,000 | 795 |
| Available-for-sale securities (fair market value) | $10,447,000 | 3,950 |
| Total debt securities | $20,630,000 | 3,449 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $21,646,000 | 3,443 |
| U.S. Government securities | $17,536,000 | 2,854 |
| U.S. Treasury securities | $2,279,000 | 953 |
| U.S. Government agency obligations | $15,257,000 | 2,887 |
| Securities issued by states & political subdivisions | $4,110,000 | 3,341 |
| 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 | $11,316,000 | 2,623 |
| Mortgage-backed securities | $6,235,000 | 3,007 |
| Certificates of participation in pools of residential mortgages | $5,490,000 | 2,544 |
| Issued or guaranteed by U.S. | $5,490,000 | 2,502 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $745,000 | 1,518 |
| Commercial mortgage pass-through securities | $745,000 | 1,154 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $10,204,000 | 833 |
| Available-for-sale securities (fair market value) | $11,442,000 | 3,905 |
| Total debt securities | $21,646,000 | 3,422 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $23,265,000 | 3,379 |
| U.S. Government securities | $18,492,000 | 2,812 |
| U.S. Treasury securities | $2,289,000 | 937 |
| U.S. Government agency obligations | $16,203,000 | 2,840 |
| Securities issued by states & political subdivisions | $4,773,000 | 3,262 |
| 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 | $11,802,000 | 2,565 |
| Mortgage-backed securities | $6,595,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $5,811,000 | 2,534 |
| Issued or guaranteed by U.S. | $5,811,000 | 2,517 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $784,000 | 1,491 |
| Commercial mortgage pass-through securities | $784,000 | 1,122 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $11,289,000 | 821 |
| Available-for-sale securities (fair market value) | $11,976,000 | 3,914 |
| Total debt securities | $23,265,000 | 3,357 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $24,351,000 | 3,351 |
| U.S. Government securities | $19,175,000 | 2,768 |
| U.S. Treasury securities | $2,299,000 | 906 |
| U.S. Government agency obligations | $16,876,000 | 2,797 |
| Securities issued by states & political subdivisions | $5,176,000 | 3,242 |
| 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 | $10,801,000 | 2,705 |
| Mortgage-backed securities | $7,077,000 | 2,968 |
| Certificates of participation in pools of residential mortgages | $6,249,000 | 2,513 |
| Issued or guaranteed by U.S. | $6,249,000 | 2,392 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $828,000 | 1,458 |
| Commercial mortgage pass-through securities | $828,000 | 1,093 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $11,709,000 | 814 |
| Available-for-sale securities (fair market value) | $12,642,000 | 3,911 |
| Total debt securities | $24,350,000 | 3,326 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $25,856,000 | 3,285 |
| U.S. Government securities | $20,678,000 | 2,745 |
| U.S. Treasury securities | $2,309,000 | 870 |
| U.S. Government agency obligations | $18,369,000 | 2,767 |
| Securities issued by states & political subdivisions | $5,178,000 | 3,293 |
| 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 | $11,219,000 | 2,696 |
| Mortgage-backed securities | $6,654,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $6,654,000 | 2,494 |
| Issued or guaranteed by U.S. | $6,654,000 | 2,491 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $12,080,000 | 818 |
| Available-for-sale securities (fair market value) | $13,776,000 | 3,850 |
| Total debt securities | $25,856,000 | 3,263 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $27,092,000 | 3,277 |
| U.S. Government securities | $21,168,000 | 2,714 |
| U.S. Treasury securities | $2,319,000 | 825 |
| U.S. Government agency obligations | $18,849,000 | 2,753 |
| Securities issued by states & political subdivisions | $5,924,000 | 3,241 |
| 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 | $11,777,000 | 2,690 |
| Mortgage-backed securities | $7,110,000 | 2,994 |
| Certificates of participation in pools of residential mortgages | $7,110,000 | 2,468 |
| Issued or guaranteed by U.S. | $7,110,000 | 2,466 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $13,343,000 | 797 |
| Available-for-sale securities (fair market value) | $13,749,000 | 3,911 |
| Total debt securities | $27,091,000 | 3,252 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $28,239,000 | 3,242 |
| U.S. Government securities | $21,994,000 | 2,679 |
| U.S. Treasury securities | $2,328,000 | 793 |
| U.S. Government agency obligations | $19,666,000 | 2,736 |
| Securities issued by states & political subdivisions | $6,245,000 | 3,218 |
| 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 | $12,093,000 | 2,675 |
| Mortgage-backed securities | $7,604,000 | 2,976 |
| Certificates of participation in pools of residential mortgages | $7,604,000 | 2,450 |
| Issued or guaranteed by U.S. | $7,604,000 | 2,449 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $13,686,000 | 821 |
| Available-for-sale securities (fair market value) | $14,553,000 | 3,893 |
| Total debt securities | $28,239,000 | 3,218 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $29,493,000 | 3,236 |
| U.S. Government securities | $22,695,000 | 2,682 |
| U.S. Treasury securities | $2,338,000 | 809 |
| U.S. Government agency obligations | $20,357,000 | 2,723 |
| Securities issued by states & political subdivisions | $6,798,000 | 3,159 |
| 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 | $10,611,000 | 2,837 |
| Mortgage-backed securities | $8,085,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $8,085,000 | 2,422 |
| Issued or guaranteed by U.S. | $8,085,000 | 2,421 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $14,263,000 | 819 |
| Available-for-sale securities (fair market value) | $15,230,000 | 3,871 |
| Total debt securities | $29,493,000 | 3,215 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $32,157,000 | 3,114 |
| U.S. Government securities | $25,361,000 | 2,574 |
| U.S. Treasury securities | $2,348,000 | 842 |
| U.S. Government agency obligations | $23,013,000 | 2,590 |
| Securities issued by states & political subdivisions | $6,796,000 | 3,198 |
| 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 | $10,644,000 | 2,865 |
| Mortgage-backed securities | $8,592,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $8,592,000 | 2,405 |
| Issued or guaranteed by U.S. | $8,592,000 | 2,404 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $14,788,000 | 826 |
| Available-for-sale securities (fair market value) | $17,369,000 | 3,737 |
| Total debt securities | $32,158,000 | 3,095 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $31,809,000 | 3,115 |
| U.S. Government securities | $25,012,000 | 2,566 |
| U.S. Treasury securities | $2,357,000 | 818 |
| U.S. Government agency obligations | $22,655,000 | 2,583 |
| Securities issued by states & political subdivisions | $6,797,000 | 3,229 |
| 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 | $11,167,000 | 2,829 |
| Mortgage-backed securities | $7,803,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $7,803,000 | 2,512 |
| Issued or guaranteed by U.S. | $7,803,000 | 2,509 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $14,816,000 | 821 |
| Available-for-sale securities (fair market value) | $16,993,000 | 3,769 |
| Total debt securities | $31,809,000 | 3,096 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $33,027,000 | 3,053 |
| U.S. Government securities | $25,970,000 | 2,513 |
| U.S. Treasury securities | $2,692,000 | 677 |
| U.S. Government agency obligations | $23,278,000 | 2,553 |
| Securities issued by states & political subdivisions | $7,057,000 | 3,202 |
| 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 | $11,516,000 | 2,810 |
| Mortgage-backed securities | $8,428,000 | 2,959 |
| Certificates of participation in pools of residential mortgages | $8,428,000 | 2,457 |
| Issued or guaranteed by U.S. | $8,428,000 | 2,456 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $15,415,000 | 811 |
| Available-for-sale securities (fair market value) | $17,612,000 | 3,721 |
| Total debt securities | $33,025,000 | 3,035 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $33,943,000 | 3,065 |
| U.S. Government securities | $27,072,000 | 2,517 |
| U.S. Treasury securities | $2,703,000 | 706 |
| U.S. Government agency obligations | $24,369,000 | 2,563 |
| Securities issued by states & political subdivisions | $6,871,000 | 3,234 |
| 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 | $11,541,000 | 2,847 |
| Mortgage-backed securities | $8,509,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | $8,509,000 | 2,498 |
| Issued or guaranteed by U.S. | $8,509,000 | 2,493 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $15,446,000 | 833 |
| Available-for-sale securities (fair market value) | $18,497,000 | 3,719 |
| Total debt securities | $33,944,000 | 3,043 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $34,198,000 | 3,103 |
| U.S. Government securities | $27,324,000 | 2,568 |
| U.S. Treasury securities | $3,090,000 | 656 |
| U.S. Government agency obligations | $24,234,000 | 2,639 |
| Securities issued by states & political subdivisions | $6,874,000 | 3,217 |
| 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 | $10,341,000 | 3,030 |
| Mortgage-backed securities | $9,003,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | $9,003,000 | 2,458 |
| Issued or guaranteed by U.S. | $9,003,000 | 2,456 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $15,852,000 | 856 |
| Available-for-sale securities (fair market value) | $18,346,000 | 3,776 |
| Total debt securities | $34,198,000 | 3,082 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $34,584,000 | 3,119 |
| U.S. Government securities | $27,707,000 | 2,566 |
| U.S. Treasury securities | $3,103,000 | 692 |
| U.S. Government agency obligations | $24,604,000 | 2,646 |
| Securities issued by states & political subdivisions | $6,877,000 | 3,243 |
| 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 | $10,367,000 | 3,056 |
| Mortgage-backed securities | $8,651,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $8,651,000 | 2,492 |
| Issued or guaranteed by U.S. | $8,651,000 | 2,489 |
| 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) | $15,885,000 | 864 |
| Available-for-sale securities (fair market value) | $18,699,000 | 3,784 |
| Total debt securities | $34,583,000 | 3,099 |
| 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 | $34,771,000 | 3,134 |
| U.S. Government securities | $27,891,000 | 2,595 |
| U.S. Treasury securities | $3,116,000 | 658 |
| U.S. Government agency obligations | $24,775,000 | 2,694 |
| Securities issued by states & political subdivisions | $6,880,000 | 3,263 |
| 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 | $10,893,000 | 3,018 |
| Mortgage-backed securities | $7,201,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | $7,201,000 | 2,728 |
| Issued or guaranteed by U.S. | $7,201,000 | 2,725 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $16,319,000 | 857 |
| Available-for-sale securities (fair market value) | $18,452,000 | 3,867 |
| Total debt securities | $34,772,000 | 3,108 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $36,509,000 | 3,100 |
| U.S. Government securities | $29,207,000 | 2,596 |
| U.S. Treasury securities | $3,129,000 | 673 |
| U.S. Government agency obligations | $26,078,000 | 2,695 |
| Securities issued by states & political subdivisions | $7,302,000 | 3,208 |
| 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 | $10,918,000 | 3,038 |
| Mortgage-backed securities | $7,683,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $7,683,000 | 2,741 |
| Issued or guaranteed by U.S. | $7,683,000 | 2,738 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $16,774,000 | 858 |
| Available-for-sale securities (fair market value) | $19,735,000 | 3,843 |
| Total debt securities | $36,508,000 | 3,072 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $35,109,000 | 3,232 |
| U.S. Government securities | $27,805,000 | 2,723 |
| U.S. Treasury securities | $3,142,000 | 661 |
| U.S. Government agency obligations | $24,663,000 | 2,843 |
| Securities issued by states & political subdivisions | $7,304,000 | 3,214 |
| 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 | $10,943,000 | 3,074 |
| Mortgage-backed securities | $7,163,000 | 3,361 |
| Certificates of participation in pools of residential mortgages | $7,163,000 | 2,868 |
| Issued or guaranteed by U.S. | $7,163,000 | 2,867 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $16,807,000 | 843 |
| Available-for-sale securities (fair market value) | $18,302,000 | 4,003 |
| Total debt securities | $35,111,000 | 3,206 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $36,127,000 | 3,205 |
| U.S. Government securities | $28,816,000 | 2,691 |
| U.S. Treasury securities | $3,155,000 | 679 |
| U.S. Government agency obligations | $25,661,000 | 2,791 |
| Securities issued by states & political subdivisions | $7,311,000 | 3,244 |
| 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 | $10,468,000 | 3,145 |
| Mortgage-backed securities | $7,548,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | $7,548,000 | 2,853 |
| Issued or guaranteed by U.S. | $7,548,000 | 2,852 |
| 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) | $16,851,000 | 852 |
| Available-for-sale securities (fair market value) | $19,276,000 | 3,981 |
| Total debt securities | $36,124,000 | 3,180 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $497,000 | 1,813 |
| 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 | $35,140,000 | 3,343 |
| U.S. Government securities | $27,636,000 | 2,840 |
| U.S. Treasury securities | $3,167,000 | 675 |
| U.S. Government agency obligations | $24,469,000 | 2,967 |
| Securities issued by states & political subdivisions | $7,504,000 | 3,245 |
| 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 | $10,482,000 | 3,189 |
| Mortgage-backed securities | $6,876,000 | 3,548 |
| Certificates of participation in pools of residential mortgages | $6,876,000 | 3,038 |
| Issued or guaranteed by U.S. | $6,876,000 | 3,036 |
| 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) | $17,075,000 | 849 |
| Available-for-sale securities (fair market value) | $18,065,000 | 4,155 |
| Total debt securities | $35,141,000 | 3,319 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,862 |
| Fair value | $498,000 | 1,909 |
| 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 | $34,402,000 | 3,419 |
| U.S. Government securities | $26,745,000 | 2,948 |
| U.S. Treasury securities | $3,179,000 | 633 |
| U.S. Government agency obligations | $23,566,000 | 3,089 |
| Securities issued by states & political subdivisions | $7,657,000 | 3,256 |
| 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 | $11,444,000 | 3,067 |
| Mortgage-backed securities | $6,257,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $6,257,000 | 3,195 |
| Issued or guaranteed by U.S. | $6,257,000 | 3,193 |
| 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) | $17,260,000 | 849 |
| Available-for-sale securities (fair market value) | $17,142,000 | 4,282 |
| Total debt securities | $34,401,000 | 3,392 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,912 |
| Fair value | $500,000 | 1,929 |
| 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 | $34,408,000 | 3,431 |
| U.S. Government securities | $26,308,000 | 2,986 |
| U.S. Treasury securities | $3,192,000 | 577 |
| U.S. Government agency obligations | $23,116,000 | 3,148 |
| Securities issued by states & political subdivisions | $8,100,000 | 3,200 |
| 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 | $9,042,000 | 3,427 |
| Mortgage-backed securities | $5,965,000 | 3,762 |
| Certificates of participation in pools of residential mortgages | $5,965,000 | 3,266 |
| Issued or guaranteed by U.S. | $5,965,000 | 3,264 |
| 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) | $17,734,000 | 836 |
| Available-for-sale securities (fair market value) | $16,674,000 | 4,372 |
| Total debt securities | $34,410,000 | 3,405 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $496,000 | 2,009 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $34,652,000 | 3,410 |
| U.S. Government securities | $26,548,000 | 2,948 |
| U.S. Treasury securities | $3,203,000 | 547 |
| U.S. Government agency obligations | $23,345,000 | 3,114 |
| Securities issued by states & political subdivisions | $8,104,000 | 3,198 |
| 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 | $9,066,000 | 3,422 |
| Mortgage-backed securities | $6,356,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $6,356,000 | 3,205 |
| Issued or guaranteed by U.S. | $6,356,000 | 3,202 |
| 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) | $17,769,000 | 825 |
| Available-for-sale securities (fair market value) | $16,883,000 | 4,370 |
| Total debt securities | $34,652,000 | 3,384 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $495,000 | 1,989 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $34,125,000 | 3,445 |
| U.S. Government securities | $25,713,000 | 3,050 |
| U.S. Treasury securities | $3,216,000 | 534 |
| U.S. Government agency obligations | $22,497,000 | 3,216 |
| Securities issued by states & political subdivisions | $8,412,000 | 3,157 |
| 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 | $9,090,000 | 3,426 |
| Mortgage-backed securities | $6,739,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $6,739,000 | 3,144 |
| Issued or guaranteed by U.S. | $6,739,000 | 3,140 |
| 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) | $18,110,000 | 793 |
| Available-for-sale securities (fair market value) | $16,015,000 | 4,502 |
| Total debt securities | $34,123,000 | 3,414 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $496,000 | 1,987 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $34,252,000 | 3,426 |
| U.S. Government securities | $25,475,000 | 3,057 |
| U.S. Treasury securities | $3,228,000 | 545 |
| U.S. Government agency obligations | $22,247,000 | 3,221 |
| Securities issued by states & political subdivisions | $8,777,000 | 3,094 |
| 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 | $9,644,000 | 3,320 |
| Mortgage-backed securities | $7,375,000 | 3,595 |
| Certificates of participation in pools of residential mortgages | $7,375,000 | 3,016 |
| Issued or guaranteed by U.S. | $7,375,000 | 3,014 |
| 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) | $18,513,000 | 739 |
| Available-for-sale securities (fair market value) | $15,739,000 | 4,524 |
| Total debt securities | $34,250,000 | 3,391 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $492,000 | 1,991 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $31,758,000 | 3,618 |
| U.S. Government securities | $23,835,000 | 3,199 |
| U.S. Treasury securities | $3,790,000 | 532 |
| U.S. Government agency obligations | $20,045,000 | 3,446 |
| Securities issued by states & political subdivisions | $7,923,000 | 3,202 |
| 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 | $11,128,000 | 3,144 |
| Mortgage-backed securities | $8,008,000 | 3,559 |
| Certificates of participation in pools of residential mortgages | $8,008,000 | 2,959 |
| Issued or guaranteed by U.S. | $8,008,000 | 2,958 |
| 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) | $18,241,000 | 699 |
| Available-for-sale securities (fair market value) | $13,517,000 | 4,798 |
| Total debt securities | $31,757,000 | 3,576 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $500,000 | 2,030 |
| 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 | $30,759,000 | 3,629 |
| U.S. Government securities | $22,215,000 | 3,290 |
| U.S. Treasury securities | $4,202,000 | 498 |
| U.S. Government agency obligations | $18,013,000 | 3,608 |
| Securities issued by states & political subdivisions | $8,544,000 | 3,068 |
| 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 | $9,610,000 | 3,368 |
| Mortgage-backed securities | $6,914,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | $6,914,000 | 3,132 |
| Issued or guaranteed by U.S. | $6,914,000 | 3,131 |
| 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) | $19,294,000 | 677 |
| Available-for-sale securities (fair market value) | $11,465,000 | 4,990 |
| Total debt securities | $30,760,000 | 3,595 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $500,000 | 2,083 |
| 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 | $28,537,000 | 3,799 |
| U.S. Government securities | $20,242,000 | 3,552 |
| U.S. Treasury securities | $4,414,000 | 436 |
| U.S. Government agency obligations | $15,828,000 | 3,935 |
| Securities issued by states & political subdivisions | $8,295,000 | 3,087 |
| 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 | $8,685,000 | 3,561 |
| Mortgage-backed securities | $5,806,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $5,806,000 | 3,512 |
| Issued or guaranteed by U.S. | $5,806,000 | 3,512 |
| 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) | $19,276,000 | 681 |
| Available-for-sale securities (fair market value) | $9,261,000 | 5,337 |
| Total debt securities | $28,538,000 | 3,772 |
| 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 | $28,924,000 | 3,786 |
| U.S. Government securities | $20,461,000 | 3,593 |
| U.S. Treasury securities | $4,801,000 | 421 |
| U.S. Government agency obligations | $15,660,000 | 4,018 |
| Securities issued by states & political subdivisions | $8,463,000 | 2,985 |
| 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 | $10,185,000 | 3,310 |
| Mortgage-backed securities | $4,480,000 | 4,359 |
| Certificates of participation in pools of residential mortgages | $4,480,000 | 3,816 |
| Issued or guaranteed by U.S. | $4,480,000 | 3,814 |
| 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) | $19,867,000 | 660 |
| Available-for-sale securities (fair market value) | $9,057,000 | 5,423 |
| Total debt securities | $28,925,000 | 3,758 |
| 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 | $29,732,000 | 3,751 |
| U.S. Government securities | $20,867,000 | 3,632 |
| U.S. Treasury securities | $4,813,000 | 450 |
| U.S. Government agency obligations | $16,054,000 | 4,068 |
| Securities issued by states & political subdivisions | $8,865,000 | 2,843 |
| 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 | $9,585,000 | 3,425 |
| Mortgage-backed securities | $3,904,000 | 4,496 |
| Certificates of participation in pools of residential mortgages | $3,904,000 | 3,967 |
| Issued or guaranteed by U.S. | $3,904,000 | 3,963 |
| 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) | $20,650,000 | 657 |
| Available-for-sale securities (fair market value) | $9,082,000 | 5,455 |
| Total debt securities | $29,732,000 | 3,724 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $500,000 | 2,745 |
| 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 | $30,740,000 | 3,624 |
| U.S. Government securities | $21,872,000 | 3,455 |
| U.S. Treasury securities | $5,101,000 | 391 |
| U.S. Government agency obligations | $16,771,000 | 3,910 |
| Securities issued by states & political subdivisions | $8,868,000 | 2,802 |
| 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 | $9,860,000 | 3,250 |
| Mortgage-backed securities | $4,046,000 | 4,411 |
| Certificates of participation in pools of residential mortgages | $4,046,000 | 3,828 |
| Issued or guaranteed by U.S. | $4,046,000 | 3,823 |
| 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) | $21,444,000 | 647 |
| Available-for-sale securities (fair market value) | $9,296,000 | 5,401 |
| Total debt securities | $30,740,000 | 3,598 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $500,000 | 2,666 |
| 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 | $28,769,000 | 3,704 |
| U.S. Government securities | $19,333,000 | 3,652 |
| U.S. Treasury securities | $5,113,000 | 403 |
| U.S. Government agency obligations | $14,220,000 | 4,162 |
| Securities issued by states & political subdivisions | $9,436,000 | 2,667 |
| 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 | $7,135,000 | 3,687 |
| Mortgage-backed securities | $1,902,000 | 4,918 |
| Certificates of participation in pools of residential mortgages | $1,902,000 | 4,448 |
| Issued or guaranteed by U.S. | $1,902,000 | 4,435 |
| 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) | $24,605,000 | 587 |
| Available-for-sale securities (fair market value) | $4,164,000 | 6,111 |
| Total debt securities | $28,768,000 | 3,672 |
| Structured notes | ||
| Amortized cost | $450,000 | 2,822 |
| Fair value | $451,000 | 2,821 |
| 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 | $31,091,000 | 3,562 |
| U.S. Government securities | $21,197,000 | 3,527 |
| U.S. Treasury securities | $5,401,000 | 444 |
| U.S. Government agency obligations | $15,796,000 | 4,062 |
| Securities issued by states & political subdivisions | $9,894,000 | 2,524 |
| 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 | $6,314,000 | 3,913 |
| Mortgage-backed securities | $175,000 | 5,660 |
| Certificates of participation in pools of residential mortgages | $175,000 | 5,356 |
| Issued or guaranteed by U.S. | $175,000 | 5,344 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $30,150,000 | 504 |
| Available-for-sale securities (fair market value) | $941,000 | 6,675 |
| Total debt securities | $31,091,000 | 3,536 |
| Structured notes | ||
| Amortized cost | $450,000 | 2,962 |
| Fair value | $446,000 | 2,961 |
| 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 | $30,684,000 | 3,577 |
| U.S. Government securities | $20,302,000 | 3,624 |
| U.S. Treasury securities | $5,414,000 | 475 |
| U.S. Government agency obligations | $14,888,000 | 4,130 |
| Securities issued by states & political subdivisions | $10,382,000 | 2,430 |
| 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 | $6,314,000 | 3,903 |
| Mortgage-backed securities | $195,000 | 5,640 |
| Certificates of participation in pools of residential mortgages | $195,000 | 5,327 |
| Issued or guaranteed by U.S. | $195,000 | 5,314 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $30,684,000 | 498 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $30,685,000 | 3,546 |
| Structured notes | ||
| Amortized cost | $450,000 | 3,010 |
| Fair value | $438,000 | 3,007 |
| 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 | $32,382,000 | 3,324 |
| U.S. Government securities | $21,993,000 | 3,273 |
| U.S. Treasury securities | $5,726,000 | 467 |
| U.S. Government agency obligations | $16,267,000 | 3,783 |
| Securities issued by states & political subdivisions | $10,389,000 | 2,403 |
| 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 | $6,785,000 | 3,754 |
| Mortgage-backed securities | $192,000 | 5,661 |
| Certificates of participation in pools of residential mortgages | $192,000 | 5,308 |
| Issued or guaranteed by U.S. | $192,000 | 5,294 |
| 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) | $32,382,000 | 467 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $32,382,000 | 3,297 |
| 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 | $30,896,000 | 3,413 |
| U.S. Government securities | $20,505,000 | 3,371 |
| U.S. Treasury securities | $5,742,000 | 419 |
| U.S. Government agency obligations | $14,763,000 | 3,957 |
| Securities issued by states & political subdivisions | $10,391,000 | 2,319 |
| 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 | $5,000,000 | 4,252 |
| Mortgage-backed securities | $199,000 | 5,714 |
| Certificates of participation in pools of residential mortgages | $199,000 | 5,325 |
| Issued or guaranteed by U.S. | $199,000 | 5,312 |
| 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) | $30,896,000 | 500 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $30,898,000 | 3,380 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $29,859,000 | 3,488 |
| U.S. Government securities | $19,096,000 | 3,584 |
| U.S. Treasury securities | $5,859,000 | 393 |
| U.S. Government agency obligations | $13,237,000 | 4,252 |
| Securities issued by states & political subdivisions | $10,763,000 | 2,162 |
| 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 | $5,115,000 | 4,256 |
| Mortgage-backed securities | $220,000 | 5,731 |
| Certificates of participation in pools of residential mortgages | $220,000 | 5,362 |
| Issued or guaranteed by U.S. | $220,000 | 5,350 |
| 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) | $29,859,000 | 523 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $29,860,000 | 3,456 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $28,458,000 | 3,610 |
| U.S. Government securities | $17,872,000 | 3,783 |
| U.S. Treasury securities | $5,876,000 | 394 |
| U.S. Government agency obligations | $11,996,000 | 4,506 |
| Securities issued by states & political subdivisions | $10,586,000 | 2,159 |
| 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 | $3,565,000 | 4,825 |
| Mortgage-backed securities | $225,000 | 5,825 |
| Certificates of participation in pools of residential mortgages | $225,000 | 5,473 |
| Issued or guaranteed by U.S. | $225,000 | 5,461 |
| 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) | $28,458,000 | 559 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $28,459,000 | 3,581 |
| 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 | $28,717,000 | 3,571 |
| U.S. Government securities | $17,875,000 | 3,752 |
| U.S. Treasury securities | $6,382,000 | 325 |
| U.S. Government agency obligations | $11,493,000 | 4,598 |
| Securities issued by states & political subdivisions | $10,842,000 | 2,121 |
| 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 | $3,565,000 | 4,855 |
| Mortgage-backed securities | $248,000 | 5,862 |
| Certificates of participation in pools of residential mortgages | $248,000 | 5,518 |
| Issued or guaranteed by U.S. | $248,000 | 5,504 |
| 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) | $28,717,000 | 566 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $28,715,000 | 3,539 |
| 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 | $27,343,000 | 3,707 |
| U.S. Government securities | $16,200,000 | 3,961 |
| U.S. Treasury securities | $6,401,000 | 309 |
| U.S. Government agency obligations | $9,799,000 | 4,951 |
| Securities issued by states & political subdivisions | $11,143,000 | 2,095 |
| 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 | $3,865,000 | 4,778 |
| Mortgage-backed securities | $272,000 | 5,903 |
| Certificates of participation in pools of residential mortgages | $272,000 | 5,565 |
| Issued or guaranteed by U.S. | $272,000 | 5,549 |
| 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) | $27,343,000 | 600 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $27,343,000 | 3,667 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $29,226,000 | 3,516 |
| U.S. Government securities | $18,082,000 | 3,686 |
| U.S. Treasury securities | $6,612,000 | 288 |
| U.S. Government agency obligations | $11,470,000 | 4,622 |
| Securities issued by states & political subdivisions | $11,144,000 | 2,063 |
| 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 | $3,150,000 | 5,057 |
| Mortgage-backed securities | $286,000 | 5,965 |
| Certificates of participation in pools of residential mortgages | $286,000 | 5,616 |
| Issued or guaranteed by U.S. | $286,000 | 5,598 |
| 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) | $29,226,000 | 577 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $29,227,000 | 3,479 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $27,679,000 | 3,659 |
| U.S. Government securities | $16,914,000 | 3,901 |
| U.S. Treasury securities | $7,433,000 | 245 |
| U.S. Government agency obligations | $9,481,000 | 5,110 |
| Securities issued by states & political subdivisions | $10,765,000 | 2,037 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,915,000 | 5,200 |
| Mortgage-backed securities | $278,000 | 6,010 |
| Certificates of participation in pools of residential mortgages | $278,000 | 5,671 |
| Issued or guaranteed by U.S. | $278,000 | 5,655 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,679,000 | 594 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $27,679,000 | 3,625 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $21,115,000 | 4,320 |
| U.S. Government securities | $15,290,000 | 4,197 |
| U.S. Treasury securities | $4,124,000 | 318 |
| U.S. Government agency obligations | $11,166,000 | 4,827 |
| Securities issued by states & political subdivisions | $5,825,000 | 2,921 |
| 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 | $3,150,000 | 5,157 |
| Mortgage-backed securities | $300,000 | 6,005 |
| Certificates of participation in pools of residential mortgages | $300,000 | 5,656 |
| Issued or guaranteed by U.S. | $300,000 | 5,637 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,115,000 | 723 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $21,115,000 | 4,287 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $20,593,000 | 4,317 |
| U.S. Government securities | $14,367,000 | 4,290 |
| U.S. Treasury securities | $4,131,000 | 325 |
| U.S. Government agency obligations | $10,236,000 | 4,965 |
| Securities issued by states & political subdivisions | $6,226,000 | 2,774 |
| 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 | $3,150,000 | 5,163 |
| Mortgage-backed securities | $312,000 | 5,989 |
| Certificates of participation in pools of residential mortgages | $312,000 | 5,648 |
| Issued or guaranteed by U.S. | $312,000 | 5,631 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,593,000 | 733 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $20,594,000 | 4,283 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $20,370,000 | 4,393 |
| U.S. Government securities | $13,992,000 | 4,385 |
| U.S. Treasury securities | $4,141,000 | 318 |
| U.S. Government agency obligations | $9,851,000 | 5,079 |
| Securities issued by states & political subdivisions | $6,378,000 | 2,753 |
| 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 | $2,750,000 | 5,332 |
| Mortgage-backed securities | $327,000 | 5,989 |
| Certificates of participation in pools of residential mortgages | $327,000 | 5,638 |
| Issued or guaranteed by U.S. | $327,000 | 5,614 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,370,000 | 733 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $20,369,000 | 4,345 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $21,334,000 | 4,261 |
| U.S. Government securities | $14,954,000 | 4,238 |
| U.S. Treasury securities | $4,151,000 | 326 |
| U.S. Government agency obligations | $10,803,000 | 4,879 |
| Securities issued by states & political subdivisions | $6,380,000 | 2,775 |
| 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 | $2,200,000 | 5,503 |
| Mortgage-backed securities | $337,000 | 5,983 |
| Certificates of participation in pools of residential mortgages | $337,000 | 5,616 |
| Issued or guaranteed by U.S. | $337,000 | 5,586 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,334,000 | 686 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $21,334,000 | 4,204 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $20,878,000 | 4,348 |
| U.S. Government securities | $13,692,000 | 4,543 |
| U.S. Treasury securities | $4,161,000 | 360 |
| U.S. Government agency obligations | $9,531,000 | 5,252 |
| Securities issued by states & political subdivisions | $7,186,000 | 2,576 |
| 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 | $2,525,000 | 5,435 |
| Mortgage-backed securities | $342,000 | 5,864 |
| Certificates of participation in pools of residential mortgages | $342,000 | 5,484 |
| Issued or guaranteed by U.S. | $342,000 | 5,463 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,878,000 | 733 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $20,878,000 | 4,292 |
| 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 | $21,667,000 | 4,273 |
| U.S. Government securities | $15,537,000 | 4,279 |
| U.S. Treasury securities | $4,696,000 | 360 |
| U.S. Government agency obligations | $10,841,000 | 5,085 |
| Securities issued by states & political subdivisions | $6,130,000 | 2,787 |
| 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 | $2,525,000 | 5,451 |
| Mortgage-backed securities | $369,000 | 5,784 |
| Certificates of participation in pools of residential mortgages | $369,000 | 5,375 |
| Issued or guaranteed by U.S. | $369,000 | 5,356 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,667,000 | 746 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $21,666,000 | 4,225 |
| 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 | $21,268,000 | 4,316 |
| U.S. Government securities | $15,135,000 | 4,375 |
| U.S. Treasury securities | $4,705,000 | 412 |
| U.S. Government agency obligations | $10,430,000 | 5,186 |
| Securities issued by states & political subdivisions | $6,133,000 | 2,781 |
| 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 | $2,525,000 | 5,494 |
| Mortgage-backed securities | $378,000 | 5,783 |
| Certificates of participation in pools of residential mortgages | $378,000 | 5,381 |
| Issued or guaranteed by U.S. | $378,000 | 5,363 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,268,000 | 754 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $21,268,000 | 4,270 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $20,101,000 | 4,485 |
| U.S. Government securities | $13,616,000 | 4,686 |
| U.S. Treasury securities | $4,442,000 | 449 |
| U.S. Government agency obligations | $9,174,000 | 5,489 |
| Securities issued by states & political subdivisions | $6,485,000 | 2,703 |
| 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 | $2,525,000 | 5,500 |
| Mortgage-backed securities | $396,000 | 5,766 |
| Certificates of participation in pools of residential mortgages | $396,000 | 5,374 |
| Issued or guaranteed by U.S. | $396,000 | 5,352 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,101,000 | 816 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $20,102,000 | 4,443 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $19,772,000 | 4,579 |
| U.S. Government securities | $13,060,000 | 4,842 |
| U.S. Treasury securities | $4,753,000 | 470 |
| U.S. Government agency obligations | $8,307,000 | 5,732 |
| Securities issued by states & political subdivisions | $6,712,000 | 2,656 |
| 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 | $2,525,000 | 5,522 |
| Mortgage-backed securities | $424,000 | 5,757 |
| Certificates of participation in pools of residential mortgages | $424,000 | 5,351 |
| Issued or guaranteed by U.S. | $424,000 | 5,331 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,772,000 | 840 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $19,770,000 | 4,529 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $19,613,000 | 4,625 |
| U.S. Government securities | $12,898,000 | 4,920 |
| U.S. Treasury securities | $4,766,000 | 488 |
| U.S. Government agency obligations | $8,132,000 | 5,852 |
| Securities issued by states & political subdivisions | $6,715,000 | 2,636 |
| 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 | $2,525,000 | 5,563 |
| Mortgage-backed securities | $446,000 | 5,742 |
| Certificates of participation in pools of residential mortgages | $446,000 | 5,337 |
| Issued or guaranteed by U.S. | $446,000 | 5,313 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,613,000 | 886 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $19,613,000 | 4,570 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $19,453,000 | 4,650 |
| U.S. Government securities | $12,735,000 | 4,962 |
| U.S. Treasury securities | $4,779,000 | 536 |
| U.S. Government agency obligations | $7,956,000 | 5,889 |
| Securities issued by states & political subdivisions | $6,718,000 | 2,622 |
| 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 | $2,800,000 | 5,469 |
| Mortgage-backed securities | $466,000 | 5,748 |
| Certificates of participation in pools of residential mortgages | $466,000 | 5,346 |
| Issued or guaranteed by U.S. | $466,000 | 5,323 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,453,000 | 904 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $19,452,000 | 4,596 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $19,125,000 | 4,724 |
| U.S. Government securities | $12,616,000 | 5,020 |
| U.S. Treasury securities | $4,791,000 | 576 |
| U.S. Government agency obligations | $7,825,000 | 5,980 |
| Securities issued by states & political subdivisions | $6,509,000 | 2,658 |
| 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 | $2,525,000 | 5,565 |
| Mortgage-backed securities | $531,000 | 5,716 |
| Certificates of participation in pools of residential mortgages | $531,000 | 5,299 |
| Issued or guaranteed by U.S. | $531,000 | 5,280 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,125,000 | 932 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $19,126,000 | 4,673 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $18,906,000 | 4,784 |
| U.S. Government securities | $12,454,000 | 5,041 |
| U.S. Treasury securities | $4,804,000 | 586 |
| U.S. Government agency obligations | $7,650,000 | 6,023 |
| Securities issued by states & political subdivisions | $6,452,000 | 2,658 |
| 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 | $2,525,000 | 5,574 |
| Mortgage-backed securities | $532,000 | 5,772 |
| Certificates of participation in pools of residential mortgages | $532,000 | 5,330 |
| Issued or guaranteed by U.S. | $532,000 | 5,309 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,906,000 | 974 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $18,896,000 | 4,731 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $18,734,000 | 4,798 |
| U.S. Government securities | $12,301,000 | 5,040 |
| U.S. Treasury securities | $4,567,000 | 580 |
| U.S. Government agency obligations | $7,734,000 | 6,015 |
| Securities issued by states & political subdivisions | $6,433,000 | 2,653 |
| 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 | $2,875,000 | 5,453 |
| Mortgage-backed securities | $582,000 | 5,767 |
| Certificates of participation in pools of residential mortgages | $582,000 | 5,318 |
| Issued or guaranteed by U.S. | $582,000 | 5,299 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,734,000 | 964 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $18,734,000 | 4,743 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $18,371,000 | 4,880 |
| U.S. Government securities | $11,752,000 | 5,197 |
| U.S. Treasury securities | $4,530,000 | 594 |
| U.S. Government agency obligations | $7,222,000 | 6,210 |
| Securities issued by states & political subdivisions | $6,619,000 | 2,575 |
| 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 | $2,450,000 | 5,614 |
| Mortgage-backed securities | $384,000 | 6,051 |
| Certificates of participation in pools of residential mortgages | $384,000 | 5,630 |
| Issued or guaranteed by U.S. | $384,000 | 5,603 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,371,000 | 974 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $18,371,000 | 4,823 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $18,211,000 | 4,962 |
| U.S. Government securities | $11,598,000 | 5,308 |
| U.S. Treasury securities | $4,541,000 | 660 |
| U.S. Government agency obligations | $7,057,000 | 6,298 |
| Securities issued by states & political subdivisions | $6,613,000 | 2,581 |
| 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 | $3,225,000 | 5,300 |
| Mortgage-backed securities | $213,000 | 6,334 |
| Certificates of participation in pools of residential mortgages | $213,000 | 5,948 |
| Issued or guaranteed by U.S. | $213,000 | 5,926 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,211,000 | 1,010 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $18,211,000 | 4,914 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $18,162,000 | 4,998 |
| U.S. Government securities | $11,236,000 | 5,422 |
| U.S. Treasury securities | $4,551,000 | 674 |
| U.S. Government agency obligations | $6,685,000 | 6,409 |
| Securities issued by states & political subdivisions | $6,926,000 | 2,526 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,600,000 | 5,588 |
| Mortgage-backed securities | $279,000 | 6,275 |
| Certificates of participation in pools of residential mortgages | $279,000 | 5,866 |
| Issued or guaranteed by U.S. | $279,000 | 5,852 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,162,000 | 1,003 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $18,162,000 | 4,942 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $18,006,000 | 5,008 |
| U.S. Government securities | $11,077,000 | 5,459 |
| U.S. Treasury securities | $4,562,000 | 651 |
| U.S. Government agency obligations | $6,515,000 | 6,480 |
| Securities issued by states & political subdivisions | $6,929,000 | 2,532 |
| 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 | $2,600,000 | 5,595 |
| Mortgage-backed securities | $307,000 | 6,288 |
| Certificates of participation in pools of residential mortgages | $307,000 | 5,864 |
| Issued or guaranteed by U.S. | $307,000 | 5,851 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,006,000 | 1,013 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $18,006,000 | 4,935 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $18,219,000 | 5,056 |
| U.S. Government securities | $10,557,000 | 5,653 |
| U.S. Treasury securities | $4,572,000 | 699 |
| U.S. Government agency obligations | $5,985,000 | 6,730 |
| Securities issued by states & political subdivisions | $7,662,000 | 2,374 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,410 |
| Mortgage-backed securities | $342,000 | 6,317 |
| Certificates of participation in pools of residential mortgages | $342,000 | 5,886 |
| Issued or guaranteed by U.S. | $342,000 | 5,875 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,219,000 | 1,021 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $18,219,000 | 4,989 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $17,984,000 | 5,055 |
| U.S. Government securities | $10,712,000 | 5,566 |
| U.S. Treasury securities | $5,083,000 | 620 |
| U.S. Government agency obligations | $5,629,000 | 6,812 |
| Securities issued by states & political subdivisions | $7,272,000 | 2,485 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 5,117 |
| Mortgage-backed securities | $393,000 | 6,289 |
| Certificates of participation in pools of residential mortgages | $393,000 | 5,843 |
| Issued or guaranteed by U.S. | $393,000 | 5,828 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,984,000 | 1,001 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $17,984,000 | 4,980 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $18,508,000 | 5,032 |
| U.S. Government securities | $10,753,000 | 5,579 |
| U.S. Treasury securities | $5,095,000 | 657 |
| U.S. Government agency obligations | $5,658,000 | 6,852 |
| Securities issued by states & political subdivisions | $7,755,000 | 2,380 |
| 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 | $4,700,000 | 4,587 |
| Mortgage-backed securities | $396,000 | 6,324 |
| Certificates of participation in pools of residential mortgages | $396,000 | 5,885 |
| Issued or guaranteed by U.S. | $396,000 | 5,866 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,508,000 | 999 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $18,508,000 | 4,953 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $18,902,000 | 4,888 |
| U.S. Government securities | $11,144,000 | 5,344 |
| U.S. Treasury securities | $5,107,000 | 643 |
| U.S. Government agency obligations | $6,037,000 | 6,619 |
| Securities issued by states & political subdivisions | $7,758,000 | 2,371 |
| 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 | $5,760,000 | 4,172 |
| Mortgage-backed securities | $461,000 | 6,304 |
| Certificates of participation in pools of residential mortgages | $461,000 | 5,850 |
| Issued or guaranteed by U.S. | $461,000 | 5,826 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,902,000 | 982 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $18,902,000 | 4,805 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $18,921,000 | 4,841 |
| U.S. Government securities | $10,920,000 | 5,337 |
| U.S. Treasury securities | $4,325,000 | 724 |
| U.S. Government agency obligations | $6,595,000 | 6,358 |
| Securities issued by states & political subdivisions | $8,001,000 | 2,285 |
| 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 | $6,591,000 | 3,857 |
| Mortgage-backed securities | $571,000 | 6,255 |
| Certificates of participation in pools of residential mortgages | $571,000 | 5,762 |
| Issued or guaranteed by U.S. | $571,000 | 5,740 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,921,000 | 937 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $18,921,000 | 4,746 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $21,876,000 | 4,397 |
| U.S. Government securities | $13,446,000 | 4,803 |
| U.S. Treasury securities | $4,337,000 | 752 |
| U.S. Government agency obligations | $9,109,000 | 5,642 |
| Securities issued by states & political subdivisions | $8,430,000 | 2,128 |
| 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 | $4,498,000 | 4,613 |
| Mortgage-backed securities | $680,000 | 6,193 |
| Certificates of participation in pools of residential mortgages | $674,000 | 5,681 |
| Issued or guaranteed by U.S. | $674,000 | 5,664 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,000 | 4,337 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 4,119 |
| 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) | $21,876,000 | 855 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $21,876,000 | 4,308 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $18,743,000 | 4,839 |
| U.S. Government securities | $11,889,000 | 5,136 |
| U.S. Treasury securities | $4,101,000 | 809 |
| U.S. Government agency obligations | $7,788,000 | 6,030 |
| Securities issued by states & political subdivisions | $6,854,000 | 2,423 |
| 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 | $2,040,000 | 5,852 |
| Mortgage-backed securities | $783,000 | 6,095 |
| Certificates of participation in pools of residential mortgages | $733,000 | 5,602 |
| Issued or guaranteed by U.S. | $733,000 | 5,585 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $50,000 | 4,224 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 4,039 |
| 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) | $18,743,000 | 975 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $18,743,000 | 4,750 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $17,894,000 | 4,861 |
| U.S. Government securities | $10,444,000 | 5,406 |
| U.S. Treasury securities | $1,515,000 | 1,635 |
| U.S. Government agency obligations | $8,929,000 | 5,573 |
| Securities issued by states & political subdivisions | $7,450,000 | 2,193 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,957 |
| Mortgage-backed securities | $1,448,000 | 5,605 |
| Certificates of participation in pools of residential mortgages | $1,210,000 | 5,057 |
| Issued or guaranteed by U.S. | $1,210,000 | 5,031 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $238,000 | 4,069 |
| CMOs issued by government agencies or sponsored agencies | $238,000 | 3,889 |
| 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) | $17,894,000 | 1,006 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $17,894,000 | 4,764 |
| 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 | $16,749,000 | 5,218 |
| U.S. Government securities | $8,741,000 | 6,258 |
| U.S. Treasury securities | $2,024,000 | 1,873 |
| U.S. Government agency obligations | $6,717,000 | 6,667 |
| Securities issued by states & political subdivisions | $7,976,000 | 2,002 |
| 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 | $32,000 | 7,565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,627 |
| Mortgage-backed securities | $1,974,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $1,627,000 | 4,246 |
| Issued or guaranteed by U.S. | $1,627,000 | 4,220 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $347,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 3,380 |
| 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) | $16,717,000 | 1,310 |
| Available-for-sale securities (fair market value) | $32,000 | 9,228 |
| Total debt securities | $16,717,000 | 5,101 |
| 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 | $17,452,000 | 5,283 |
| U.S. Government securities | $9,421,000 | 6,295 |
| U.S. Treasury securities | $2,031,000 | 2,621 |
| U.S. Government agency obligations | $7,390,000 | 6,502 |
| Securities issued by states & political subdivisions | $7,999,000 | 2,062 |
| 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 | $32,000 | 7,549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 6,328 |
| Mortgage-backed securities | $2,308,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $1,961,000 | 4,227 |
| Issued or guaranteed by U.S. | $1,961,000 | 4,207 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $347,000 | 3,765 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 3,596 |
| 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) | $17,420,000 | 1,428 |
| Available-for-sale securities (fair market value) | $32,000 | 9,495 |
| Total debt securities | $17,420,000 | 5,187 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $16,725,000 | 5,431 |
| U.S. Government securities | $9,014,000 | 6,410 |
| U.S. Treasury securities | $2,006,000 | 3,995 |
| U.S. Government agency obligations | $7,008,000 | 6,295 |
| Securities issued by states & political subdivisions | $7,679,000 | 2,165 |
| 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 | $32,000 | 7,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,000 | 5,978 |
| Mortgage-backed securities | $3,430,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $2,904,000 | 3,870 |
| Issued or guaranteed by U.S. | $2,904,000 | 3,852 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $526,000 | 3,724 |
| CMOs issued by government agencies or sponsored agencies | $526,000 | 3,568 |
| 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) | $16,693,000 | 1,607 |
| Available-for-sale securities (fair market value) | $32,000 | 9,660 |
| Total debt securities | $16,693,000 | 5,309 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $15,686,000 | 5,831 |
| U.S. Government securities | $8,984,000 | 6,870 |
| U.S. Treasury securities | $1,991,000 | 5,268 |
| U.S. Government agency obligations | $6,993,000 | 6,373 |
| Securities issued by states & political subdivisions | $6,670,000 | 2,176 |
| 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 | $32,000 | 7,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,512 |
| Mortgage-backed securities | $4,264,000 | 4,124 |
| Certificates of participation in pools of residential mortgages | $3,603,000 | 3,432 |
| Issued or guaranteed by U.S. | $3,603,000 | 3,419 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $661,000 | 3,786 |
| CMOs issued by government agencies or sponsored agencies | $661,000 | 3,649 |
| 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) | $15,654,000 | 2,026 |
| Available-for-sale securities (fair market value) | $32,000 | 10,024 |
| Total debt securities | $15,654,000 | 5,710 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $17,223,000 | 5,891 |
| U.S. Government securities | $10,338,000 | 6,887 |
| U.S. Treasury securities | $2,991,000 | 5,126 |
| U.S. Government agency obligations | $7,347,000 | 6,553 |
| Securities issued by states & political subdivisions | $6,853,000 | 2,140 |
| 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 | $32,000 | 7,414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,846 |
| Mortgage-backed securities | $4,835,000 | 4,309 |
| Certificates of participation in pools of residential mortgages | $4,147,000 | 3,524 |
| Issued or guaranteed by U.S. | $4,147,000 | 3,504 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $688,000 | 4,190 |
| CMOs issued by government agencies or sponsored agencies | $688,000 | 4,037 |
| 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) | $17,191,000 | 2,136 |
| Available-for-sale securities (fair market value) | $32,000 | 10,400 |
| Total debt securities | $17,191,000 | 5,774 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $18,884,000 | 5,785 |
| U.S. Government securities | $11,844,000 | 6,635 |
| U.S. Treasury securities | $2,989,000 | 6,125 |
| U.S. Government agency obligations | $8,855,000 | 5,919 |
| Securities issued by states & political subdivisions | $7,008,000 | 2,090 |
| 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 | $32,000 | 7,422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,116 |
| Mortgage-backed securities | $5,700,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $5,000,000 | 3,289 |
| Issued or guaranteed by U.S. | $5,000,000 | 3,263 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $700,000 | 4,615 |
| CMOs issued by government agencies or sponsored agencies | $700,000 | 4,446 |
| 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) | $18,852,000 | 2,104 |
| Available-for-sale securities (fair market value) | $32,000 | 10,875 |
| Total debt securities | $18,852,000 | 5,680 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $17,005,000 | 6,562 |
| U.S. Government securities | $11,075,000 | 7,316 |
| U.S. Treasury securities | $2,488,000 | 7,660 |
| U.S. Government agency obligations | $8,587,000 | 5,928 |
| Securities issued by states & political subdivisions | $5,898,000 | 2,551 |
| 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 | $32,000 | 7,405 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,388 |
| Mortgage-backed securities | $4,450,000 | 4,970 |
| Certificates of participation in pools of residential mortgages | $3,700,000 | 3,945 |
| Issued or guaranteed by U.S. | $3,700,000 | 3,920 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $750,000 | 4,886 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 4,687 |
| 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) | $16,973,000 | 3,913 |
| Available-for-sale securities (fair market value) | $32,000 | 11,006 |
| Total debt securities | $16,973,000 | 6,466 |
| 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 | $14,040,000 | 7,703 |
| U.S. Government securities | $7,886,000 | 8,960 |
| U.S. Treasury securities | $2,521,000 | 7,849 |
| U.S. Government agency obligations | $5,365,000 | 7,655 |
| Securities issued by states & political subdivisions | $6,122,000 | 2,524 |
| 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 | $32,000 | 7,262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,553 |
| Mortgage-backed securities | $2,451,000 | 6,848 |
| Certificates of participation in pools of residential mortgages | $2,451,000 | 5,320 |
| Issued or guaranteed by U.S. | $2,451,000 | 5,281 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,008,000 | 7,556 |
| 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 | $12,821,000 | 8,077 |
| U.S. Government securities | $10,177,000 | 7,975 |
| U.S. Treasury securities | $6,034,000 | 5,143 |
| U.S. Government agency obligations | $4,143,000 | 8,597 |
| Securities issued by states & political subdivisions | $2,612,000 | 4,398 |
| 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 | $32,000 | 7,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,685 |
| Mortgage-backed securities | $2,475,000 | 7,193 |
| Certificates of participation in pools of residential mortgages | $2,475,000 | 5,626 |
| Issued or guaranteed by U.S. | $2,475,000 | 5,563 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,789,000 | 7,952 |
| 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 |