Home > CapTex Bank > Securities
CapTex Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $5,865,000 | 4,193 |
| U.S. Government securities | $4,164,000 | 4,032 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $4,164,000 | 3,744 |
| Securities issued by states & political subdivisions | $735,000 | 3,590 |
| Other domestic debt securities | $966,000 | 1,996 |
| 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 | $966,000 | 1,576 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $4,164,000 | 3,098 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,164,000 | 2,659 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $5,865,000 | 3,928 |
| Total debt securities | $5,865,000 | 4,168 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $966,000 | 785 |
| 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 | $5,682,000 | 4,222 |
| U.S. Government securities | $4,063,000 | 4,061 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $4,063,000 | 3,762 |
| Securities issued by states & political subdivisions | $654,000 | 3,643 |
| Other domestic debt securities | $965,000 | 1,991 |
| 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 | $965,000 | 1,575 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $4,063,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,063,000 | 2,670 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $5,682,000 | 3,939 |
| Total debt securities | $5,682,000 | 4,195 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $965,000 | 787 |
| 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 | $6,050,000 | 4,237 |
| U.S. Government securities | $4,369,000 | 4,086 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $4,369,000 | 3,780 |
| Securities issued by states & political subdivisions | $716,000 | 3,672 |
| Other domestic debt securities | $965,000 | 2,005 |
| 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 | $965,000 | 1,582 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $4,369,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,369,000 | 2,661 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $6,050,000 | 3,955 |
| Total debt securities | $6,050,000 | 4,212 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $965,000 | 836 |
| 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 | $6,316,000 | 4,293 |
| U.S. Government securities | $4,591,000 | 4,140 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $4,591,000 | 3,772 |
| Securities issued by states & political subdivisions | $725,000 | 3,726 |
| Other domestic debt securities | $1,000,000 | 2,027 |
| 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 | $1,000,000 | 1,591 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $4,591,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,591,000 | 2,678 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $6,316,000 | 4,008 |
| Total debt securities | $6,316,000 | 4,266 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $1,000,000 | 837 |
| 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 | $6,345,000 | 4,342 |
| U.S. Government securities | $4,639,000 | 4,157 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $4,639,000 | 3,771 |
| Securities issued by states & political subdivisions | $706,000 | 3,766 |
| Other domestic debt securities | $1,000,000 | 2,051 |
| 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 | $1,000,000 | 1,606 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $4,639,000 | 3,153 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,639,000 | 2,691 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $6,345,000 | 4,045 |
| Total debt securities | $6,345,000 | 4,316 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $1,000,000 | 859 |
| 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 | $6,490,000 | 4,364 |
| U.S. Government securities | $4,718,000 | 4,183 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $4,718,000 | 3,795 |
| Securities issued by states & political subdivisions | $772,000 | 3,782 |
| Other domestic debt securities | $1,000,000 | 2,014 |
| 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 | $1,000,000 | 1,606 |
| 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 | $189,000 | 3,932 |
| Mortgage-backed securities | $4,718,000 | 3,165 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,718,000 | 2,702 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $6,490,000 | 4,077 |
| Total debt securities | $6,490,000 | 4,339 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $1,000,000 | 853 |
| 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 | $7,025,000 | 4,361 |
| U.S. Government securities | $5,192,000 | 4,155 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $5,192,000 | 3,764 |
| Securities issued by states & political subdivisions | $833,000 | 3,808 |
| Other domestic debt securities | $1,000,000 | 1,903 |
| 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 | $1,000,000 | 1,611 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $5,192,000 | 3,165 |
| Certificates of participation in pools of residential mortgages | $5,192,000 | 2,768 |
| Issued or guaranteed by U.S. | $5,192,000 | 2,687 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $7,025,000 | 4,086 |
| Total debt securities | $7,025,000 | 4,342 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $1,000,000 | 837 |
| 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 | $6,839,000 | 4,315 |
| U.S. Government securities | $4,871,000 | 4,105 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $4,871,000 | 3,783 |
| Securities issued by states & political subdivisions | $968,000 | 3,795 |
| Other domestic debt securities | $1,000,000 | 1,888 |
| 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 | $1,000,000 | 1,588 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $4,871,000 | 3,198 |
| Certificates of participation in pools of residential mortgages | $4,871,000 | 2,822 |
| Issued or guaranteed by U.S. | $4,871,000 | 2,744 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $6,839,000 | 4,065 |
| Total debt securities | $6,839,000 | 4,294 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $1,000,000 | 738 |
| 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 | $1,983,000 | 4,555 |
| U.S. Government securities | $419,000 | 4,476 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $419,000 | 4,326 |
| Securities issued by states & political subdivisions | $1,064,000 | 3,802 |
| Other domestic debt securities | $500,000 | 2,018 |
| 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 | $500,000 | 1,706 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $419,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $419,000 | 3,668 |
| Issued or guaranteed by U.S. | $419,000 | 3,584 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $1,983,000 | 4,326 |
| Total debt securities | $1,983,000 | 4,534 |
| 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 | $2,321,000 | 4,587 |
| U.S. Government securities | $762,000 | 4,464 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $762,000 | 4,320 |
| Securities issued by states & political subdivisions | $1,059,000 | 3,836 |
| Other domestic debt securities | $500,000 | 1,975 |
| 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 | $500,000 | 1,648 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $762,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $762,000 | 3,605 |
| Issued or guaranteed by U.S. | $762,000 | 3,515 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $2,321,000 | 4,352 |
| Total debt securities | $2,321,000 | 4,564 |
| 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 | $5,663,000 | 4,383 |
| U.S. Government securities | $1,274,000 | 4,416 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,274,000 | 4,271 |
| Securities issued by states & political subdivisions | $3,857,000 | 3,364 |
| Other domestic debt securities | $532,000 | 1,928 |
| 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 | $532,000 | 1,560 |
| 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 | $465,000 | 3,997 |
| Mortgage-backed securities | $1,274,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $1,274,000 | 3,470 |
| Issued or guaranteed by U.S. | $1,274,000 | 3,369 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $5,663,000 | 4,155 |
| Total debt securities | $5,663,000 | 4,361 |
| Structured notes | ||
| Amortized cost | $1,766,000 | 444 |
| Fair value | $1,732,000 | 446 |
| 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 | $5,683,000 | 4,346 |
| U.S. Government securities | $1,388,000 | 4,367 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,388,000 | 4,232 |
| Securities issued by states & political subdivisions | $3,751,000 | 3,370 |
| Other domestic debt securities | $544,000 | 1,902 |
| 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 | $544,000 | 1,508 |
| 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 | $2,070,000 | 3,608 |
| Mortgage-backed securities | $1,388,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | $1,388,000 | 3,419 |
| Issued or guaranteed by U.S. | $1,388,000 | 3,324 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $5,683,000 | 4,112 |
| Total debt securities | $5,683,000 | 4,321 |
| Structured notes | ||
| Amortized cost | $1,754,000 | 302 |
| Fair value | $1,681,000 | 305 |
| 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 | $5,786,000 | 4,331 |
| U.S. Government securities | $1,463,000 | 4,307 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,463,000 | 4,178 |
| Securities issued by states & political subdivisions | $3,825,000 | 3,364 |
| Other domestic debt securities | $498,000 | 1,912 |
| 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 | $498,000 | 1,526 |
| 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 | $2,576,000 | 3,523 |
| Mortgage-backed securities | $1,463,000 | 3,679 |
| Certificates of participation in pools of residential mortgages | $1,463,000 | 3,379 |
| Issued or guaranteed by U.S. | $1,463,000 | 3,291 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $5,786,000 | 4,096 |
| Total debt securities | $5,786,000 | 4,307 |
| Structured notes | ||
| Amortized cost | $1,742,000 | 163 |
| Fair value | $1,704,000 | 163 |
| 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 | $5,775,000 | 4,308 |
| U.S. Government securities | $1,527,000 | 4,324 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,527,000 | 4,190 |
| Securities issued by states & political subdivisions | $3,749,000 | 3,298 |
| Other domestic debt securities | $499,000 | 1,886 |
| 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 | $499,000 | 1,501 |
| 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 | $2,526,000 | 3,563 |
| Mortgage-backed securities | $1,527,000 | 3,684 |
| Certificates of participation in pools of residential mortgages | $1,527,000 | 3,352 |
| Issued or guaranteed by U.S. | $1,527,000 | 3,262 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $5,775,000 | 4,075 |
| Total debt securities | $5,775,000 | 4,286 |
| Structured notes | ||
| Amortized cost | $1,731,000 | 156 |
| Fair value | $1,667,000 | 157 |
| 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 | $13,390,000 | 3,762 |
| U.S. Government securities | $9,656,000 | 3,292 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $9,656,000 | 3,143 |
| Securities issued by states & political subdivisions | $3,734,000 | 3,260 |
| 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 | $13,390,000 | 2,329 |
| Mortgage-backed securities | $9,656,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | $9,656,000 | 2,076 |
| Issued or guaranteed by U.S. | $9,656,000 | 2,021 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $13,390,000 | 3,522 |
| Total debt securities | $13,390,000 | 3,741 |
| Structured notes | ||
| Amortized cost | $1,719,000 | 175 |
| Fair value | $1,665,000 | 175 |
| 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 | $25,055,000 | 3,056 |
| U.S. Government securities | $22,189,000 | 2,381 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $22,189,000 | 2,260 |
| Securities issued by states & political subdivisions | $2,866,000 | 3,379 |
| 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 | $18,981,000 | 1,894 |
| Mortgage-backed securities | $22,189,000 | 1,904 |
| Certificates of participation in pools of residential mortgages | $22,189,000 | 1,281 |
| Issued or guaranteed by U.S. | $22,189,000 | 1,243 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $25,055,000 | 2,860 |
| Total debt securities | $25,055,000 | 3,034 |
| Structured notes | ||
| Amortized cost | $1,708,000 | 234 |
| Fair value | $1,163,000 | 274 |
| 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 | $29,605,000 | 2,872 |
| U.S. Government securities | $29,605,000 | 2,065 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $29,605,000 | 1,953 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| 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 | $21,394,000 | 1,766 |
| Mortgage-backed securities | $29,605,000 | 1,559 |
| Certificates of participation in pools of residential mortgages | $23,843,000 | 1,189 |
| Issued or guaranteed by U.S. | $23,843,000 | 1,159 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $5,762,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $5,762,000 | 1,489 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $29,605,000 | 2,687 |
| Total debt securities | $29,605,000 | 2,851 |
| 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 | $30,493,000 | 2,853 |
| U.S. Government securities | $30,493,000 | 2,061 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $30,493,000 | 1,957 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| 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 | $25,842,000 | 1,579 |
| Mortgage-backed securities | $30,493,000 | 1,511 |
| Certificates of participation in pools of residential mortgages | $17,390,000 | 1,423 |
| Issued or guaranteed by U.S. | $17,390,000 | 1,383 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $13,103,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $13,103,000 | 993 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $30,493,000 | 2,654 |
| Total debt securities | $30,493,000 | 2,836 |
| 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 | $27,741,000 | 3,023 |
| U.S. Government securities | $27,741,000 | 2,208 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $27,741,000 | 2,099 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| 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 | $25,587,000 | 1,630 |
| Mortgage-backed securities | $27,741,000 | 1,578 |
| Certificates of participation in pools of residential mortgages | $13,929,000 | 1,653 |
| Issued or guaranteed by U.S. | $13,929,000 | 1,624 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $13,812,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $13,812,000 | 935 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $27,741,000 | 2,802 |
| Total debt securities | $27,741,000 | 3,004 |
| 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 | $51,249,000 | 2,118 |
| U.S. Government securities | $49,162,000 | 1,488 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $49,162,000 | 1,401 |
| Securities issued by states & political subdivisions | $2,087,000 | 3,689 |
| 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 | $21,973,000 | 1,809 |
| Mortgage-backed securities | $45,315,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $30,891,000 | 958 |
| Issued or guaranteed by U.S. | $30,891,000 | 948 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $14,424,000 | 943 |
| CMOs issued by government agencies or sponsored agencies | $14,424,000 | 900 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $51,249,000 | 1,955 |
| Total debt securities | $51,249,000 | 2,101 |
| 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 | $60,196,000 | 1,893 |
| U.S. Government securities | $50,750,000 | 1,461 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $50,750,000 | 1,391 |
| Securities issued by states & political subdivisions | $9,446,000 | 2,565 |
| 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 | $18,584,000 | 2,025 |
| Mortgage-backed securities | $46,986,000 | 1,108 |
| Certificates of participation in pools of residential mortgages | $32,106,000 | 940 |
| Issued or guaranteed by U.S. | $32,106,000 | 933 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $14,880,000 | 909 |
| CMOs issued by government agencies or sponsored agencies | $14,880,000 | 871 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $60,196,000 | 1,755 |
| Total debt securities | $60,196,000 | 1,879 |
| 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 | $57,392,000 | 1,981 |
| U.S. Government securities | $52,787,000 | 1,423 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $52,787,000 | 1,351 |
| Securities issued by states & political subdivisions | $4,605,000 | 3,298 |
| 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 | $19,314,000 | 1,961 |
| Mortgage-backed securities | $49,125,000 | 1,065 |
| Certificates of participation in pools of residential mortgages | $33,650,000 | 907 |
| Issued or guaranteed by U.S. | $33,650,000 | 903 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $15,475,000 | 872 |
| CMOs issued by government agencies or sponsored agencies | $15,475,000 | 836 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $57,392,000 | 1,825 |
| Total debt securities | $57,392,000 | 1,964 |
| 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 | $56,442,000 | 2,044 |
| U.S. Government securities | $56,142,000 | 1,351 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $56,142,000 | 1,280 |
| Securities issued by states & political subdivisions | $300,000 | 4,451 |
| 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 | $24,510,000 | 1,721 |
| Mortgage-backed securities | $52,414,000 | 1,030 |
| Certificates of participation in pools of residential mortgages | $35,910,000 | 888 |
| Issued or guaranteed by U.S. | $35,910,000 | 871 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $16,504,000 | 836 |
| CMOs issued by government agencies or sponsored agencies | $16,504,000 | 795 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $56,442,000 | 1,875 |
| Total debt securities | $56,442,000 | 2,026 |
| 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 | $79,923,000 | 1,578 |
| U.S. Government securities | $79,623,000 | 1,070 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $79,623,000 | 1,024 |
| Securities issued by states & political subdivisions | $300,000 | 4,494 |
| 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 | $35,915,000 | 1,352 |
| Mortgage-backed securities | $55,899,000 | 986 |
| Certificates of participation in pools of residential mortgages | $38,378,000 | 865 |
| Issued or guaranteed by U.S. | $38,378,000 | 864 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,521,000 | 813 |
| CMOs issued by government agencies or sponsored agencies | $17,521,000 | 771 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $79,923,000 | 1,435 |
| Total debt securities | $79,923,000 | 1,559 |
| 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 | $71,270,000 | 1,757 |
| U.S. Government securities | $70,970,000 | 1,160 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $70,970,000 | 1,105 |
| Securities issued by states & political subdivisions | $300,000 | 4,562 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,485,000 | 1,143 |
| Mortgage-backed securities | $40,997,000 | 1,237 |
| Certificates of participation in pools of residential mortgages | $36,349,000 | 929 |
| Issued or guaranteed by U.S. | $36,349,000 | 929 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,648,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $4,648,000 | 1,550 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $71,270,000 | 1,626 |
| Total debt securities | $71,270,000 | 1,741 |
| 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 | $69,864,000 | 1,805 |
| U.S. Government securities | $69,564,000 | 1,207 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $69,564,000 | 1,155 |
| Securities issued by states & political subdivisions | $300,000 | 4,611 |
| 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 | $46,487,000 | 1,134 |
| Mortgage-backed securities | $39,598,000 | 1,275 |
| Certificates of participation in pools of residential mortgages | $38,750,000 | 907 |
| Issued or guaranteed by U.S. | $38,750,000 | 907 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $848,000 | 2,489 |
| CMOs issued by government agencies or sponsored agencies | $848,000 | 2,429 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $69,864,000 | 1,664 |
| Total debt securities | $69,864,000 | 1,792 |
| 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 | $72,330,000 | 1,796 |
| U.S. Government securities | $72,030,000 | 1,196 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $72,030,000 | 1,143 |
| Securities issued by states & political subdivisions | $300,000 | 4,652 |
| 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 | $47,520,000 | 1,132 |
| Mortgage-backed securities | $42,083,000 | 1,239 |
| Certificates of participation in pools of residential mortgages | $41,165,000 | 888 |
| Issued or guaranteed by U.S. | $41,165,000 | 888 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $918,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $918,000 | 2,419 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $72,330,000 | 1,651 |
| Total debt securities | $72,330,000 | 1,780 |
| 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 | $74,917,000 | 1,755 |
| U.S. Government securities | $74,361,000 | 1,179 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $74,361,000 | 1,129 |
| Securities issued by states & political subdivisions | $556,000 | 4,594 |
| 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 | $48,801,000 | 1,119 |
| Mortgage-backed securities | $44,388,000 | 1,216 |
| Certificates of participation in pools of residential mortgages | $43,421,000 | 878 |
| Issued or guaranteed by U.S. | $43,421,000 | 878 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $967,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $967,000 | 2,431 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $74,917,000 | 1,609 |
| Total debt securities | $74,917,000 | 1,737 |
| 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 | $77,234,000 | 1,715 |
| U.S. Government securities | $76,677,000 | 1,123 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $76,677,000 | 1,078 |
| Securities issued by states & political subdivisions | $557,000 | 4,632 |
| 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 | $49,093,000 | 1,104 |
| Mortgage-backed securities | $46,715,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $45,689,000 | 833 |
| Issued or guaranteed by U.S. | $45,689,000 | 833 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,026,000 | 2,481 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,406 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $77,234,000 | 1,565 |
| Total debt securities | $77,234,000 | 1,690 |
| Structured notes | ||
| Amortized cost | $1,045,000 | 626 |
| Fair value | $1,026,000 | 626 |
| 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 | $81,386,000 | 1,631 |
| U.S. Government securities | $80,824,000 | 1,074 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $80,824,000 | 1,027 |
| Securities issued by states & political subdivisions | $562,000 | 4,661 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,478,000 | 1,143 |
| Mortgage-backed securities | $50,742,000 | 1,113 |
| Certificates of participation in pools of residential mortgages | $49,606,000 | 784 |
| Issued or guaranteed by U.S. | $49,606,000 | 784 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,136,000 | 2,457 |
| CMOs issued by government agencies or sponsored agencies | $1,136,000 | 2,386 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $81,386,000 | 1,476 |
| Total debt securities | $81,387,000 | 1,603 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $54,010,000 | 2,264 |
| U.S. Government securities | $49,424,000 | 1,640 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $49,424,000 | 1,560 |
| Securities issued by states & political subdivisions | $4,586,000 | 3,636 |
| 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 | $17,942,000 | 2,287 |
| Mortgage-backed securities | $49,424,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $48,179,000 | 812 |
| Issued or guaranteed by U.S. | $48,179,000 | 809 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,245,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $1,245,000 | 2,371 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $54,010,000 | 2,066 |
| Total debt securities | $54,010,000 | 2,239 |
| 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 | $53,911,000 | 2,303 |
| U.S. Government securities | $49,363,000 | 1,685 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $49,363,000 | 1,606 |
| Securities issued by states & political subdivisions | $4,548,000 | 3,643 |
| 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 | $16,768,000 | 2,384 |
| Mortgage-backed securities | $49,363,000 | 1,150 |
| Certificates of participation in pools of residential mortgages | $46,511,000 | 845 |
| Issued or guaranteed by U.S. | $46,511,000 | 845 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,852,000 | 1,995 |
| CMOs issued by government agencies or sponsored agencies | $2,852,000 | 1,925 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $53,911,000 | 2,091 |
| Total debt securities | $53,911,000 | 2,276 |
| 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 | $56,260,000 | 2,257 |
| U.S. Government securities | $51,750,000 | 1,647 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $51,750,000 | 1,565 |
| Securities issued by states & political subdivisions | $4,510,000 | 3,675 |
| 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 | $15,474,000 | 2,512 |
| Mortgage-backed securities | $51,750,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $48,759,000 | 816 |
| Issued or guaranteed by U.S. | $48,759,000 | 815 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,991,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $2,991,000 | 1,914 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $56,260,000 | 2,045 |
| Total debt securities | $56,260,000 | 2,235 |
| 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 | $64,406,000 | 2,065 |
| U.S. Government securities | $56,264,000 | 1,551 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $56,264,000 | 1,485 |
| Securities issued by states & political subdivisions | $8,142,000 | 3,091 |
| 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 | $22,423,000 | 2,024 |
| Mortgage-backed securities | $56,264,000 | 1,024 |
| Certificates of participation in pools of residential mortgages | $53,029,000 | 747 |
| Issued or guaranteed by U.S. | $53,029,000 | 747 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,235,000 | 1,953 |
| CMOs issued by government agencies or sponsored agencies | $3,235,000 | 1,890 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $64,406,000 | 1,881 |
| Total debt securities | $64,406,000 | 2,044 |
| 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 | $73,087,000 | 1,896 |
| U.S. Government securities | $64,968,000 | 1,416 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $64,968,000 | 1,357 |
| Securities issued by states & political subdivisions | $8,119,000 | 3,102 |
| 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 | $22,514,000 | 2,042 |
| Mortgage-backed securities | $64,968,000 | 937 |
| Certificates of participation in pools of residential mortgages | $61,582,000 | 687 |
| Issued or guaranteed by U.S. | $61,582,000 | 687 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,386,000 | 1,985 |
| CMOs issued by government agencies or sponsored agencies | $3,386,000 | 1,918 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $73,087,000 | 1,711 |
| Total debt securities | $73,087,000 | 1,873 |
| 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 | $77,673,000 | 1,807 |
| U.S. Government securities | $73,105,000 | 1,291 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $73,105,000 | 1,229 |
| Securities issued by states & political subdivisions | $4,568,000 | 3,703 |
| 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 | $15,181,000 | 2,622 |
| Mortgage-backed securities | $73,105,000 | 851 |
| Certificates of participation in pools of residential mortgages | $69,487,000 | 619 |
| Issued or guaranteed by U.S. | $69,487,000 | 618 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,618,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $3,618,000 | 1,921 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $77,673,000 | 1,634 |
| Total debt securities | $77,673,000 | 1,788 |
| 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 | $71,014,000 | 1,979 |
| U.S. Government securities | $61,483,000 | 1,517 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $61,483,000 | 1,453 |
| Securities issued by states & political subdivisions | $9,531,000 | 2,895 |
| 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 | $15,313,000 | 2,628 |
| Mortgage-backed securities | $61,483,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | $57,638,000 | 741 |
| Issued or guaranteed by U.S. | $57,638,000 | 738 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,845,000 | 1,986 |
| CMOs issued by government agencies or sponsored agencies | $3,845,000 | 1,917 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $71,014,000 | 1,787 |
| Total debt securities | $71,014,000 | 1,960 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $69,487,000 | 2,046 |
| U.S. Government securities | $59,996,000 | 1,580 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $59,996,000 | 1,518 |
| Securities issued by states & political subdivisions | $9,491,000 | 2,943 |
| 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 | $13,635,000 | 2,786 |
| Mortgage-backed securities | $59,996,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $55,957,000 | 775 |
| Issued or guaranteed by U.S. | $55,957,000 | 774 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,039,000 | 1,980 |
| CMOs issued by government agencies or sponsored agencies | $4,039,000 | 1,904 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $69,487,000 | 1,850 |
| Total debt securities | $69,487,000 | 2,025 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $65,181,000 | 2,173 |
| U.S. Government securities | $55,733,000 | 1,702 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $55,733,000 | 1,640 |
| Securities issued by states & political subdivisions | $9,448,000 | 2,978 |
| 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 | $13,871,000 | 2,773 |
| Mortgage-backed securities | $55,733,000 | 1,133 |
| Certificates of participation in pools of residential mortgages | $55,726,000 | 787 |
| Issued or guaranteed by U.S. | $55,726,000 | 787 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,000 | 3,539 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,403 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $65,181,000 | 1,953 |
| Total debt securities | $65,181,000 | 2,157 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $68,955,000 | 2,088 |
| U.S. Government securities | $56,604,000 | 1,688 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $56,604,000 | 1,631 |
| Securities issued by states & political subdivisions | $12,351,000 | 2,576 |
| 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 | $14,431,000 | 2,737 |
| Mortgage-backed securities | $56,604,000 | 1,119 |
| Certificates of participation in pools of residential mortgages | $55,822,000 | 793 |
| Issued or guaranteed by U.S. | $55,822,000 | 792 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $782,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $782,000 | 2,900 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $68,955,000 | 1,879 |
| Total debt securities | $68,955,000 | 2,064 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $67,965,000 | 2,101 |
| U.S. Government securities | $55,818,000 | 1,699 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $55,818,000 | 1,641 |
| Securities issued by states & political subdivisions | $12,147,000 | 2,597 |
| 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 | $15,154,000 | 2,667 |
| Mortgage-backed securities | $55,818,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $54,229,000 | 793 |
| Issued or guaranteed by U.S. | $54,229,000 | 792 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,589,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $1,589,000 | 2,528 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $67,965,000 | 1,884 |
| Total debt securities | $67,965,000 | 2,074 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $61,131,000 | 2,285 |
| U.S. Government securities | $50,643,000 | 1,865 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $50,643,000 | 1,807 |
| Securities issued by states & political subdivisions | $10,488,000 | 2,838 |
| 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 | $15,605,000 | 2,590 |
| Mortgage-backed securities | $50,643,000 | 1,250 |
| Certificates of participation in pools of residential mortgages | $47,996,000 | 891 |
| Issued or guaranteed by U.S. | $47,996,000 | 890 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,647,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $2,647,000 | 2,231 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $61,131,000 | 2,069 |
| Total debt securities | $61,131,000 | 2,267 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $49,673,000 | 2,689 |
| U.S. Government securities | $41,202,000 | 2,180 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $41,202,000 | 2,119 |
| Securities issued by states & political subdivisions | $8,471,000 | 3,143 |
| 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 | $16,645,000 | 2,477 |
| Mortgage-backed securities | $41,202,000 | 1,460 |
| Certificates of participation in pools of residential mortgages | $37,853,000 | 1,086 |
| Issued or guaranteed by U.S. | $37,853,000 | 1,085 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,349,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $3,349,000 | 2,110 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $49,673,000 | 2,454 |
| Total debt securities | $49,673,000 | 2,662 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $48,433,000 | 2,767 |
| U.S. Government securities | $44,281,000 | 2,085 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $44,281,000 | 2,031 |
| Securities issued by states & political subdivisions | $4,152,000 | 3,965 |
| 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 | $26,021,000 | 1,885 |
| Mortgage-backed securities | $44,281,000 | 1,422 |
| Certificates of participation in pools of residential mortgages | $40,900,000 | 1,035 |
| Issued or guaranteed by U.S. | $40,900,000 | 1,035 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,381,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $3,381,000 | 2,141 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $48,433,000 | 2,563 |
| Total debt securities | $48,433,000 | 2,739 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $44,236,000 | 2,897 |
| U.S. Government securities | $40,991,000 | 2,184 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $40,991,000 | 2,130 |
| Securities issued by states & political subdivisions | $3,245,000 | 4,192 |
| 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 | $25,900,000 | 1,860 |
| Mortgage-backed securities | $40,991,000 | 1,503 |
| Certificates of participation in pools of residential mortgages | $37,557,000 | 1,090 |
| Issued or guaranteed by U.S. | $37,557,000 | 1,087 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,434,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $3,434,000 | 2,202 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $44,236,000 | 2,674 |
| Total debt securities | $44,236,000 | 2,863 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $45,081,000 | 2,890 |
| U.S. Government securities | $42,734,000 | 2,163 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $42,734,000 | 2,114 |
| Securities issued by states & political subdivisions | $2,347,000 | 4,442 |
| 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 | $26,129,000 | 1,850 |
| Mortgage-backed securities | $42,734,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $39,282,000 | 1,110 |
| Issued or guaranteed by U.S. | $39,282,000 | 1,109 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,452,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $3,452,000 | 2,294 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $45,081,000 | 2,661 |
| Total debt securities | $45,081,000 | 2,866 |
| 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 | $57,719,000 | 2,376 |
| U.S. Government securities | $57,719,000 | 1,722 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $57,719,000 | 1,678 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| 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 | $16,718,000 | 2,536 |
| Mortgage-backed securities | $57,719,000 | 1,251 |
| Certificates of participation in pools of residential mortgages | $54,222,000 | 861 |
| Issued or guaranteed by U.S. | $54,222,000 | 859 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,497,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $3,497,000 | 2,293 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $57,719,000 | 2,180 |
| Total debt securities | $57,719,000 | 2,356 |
| 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 | $57,282,000 | 2,410 |
| U.S. Government securities | $56,698,000 | 1,773 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $56,698,000 | 1,731 |
| Securities issued by states & political subdivisions | $584,000 | 5,215 |
| 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 | $15,666,000 | 2,628 |
| Mortgage-backed securities | $56,698,000 | 1,257 |
| Certificates of participation in pools of residential mortgages | $53,188,000 | 867 |
| Issued or guaranteed by U.S. | $53,188,000 | 866 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,510,000 | 2,409 |
| CMOs issued by government agencies or sponsored agencies | $3,510,000 | 2,296 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $57,282,000 | 2,194 |
| Total debt securities | $57,282,000 | 2,392 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $58,981,000 | 2,288 |
| U.S. Government securities | $56,490,000 | 1,719 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $56,490,000 | 1,678 |
| Securities issued by states & political subdivisions | $2,491,000 | 4,305 |
| 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 | $13,210,000 | 2,789 |
| Mortgage-backed securities | $56,490,000 | 1,211 |
| Certificates of participation in pools of residential mortgages | $53,001,000 | 821 |
| Issued or guaranteed by U.S. | $53,001,000 | 819 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,489,000 | 2,384 |
| CMOs issued by government agencies or sponsored agencies | $3,489,000 | 2,206 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $58,981,000 | 2,067 |
| Total debt securities | $58,981,000 | 2,269 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $60,149,000 | 2,176 |
| U.S. Government securities | $60,083,000 | 1,583 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $60,083,000 | 1,537 |
| Securities issued by states & political subdivisions | $66,000 | 5,681 |
| 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 | $13,092,000 | 2,755 |
| Mortgage-backed securities | $60,083,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $56,577,000 | 764 |
| Issued or guaranteed by U.S. | $56,577,000 | 760 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,506,000 | 2,356 |
| CMOs issued by government agencies or sponsored agencies | $3,506,000 | 2,171 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $60,149,000 | 1,967 |
| Total debt securities | $60,149,000 | 2,155 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $56,325,000 | 2,323 |
| U.S. Government securities | $56,258,000 | 1,683 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $56,258,000 | 1,635 |
| Securities issued by states & political subdivisions | $67,000 | 5,682 |
| 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 | $13,925,000 | 2,704 |
| Mortgage-backed securities | $56,258,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $52,397,000 | 791 |
| Issued or guaranteed by U.S. | $52,397,000 | 788 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,861,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $3,861,000 | 2,062 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $56,325,000 | 2,098 |
| Total debt securities | $56,325,000 | 2,297 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $54,026,000 | 2,375 |
| U.S. Government securities | $53,553,000 | 1,759 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $53,553,000 | 1,705 |
| Securities issued by states & political subdivisions | $473,000 | 5,303 |
| 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 | $12,594,000 | 2,842 |
| Mortgage-backed securities | $53,553,000 | 1,161 |
| Certificates of participation in pools of residential mortgages | $49,476,000 | 793 |
| Issued or guaranteed by U.S. | $49,476,000 | 790 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,077,000 | 2,148 |
| CMOs issued by government agencies or sponsored agencies | $4,077,000 | 1,955 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $54,026,000 | 2,151 |
| Total debt securities | $54,026,000 | 2,352 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $51,352,000 | 2,368 |
| U.S. Government securities | $50,820,000 | 1,742 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $50,820,000 | 1,676 |
| Securities issued by states & political subdivisions | $532,000 | 5,250 |
| 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 | $18,026,000 | 2,290 |
| Mortgage-backed securities | $50,820,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $47,130,000 | 790 |
| Issued or guaranteed by U.S. | $47,130,000 | 786 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,690,000 | 2,208 |
| CMOs issued by government agencies or sponsored agencies | $3,690,000 | 1,984 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $51,352,000 | 2,131 |
| Total debt securities | $51,352,000 | 2,345 |
| 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 | $47,486,000 | 2,485 |
| U.S. Government securities | $46,928,000 | 1,839 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $46,928,000 | 1,767 |
| Securities issued by states & political subdivisions | $558,000 | 5,174 |
| 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 | $12,643,000 | 2,820 |
| Mortgage-backed securities | $46,928,000 | 1,198 |
| Certificates of participation in pools of residential mortgages | $40,453,000 | 861 |
| Issued or guaranteed by U.S. | $40,453,000 | 853 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,475,000 | 1,780 |
| CMOs issued by government agencies or sponsored agencies | $6,475,000 | 1,566 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $47,486,000 | 2,238 |
| Total debt securities | $47,486,000 | 2,451 |
| 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 | $54,987,000 | 2,196 |
| U.S. Government securities | $53,191,000 | 1,650 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $53,191,000 | 1,592 |
| Securities issued by states & political subdivisions | $1,796,000 | 4,410 |
| 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 | $16,087,000 | 2,480 |
| Mortgage-backed securities | $49,012,000 | 1,144 |
| Certificates of participation in pools of residential mortgages | $38,313,000 | 909 |
| Issued or guaranteed by U.S. | $38,313,000 | 902 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,699,000 | 1,369 |
| CMOs issued by government agencies or sponsored agencies | $10,699,000 | 1,166 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $54,987,000 | 1,965 |
| Total debt securities | $54,987,000 | 2,172 |
| Structured notes | ||
| Amortized cost | $4,176,000 | 1,345 |
| Fair value | $4,179,000 | 1,342 |
| 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 | $55,690,000 | 2,193 |
| U.S. Government securities | $53,902,000 | 1,656 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $53,902,000 | 1,605 |
| Securities issued by states & political subdivisions | $1,788,000 | 4,402 |
| 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 | $14,991,000 | 2,673 |
| Mortgage-backed securities | $46,796,000 | 1,230 |
| Certificates of participation in pools of residential mortgages | $36,999,000 | 1,013 |
| Issued or guaranteed by U.S. | $36,999,000 | 1,006 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,797,000 | 1,384 |
| CMOs issued by government agencies or sponsored agencies | $9,797,000 | 1,169 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $55,690,000 | 1,956 |
| Total debt securities | $55,690,000 | 2,166 |
| Structured notes | ||
| Amortized cost | $7,124,000 | 718 |
| Fair value | $7,106,000 | 719 |
| 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 | $50,373,000 | 2,351 |
| U.S. Government securities | $45,893,000 | 1,889 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $45,893,000 | 1,834 |
| Securities issued by states & political subdivisions | $4,480,000 | 3,415 |
| 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 | $15,432,000 | 2,627 |
| Mortgage-backed securities | $35,612,000 | 1,551 |
| Certificates of participation in pools of residential mortgages | $28,781,000 | 1,279 |
| Issued or guaranteed by U.S. | $28,781,000 | 1,273 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,831,000 | 1,633 |
| CMOs issued by government agencies or sponsored agencies | $6,831,000 | 1,375 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $50,373,000 | 2,095 |
| Total debt securities | $50,373,000 | 2,325 |
| Structured notes | ||
| Amortized cost | $10,305,000 | 410 |
| Fair value | $10,281,000 | 405 |
| 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 | $54,375,000 | 2,223 |
| U.S. Government securities | $52,972,000 | 1,630 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $52,972,000 | 1,584 |
| Securities issued by states & political subdivisions | $1,403,000 | 4,678 |
| 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 | $13,241,000 | 2,870 |
| Mortgage-backed securities | $47,692,000 | 1,255 |
| Certificates of participation in pools of residential mortgages | $47,692,000 | 848 |
| Issued or guaranteed by U.S. | $47,692,000 | 837 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $54,375,000 | 1,964 |
| Total debt securities | $54,375,000 | 2,195 |
| Structured notes | ||
| Amortized cost | $1,095,000 | 1,486 |
| Fair value | $1,095,000 | 1,489 |
| 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 | $53,914,000 | 2,183 |
| U.S. Government securities | $50,030,000 | 1,669 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $50,030,000 | 1,626 |
| Securities issued by states & political subdivisions | $3,884,000 | 3,564 |
| 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 | $13,881,000 | 2,813 |
| Mortgage-backed securities | $45,826,000 | 1,305 |
| Certificates of participation in pools of residential mortgages | $45,826,000 | 899 |
| Issued or guaranteed by U.S. | $45,826,000 | 890 |
| 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) | $2,123,000 | 2,114 |
| Available-for-sale securities (fair market value) | $51,791,000 | 1,986 |
| Total debt securities | $53,914,000 | 2,153 |
| 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 | $45,155,000 | 2,542 |
| U.S. Government securities | $38,972,000 | 2,134 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $38,972,000 | 2,086 |
| Securities issued by states & political subdivisions | $6,183,000 | 2,851 |
| 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 | $13,066,000 | 2,940 |
| Mortgage-backed securities | $38,972,000 | 1,507 |
| Certificates of participation in pools of residential mortgages | $38,972,000 | 1,069 |
| Issued or guaranteed by U.S. | $38,972,000 | 1,057 |
| 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) | $2,476,000 | 2,055 |
| Available-for-sale securities (fair market value) | $42,679,000 | 2,356 |
| Total debt securities | $45,155,000 | 2,507 |
| 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 | $37,975,000 | 2,901 |
| U.S. Government securities | $30,995,000 | 2,605 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $30,995,000 | 2,555 |
| Securities issued by states & political subdivisions | $6,980,000 | 2,625 |
| 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 | $9,227,000 | 3,572 |
| Mortgage-backed securities | $29,975,000 | 1,772 |
| Certificates of participation in pools of residential mortgages | $29,975,000 | 1,277 |
| Issued or guaranteed by U.S. | $29,975,000 | 1,268 |
| 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) | $4,032,000 | 1,757 |
| Available-for-sale securities (fair market value) | $33,943,000 | 2,803 |
| Total debt securities | $37,975,000 | 2,870 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $1,425,000 | 183 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $25,537,000 | 3,764 |
| U.S. Government securities | $19,329,000 | 3,587 |
| U.S. Treasury securities | $4,248,000 | 314 |
| U.S. Government agency obligations | $15,081,000 | 4,110 |
| Securities issued by states & political subdivisions | $6,208,000 | 2,778 |
| 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 | $3,839,000 | 4,920 |
| Mortgage-backed securities | $14,060,000 | 2,777 |
| Certificates of participation in pools of residential mortgages | $14,060,000 | 2,163 |
| Issued or guaranteed by U.S. | $14,060,000 | 2,152 |
| 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) | $3,082,000 | 1,942 |
| Available-for-sale securities (fair market value) | $22,455,000 | 3,629 |
| Total debt securities | $25,537,000 | 3,732 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $1,444,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $18,959,000 | 4,579 |
| U.S. Government securities | $12,327,000 | 4,691 |
| U.S. Treasury securities | $4,126,000 | 319 |
| U.S. Government agency obligations | $8,201,000 | 5,467 |
| Securities issued by states & political subdivisions | $6,632,000 | 2,693 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,253,000 | 4,448 |
| Mortgage-backed securities | $7,189,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $7,189,000 | 3,102 |
| Issued or guaranteed by U.S. | $7,189,000 | 3,088 |
| 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) | $3,665,000 | 1,842 |
| Available-for-sale securities (fair market value) | $15,294,000 | 4,587 |
| Total debt securities | $18,959,000 | 4,531 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $1,538,000 | 201 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $12,405,000 | 5,524 |
| U.S. Government securities | $5,751,000 | 6,232 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,751,000 | 6,135 |
| Securities issued by states & political subdivisions | $6,654,000 | 2,715 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,690,000 | 4,274 |
| Mortgage-backed securities | $5,751,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $5,751,000 | 3,347 |
| Issued or guaranteed by U.S. | $5,751,000 | 3,330 |
| 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) | $3,668,000 | 1,861 |
| Available-for-sale securities (fair market value) | $8,737,000 | 5,645 |
| Total debt securities | $12,405,000 | 5,456 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $1,674,000 | 201 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $13,518,000 | 5,410 |
| U.S. Government securities | $5,952,000 | 6,308 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,952,000 | 6,209 |
| Securities issued by states & political subdivisions | $7,566,000 | 2,496 |
| 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 | $5,495,000 | 4,375 |
| Mortgage-backed securities | $5,952,000 | 3,625 |
| Certificates of participation in pools of residential mortgages | $5,952,000 | 3,012 |
| Issued or guaranteed by U.S. | $5,952,000 | 2,997 |
| 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) | $4,598,000 | 1,760 |
| Available-for-sale securities (fair market value) | $8,920,000 | 5,656 |
| Total debt securities | $13,518,000 | 5,358 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $1,730,000 | 189 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $15,836,000 | 5,043 |
| U.S. Government securities | $8,253,000 | 5,774 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,253,000 | 5,666 |
| Securities issued by states & political subdivisions | $7,583,000 | 2,449 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,201,000 | 4,192 |
| Mortgage-backed securities | $6,261,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $6,261,000 | 2,775 |
| Issued or guaranteed by U.S. | $6,261,000 | 2,760 |
| 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) | $4,633,000 | 1,806 |
| Available-for-sale securities (fair market value) | $11,203,000 | 5,275 |
| Total debt securities | $15,836,000 | 4,997 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $1,780,000 | 187 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $15,967,000 | 5,049 |
| U.S. Government securities | $8,022,000 | 5,839 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,022,000 | 5,728 |
| Securities issued by states & political subdivisions | $7,945,000 | 2,379 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,546,000 | 4,130 |
| Mortgage-backed securities | $5,539,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $5,539,000 | 2,865 |
| Issued or guaranteed by U.S. | $5,539,000 | 2,852 |
| 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) | $4,647,000 | 1,815 |
| Available-for-sale securities (fair market value) | $11,320,000 | 5,260 |
| Total debt securities | $15,967,000 | 5,010 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $1,866,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $16,793,000 | 4,960 |
| U.S. Government securities | $8,413,000 | 5,780 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,413,000 | 5,663 |
| Securities issued by states & political subdivisions | $8,380,000 | 2,315 |
| 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 | $5,786,000 | 4,331 |
| Mortgage-backed securities | $5,934,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $5,934,000 | 2,764 |
| Issued or guaranteed by U.S. | $5,934,000 | 2,753 |
| 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) | $5,023,000 | 1,794 |
| Available-for-sale securities (fair market value) | $11,770,000 | 5,174 |
| Total debt securities | $16,793,000 | 4,912 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $5,896,000 | 189 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $26,300,000 | 3,798 |
| U.S. Government securities | $11,889,000 | 5,068 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,889,000 | 4,948 |
| Securities issued by states & political subdivisions | $12,595,000 | 1,647 |
| 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 | $1,816,000 | 834 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,730,000 | 3,872 |
| Mortgage-backed securities | $9,417,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $9,417,000 | 2,160 |
| Issued or guaranteed by U.S. | $9,417,000 | 2,148 |
| 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) | $8,992,000 | 1,395 |
| Available-for-sale securities (fair market value) | $17,308,000 | 4,362 |
| Total debt securities | $24,484,000 | 3,932 |
| 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 | $26,155,000 | 3,838 |
| U.S. Government securities | $14,258,000 | 4,657 |
| U.S. Treasury securities | $996,000 | 1,038 |
| U.S. Government agency obligations | $13,262,000 | 4,721 |
| Securities issued by states & political subdivisions | $10,174,000 | 1,980 |
| 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 | $1,723,000 | 861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,219,000 | 3,563 |
| Mortgage-backed securities | $10,799,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $10,799,000 | 1,996 |
| Issued or guaranteed by U.S. | $10,799,000 | 1,982 |
| 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) | $9,014,000 | 1,427 |
| Available-for-sale securities (fair market value) | $17,141,000 | 4,384 |
| Total debt securities | $24,432,000 | 3,980 |
| 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 | $27,150,000 | 3,742 |
| U.S. Government securities | $14,918,000 | 4,527 |
| U.S. Treasury securities | $989,000 | 1,098 |
| U.S. Government agency obligations | $13,929,000 | 4,579 |
| Securities issued by states & political subdivisions | $10,508,000 | 1,861 |
| 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 | $1,724,000 | 845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,244,000 | 3,198 |
| Mortgage-backed securities | $11,481,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $11,481,000 | 1,937 |
| Issued or guaranteed by U.S. | $11,481,000 | 1,926 |
| 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) | $9,047,000 | 1,445 |
| Available-for-sale securities (fair market value) | $18,103,000 | 4,207 |
| Total debt securities | $25,426,000 | 3,856 |
| 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 | $31,460,000 | 3,436 |
| U.S. Government securities | $19,160,000 | 3,939 |
| U.S. Treasury securities | $2,181,000 | 830 |
| U.S. Government agency obligations | $16,979,000 | 4,101 |
| Securities issued by states & political subdivisions | $10,540,000 | 1,872 |
| 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 | $1,760,000 | 861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,469,000 | 3,007 |
| Mortgage-backed securities | $12,533,000 | 2,373 |
| Certificates of participation in pools of residential mortgages | $12,533,000 | 1,869 |
| Issued or guaranteed by U.S. | $12,533,000 | 1,857 |
| 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) | $9,073,000 | 1,469 |
| Available-for-sale securities (fair market value) | $22,387,000 | 3,724 |
| Total debt securities | $29,700,000 | 3,521 |
| 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 | $32,614,000 | 3,327 |
| U.S. Government securities | $20,019,000 | 3,783 |
| U.S. Treasury securities | $2,173,000 | 845 |
| U.S. Government agency obligations | $17,846,000 | 3,976 |
| Securities issued by states & political subdivisions | $10,922,000 | 1,807 |
| 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 | $1,673,000 | 907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,693,000 | 2,945 |
| Mortgage-backed securities | $13,409,000 | 2,295 |
| Certificates of participation in pools of residential mortgages | $13,409,000 | 1,794 |
| Issued or guaranteed by U.S. | $13,409,000 | 1,784 |
| 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) | $9,136,000 | 1,496 |
| Available-for-sale securities (fair market value) | $23,478,000 | 3,626 |
| Total debt securities | $30,941,000 | 3,427 |
| 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 | $33,770,000 | 3,215 |
| U.S. Government securities | $21,186,000 | 3,608 |
| U.S. Treasury securities | $2,171,000 | 848 |
| U.S. Government agency obligations | $19,015,000 | 3,763 |
| Securities issued by states & political subdivisions | $10,964,000 | 1,772 |
| 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 | $1,620,000 | 924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,425,000 | 2,955 |
| Mortgage-backed securities | $14,564,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $14,564,000 | 1,712 |
| Issued or guaranteed by U.S. | $14,564,000 | 1,700 |
| 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) | $9,163,000 | 1,506 |
| Available-for-sale securities (fair market value) | $24,607,000 | 3,493 |
| Total debt securities | $32,150,000 | 3,306 |
| 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 | $34,203,000 | 3,244 |
| U.S. Government securities | $21,663,000 | 3,609 |
| U.S. Treasury securities | $2,170,000 | 871 |
| U.S. Government agency obligations | $19,493,000 | 3,730 |
| Securities issued by states & political subdivisions | $11,009,000 | 1,772 |
| 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 | $1,531,000 | 946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,746,000 | 3,229 |
| Mortgage-backed securities | $15,037,000 | 2,219 |
| Certificates of participation in pools of residential mortgages | $15,037,000 | 1,748 |
| Issued or guaranteed by U.S. | $15,037,000 | 1,734 |
| 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) | $9,038,000 | 1,515 |
| Available-for-sale securities (fair market value) | $25,165,000 | 3,487 |
| Total debt securities | $32,672,000 | 3,320 |
| 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 | $33,774,000 | 3,317 |
| U.S. Government securities | $19,759,000 | 3,911 |
| U.S. Treasury securities | $3,155,000 | 809 |
| U.S. Government agency obligations | $16,604,000 | 4,224 |
| Securities issued by states & political subdivisions | $12,480,000 | 1,564 |
| 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 | $1,535,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,002,000 | 3,186 |
| Mortgage-backed securities | $10,173,000 | 2,853 |
| Certificates of participation in pools of residential mortgages | $10,173,000 | 2,302 |
| Issued or guaranteed by U.S. | $10,173,000 | 2,292 |
| 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) | $9,066,000 | 1,532 |
| Available-for-sale securities (fair market value) | $24,708,000 | 3,583 |
| Total debt securities | $32,239,000 | 3,379 |
| 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 | $35,576,000 | 3,194 |
| U.S. Government securities | $21,762,000 | 3,664 |
| U.S. Treasury securities | $3,170,000 | 826 |
| U.S. Government agency obligations | $18,592,000 | 3,925 |
| Securities issued by states & political subdivisions | $12,324,000 | 1,606 |
| 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 | $1,490,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,740,000 | 3,029 |
| Mortgage-backed securities | $12,117,000 | 2,658 |
| Certificates of participation in pools of residential mortgages | $12,117,000 | 2,108 |
| Issued or guaranteed by U.S. | $12,117,000 | 2,099 |
| 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) | $8,194,000 | 1,634 |
| Available-for-sale securities (fair market value) | $27,382,000 | 3,334 |
| Total debt securities | $34,086,000 | 3,244 |
| 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 | $36,945,000 | 3,095 |
| U.S. Government securities | $23,009,000 | 3,501 |
| U.S. Treasury securities | $3,193,000 | 788 |
| U.S. Government agency obligations | $19,816,000 | 3,726 |
| Securities issued by states & political subdivisions | $12,383,000 | 1,598 |
| 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 | $1,553,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,795,000 | 2,982 |
| Mortgage-backed securities | $13,296,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | $13,296,000 | 1,999 |
| Issued or guaranteed by U.S. | $13,296,000 | 1,992 |
| 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) | $8,219,000 | 1,645 |
| Available-for-sale securities (fair market value) | $28,726,000 | 3,231 |
| Total debt securities | $35,392,000 | 3,145 |
| 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 | $34,430,000 | 3,300 |
| U.S. Government securities | $20,430,000 | 3,840 |
| U.S. Treasury securities | $3,161,000 | 837 |
| U.S. Government agency obligations | $17,269,000 | 4,135 |
| Securities issued by states & political subdivisions | $12,365,000 | 1,590 |
| 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 | $1,635,000 | 1,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,104,000 | 3,935 |
| Mortgage-backed securities | $14,754,000 | 2,393 |
| Certificates of participation in pools of residential mortgages | $14,754,000 | 1,864 |
| Issued or guaranteed by U.S. | $14,754,000 | 1,855 |
| 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) | $7,346,000 | 1,752 |
| Available-for-sale securities (fair market value) | $27,084,000 | 3,417 |
| Total debt securities | $32,795,000 | 3,366 |
| Structured notes | ||
| Amortized cost | $1,996,000 | 1,567 |
| Fair value | $1,984,000 | 1,488 |
| 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 | $35,748,000 | 3,202 |
| U.S. Government securities | $20,736,000 | 3,753 |
| U.S. Treasury securities | $1,210,000 | 1,237 |
| U.S. Government agency obligations | $19,526,000 | 3,789 |
| Securities issued by states & political subdivisions | $13,285,000 | 1,495 |
| 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 | $1,727,000 | 1,104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,683,000 | 4,314 |
| Mortgage-backed securities | $16,958,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $16,958,000 | 1,738 |
| Issued or guaranteed by U.S. | $16,958,000 | 1,729 |
| 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) | $7,368,000 | 1,733 |
| Available-for-sale securities (fair market value) | $28,380,000 | 3,303 |
| Total debt securities | $34,021,000 | 3,260 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 1,399 |
| Fair value | $2,006,000 | 1,348 |
| 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 | $37,828,000 | 3,115 |
| U.S. Government securities | $23,062,000 | 3,548 |
| U.S. Treasury securities | $1,199,000 | 1,333 |
| U.S. Government agency obligations | $21,863,000 | 3,545 |
| Securities issued by states & political subdivisions | $13,127,000 | 1,505 |
| 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 | $1,639,000 | 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 | $4,930,000 | 4,502 |
| Mortgage-backed securities | $18,302,000 | 2,135 |
| Certificates of participation in pools of residential mortgages | $18,302,000 | 1,657 |
| Issued or guaranteed by U.S. | $18,302,000 | 1,644 |
| 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) | $7,002,000 | 1,794 |
| Available-for-sale securities (fair market value) | $30,826,000 | 3,139 |
| Total debt securities | $36,189,000 | 3,164 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 1,288 |
| Fair value | $2,010,000 | 1,201 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $35,191,000 | 3,239 |
| U.S. Government securities | $20,759,000 | 3,702 |
| U.S. Treasury securities | $1,202,000 | 1,355 |
| U.S. Government agency obligations | $19,557,000 | 3,715 |
| Securities issued by states & political subdivisions | $12,299,000 | 1,616 |
| Other domestic debt securities | $479,000 | 3,262 |
| Privately issued residential mortgage-backed securities | $479,000 | 804 |
| 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 | $1,654,000 | 1,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,952,000 | 4,445 |
| Mortgage-backed securities | $18,217,000 | 2,121 |
| Certificates of participation in pools of residential mortgages | $17,738,000 | 1,670 |
| Issued or guaranteed by U.S. | $17,738,000 | 1,660 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $479,000 | 3,271 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $479,000 | 698 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,534,000 | 2,000 |
| Available-for-sale securities (fair market value) | $29,657,000 | 3,185 |
| Total debt securities | $33,537,000 | 3,285 |
| 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 | $33,134,000 | 3,303 |
| U.S. Government securities | $20,196,000 | 3,668 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $20,196,000 | 3,524 |
| Securities issued by states & political subdivisions | $10,602,000 | 1,822 |
| Other domestic debt securities | $698,000 | 3,042 |
| Privately issued residential mortgage-backed securities | $698,000 | 753 |
| 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 | $1,638,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,457,000 | 3,890 |
| Mortgage-backed securities | $20,022,000 | 2,051 |
| Certificates of participation in pools of residential mortgages | $19,324,000 | 1,570 |
| Issued or guaranteed by U.S. | $19,324,000 | 1,563 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $698,000 | 3,269 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $698,000 | 668 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,923,000 | 2,592 |
| Available-for-sale securities (fair market value) | $30,211,000 | 3,065 |
| Total debt securities | $31,496,000 | 3,347 |
| 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 | $32,768,000 | 3,297 |
| U.S. Government securities | $21,924,000 | 3,458 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $21,924,000 | 3,304 |
| Securities issued by states & political subdivisions | $8,094,000 | 2,196 |
| Other domestic debt securities | $1,000,000 | 2,816 |
| Privately issued residential mortgage-backed securities | $1,000,000 | 698 |
| 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 | $1,750,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,478,000 | 3,906 |
| Mortgage-backed securities | $21,952,000 | 1,914 |
| Certificates of participation in pools of residential mortgages | $20,952,000 | 1,449 |
| Issued or guaranteed by U.S. | $20,952,000 | 1,444 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,000,000 | 3,152 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $1,000,000 | 618 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $32,768,000 | 2,851 |
| Total debt securities | $31,018,000 | 3,363 |
| 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 | $30,800,000 | 3,462 |
| U.S. Government securities | $21,360,000 | 3,514 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $21,360,000 | 3,352 |
| Securities issued by states & political subdivisions | $7,665,000 | 2,251 |
| 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 | $1,775,000 | 1,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,397,000 | 3,918 |
| Mortgage-backed securities | $19,856,000 | 1,998 |
| Certificates of participation in pools of residential mortgages | $19,856,000 | 1,466 |
| Issued or guaranteed by U.S. | $19,856,000 | 1,461 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $30,800,000 | 2,953 |
| Total debt securities | $29,025,000 | 3,531 |
| 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 | $27,680,000 | 3,570 |
| U.S. Government securities | $17,941,000 | 3,855 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $17,941,000 | 3,670 |
| Securities issued by states & political subdivisions | $7,719,000 | 2,131 |
| 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 | $2,020,000 | 1,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,389,000 | 3,862 |
| Mortgage-backed securities | $13,233,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | $13,233,000 | 1,761 |
| Issued or guaranteed by U.S. | $13,233,000 | 1,750 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $27,680,000 | 3,014 |
| Total debt securities | $25,660,000 | 3,688 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $19,473,000 | 4,726 |
| U.S. Government securities | $10,770,000 | 5,611 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,770,000 | 5,289 |
| Securities issued by states & political subdivisions | $7,300,000 | 2,130 |
| 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 | $1,403,000 | 2,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $530,000 | 7,438 |
| Mortgage-backed securities | $4,304,000 | 3,631 |
| Certificates of participation in pools of residential mortgages | $4,304,000 | 2,873 |
| Issued or guaranteed by U.S. | $4,304,000 | 2,855 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $19,473,000 | 3,873 |
| Total debt securities | $18,070,000 | 4,856 |
| 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 | $17,611,000 | 5,256 |
| U.S. Government securities | $8,234,000 | 6,690 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $8,234,000 | 6,160 |
| Securities issued by states & political subdivisions | $6,628,000 | 2,396 |
| Other domestic debt securities | $1,466,000 | 2,086 |
| Privately issued residential mortgage-backed securities | $1,466,000 | 672 |
| 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 | $1,283,000 | 2,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $759,000 | 7,435 |
| Mortgage-backed securities | $6,260,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $4,794,000 | 2,871 |
| Issued or guaranteed by U.S. | $4,794,000 | 2,859 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,466,000 | 2,696 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $1,466,000 | 595 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $17,611,000 | 4,244 |
| Total debt securities | $16,328,000 | 5,409 |
| 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 | $22,185,000 | 4,507 |
| U.S. Government securities | $13,025,000 | 5,239 |
| U.S. Treasury securities | $1,005,000 | 5,134 |
| U.S. Government agency obligations | $12,020,000 | 4,736 |
| Securities issued by states & political subdivisions | $6,833,000 | 2,362 |
| Other domestic debt securities | $1,468,000 | 1,934 |
| 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 | $1,468,000 | 1,580 |
| Foreign debt securities | NA | NA |
| Equity securities | $859,000 | 2,595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $774,000 | 7,430 |
| Mortgage-backed securities | $6,984,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $6,984,000 | 2,476 |
| Issued or guaranteed by U.S. | $6,984,000 | 2,460 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $22,185,000 | 3,515 |
| Total debt securities | $21,326,000 | 4,517 |
| 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 | $24,892,000 | 4,208 |
| U.S. Government securities | $17,117,000 | 4,581 |
| U.S. Treasury securities | $4,531,000 | 3,391 |
| U.S. Government agency obligations | $12,586,000 | 4,535 |
| Securities issued by states & political subdivisions | $6,434,000 | 2,250 |
| Other domestic debt securities | $203,000 | 2,903 |
| 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 | $203,000 | 2,312 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,138,000 | 2,135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $771,000 | 7,822 |
| Mortgage-backed securities | $8,087,000 | 2,983 |
| Certificates of participation in pools of residential mortgages | $6,597,000 | 2,525 |
| Issued or guaranteed by U.S. | $6,597,000 | 2,513 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,490,000 | 3,000 |
| CMOs issued by government agencies or sponsored agencies | $1,490,000 | 2,884 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $24,892,000 | 3,056 |
| Total debt securities | $23,754,000 | 4,253 |
| 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 | $23,368,000 | 4,745 |
| U.S. Government securities | $16,787,000 | 5,041 |
| U.S. Treasury securities | $4,519,000 | 4,041 |
| U.S. Government agency obligations | $12,268,000 | 4,846 |
| Securities issued by states & political subdivisions | $5,503,000 | 2,626 |
| 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 | $1,078,000 | 2,209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $207,000 | 8,992 |
| Mortgage-backed securities | $7,043,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $5,593,000 | 3,012 |
| Issued or guaranteed by U.S. | $5,593,000 | 2,989 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,450,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $1,450,000 | 3,302 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $23,368,000 | 3,360 |
| Total debt securities | $22,290,000 | 4,827 |
| 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 | $20,617,000 | 5,433 |
| U.S. Government securities | $14,592,000 | 5,812 |
| U.S. Treasury securities | $3,498,000 | 5,645 |
| U.S. Government agency obligations | $11,094,000 | 5,138 |
| Securities issued by states & political subdivisions | $5,493,000 | 2,619 |
| 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 | $532,000 | 3,168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $642,000 | 8,616 |
| Mortgage-backed securities | $6,070,000 | 4,095 |
| Certificates of participation in pools of residential mortgages | $4,593,000 | 3,432 |
| Issued or guaranteed by U.S. | $4,593,000 | 3,404 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,477,000 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $1,477,000 | 3,670 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $20,617,000 | 3,862 |
| Total debt securities | $20,085,000 | 5,428 |
| Structured notes | ||
| Amortized cost | $500,000 | 3,409 |
| Fair value | $502,000 | 3,422 |
| 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 | $20,662,000 | 5,740 |
| U.S. Government securities | $15,254,000 | 5,990 |
| U.S. Treasury securities | $4,367,000 | 5,993 |
| U.S. Government agency obligations | $10,887,000 | 5,057 |
| Securities issued by states & political subdivisions | $5,075,000 | 2,901 |
| 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 | $333,000 | 3,847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $599,000 | 9,072 |
| Mortgage-backed securities | $5,859,000 | 4,374 |
| Certificates of participation in pools of residential mortgages | $4,517,000 | 3,572 |
| Issued or guaranteed by U.S. | $4,517,000 | 3,548 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,342,000 | 4,178 |
| CMOs issued by government agencies or sponsored agencies | $1,342,000 | 3,991 |
| 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) | $7,341,000 | 6,754 |
| Available-for-sale securities (fair market value) | $13,321,000 | 3,913 |
| Total debt securities | $20,329,000 | 5,716 |
| 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 | $19,653,000 | 6,219 |
| U.S. Government securities | $14,007,000 | 6,539 |
| U.S. Treasury securities | $1,008,000 | 9,891 |
| U.S. Government agency obligations | $12,999,000 | 4,633 |
| Securities issued by states & political subdivisions | $5,347,000 | 2,851 |
| Other domestic debt securities | $230,000 | 5,140 |
| Privately issued residential mortgage-backed securities | $230,000 | 2,253 |
| 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 | $69,000 | 6,233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $739,000 | 9,067 |
| Mortgage-backed securities | $7,701,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $5,692,000 | 3,498 |
| Issued or guaranteed by U.S. | $5,692,000 | 3,460 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,009,000 | 4,034 |
| CMOs issued by government agencies or sponsored agencies | $1,779,000 | 4,048 |
| Privately issued | $230,000 | 1,878 |
| 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 | $19,584,000 | 6,101 |
| 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 | $16,192,000 | 7,022 |
| U.S. Government securities | $14,548,000 | 6,391 |
| U.S. Treasury securities | $3,031,000 | 7,483 |
| U.S. Government agency obligations | $11,517,000 | 5,027 |
| Securities issued by states & political subdivisions | $1,209,000 | 6,190 |
| Other domestic debt securities | $366,000 | 5,537 |
| 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 | $366,000 | 4,206 |
| Foreign debt securities | NA | NA |
| Equity securities | $69,000 | 5,801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $950,000 | 8,860 |
| Mortgage-backed securities | $3,142,000 | 6,655 |
| Certificates of participation in pools of residential mortgages | $189,000 | 9,502 |
| Issued or guaranteed by U.S. | $189,000 | 9,429 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,953,000 | 3,481 |
| CMOs issued by government agencies or sponsored agencies | $2,953,000 | 3,191 |
| 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 | $16,123,000 | 6,926 |
| 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 |