Home > Cumberland Security Bank, Inc. > Securities
Cumberland Security Bank, Inc., Securities
| 2023-12-31 | Rank | |
| Total securities | $37,454,000 | 2,950 |
| U.S. Government securities | $23,528,000 | 2,766 |
| U.S. Treasury securities | $10,250,000 | 1,348 |
| U.S. Government agency obligations | $13,278,000 | 2,999 |
| Securities issued by states & political subdivisions | $13,926,000 | 2,153 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,536,000 | 3,211 |
| Mortgage-backed securities | $0 | 3,879 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| 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) | $3,994,000 | 1,232 |
| Available-for-sale securities (fair market value) | $33,460,000 | 2,850 |
| Total debt securities | $37,457,000 | 2,929 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $37,365,000 | 2,948 |
| U.S. Government securities | $25,293,000 | 2,676 |
| U.S. Treasury securities | $10,981,000 | 1,352 |
| U.S. Government agency obligations | $14,312,000 | 2,923 |
| Securities issued by states & political subdivisions | $12,072,000 | 2,272 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,632,000 | 3,178 |
| Mortgage-backed securities | $0 | 3,892 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| 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) | $3,993,000 | 1,249 |
| Available-for-sale securities (fair market value) | $33,372,000 | 2,840 |
| Total debt securities | $37,365,000 | 2,930 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $42,928,000 | 2,842 |
| U.S. Government securities | $29,315,000 | 2,541 |
| U.S. Treasury securities | $11,041,000 | 1,371 |
| U.S. Government agency obligations | $18,274,000 | 2,739 |
| Securities issued by states & political subdivisions | $13,613,000 | 2,215 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,436,000 | 3,163 |
| Mortgage-backed securities | $0 | 3,920 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $4,992,000 | 1,215 |
| Available-for-sale securities (fair market value) | $37,936,000 | 2,748 |
| Total debt securities | $42,928,000 | 2,825 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $45,197,000 | 2,854 |
| U.S. Government securities | $31,403,000 | 2,542 |
| U.S. Treasury securities | $12,111,000 | 1,374 |
| U.S. Government agency obligations | $19,292,000 | 2,679 |
| Securities issued by states & political subdivisions | $13,794,000 | 2,261 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,339,000 | 3,120 |
| Mortgage-backed securities | $0 | 3,939 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $5,991,000 | 1,195 |
| Available-for-sale securities (fair market value) | $39,206,000 | 2,784 |
| Total debt securities | $45,193,000 | 2,835 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $45,690,000 | 2,866 |
| U.S. Government securities | $32,159,000 | 2,518 |
| U.S. Treasury securities | $11,956,000 | 1,437 |
| U.S. Government agency obligations | $20,203,000 | 2,632 |
| Securities issued by states & political subdivisions | $13,531,000 | 2,322 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,277,000 | 3,044 |
| Mortgage-backed securities | $0 | 3,973 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $5,991,000 | 1,218 |
| Available-for-sale securities (fair market value) | $39,699,000 | 2,797 |
| Total debt securities | $45,683,000 | 2,848 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $42,848,000 | 2,968 |
| U.S. Government securities | $30,914,000 | 2,609 |
| U.S. Treasury securities | $11,787,000 | 1,466 |
| U.S. Government agency obligations | $19,127,000 | 2,712 |
| Securities issued by states & political subdivisions | $11,934,000 | 2,432 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,205,000 | 3,010 |
| Mortgage-backed securities | $1,000 | 3,984 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,821 |
| 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) | $3,000,000 | 1,372 |
| Available-for-sale securities (fair market value) | $39,848,000 | 2,804 |
| Total debt securities | $42,843,000 | 2,946 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $41,230,000 | 3,056 |
| U.S. Government securities | $29,537,000 | 2,688 |
| U.S. Treasury securities | $12,134,000 | 1,426 |
| U.S. Government agency obligations | $17,403,000 | 2,855 |
| Securities issued by states & political subdivisions | $11,693,000 | 2,506 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,330,000 | 3,008 |
| Mortgage-backed securities | $1,000 | 4,038 |
| Certificates of participation in pools of residential mortgages | $1,000 | 3,912 |
| Issued or guaranteed by U.S. | $1,000 | 3,850 |
| 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) | $41,230,000 | 2,829 |
| Total debt securities | $41,231,000 | 3,041 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $40,018,000 | 3,060 |
| U.S. Government securities | $27,979,000 | 2,703 |
| U.S. Treasury securities | $10,368,000 | 1,353 |
| U.S. Government agency obligations | $17,611,000 | 2,826 |
| Securities issued by states & political subdivisions | $12,039,000 | 2,490 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,370,000 | 2,980 |
| Mortgage-backed securities | $1,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $1,000 | 3,929 |
| Issued or guaranteed by U.S. | $1,000 | 3,872 |
| 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) | $40,018,000 | 2,861 |
| Total debt securities | $40,019,000 | 3,045 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $41,507,000 | 2,922 |
| U.S. Government securities | $29,108,000 | 2,511 |
| U.S. Treasury securities | $10,947,000 | 971 |
| U.S. Government agency obligations | $18,161,000 | 2,765 |
| Securities issued by states & political subdivisions | $12,398,000 | 2,511 |
| Other domestic debt securities | $1,000 | 2,239 |
| Privately issued residential mortgage-backed securities | $1,000 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,558,000 | 2,958 |
| Mortgage-backed securities | $2,000 | 4,065 |
| Certificates of participation in pools of residential mortgages | $2,000 | 3,940 |
| Issued or guaranteed by U.S. | $1,000 | 3,888 |
| Privately issued | $1,000 | 245 |
| 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) | $41,507,000 | 2,761 |
| Total debt securities | $41,509,000 | 2,904 |
| 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 | $30,046,000 | 3,248 |
| U.S. Government securities | $18,205,000 | 2,986 |
| U.S. Treasury securities | $2,951,000 | 1,415 |
| U.S. Government agency obligations | $15,254,000 | 2,930 |
| Securities issued by states & political subdivisions | $11,837,000 | 2,527 |
| Other domestic debt securities | $4,000 | 2,193 |
| Privately issued residential mortgage-backed securities | $4,000 | 657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,605,000 | 2,964 |
| Mortgage-backed securities | $5,000 | 4,102 |
| Certificates of participation in pools of residential mortgages | $5,000 | 3,973 |
| Issued or guaranteed by U.S. | $1,000 | 3,950 |
| Privately issued | $4,000 | 231 |
| 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) | $30,046,000 | 3,065 |
| Total debt securities | $30,045,000 | 3,227 |
| 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 | $29,559,000 | 3,213 |
| U.S. Government securities | $18,271,000 | 2,929 |
| U.S. Treasury securities | $2,952,000 | 1,321 |
| U.S. Government agency obligations | $15,319,000 | 2,899 |
| Securities issued by states & political subdivisions | $11,288,000 | 2,541 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,603,000 | 2,965 |
| Mortgage-backed securities | $6,000 | 4,114 |
| Certificates of participation in pools of residential mortgages | $6,000 | 3,985 |
| Issued or guaranteed by U.S. | $6,000 | 3,924 |
| 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) | $29,559,000 | 3,030 |
| Total debt securities | $29,559,000 | 3,191 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $26,148,000 | 3,261 |
| U.S. Government securities | $15,424,000 | 2,970 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $15,424,000 | 2,798 |
| Securities issued by states & political subdivisions | $10,724,000 | 2,579 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,091,000 | 3,425 |
| Mortgage-backed securities | $10,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $10,000 | 3,966 |
| Issued or guaranteed by U.S. | $10,000 | 3,897 |
| 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) | $26,148,000 | 3,075 |
| Total debt securities | $26,148,000 | 3,242 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $26,045,000 | 3,138 |
| U.S. Government securities | $15,521,000 | 2,813 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $15,521,000 | 2,683 |
| Securities issued by states & political subdivisions | $10,512,000 | 2,563 |
| Other domestic debt securities | $12,000 | 2,119 |
| Privately issued residential mortgage-backed securities | $12,000 | 632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,099,000 | 3,437 |
| Mortgage-backed securities | $14,000 | 4,094 |
| Certificates of participation in pools of residential mortgages | $14,000 | 3,957 |
| Issued or guaranteed by U.S. | $2,000 | 3,950 |
| Privately issued | $12,000 | 235 |
| 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) | $26,045,000 | 2,955 |
| Total debt securities | $26,044,000 | 3,117 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $26,720,000 | 3,044 |
| U.S. Government securities | $17,548,000 | 2,635 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $17,548,000 | 2,509 |
| Securities issued by states & political subdivisions | $9,172,000 | 2,565 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,015,000 | 2,275 |
| Mortgage-backed securities | $20,000 | 4,095 |
| Certificates of participation in pools of residential mortgages | $20,000 | 3,951 |
| Issued or guaranteed by U.S. | $20,000 | 3,889 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $26,720,000 | 2,856 |
| Total debt securities | $26,720,000 | 3,025 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $25,115,000 | 3,093 |
| U.S. Government securities | $15,517,000 | 2,780 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $15,517,000 | 2,647 |
| Securities issued by states & political subdivisions | $9,575,000 | 2,459 |
| Other domestic debt securities | $23,000 | 2,030 |
| Privately issued residential mortgage-backed securities | $23,000 | 602 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,871,000 | 2,213 |
| Mortgage-backed securities | $25,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $25,000 | 3,953 |
| Issued or guaranteed by U.S. | $2,000 | 3,975 |
| Privately issued | $23,000 | 235 |
| 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) | $25,115,000 | 2,898 |
| Total debt securities | $25,113,000 | 3,072 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $24,493,000 | 3,075 |
| U.S. Government securities | $15,370,000 | 2,810 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $15,370,000 | 2,668 |
| Securities issued by states & political subdivisions | $9,123,000 | 2,411 |
| 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 | $14,716,000 | 2,166 |
| Mortgage-backed securities | $36,000 | 4,131 |
| Certificates of participation in pools of residential mortgages | $36,000 | 3,973 |
| Issued or guaranteed by U.S. | $36,000 | 3,898 |
| 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) | $24,493,000 | 2,878 |
| Total debt securities | $24,494,000 | 3,053 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $25,903,000 | 3,063 |
| U.S. Government securities | $16,829,000 | 2,791 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $16,829,000 | 2,629 |
| Securities issued by states & political subdivisions | $9,074,000 | 2,392 |
| 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 | $3,513,000 | 3,482 |
| Mortgage-backed securities | $42,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $42,000 | 3,991 |
| Issued or guaranteed by U.S. | $42,000 | 3,925 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $25,903,000 | 2,866 |
| Total debt securities | $25,904,000 | 3,043 |
| 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 | $27,883,000 | 2,956 |
| U.S. Government securities | $18,239,000 | 2,731 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $18,239,000 | 2,576 |
| Securities issued by states & political subdivisions | $9,644,000 | 2,337 |
| 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 | $3,516,000 | 3,549 |
| Mortgage-backed securities | $48,000 | 4,198 |
| Certificates of participation in pools of residential mortgages | $48,000 | 4,027 |
| Issued or guaranteed by U.S. | $48,000 | 3,956 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $27,883,000 | 2,759 |
| Total debt securities | $27,883,000 | 2,941 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $23,838,000 | 3,230 |
| U.S. Government securities | $14,136,000 | 3,084 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $14,136,000 | 2,917 |
| Securities issued by states & political subdivisions | $9,702,000 | 2,383 |
| 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 | $3,496,000 | 3,603 |
| Mortgage-backed securities | $55,000 | 4,214 |
| Certificates of participation in pools of residential mortgages | $55,000 | 4,045 |
| Issued or guaranteed by U.S. | $55,000 | 3,977 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,000,000 | 1,452 |
| Available-for-sale securities (fair market value) | $22,838,000 | 3,048 |
| Total debt securities | $23,839,000 | 3,210 |
| 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 | $24,598,000 | 3,247 |
| U.S. Government securities | $16,084,000 | 2,958 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $16,084,000 | 2,798 |
| Securities issued by states & political subdivisions | $8,514,000 | 2,617 |
| 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 | $3,244,000 | 3,706 |
| Mortgage-backed securities | $68,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $67,000 | 4,068 |
| Issued or guaranteed by U.S. | $67,000 | 3,997 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,000 | 2,956 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,884 |
| 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) | $2,002,000 | 1,304 |
| Available-for-sale securities (fair market value) | $22,596,000 | 3,096 |
| Total debt securities | $24,598,000 | 3,228 |
| 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 | $24,395,000 | 3,281 |
| U.S. Government securities | $15,930,000 | 2,989 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $15,930,000 | 2,823 |
| Securities issued by states & political subdivisions | $8,380,000 | 2,691 |
| Other domestic debt securities | $85,000 | 1,950 |
| Privately issued residential mortgage-backed securities | $85,000 | 543 |
| 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 | $3,170,000 | 3,752 |
| Mortgage-backed securities | $89,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $88,000 | 4,083 |
| Issued or guaranteed by U.S. | $3,000 | 4,199 |
| Privately issued | $85,000 | 182 |
| Collaterized mortgage obligations | $1,000 | 2,977 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,907 |
| 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) | $2,005,000 | 1,339 |
| Available-for-sale securities (fair market value) | $22,390,000 | 3,150 |
| Total debt securities | $24,395,000 | 3,261 |
| 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 | $25,613,000 | 3,220 |
| U.S. Government securities | $16,991,000 | 2,922 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,991,000 | 2,769 |
| Securities issued by states & political subdivisions | $8,622,000 | 2,695 |
| 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 | $4,147,000 | 3,593 |
| Mortgage-backed securities | $99,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $97,000 | 4,131 |
| Issued or guaranteed by U.S. | $97,000 | 4,111 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,907 |
| 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) | $3,008,000 | 1,251 |
| Available-for-sale securities (fair market value) | $22,605,000 | 3,157 |
| Total debt securities | $25,612,000 | 3,198 |
| 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 | $22,854,000 | 3,444 |
| U.S. Government securities | $14,922,000 | 3,129 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $14,922,000 | 2,966 |
| Securities issued by states & political subdivisions | $7,820,000 | 2,838 |
| Other domestic debt securities | $112,000 | 2,108 |
| Privately issued residential mortgage-backed securities | $112,000 | 750 |
| 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 | $4,155,000 | 3,624 |
| Mortgage-backed securities | $117,000 | 4,346 |
| Certificates of participation in pools of residential mortgages | $115,000 | 4,166 |
| Issued or guaranteed by U.S. | $3,000 | 4,251 |
| Privately issued | $112,000 | 392 |
| Collaterized mortgage obligations | $2,000 | 3,013 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,932 |
| 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) | $3,013,000 | 1,267 |
| Available-for-sale securities (fair market value) | $19,841,000 | 3,368 |
| Total debt securities | $22,854,000 | 3,423 |
| 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 | $23,302,000 | 3,461 |
| U.S. Government securities | $14,577,000 | 3,223 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $14,577,000 | 3,063 |
| Securities issued by states & political subdivisions | $8,725,000 | 2,768 |
| 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 | $4,152,000 | 3,670 |
| Mortgage-backed securities | $129,000 | 4,377 |
| Certificates of participation in pools of residential mortgages | $127,000 | 4,195 |
| Issued or guaranteed by U.S. | $127,000 | 4,187 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,000 | 3,018 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,935 |
| 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) | $4,518,000 | 1,168 |
| Available-for-sale securities (fair market value) | $18,784,000 | 3,474 |
| Total debt securities | $23,302,000 | 3,439 |
| 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 | $22,994,000 | 3,539 |
| U.S. Government securities | $14,143,000 | 3,298 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $14,143,000 | 3,150 |
| Securities issued by states & political subdivisions | $8,851,000 | 2,816 |
| 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 | $4,146,000 | 3,737 |
| Mortgage-backed securities | $156,000 | 4,399 |
| Certificates of participation in pools of residential mortgages | $154,000 | 4,220 |
| Issued or guaranteed by U.S. | $154,000 | 4,214 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,946 |
| 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) | $5,027,000 | 1,169 |
| Available-for-sale securities (fair market value) | $17,967,000 | 3,579 |
| Total debt securities | $23,004,000 | 3,513 |
| 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 | $23,474,000 | 3,545 |
| U.S. Government securities | $14,220,000 | 3,306 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,220,000 | 3,176 |
| Securities issued by states & political subdivisions | $9,254,000 | 2,804 |
| 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 | $3,160,000 | 3,992 |
| Mortgage-backed securities | $169,000 | 4,452 |
| Certificates of participation in pools of residential mortgages | $166,000 | 4,271 |
| Issued or guaranteed by U.S. | $166,000 | 4,266 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,970 |
| 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) | $6,036,000 | 1,129 |
| Available-for-sale securities (fair market value) | $17,438,000 | 3,653 |
| Total debt securities | $23,481,000 | 3,520 |
| 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 | $24,044,000 | 3,556 |
| U.S. Government securities | $14,266,000 | 3,352 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $14,266,000 | 3,230 |
| Securities issued by states & political subdivisions | $9,778,000 | 2,760 |
| 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 | $3,157,000 | 4,021 |
| Mortgage-backed securities | $198,000 | 4,475 |
| Certificates of participation in pools of residential mortgages | $195,000 | 4,289 |
| Issued or guaranteed by U.S. | $195,000 | 4,283 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,000 | 3,095 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,997 |
| 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) | $6,045,000 | 1,146 |
| Available-for-sale securities (fair market value) | $17,999,000 | 3,658 |
| Total debt securities | $24,046,000 | 3,530 |
| 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 | $24,793,000 | 3,540 |
| U.S. Government securities | $14,291,000 | 3,384 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $14,291,000 | 3,263 |
| Securities issued by states & political subdivisions | $10,502,000 | 2,708 |
| 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 | $3,002,000 | 4,104 |
| Mortgage-backed securities | $213,000 | 4,532 |
| Certificates of participation in pools of residential mortgages | $209,000 | 4,343 |
| Issued or guaranteed by U.S. | $209,000 | 4,338 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,040 |
| 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) | $6,055,000 | 1,167 |
| Available-for-sale securities (fair market value) | $18,738,000 | 3,637 |
| Total debt securities | $24,792,000 | 3,513 |
| 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 | $24,960,000 | 3,530 |
| U.S. Government securities | $14,313,000 | 3,362 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,313,000 | 3,239 |
| Securities issued by states & political subdivisions | $10,647,000 | 2,706 |
| 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 | $2,970,000 | 4,144 |
| Mortgage-backed securities | $225,000 | 4,555 |
| Certificates of participation in pools of residential mortgages | $221,000 | 4,372 |
| Issued or guaranteed by U.S. | $221,000 | 4,366 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,000 | 3,147 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,038 |
| 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) | $6,064,000 | 1,178 |
| Available-for-sale securities (fair market value) | $18,896,000 | 3,629 |
| Total debt securities | $24,957,000 | 3,504 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $23,533,000 | 3,621 |
| U.S. Government securities | $12,365,000 | 3,573 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,365,000 | 3,451 |
| Securities issued by states & political subdivisions | $11,168,000 | 2,642 |
| 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 | $2,983,000 | 4,203 |
| Mortgage-backed securities | $247,000 | 4,585 |
| Certificates of participation in pools of residential mortgages | $242,000 | 4,392 |
| Issued or guaranteed by U.S. | $242,000 | 4,389 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,000 | 3,172 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,067 |
| 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) | $6,073,000 | 1,187 |
| Available-for-sale securities (fair market value) | $17,460,000 | 3,732 |
| Total debt securities | $23,535,000 | 3,595 |
| 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 | $27,718,000 | 3,414 |
| U.S. Government securities | $14,813,000 | 3,419 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $14,813,000 | 3,299 |
| Securities issued by states & political subdivisions | $12,905,000 | 2,467 |
| 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 | $2,959,000 | 4,291 |
| Mortgage-backed securities | $696,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $258,000 | 4,439 |
| Issued or guaranteed by U.S. | $258,000 | 4,434 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $438,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $438,000 | 2,726 |
| 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) | $5,058,000 | 1,278 |
| Available-for-sale securities (fair market value) | $22,660,000 | 3,448 |
| Total debt securities | $27,722,000 | 3,389 |
| 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 | $24,927,000 | 3,640 |
| U.S. Government securities | $13,843,000 | 3,601 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,843,000 | 3,473 |
| Securities issued by states & political subdivisions | $11,084,000 | 2,659 |
| 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 | $3,095,000 | 4,287 |
| Mortgage-backed securities | $747,000 | 4,480 |
| Certificates of participation in pools of residential mortgages | $270,000 | 4,473 |
| Issued or guaranteed by U.S. | $270,000 | 4,469 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $477,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $477,000 | 2,731 |
| 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) | $5,065,000 | 1,309 |
| Available-for-sale securities (fair market value) | $19,862,000 | 3,670 |
| Total debt securities | $24,928,000 | 3,617 |
| 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 | $24,753,000 | 3,680 |
| U.S. Government securities | $13,870,000 | 3,635 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,870,000 | 3,505 |
| Securities issued by states & political subdivisions | $10,883,000 | 2,702 |
| 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 | $3,078,000 | 4,332 |
| Mortgage-backed securities | $797,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $289,000 | 4,494 |
| Issued or guaranteed by U.S. | $289,000 | 4,491 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $508,000 | 2,829 |
| CMOs issued by government agencies or sponsored agencies | $508,000 | 2,739 |
| 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) | $5,072,000 | 1,323 |
| Available-for-sale securities (fair market value) | $19,681,000 | 3,718 |
| Total debt securities | $24,751,000 | 3,656 |
| 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 | $23,933,000 | 3,806 |
| U.S. Government securities | $12,927,000 | 3,826 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $12,927,000 | 3,704 |
| Securities issued by states & political subdivisions | $11,006,000 | 2,698 |
| 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 | $3,229,000 | 4,379 |
| Mortgage-backed securities | $857,000 | 4,530 |
| Certificates of participation in pools of residential mortgages | $305,000 | 4,546 |
| Issued or guaranteed by U.S. | $305,000 | 4,542 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $552,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $552,000 | 2,767 |
| 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) | $1,038,000 | 1,868 |
| Available-for-sale securities (fair market value) | $22,895,000 | 3,548 |
| Total debt securities | $23,936,000 | 3,782 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $1,000,000 | 1,190 |
| 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 | $23,910,000 | 3,898 |
| U.S. Government securities | $13,978,000 | 3,814 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,978,000 | 3,699 |
| Securities issued by states & political subdivisions | $9,932,000 | 2,851 |
| 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 | $3,217,000 | 4,424 |
| Mortgage-backed securities | $926,000 | 4,587 |
| Certificates of participation in pools of residential mortgages | $323,000 | 4,611 |
| Issued or guaranteed by U.S. | $323,000 | 4,608 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $603,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $603,000 | 2,788 |
| 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) | $1,042,000 | 1,902 |
| Available-for-sale securities (fair market value) | $22,868,000 | 3,648 |
| Total debt securities | $23,905,000 | 3,875 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 930 |
| Fair value | $1,995,000 | 957 |
| 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 | $21,667,000 | 4,110 |
| U.S. Government securities | $11,484,000 | 4,180 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,484,000 | 4,061 |
| Securities issued by states & political subdivisions | $10,183,000 | 2,808 |
| 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 | $3,231,000 | 4,478 |
| Mortgage-backed securities | $984,000 | 4,628 |
| Certificates of participation in pools of residential mortgages | $352,000 | 4,646 |
| Issued or guaranteed by U.S. | $352,000 | 4,640 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $632,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $632,000 | 2,806 |
| 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) | $21,667,000 | 3,753 |
| Total debt securities | $21,666,000 | 4,087 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,230 |
| Fair value | $1,501,000 | 1,209 |
| 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 | $20,754,000 | 4,229 |
| U.S. Government securities | $10,514,000 | 4,374 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,514,000 | 4,264 |
| Securities issued by states & political subdivisions | $10,240,000 | 2,805 |
| 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 | $3,235,000 | 4,541 |
| Mortgage-backed securities | $1,068,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $412,000 | 4,689 |
| Issued or guaranteed by U.S. | $412,000 | 4,684 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $656,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $656,000 | 2,849 |
| 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) | $20,754,000 | 3,872 |
| Total debt securities | $20,752,000 | 4,209 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,266 |
| Fair value | $1,495,000 | 1,275 |
| 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 | $23,285,000 | 4,121 |
| U.S. Government securities | $11,573,000 | 4,344 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $11,573,000 | 4,233 |
| Securities issued by states & political subdivisions | $11,204,000 | 2,716 |
| Other domestic debt securities | $508,000 | 2,018 |
| 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 | $508,000 | 1,598 |
| 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 | $3,275,000 | 4,584 |
| Mortgage-backed securities | $1,115,000 | 4,752 |
| Certificates of participation in pools of residential mortgages | $431,000 | 4,762 |
| Issued or guaranteed by U.S. | $431,000 | 4,758 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $684,000 | 2,986 |
| CMOs issued by government agencies or sponsored agencies | $684,000 | 2,882 |
| 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) | $23,285,000 | 3,761 |
| Total debt securities | $23,284,000 | 4,095 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,049 |
| Fair value | $2,497,000 | 1,054 |
| 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 | $23,623,000 | 4,133 |
| U.S. Government securities | $11,625,000 | 4,410 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $11,625,000 | 4,306 |
| Securities issued by states & political subdivisions | $11,485,000 | 2,673 |
| Other domestic debt securities | $513,000 | 2,059 |
| 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 | $513,000 | 1,636 |
| 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 | $7,950,000 | 3,597 |
| Mortgage-backed securities | $1,173,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $459,000 | 4,803 |
| Issued or guaranteed by U.S. | $459,000 | 4,800 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $714,000 | 3,011 |
| CMOs issued by government agencies or sponsored agencies | $714,000 | 2,914 |
| 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) | $23,623,000 | 3,772 |
| Total debt securities | $23,623,000 | 4,104 |
| Structured notes | ||
| Amortized cost | $2,450,000 | 1,127 |
| Fair value | $2,494,000 | 1,099 |
| 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 | $22,554,000 | 4,251 |
| U.S. Government securities | $10,171,000 | 4,623 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,171,000 | 4,523 |
| Securities issued by states & political subdivisions | $11,866,000 | 2,641 |
| Other domestic debt securities | $517,000 | 2,108 |
| 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 | $517,000 | 1,667 |
| 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 | $8,074,000 | 3,604 |
| Mortgage-backed securities | $1,224,000 | 4,818 |
| Certificates of participation in pools of residential mortgages | $484,000 | 4,827 |
| Issued or guaranteed by U.S. | $484,000 | 4,823 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $740,000 | 3,019 |
| CMOs issued by government agencies or sponsored agencies | $740,000 | 2,923 |
| 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) | $22,554,000 | 3,887 |
| Total debt securities | $22,555,000 | 4,227 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $999,000 | 1,610 |
| 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 | $22,080,000 | 4,285 |
| U.S. Government securities | $10,235,000 | 4,605 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,235,000 | 4,509 |
| Securities issued by states & political subdivisions | $11,324,000 | 2,705 |
| Other domestic debt securities | $521,000 | 2,158 |
| 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 | $521,000 | 1,705 |
| 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 | $7,154,000 | 3,787 |
| Mortgage-backed securities | $1,270,000 | 4,832 |
| Certificates of participation in pools of residential mortgages | $519,000 | 4,835 |
| Issued or guaranteed by U.S. | $519,000 | 4,831 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $751,000 | 3,007 |
| CMOs issued by government agencies or sponsored agencies | $751,000 | 2,900 |
| 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) | $22,080,000 | 3,923 |
| Total debt securities | $22,080,000 | 4,258 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $995,000 | 1,599 |
| 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 | $20,219,000 | 4,470 |
| U.S. Government securities | $8,310,000 | 4,915 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,310,000 | 4,813 |
| Securities issued by states & political subdivisions | $11,385,000 | 2,702 |
| Other domestic debt securities | $524,000 | 2,219 |
| 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 | $524,000 | 1,742 |
| 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 | $6,558,000 | 3,916 |
| Mortgage-backed securities | $1,336,000 | 4,851 |
| Certificates of participation in pools of residential mortgages | $540,000 | 4,858 |
| Issued or guaranteed by U.S. | $540,000 | 4,853 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $796,000 | 3,008 |
| CMOs issued by government agencies or sponsored agencies | $796,000 | 2,893 |
| 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) | $20,219,000 | 4,110 |
| Total debt securities | $20,219,000 | 4,441 |
| 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 | $21,239,000 | 4,394 |
| U.S. Government securities | $8,429,000 | 4,893 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,429,000 | 4,791 |
| Securities issued by states & political subdivisions | $12,284,000 | 2,556 |
| Other domestic debt securities | $526,000 | 2,284 |
| 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 | $526,000 | 1,788 |
| 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 | $6,344,000 | 3,959 |
| Mortgage-backed securities | $1,484,000 | 4,812 |
| Certificates of participation in pools of residential mortgages | $659,000 | 4,786 |
| Issued or guaranteed by U.S. | $659,000 | 4,782 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $825,000 | 3,034 |
| CMOs issued by government agencies or sponsored agencies | $825,000 | 2,913 |
| 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) | $21,239,000 | 4,046 |
| Total debt securities | $21,238,000 | 4,362 |
| 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 | $20,663,000 | 4,459 |
| U.S. Government securities | $8,567,000 | 4,929 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,567,000 | 4,827 |
| Securities issued by states & political subdivisions | $11,563,000 | 2,647 |
| Other domestic debt securities | $533,000 | 2,275 |
| 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 | $533,000 | 1,763 |
| 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 | $6,862,000 | 3,901 |
| Mortgage-backed securities | $1,561,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $691,000 | 4,819 |
| Issued or guaranteed by U.S. | $691,000 | 4,817 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $870,000 | 3,063 |
| CMOs issued by government agencies or sponsored agencies | $870,000 | 2,930 |
| 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) | $20,663,000 | 4,121 |
| Total debt securities | $20,668,000 | 4,430 |
| 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 | $21,425,000 | 4,349 |
| U.S. Government securities | $8,647,000 | 4,900 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,647,000 | 4,803 |
| Securities issued by states & political subdivisions | $12,245,000 | 2,524 |
| Other domestic debt securities | $533,000 | 2,267 |
| 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 | $533,000 | 1,730 |
| 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 | $6,795,000 | 3,885 |
| Mortgage-backed securities | $1,644,000 | 4,853 |
| Certificates of participation in pools of residential mortgages | $740,000 | 4,823 |
| Issued or guaranteed by U.S. | $740,000 | 4,822 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $904,000 | 3,084 |
| CMOs issued by government agencies or sponsored agencies | $904,000 | 2,949 |
| 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) | $21,425,000 | 4,005 |
| Total debt securities | $21,425,000 | 4,320 |
| 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 | $18,740,000 | 4,647 |
| U.S. Government securities | $5,738,000 | 5,552 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,738,000 | 5,438 |
| Securities issued by states & political subdivisions | $12,464,000 | 2,482 |
| Other domestic debt securities | $538,000 | 2,339 |
| 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 | $538,000 | 1,791 |
| 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 | $6,919,000 | 3,912 |
| Mortgage-backed securities | $1,724,000 | 4,930 |
| Certificates of participation in pools of residential mortgages | $793,000 | 4,914 |
| Issued or guaranteed by U.S. | $793,000 | 4,911 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $931,000 | 3,161 |
| CMOs issued by government agencies or sponsored agencies | $931,000 | 3,011 |
| 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) | $18,740,000 | 4,296 |
| Total debt securities | $18,741,000 | 4,615 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,750 |
| Fair value | $1,000,000 | 1,875 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $24,737,000 | 4,144 |
| U.S. Government securities | $12,553,000 | 4,489 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,553,000 | 4,400 |
| Securities issued by states & political subdivisions | $11,652,000 | 2,519 |
| Other domestic debt securities | $532,000 | 2,328 |
| 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 | $532,000 | 1,782 |
| 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 | $5,197,000 | 4,327 |
| Mortgage-backed securities | $1,799,000 | 4,955 |
| Certificates of participation in pools of residential mortgages | $849,000 | 4,909 |
| Issued or guaranteed by U.S. | $849,000 | 4,906 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $950,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $950,000 | 3,011 |
| 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) | $24,737,000 | 3,825 |
| Total debt securities | $24,736,000 | 4,106 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 1,152 |
| Fair value | $3,498,000 | 1,159 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $23,829,000 | 4,270 |
| U.S. Government securities | $9,664,000 | 5,043 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,664,000 | 4,945 |
| Securities issued by states & political subdivisions | $13,627,000 | 2,230 |
| Other domestic debt securities | $538,000 | 2,295 |
| 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 | $538,000 | 1,763 |
| 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 | $7,857,000 | 3,782 |
| Mortgage-backed securities | $1,896,000 | 4,950 |
| Certificates of participation in pools of residential mortgages | $921,000 | 4,896 |
| Issued or guaranteed by U.S. | $921,000 | 4,894 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $975,000 | 3,183 |
| CMOs issued by government agencies or sponsored agencies | $975,000 | 3,018 |
| 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) | $23,829,000 | 3,926 |
| Total debt securities | $23,828,000 | 4,230 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 1,304 |
| Fair value | $3,503,000 | 1,294 |
| 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 | $23,376,000 | 4,248 |
| U.S. Government securities | $9,503,000 | 5,019 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,503,000 | 4,924 |
| Securities issued by states & political subdivisions | $13,346,000 | 2,211 |
| Other domestic debt securities | $527,000 | 2,284 |
| 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 | $527,000 | 1,686 |
| 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 | $8,641,000 | 3,447 |
| Mortgage-backed securities | $1,981,000 | 4,906 |
| Certificates of participation in pools of residential mortgages | $986,000 | 4,817 |
| Issued or guaranteed by U.S. | $986,000 | 4,810 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $995,000 | 3,119 |
| CMOs issued by government agencies or sponsored agencies | $995,000 | 2,874 |
| 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) | $23,376,000 | 3,898 |
| Total debt securities | $23,377,000 | 4,220 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 1,270 |
| Fair value | $3,503,000 | 1,269 |
| 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 | $23,592,000 | 4,151 |
| U.S. Government securities | $10,610,000 | 4,801 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,610,000 | 4,698 |
| Securities issued by states & political subdivisions | $12,458,000 | 2,254 |
| Other domestic debt securities | $524,000 | 2,275 |
| 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 | $524,000 | 1,652 |
| 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 | $8,810,000 | 3,393 |
| Mortgage-backed securities | $3,070,000 | 4,604 |
| Certificates of participation in pools of residential mortgages | $1,041,000 | 4,791 |
| Issued or guaranteed by U.S. | $1,041,000 | 4,781 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,029,000 | 2,754 |
| CMOs issued by government agencies or sponsored agencies | $2,029,000 | 2,532 |
| 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) | $23,592,000 | 3,806 |
| Total debt securities | $23,592,000 | 4,116 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 1,342 |
| Fair value | $3,501,000 | 1,351 |
| 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 | $25,334,000 | 4,016 |
| U.S. Government securities | $12,613,000 | 4,633 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,613,000 | 4,516 |
| Securities issued by states & political subdivisions | $12,721,000 | 2,155 |
| 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 | $8,557,000 | 3,459 |
| Mortgage-backed securities | $4,042,000 | 4,368 |
| Certificates of participation in pools of residential mortgages | $1,092,000 | 4,761 |
| Issued or guaranteed by U.S. | $1,092,000 | 4,753 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,950,000 | 2,472 |
| CMOs issued by government agencies or sponsored agencies | $2,950,000 | 2,257 |
| 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) | $25,334,000 | 3,693 |
| Total debt securities | $25,333,000 | 3,984 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 1,267 |
| Fair value | $4,502,000 | 1,267 |
| 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 | $23,654,000 | 4,155 |
| U.S. Government securities | $11,109,000 | 4,831 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,109,000 | 4,705 |
| Securities issued by states & political subdivisions | $12,545,000 | 2,134 |
| 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 | $8,347,000 | 3,515 |
| Mortgage-backed securities | $4,067,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $1,148,000 | 4,696 |
| Issued or guaranteed by U.S. | $1,148,000 | 4,689 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,919,000 | 2,417 |
| CMOs issued by government agencies or sponsored agencies | $2,919,000 | 2,191 |
| 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) | $23,654,000 | 3,827 |
| Total debt securities | $23,656,000 | 4,121 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,710 |
| Fair value | $2,985,000 | 1,692 |
| 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 | $25,630,000 | 3,859 |
| U.S. Government securities | $12,489,000 | 4,462 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,489,000 | 4,342 |
| Securities issued by states & political subdivisions | $13,141,000 | 2,045 |
| 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 | $8,458,000 | 3,450 |
| Mortgage-backed securities | $4,166,000 | 4,192 |
| Certificates of participation in pools of residential mortgages | $1,232,000 | 4,582 |
| Issued or guaranteed by U.S. | $1,232,000 | 4,575 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,934,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $2,934,000 | 2,128 |
| 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) | $25,630,000 | 3,551 |
| Total debt securities | $25,631,000 | 3,828 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,575 |
| Fair value | $2,986,000 | 1,552 |
| 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 | $18,862,000 | 4,493 |
| U.S. Government securities | $9,785,000 | 4,878 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,785,000 | 4,760 |
| Securities issued by states & political subdivisions | $9,077,000 | 2,529 |
| 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 | $8,592,000 | 3,447 |
| Mortgage-backed securities | $1,372,000 | 5,052 |
| Certificates of participation in pools of residential mortgages | $1,354,000 | 4,518 |
| Issued or guaranteed by U.S. | $1,354,000 | 4,511 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,000 | 3,756 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,429 |
| 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) | $18,862,000 | 4,099 |
| Total debt securities | $18,862,000 | 4,453 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,606 |
| Fair value | $3,008,000 | 1,600 |
| 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 | $19,559,000 | 4,452 |
| U.S. Government securities | $10,718,000 | 4,796 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,718,000 | 4,685 |
| Securities issued by states & political subdivisions | $8,841,000 | 2,443 |
| 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 | $9,328,000 | 3,353 |
| Mortgage-backed securities | $1,479,000 | 5,018 |
| Certificates of participation in pools of residential mortgages | $1,461,000 | 4,536 |
| Issued or guaranteed by U.S. | $1,461,000 | 4,529 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $18,000 | 3,679 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,356 |
| 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) | $19,559,000 | 4,039 |
| Total debt securities | $19,557,000 | 4,404 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $998,000 | 2,656 |
| 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 | $20,097,000 | 4,440 |
| U.S. Government securities | $8,843,000 | 5,250 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,843,000 | 5,140 |
| Securities issued by states & political subdivisions | $9,645,000 | 2,287 |
| Other domestic debt securities | $1,609,000 | 1,894 |
| Privately issued residential mortgage-backed securities | $1,609,000 | 924 |
| 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 | $9,341,000 | 3,429 |
| Mortgage-backed securities | $1,684,000 | 5,038 |
| Certificates of participation in pools of residential mortgages | $1,665,000 | 4,561 |
| Issued or guaranteed by U.S. | $56,000 | 5,727 |
| Privately issued | $1,609,000 | 78 |
| Collaterized mortgage obligations | $19,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,335 |
| 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) | $20,097,000 | 4,025 |
| Total debt securities | $20,096,000 | 4,407 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $23,878,000 | 3,989 |
| U.S. Government securities | $11,895,000 | 4,604 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,895,000 | 4,507 |
| Securities issued by states & political subdivisions | $10,078,000 | 2,232 |
| Other domestic debt securities | $1,905,000 | 1,864 |
| Privately issued residential mortgage-backed securities | $1,905,000 | 906 |
| 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 | $8,195,000 | 3,665 |
| Mortgage-backed securities | $1,988,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $1,969,000 | 4,511 |
| Issued or guaranteed by U.S. | $64,000 | 5,771 |
| Privately issued | $1,905,000 | 71 |
| Collaterized mortgage obligations | $19,000 | 3,694 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,337 |
| 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) | $23,878,000 | 3,614 |
| Total debt securities | $23,877,000 | 3,961 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $25,072,000 | 3,900 |
| U.S. Government securities | $10,961,000 | 4,817 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,961,000 | 4,727 |
| Securities issued by states & political subdivisions | $10,343,000 | 2,202 |
| Other domestic debt securities | $3,768,000 | 1,470 |
| Privately issued residential mortgage-backed securities | $2,039,000 | 942 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,729,000 | 1,204 |
| 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 | $7,708,000 | 3,770 |
| Mortgage-backed securities | $2,129,000 | 5,038 |
| Certificates of participation in pools of residential mortgages | $2,109,000 | 4,554 |
| Issued or guaranteed by U.S. | $70,000 | 5,834 |
| Privately issued | $2,039,000 | 79 |
| Collaterized mortgage obligations | $20,000 | 3,692 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,325 |
| 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) | $25,072,000 | 3,521 |
| Total debt securities | $25,072,000 | 3,864 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $24,916,000 | 3,876 |
| U.S. Government securities | $10,748,000 | 4,850 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $10,748,000 | 4,761 |
| Securities issued by states & political subdivisions | $9,827,000 | 2,225 |
| Other domestic debt securities | $4,341,000 | 1,423 |
| Privately issued residential mortgage-backed securities | $2,089,000 | 959 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,252,000 | 1,064 |
| 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 | $8,167,000 | 3,684 |
| Mortgage-backed securities | $2,187,000 | 5,067 |
| Certificates of participation in pools of residential mortgages | $2,165,000 | 4,583 |
| Issued or guaranteed by U.S. | $76,000 | 5,872 |
| Privately issued | $2,089,000 | 85 |
| Collaterized mortgage obligations | $22,000 | 3,688 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,312 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $24,916,000 | 3,482 |
| Total debt securities | $24,916,000 | 3,842 |
| 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 | $19,531,000 | 4,492 |
| U.S. Government securities | $9,742,000 | 5,129 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,742,000 | 5,045 |
| Securities issued by states & political subdivisions | $7,561,000 | 2,536 |
| Other domestic debt securities | $2,228,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $2,228,000 | 970 |
| 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 | $4,827,000 | 4,530 |
| Mortgage-backed securities | $2,339,000 | 5,091 |
| Certificates of participation in pools of residential mortgages | $2,312,000 | 4,627 |
| Issued or guaranteed by U.S. | $84,000 | 5,920 |
| Privately issued | $2,228,000 | 92 |
| Collaterized mortgage obligations | $27,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,301 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $19,531,000 | 4,045 |
| Total debt securities | $19,531,000 | 4,455 |
| 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 | $16,299,000 | 4,920 |
| U.S. Government securities | $11,535,000 | 4,862 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,535,000 | 4,770 |
| Securities issued by states & political subdivisions | $4,764,000 | 3,168 |
| 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 | $4,871,000 | 4,566 |
| Mortgage-backed securities | $2,427,000 | 5,045 |
| Certificates of participation in pools of residential mortgages | $2,397,000 | 4,575 |
| Issued or guaranteed by U.S. | $2,397,000 | 4,563 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $30,000 | 3,648 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 3,293 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $16,299,000 | 4,440 |
| Total debt securities | $16,300,000 | 4,885 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $16,781,000 | 4,813 |
| U.S. Government securities | $12,189,000 | 4,682 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,189,000 | 4,595 |
| Securities issued by states & political subdivisions | $4,592,000 | 3,219 |
| 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 | $4,704,000 | 4,629 |
| Mortgage-backed securities | $2,554,000 | 4,955 |
| Certificates of participation in pools of residential mortgages | $2,519,000 | 4,474 |
| Issued or guaranteed by U.S. | $2,519,000 | 4,461 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $35,000 | 3,574 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,217 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $16,781,000 | 4,322 |
| Total debt securities | $16,780,000 | 4,772 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $16,806,000 | 4,864 |
| U.S. Government securities | $12,215,000 | 4,702 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,215,000 | 4,619 |
| Securities issued by states & political subdivisions | $4,591,000 | 3,233 |
| 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 | $1,340,000 | 5,934 |
| Mortgage-backed securities | $2,611,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $2,571,000 | 4,472 |
| Issued or guaranteed by U.S. | $2,571,000 | 4,456 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $40,000 | 3,569 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,234 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $16,806,000 | 4,372 |
| Total debt securities | $16,812,000 | 4,808 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $16,684,000 | 4,867 |
| U.S. Government securities | $12,476,000 | 4,662 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,476,000 | 4,578 |
| Securities issued by states & political subdivisions | $4,208,000 | 3,362 |
| 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 | $1,355,000 | 5,916 |
| Mortgage-backed securities | $2,795,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $2,748,000 | 4,301 |
| Issued or guaranteed by U.S. | $2,748,000 | 4,284 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $47,000 | 3,551 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,208 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $16,684,000 | 4,375 |
| Total debt securities | $16,682,000 | 4,814 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $15,764,000 | 5,044 |
| U.S. Government securities | $11,599,000 | 4,939 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,599,000 | 4,845 |
| Securities issued by states & political subdivisions | $4,165,000 | 3,368 |
| 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 | $1,340,000 | 5,991 |
| Mortgage-backed securities | $2,843,000 | 4,541 |
| Certificates of participation in pools of residential mortgages | $2,791,000 | 3,998 |
| Issued or guaranteed by U.S. | $2,791,000 | 3,982 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $52,000 | 3,467 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,147 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $15,764,000 | 4,502 |
| Total debt securities | $15,764,000 | 4,997 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $15,378,000 | 5,118 |
| U.S. Government securities | $11,233,000 | 5,106 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,233,000 | 5,008 |
| Securities issued by states & political subdivisions | $4,145,000 | 3,365 |
| 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 | $1,332,000 | 6,011 |
| Mortgage-backed securities | $3,006,000 | 4,348 |
| Certificates of participation in pools of residential mortgages | $2,949,000 | 3,779 |
| Issued or guaranteed by U.S. | $2,949,000 | 3,764 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $57,000 | 3,433 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,103 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $15,378,000 | 4,555 |
| Total debt securities | $15,379,000 | 5,074 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $17,430,000 | 4,829 |
| U.S. Government securities | $12,978,000 | 4,791 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,978,000 | 4,677 |
| Securities issued by states & political subdivisions | $4,452,000 | 3,240 |
| 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 | $1,322,000 | 6,070 |
| Mortgage-backed securities | $2,580,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $2,518,000 | 3,925 |
| Issued or guaranteed by U.S. | $2,518,000 | 3,913 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $62,000 | 3,398 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 3,076 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $17,430,000 | 4,270 |
| Total debt securities | $17,429,000 | 4,785 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $20,474,000 | 4,435 |
| U.S. Government securities | $16,127,000 | 4,237 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,127,000 | 4,135 |
| Securities issued by states & political subdivisions | $4,347,000 | 3,300 |
| 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 | $1,323,000 | 6,079 |
| Mortgage-backed securities | $2,717,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $2,649,000 | 3,859 |
| Issued or guaranteed by U.S. | $2,649,000 | 3,843 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $68,000 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,072 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $20,474,000 | 3,896 |
| Total debt securities | $20,474,000 | 4,389 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $21,307,000 | 4,364 |
| U.S. Government securities | $16,471,000 | 4,238 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,471,000 | 4,133 |
| Securities issued by states & political subdivisions | $4,836,000 | 3,168 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,267,000 | 6,126 |
| Mortgage-backed securities | $2,349,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $2,273,000 | 4,033 |
| Issued or guaranteed by U.S. | $2,273,000 | 4,022 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $76,000 | 3,362 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,064 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $21,307,000 | 3,821 |
| Total debt securities | $21,308,000 | 4,310 |
| 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 | $23,066,000 | 4,190 |
| U.S. Government securities | $18,008,000 | 4,040 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $18,008,000 | 3,928 |
| Securities issued by states & political subdivisions | $5,058,000 | 3,073 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,271,000 | 6,182 |
| Mortgage-backed securities | $2,416,000 | 4,514 |
| Certificates of participation in pools of residential mortgages | $2,333,000 | 3,994 |
| Issued or guaranteed by U.S. | $2,333,000 | 3,973 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $83,000 | 3,330 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 3,035 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $23,066,000 | 3,645 |
| Total debt securities | $23,070,000 | 4,132 |
| 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 | $18,885,000 | 4,717 |
| U.S. Government securities | $13,898,000 | 4,726 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,898,000 | 4,583 |
| Securities issued by states & political subdivisions | $4,987,000 | 3,087 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,251,000 | 6,218 |
| Mortgage-backed securities | $458,000 | 5,758 |
| Certificates of participation in pools of residential mortgages | $366,000 | 5,472 |
| Issued or guaranteed by U.S. | $366,000 | 5,448 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $92,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 3,023 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $18,885,000 | 4,103 |
| Total debt securities | $18,885,000 | 4,665 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $19,070,000 | 4,738 |
| U.S. Government securities | $14,018,000 | 4,732 |
| U.S. Treasury securities | $1,994,000 | 854 |
| U.S. Government agency obligations | $12,024,000 | 4,989 |
| Securities issued by states & political subdivisions | $5,052,000 | 3,066 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,256,000 | 6,224 |
| Mortgage-backed securities | $504,000 | 5,739 |
| Certificates of participation in pools of residential mortgages | $404,000 | 5,447 |
| Issued or guaranteed by U.S. | $404,000 | 5,424 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $100,000 | 3,331 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,014 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $19,070,000 | 4,115 |
| Total debt securities | $19,071,000 | 4,683 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $18,622,000 | 4,828 |
| U.S. Government securities | $13,552,000 | 4,826 |
| U.S. Treasury securities | $1,975,000 | 911 |
| U.S. Government agency obligations | $11,577,000 | 5,067 |
| Securities issued by states & political subdivisions | $5,070,000 | 3,053 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,256,000 | 6,248 |
| Mortgage-backed securities | $537,000 | 5,764 |
| Certificates of participation in pools of residential mortgages | $428,000 | 5,458 |
| Issued or guaranteed by U.S. | $428,000 | 5,432 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $109,000 | 3,321 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 3,011 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $18,622,000 | 4,172 |
| Total debt securities | $18,622,000 | 4,774 |
| 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 | $16,449,000 | 5,131 |
| U.S. Government securities | $11,166,000 | 5,284 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,166,000 | 5,130 |
| Securities issued by states & political subdivisions | $5,283,000 | 2,978 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,378,000 | 6,207 |
| Mortgage-backed securities | $572,000 | 5,779 |
| Certificates of participation in pools of residential mortgages | $449,000 | 5,480 |
| Issued or guaranteed by U.S. | $449,000 | 5,458 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $123,000 | 3,316 |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 3,007 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $16,449,000 | 4,469 |
| Total debt securities | $16,449,000 | 5,081 |
| 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 | $16,924,000 | 5,112 |
| U.S. Government securities | $11,799,000 | 5,186 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,799,000 | 5,036 |
| Securities issued by states & political subdivisions | $5,125,000 | 3,007 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,388,000 | 6,200 |
| Mortgage-backed securities | $623,000 | 5,784 |
| Certificates of participation in pools of residential mortgages | $488,000 | 5,493 |
| Issued or guaranteed by U.S. | $488,000 | 5,466 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $135,000 | 3,327 |
| CMOs issued by government agencies or sponsored agencies | $135,000 | 3,025 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $16,924,000 | 4,455 |
| Total debt securities | $16,923,000 | 5,061 |
| 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 | $16,853,000 | 5,176 |
| U.S. Government securities | $11,770,000 | 5,271 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,770,000 | 5,121 |
| Securities issued by states & political subdivisions | $5,083,000 | 3,010 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,377,000 | 6,253 |
| Mortgage-backed securities | $679,000 | 5,818 |
| Certificates of participation in pools of residential mortgages | $530,000 | 5,520 |
| Issued or guaranteed by U.S. | $530,000 | 5,500 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $149,000 | 3,352 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 3,060 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $16,853,000 | 4,517 |
| Total debt securities | $16,853,000 | 5,117 |
| 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 | $17,471,000 | 5,098 |
| U.S. Government securities | $11,999,000 | 5,249 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,999,000 | 5,093 |
| Securities issued by states & political subdivisions | $5,472,000 | 2,919 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,556,000 | 6,120 |
| Mortgage-backed securities | $739,000 | 5,817 |
| Certificates of participation in pools of residential mortgages | $577,000 | 5,507 |
| Issued or guaranteed by U.S. | $577,000 | 5,488 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $162,000 | 3,375 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 3,074 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $17,471,000 | 4,451 |
| Total debt securities | $17,469,000 | 5,033 |
| 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 | $17,678,000 | 5,069 |
| U.S. Government securities | $11,384,000 | 5,388 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,384,000 | 5,238 |
| Securities issued by states & political subdivisions | $6,010,000 | 2,761 |
| Other domestic debt securities | $284,000 | 3,059 |
| Privately issued residential mortgage-backed securities | $284,000 | 908 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,772,000 | 6,051 |
| Mortgage-backed securities | $808,000 | 5,802 |
| Certificates of participation in pools of residential mortgages | $627,000 | 5,484 |
| Issued or guaranteed by U.S. | $343,000 | 5,796 |
| Privately issued | $284,000 | 149 |
| Collaterized mortgage obligations | $181,000 | 3,370 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 3,073 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $17,678,000 | 4,415 |
| Total debt securities | $17,678,000 | 4,995 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $18,078,000 | 5,082 |
| U.S. Government securities | $12,017,000 | 5,298 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,017,000 | 5,142 |
| Securities issued by states & political subdivisions | $6,061,000 | 2,737 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,777,000 | 6,067 |
| Mortgage-backed securities | $911,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $709,000 | 5,470 |
| Issued or guaranteed by U.S. | $709,000 | 5,453 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $202,000 | 3,407 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 3,119 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $18,078,000 | 4,445 |
| Total debt securities | $18,077,000 | 5,006 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $17,155,000 | 5,178 |
| U.S. Government securities | $10,783,000 | 5,546 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,783,000 | 5,403 |
| Securities issued by states & political subdivisions | $6,372,000 | 2,677 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,800,000 | 6,022 |
| Mortgage-backed securities | $1,039,000 | 5,734 |
| Certificates of participation in pools of residential mortgages | $810,000 | 5,415 |
| Issued or guaranteed by U.S. | $810,000 | 5,397 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $229,000 | 3,454 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 3,155 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $17,155,000 | 4,555 |
| Total debt securities | $17,156,000 | 5,100 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $17,376,000 | 5,198 |
| U.S. Government securities | $10,895,000 | 5,549 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,895,000 | 5,381 |
| Securities issued by states & political subdivisions | $6,481,000 | 2,677 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,803,000 | 5,987 |
| Mortgage-backed securities | $1,154,000 | 5,658 |
| Certificates of participation in pools of residential mortgages | $898,000 | 5,366 |
| Issued or guaranteed by U.S. | $898,000 | 5,344 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $256,000 | 3,452 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 3,283 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $17,376,000 | 4,540 |
| Total debt securities | $17,377,000 | 5,117 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $17,627,000 | 5,095 |
| U.S. Government securities | $11,163,000 | 5,339 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,163,000 | 5,178 |
| Securities issued by states & political subdivisions | $6,464,000 | 2,671 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,362,000 | 5,605 |
| Mortgage-backed securities | $1,366,000 | 5,534 |
| Certificates of participation in pools of residential mortgages | $1,063,000 | 5,237 |
| Issued or guaranteed by U.S. | $1,063,000 | 5,214 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $303,000 | 3,469 |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 3,292 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $17,627,000 | 4,447 |
| Total debt securities | $17,627,000 | 5,008 |
| 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 | $17,460,000 | 5,063 |
| U.S. Government securities | $10,857,000 | 5,354 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,857,000 | 5,186 |
| Securities issued by states & political subdivisions | $6,603,000 | 2,592 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,400,000 | 5,598 |
| Mortgage-backed securities | $1,970,000 | 5,339 |
| Certificates of participation in pools of residential mortgages | $1,392,000 | 5,047 |
| Issued or guaranteed by U.S. | $1,392,000 | 5,029 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $578,000 | 3,346 |
| CMOs issued by government agencies or sponsored agencies | $578,000 | 3,180 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $17,460,000 | 4,418 |
| Total debt securities | $17,460,000 | 4,967 |
| 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 | $20,557,000 | 4,578 |
| U.S. Government securities | $13,988,000 | 4,692 |
| U.S. Treasury securities | $2,500,000 | 1,045 |
| U.S. Government agency obligations | $11,488,000 | 5,057 |
| Securities issued by states & political subdivisions | $6,569,000 | 2,523 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,449,000 | 6,251 |
| Mortgage-backed securities | $2,659,000 | 5,021 |
| Certificates of participation in pools of residential mortgages | $1,692,000 | 4,858 |
| Issued or guaranteed by U.S. | $1,692,000 | 4,842 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $967,000 | 3,185 |
| CMOs issued by government agencies or sponsored agencies | $967,000 | 3,036 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $20,557,000 | 3,954 |
| Total debt securities | $20,557,000 | 4,480 |
| 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 | $24,424,000 | 4,064 |
| U.S. Government securities | $18,043,000 | 3,969 |
| U.S. Treasury securities | $4,992,000 | 735 |
| U.S. Government agency obligations | $13,051,000 | 4,683 |
| Securities issued by states & political subdivisions | $6,381,000 | 2,546 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,271,000 | 5,715 |
| Mortgage-backed securities | $3,202,000 | 4,776 |
| Certificates of participation in pools of residential mortgages | $2,143,000 | 4,572 |
| Issued or guaranteed by U.S. | $2,143,000 | 4,555 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,059,000 | 3,080 |
| CMOs issued by government agencies or sponsored agencies | $1,059,000 | 2,942 |
| 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) | $24,424,000 | 3,486 |
| Total debt securities | $24,417,000 | 3,988 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $17,223,000 | 4,970 |
| U.S. Government securities | $11,586,000 | 5,109 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,586,000 | 4,899 |
| Securities issued by states & political subdivisions | $5,637,000 | 2,653 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,092,000 | 3,983 |
| Mortgage-backed securities | $5,466,000 | 3,844 |
| Certificates of participation in pools of residential mortgages | $2,906,000 | 3,940 |
| Issued or guaranteed by U.S. | $2,906,000 | 3,925 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,560,000 | 2,510 |
| CMOs issued by government agencies or sponsored agencies | $2,560,000 | 2,352 |
| 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) | $17,223,000 | 4,234 |
| Total debt securities | $17,222,000 | 4,876 |
| 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 | $22,052,000 | 4,334 |
| U.S. Government securities | $15,096,000 | 4,505 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,096,000 | 4,213 |
| Securities issued by states & political subdivisions | $5,812,000 | 2,531 |
| Other domestic debt securities | $139,000 | 3,535 |
| 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 | $139,000 | 3,089 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,005,000 | 2,513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,287,000 | 3,594 |
| Mortgage-backed securities | $4,557,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $2,438,000 | 3,680 |
| Issued or guaranteed by U.S. | $2,438,000 | 3,666 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,119,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $2,119,000 | 2,097 |
| 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) | $22,052,000 | 3,520 |
| Total debt securities | $21,047,000 | 4,361 |
| Structured notes | ||
| Amortized cost | $966,000 | 422 |
| Fair value | $995,000 | 347 |
| 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 | $22,458,000 | 4,467 |
| U.S. Government securities | $15,710,000 | 4,633 |
| U.S. Treasury securities | $2,503,000 | 2,417 |
| U.S. Government agency obligations | $13,207,000 | 4,709 |
| Securities issued by states & political subdivisions | $5,682,000 | 2,697 |
| Other domestic debt securities | $127,000 | 3,463 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,620 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $124,000 | 2,939 |
| Foreign debt securities | NA | NA |
| Equity securities | $939,000 | 2,535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,393,000 | 2,719 |
| Mortgage-backed securities | $4,459,000 | 3,781 |
| Certificates of participation in pools of residential mortgages | $2,207,000 | 4,066 |
| Issued or guaranteed by U.S. | $2,207,000 | 4,050 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,252,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $2,249,000 | 2,199 |
| Privately issued | $3,000 | 1,421 |
| 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) | $8,387,000 | 2,346 |
| Available-for-sale securities (fair market value) | $14,071,000 | 4,922 |
| Total debt securities | $21,519,000 | 4,467 |
| Structured notes | ||
| Amortized cost | $962,000 | 624 |
| Fair value | $952,000 | 564 |
| 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 | $23,032,000 | 4,400 |
| U.S. Government securities | $16,594,000 | 4,472 |
| U.S. Treasury securities | $2,549,000 | 3,406 |
| U.S. Government agency obligations | $14,045,000 | 4,297 |
| Securities issued by states & political subdivisions | $5,548,000 | 2,772 |
| Other domestic debt securities | $10,000 | 3,879 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,616 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $880,000 | 2,547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,527,000 | 3,141 |
| Mortgage-backed securities | $4,286,000 | 4,115 |
| Certificates of participation in pools of residential mortgages | $3,296,000 | 3,663 |
| Issued or guaranteed by U.S. | $3,296,000 | 3,646 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $990,000 | 3,291 |
| CMOs issued by government agencies or sponsored agencies | $980,000 | 3,163 |
| Privately issued | $10,000 | 1,400 |
| 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) | $8,790,000 | 2,528 |
| Available-for-sale securities (fair market value) | $14,242,000 | 4,787 |
| Total debt securities | $22,152,000 | 4,404 |
| 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 | $26,515,000 | 4,019 |
| U.S. Government securities | $20,445,000 | 4,015 |
| U.S. Treasury securities | $2,712,000 | 4,524 |
| U.S. Government agency obligations | $17,733,000 | 3,536 |
| Securities issued by states & political subdivisions | $5,225,000 | 2,661 |
| Other domestic debt securities | $21,000 | 3,699 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,580 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $824,000 | 2,656 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,091,000 | 4,458 |
| Mortgage-backed securities | $5,357,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $3,900,000 | 3,311 |
| Issued or guaranteed by U.S. | $3,900,000 | 3,296 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,457,000 | 3,037 |
| CMOs issued by government agencies or sponsored agencies | $1,436,000 | 2,939 |
| Privately issued | $21,000 | 1,338 |
| 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) | $11,763,000 | 2,502 |
| Available-for-sale securities (fair market value) | $14,752,000 | 4,540 |
| Total debt securities | $25,691,000 | 4,006 |
| Structured notes | ||
| Amortized cost | $796,000 | 1,583 |
| Fair value | $800,000 | 1,556 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $20,045,000 | 5,295 |
| U.S. Government securities | $15,977,000 | 5,237 |
| U.S. Treasury securities | $1,015,000 | 7,109 |
| U.S. Government agency obligations | $14,962,000 | 4,220 |
| Securities issued by states & political subdivisions | $3,763,000 | 3,404 |
| Other domestic debt securities | $30,000 | 4,193 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,870 |
| 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 | $275,000 | 4,697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,373,000 | 3,090 |
| Mortgage-backed securities | $4,541,000 | 4,440 |
| Certificates of participation in pools of residential mortgages | $2,897,000 | 4,155 |
| Issued or guaranteed by U.S. | $2,897,000 | 4,135 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,644,000 | 3,316 |
| CMOs issued by government agencies or sponsored agencies | $1,614,000 | 3,199 |
| Privately issued | $30,000 | 1,585 |
| 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) | $12,243,000 | 2,771 |
| Available-for-sale securities (fair market value) | $7,802,000 | 6,690 |
| Total debt securities | $19,770,000 | 5,234 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,319 |
| Fair value | $1,499,000 | 1,315 |
| 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 | $19,090,000 | 5,727 |
| U.S. Government securities | $15,597,000 | 5,570 |
| U.S. Treasury securities | $1,516,000 | 7,693 |
| U.S. Government agency obligations | $14,081,000 | 4,379 |
| Securities issued by states & political subdivisions | $3,321,000 | 3,745 |
| Other domestic debt securities | $122,000 | 4,300 |
| Privately issued residential mortgage-backed securities | $44,000 | 2,193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $78,000 | 3,621 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 6,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,711,000 | 3,262 |
| Mortgage-backed securities | $5,348,000 | 4,356 |
| Certificates of participation in pools of residential mortgages | $3,406,000 | 3,953 |
| Issued or guaranteed by U.S. | $3,406,000 | 3,924 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,942,000 | 3,492 |
| CMOs issued by government agencies or sponsored agencies | $1,898,000 | 3,382 |
| Privately issued | $44,000 | 1,870 |
| 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) | $13,350,000 | 2,747 |
| Available-for-sale securities (fair market value) | $5,740,000 | 7,694 |
| Total debt securities | $19,040,000 | 5,629 |
| Structured notes | ||
| Amortized cost | $1,740,000 | 1,926 |
| Fair value | $1,750,000 | 1,886 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $17,490,000 | 6,464 |
| U.S. Government securities | $14,389,000 | 6,219 |
| U.S. Treasury securities | $3,950,000 | 6,337 |
| U.S. Government agency obligations | $10,439,000 | 5,225 |
| Securities issued by states & political subdivisions | $2,682,000 | 4,472 |
| Other domestic debt securities | $418,000 | 3,838 |
| Privately issued residential mortgage-backed securities | $107,000 | 2,127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $311,000 | 3,267 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,765,000 | 4,379 |
| Mortgage-backed securities | $6,037,000 | 4,299 |
| Certificates of participation in pools of residential mortgages | $3,987,000 | 3,804 |
| Issued or guaranteed by U.S. | $3,987,000 | 3,778 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,050,000 | 3,587 |
| CMOs issued by government agencies or sponsored agencies | $1,943,000 | 3,523 |
| Privately issued | $107,000 | 1,817 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,597,000 | 5,465 |
| Available-for-sale securities (fair market value) | $6,893,000 | 5,941 |
| Total debt securities | $17,490,000 | 6,352 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $14,313,000 | 7,626 |
| U.S. Government securities | $12,349,000 | 7,083 |
| U.S. Treasury securities | $4,064,000 | 6,365 |
| U.S. Government agency obligations | $8,285,000 | 6,250 |
| Securities issued by states & political subdivisions | $1,205,000 | 6,443 |
| Other domestic debt securities | $710,000 | 3,784 |
| Privately issued residential mortgage-backed securities | $84,000 | 2,798 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $626,000 | 3,006 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 6,709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,293,000 | 3,545 |
| Mortgage-backed securities | $6,376,000 | 4,666 |
| Certificates of participation in pools of residential mortgages | $4,033,000 | 4,242 |
| Issued or guaranteed by U.S. | $4,033,000 | 4,200 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,343,000 | 3,824 |
| CMOs issued by government agencies or sponsored agencies | $2,259,000 | 3,661 |
| Privately issued | $84,000 | 2,380 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,263,000 | 7,485 |
| 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 | $15,695,000 | 7,162 |
| U.S. Government securities | $13,525,000 | 6,714 |
| U.S. Treasury securities | $3,578,000 | 6,942 |
| U.S. Government agency obligations | $9,947,000 | 5,547 |
| Securities issued by states & political subdivisions | $482,000 | 7,790 |
| Other domestic debt securities | $1,189,000 | 3,784 |
| Privately issued residential mortgage-backed securities | $148,000 | 3,279 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,041,000 | 2,862 |
| Foreign debt securities | NA | NA |
| Equity securities | $500,000 | 2,629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,015,000 | 3,972 |
| Mortgage-backed securities | $6,967,000 | 4,607 |
| Certificates of participation in pools of residential mortgages | $5,340,000 | 3,814 |
| Issued or guaranteed by U.S. | $5,340,000 | 3,764 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,627,000 | 4,351 |
| CMOs issued by government agencies or sponsored agencies | $1,479,000 | 4,137 |
| Privately issued | $148,000 | 2,804 |
| 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 | $15,195,000 | 7,175 |
| 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 |