Home > Cypress Bank, SSB > Securities
Cypress Bank, SSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $53,164,000 | 2,523 |
| U.S. Government securities | $10,264,000 | 3,560 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $10,264,000 | 3,213 |
| Securities issued by states & political subdivisions | $28,753,000 | 1,409 |
| Other domestic debt securities | $14,147,000 | 854 |
| Privately issued residential mortgage-backed securities | $14,147,000 | 234 |
| 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 | $2,819,000 | 3,565 |
| Mortgage-backed securities | $20,893,000 | 1,997 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,226,000 | 2,811 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,520,000 | 1,609 |
| Privately issued | $14,147,000 | 192 |
| 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) | $43,921,000 | 582 |
| Available-for-sale securities (fair market value) | $9,243,000 | 3,786 |
| Total debt securities | $53,166,000 | 2,506 |
| 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 | $51,792,000 | 2,531 |
| U.S. Government securities | $8,830,000 | 3,684 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $8,830,000 | 3,329 |
| Securities issued by states & political subdivisions | $28,233,000 | 1,399 |
| Other domestic debt securities | $14,729,000 | 823 |
| Privately issued residential mortgage-backed securities | $14,729,000 | 212 |
| 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 | $2,858,000 | 3,554 |
| Mortgage-backed securities | $21,776,000 | 1,925 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,444,000 | 2,771 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,603,000 | 1,568 |
| Privately issued | $14,729,000 | 176 |
| 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) | $42,987,000 | 598 |
| Available-for-sale securities (fair market value) | $8,805,000 | 3,804 |
| Total debt securities | $51,792,000 | 2,516 |
| 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 | $51,730,000 | 2,596 |
| U.S. Government securities | $8,035,000 | 3,797 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $8,035,000 | 3,442 |
| Securities issued by states & political subdivisions | $28,451,000 | 1,457 |
| Other domestic debt securities | $15,244,000 | 815 |
| Privately issued residential mortgage-backed securities | $15,244,000 | 213 |
| 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 | $2,902,000 | 3,532 |
| Mortgage-backed securities | $21,501,000 | 1,974 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,570,000 | 2,786 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,687,000 | 1,742 |
| Privately issued | $15,244,000 | 174 |
| 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) | $42,653,000 | 601 |
| Available-for-sale securities (fair market value) | $9,077,000 | 3,827 |
| Total debt securities | $51,730,000 | 2,580 |
| 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 | $51,741,000 | 2,683 |
| U.S. Government securities | $7,258,000 | 3,933 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $7,258,000 | 3,515 |
| Securities issued by states & political subdivisions | $28,755,000 | 1,496 |
| Other domestic debt securities | $15,728,000 | 838 |
| Privately issued residential mortgage-backed securities | $15,728,000 | 223 |
| 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 | $3,015,000 | 3,489 |
| Mortgage-backed securities | $21,213,000 | 2,043 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,725,000 | 2,811 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,760,000 | 1,976 |
| Privately issued | $15,728,000 | 174 |
| 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) | $42,270,000 | 630 |
| Available-for-sale securities (fair market value) | $9,471,000 | 3,872 |
| Total debt securities | $51,741,000 | 2,663 |
| 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 | $51,824,000 | 2,710 |
| U.S. Government securities | $7,022,000 | 3,973 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $7,022,000 | 3,548 |
| Securities issued by states & political subdivisions | $28,675,000 | 1,541 |
| Other domestic debt securities | $16,127,000 | 848 |
| Privately issued residential mortgage-backed securities | $16,127,000 | 226 |
| 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 | $3,039,000 | 3,425 |
| Mortgage-backed securities | $21,882,000 | 2,041 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,938,000 | 2,791 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,817,000 | 1,978 |
| Privately issued | $16,127,000 | 173 |
| 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) | $42,309,000 | 633 |
| Available-for-sale securities (fair market value) | $9,515,000 | 3,903 |
| Total debt securities | $51,814,000 | 2,693 |
| 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 | $51,879,000 | 2,715 |
| U.S. Government securities | $6,406,000 | 4,047 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $6,406,000 | 3,617 |
| Securities issued by states & political subdivisions | $28,917,000 | 1,525 |
| Other domestic debt securities | $16,556,000 | 799 |
| Privately issued residential mortgage-backed securities | $16,556,000 | 203 |
| 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 | $4,573,000 | 3,190 |
| Mortgage-backed securities | $22,538,000 | 2,030 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,089,000 | 2,794 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,893,000 | 1,967 |
| Privately issued | $16,556,000 | 170 |
| 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) | $42,356,000 | 619 |
| Available-for-sale securities (fair market value) | $9,523,000 | 3,935 |
| Total debt securities | $51,871,000 | 2,695 |
| 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 | $52,644,000 | 2,715 |
| U.S. Government securities | $6,265,000 | 4,054 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $6,265,000 | 3,657 |
| Securities issued by states & political subdivisions | $29,334,000 | 1,569 |
| Other domestic debt securities | $17,045,000 | 745 |
| Privately issued residential mortgage-backed securities | $17,045,000 | 210 |
| 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 | $4,634,000 | 3,206 |
| Mortgage-backed securities | $23,310,000 | 2,053 |
| Certificates of participation in pools of residential mortgages | $4,271,000 | 2,891 |
| Issued or guaranteed by U.S. | $4,271,000 | 2,808 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $19,039,000 | 895 |
| CMOs issued by government agencies or sponsored agencies | $1,994,000 | 1,967 |
| Privately issued | $17,045,000 | 167 |
| 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) | $42,663,000 | 556 |
| Available-for-sale securities (fair market value) | $9,981,000 | 3,950 |
| Total debt securities | $52,635,000 | 2,702 |
| 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 | $53,730,000 | 2,670 |
| U.S. Government securities | $6,716,000 | 3,955 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $6,716,000 | 3,606 |
| Securities issued by states & political subdivisions | $28,910,000 | 1,601 |
| Other domestic debt securities | $18,104,000 | 703 |
| Privately issued residential mortgage-backed securities | $18,104,000 | 180 |
| 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 | $4,953,000 | 3,145 |
| Mortgage-backed securities | $24,820,000 | 2,017 |
| Certificates of participation in pools of residential mortgages | $4,506,000 | 2,874 |
| Issued or guaranteed by U.S. | $4,506,000 | 2,795 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $20,314,000 | 849 |
| CMOs issued by government agencies or sponsored agencies | $2,210,000 | 1,934 |
| Privately issued | $18,104,000 | 143 |
| 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) | $42,728,000 | 498 |
| Available-for-sale securities (fair market value) | $11,002,000 | 3,885 |
| Total debt securities | $53,730,000 | 2,654 |
| 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 | $55,774,000 | 2,541 |
| U.S. Government securities | $7,241,000 | 3,806 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $7,241,000 | 3,536 |
| Securities issued by states & political subdivisions | $29,766,000 | 1,624 |
| Other domestic debt securities | $18,767,000 | 677 |
| Privately issued residential mortgage-backed securities | $18,767,000 | 168 |
| 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 | $5,064,000 | 3,137 |
| Mortgage-backed securities | $26,008,000 | 1,979 |
| Certificates of participation in pools of residential mortgages | $4,786,000 | 2,837 |
| Issued or guaranteed by U.S. | $4,786,000 | 2,747 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $21,222,000 | 793 |
| CMOs issued by government agencies or sponsored agencies | $2,455,000 | 1,878 |
| Privately issued | $18,767,000 | 123 |
| 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) | $43,215,000 | 401 |
| Available-for-sale securities (fair market value) | $12,559,000 | 3,804 |
| Total debt securities | $55,774,000 | 2,524 |
| 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 | $56,055,000 | 2,483 |
| U.S. Government securities | $8,055,000 | 3,686 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $8,055,000 | 3,460 |
| Securities issued by states & political subdivisions | $28,732,000 | 1,632 |
| Other domestic debt securities | $19,268,000 | 633 |
| Privately issued residential mortgage-backed securities | $19,268,000 | 151 |
| 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 | $2,569,000 | 3,518 |
| Mortgage-backed securities | $27,323,000 | 1,933 |
| Certificates of participation in pools of residential mortgages | $5,025,000 | 2,815 |
| Issued or guaranteed by U.S. | $5,025,000 | 2,738 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $22,298,000 | 753 |
| CMOs issued by government agencies or sponsored agencies | $3,030,000 | 1,800 |
| Privately issued | $19,268,000 | 107 |
| 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) | $43,569,000 | 373 |
| Available-for-sale securities (fair market value) | $12,486,000 | 3,804 |
| Total debt securities | $56,047,000 | 2,467 |
| 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 | $53,002,000 | 2,478 |
| U.S. Government securities | $9,224,000 | 3,575 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $9,224,000 | 3,350 |
| Securities issued by states & political subdivisions | $23,420,000 | 1,822 |
| Other domestic debt securities | $20,358,000 | 591 |
| Privately issued residential mortgage-backed securities | $20,358,000 | 139 |
| 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 | $2,692,000 | 3,509 |
| Mortgage-backed securities | $29,582,000 | 1,812 |
| Certificates of participation in pools of residential mortgages | $5,317,000 | 2,762 |
| Issued or guaranteed by U.S. | $5,317,000 | 2,680 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $24,265,000 | 669 |
| CMOs issued by government agencies or sponsored agencies | $3,907,000 | 1,633 |
| Privately issued | $20,358,000 | 95 |
| 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) | $43,549,000 | 348 |
| Available-for-sale securities (fair market value) | $9,453,000 | 3,931 |
| Total debt securities | $53,002,000 | 2,465 |
| 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 | $52,539,000 | 2,369 |
| U.S. Government securities | $10,137,000 | 3,406 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $10,137,000 | 3,220 |
| Securities issued by states & political subdivisions | $20,607,000 | 1,907 |
| Other domestic debt securities | $21,795,000 | 556 |
| Privately issued residential mortgage-backed securities | $21,795,000 | 135 |
| 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 | $2,855,000 | 3,482 |
| Mortgage-backed securities | $31,932,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $5,650,000 | 2,667 |
| Issued or guaranteed by U.S. | $5,650,000 | 2,591 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $26,282,000 | 626 |
| CMOs issued by government agencies or sponsored agencies | $4,487,000 | 1,527 |
| Privately issued | $21,795,000 | 92 |
| 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) | $41,904,000 | 337 |
| Available-for-sale securities (fair market value) | $10,635,000 | 3,818 |
| Total debt securities | $52,539,000 | 2,352 |
| 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 | $51,798,000 | 2,279 |
| U.S. Government securities | $9,779,000 | 3,319 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $9,779,000 | 3,164 |
| Securities issued by states & political subdivisions | $19,089,000 | 1,947 |
| Other domestic debt securities | $22,930,000 | 511 |
| Privately issued residential mortgage-backed securities | $22,930,000 | 118 |
| 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 | $3,005,000 | 3,460 |
| Mortgage-backed securities | $32,709,000 | 1,578 |
| Certificates of participation in pools of residential mortgages | $4,905,000 | 2,727 |
| Issued or guaranteed by U.S. | $4,905,000 | 2,650 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $27,804,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $4,874,000 | 1,500 |
| Privately issued | $22,930,000 | 89 |
| 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) | $40,465,000 | 321 |
| Available-for-sale securities (fair market value) | $11,333,000 | 3,709 |
| Total debt securities | $51,798,000 | 2,261 |
| 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 | $52,042,000 | 2,165 |
| U.S. Government securities | $10,775,000 | 3,178 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $10,775,000 | 3,039 |
| Securities issued by states & political subdivisions | $17,530,000 | 1,931 |
| Other domestic debt securities | $23,737,000 | 471 |
| Privately issued residential mortgage-backed securities | $23,737,000 | 121 |
| 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 | $1,139,000 | 3,873 |
| Mortgage-backed securities | $34,512,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $5,469,000 | 2,602 |
| Issued or guaranteed by U.S. | $5,469,000 | 2,524 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $29,043,000 | 593 |
| CMOs issued by government agencies or sponsored agencies | $5,306,000 | 1,490 |
| Privately issued | $23,737,000 | 89 |
| 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) | $39,023,000 | 314 |
| Available-for-sale securities (fair market value) | $13,019,000 | 3,552 |
| Total debt securities | $52,042,000 | 2,146 |
| 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 | $50,019,000 | 2,165 |
| U.S. Government securities | $12,164,000 | 3,074 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $12,164,000 | 2,929 |
| Securities issued by states & political subdivisions | $17,340,000 | 1,862 |
| Other domestic debt securities | $20,515,000 | 490 |
| Privately issued residential mortgage-backed securities | $20,515,000 | 126 |
| 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 | $1,293,000 | 3,882 |
| Mortgage-backed securities | $32,679,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $5,981,000 | 2,520 |
| Issued or guaranteed by U.S. | $5,981,000 | 2,444 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $26,698,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $6,183,000 | 1,424 |
| Privately issued | $20,515,000 | 87 |
| 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) | $38,390,000 | 328 |
| Available-for-sale securities (fair market value) | $11,629,000 | 3,637 |
| Total debt securities | $50,023,000 | 2,144 |
| 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 | $45,924,000 | 2,225 |
| U.S. Government securities | $12,829,000 | 3,053 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $12,829,000 | 2,914 |
| Securities issued by states & political subdivisions | $17,459,000 | 1,712 |
| Other domestic debt securities | $15,636,000 | 543 |
| Privately issued residential mortgage-backed securities | $15,636,000 | 137 |
| 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 | $1,890,000 | 3,759 |
| Mortgage-backed securities | $28,465,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | $6,299,000 | 2,476 |
| Issued or guaranteed by U.S. | $6,299,000 | 2,393 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $22,166,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $6,530,000 | 1,404 |
| Privately issued | $15,636,000 | 92 |
| 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) | $34,224,000 | 353 |
| Available-for-sale securities (fair market value) | $11,700,000 | 3,633 |
| Total debt securities | $45,924,000 | 2,204 |
| 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 | $45,197,000 | 2,268 |
| U.S. Government securities | $14,400,000 | 2,972 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $14,400,000 | 2,813 |
| Securities issued by states & political subdivisions | $14,714,000 | 1,881 |
| Other domestic debt securities | $16,083,000 | 507 |
| Privately issued residential mortgage-backed securities | $16,083,000 | 131 |
| 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 | $1,564,000 | 3,899 |
| Mortgage-backed securities | $29,503,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $6,668,000 | 2,371 |
| Issued or guaranteed by U.S. | $6,668,000 | 2,309 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $22,835,000 | 744 |
| CMOs issued by government agencies or sponsored agencies | $6,752,000 | 1,380 |
| Privately issued | $16,083,000 | 91 |
| 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) | $36,129,000 | 360 |
| Available-for-sale securities (fair market value) | $9,068,000 | 3,902 |
| Total debt securities | $45,198,000 | 2,249 |
| 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 | $44,517,000 | 2,286 |
| U.S. Government securities | $14,122,000 | 3,045 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $14,122,000 | 2,884 |
| Securities issued by states & political subdivisions | $13,880,000 | 1,959 |
| Other domestic debt securities | $16,515,000 | 483 |
| Privately issued residential mortgage-backed securities | $16,515,000 | 120 |
| 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 | $1,651,000 | 3,939 |
| Mortgage-backed securities | $29,658,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $7,168,000 | 2,268 |
| Issued or guaranteed by U.S. | $7,168,000 | 2,203 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $22,490,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $5,975,000 | 1,471 |
| Privately issued | $16,515,000 | 84 |
| 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) | $35,209,000 | 389 |
| Available-for-sale securities (fair market value) | $9,308,000 | 3,945 |
| Total debt securities | $44,518,000 | 2,269 |
| 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 | $44,319,000 | 2,336 |
| U.S. Government securities | $15,341,000 | 2,981 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $15,341,000 | 2,820 |
| Securities issued by states & political subdivisions | $12,747,000 | 2,098 |
| Other domestic debt securities | $16,231,000 | 467 |
| Privately issued residential mortgage-backed securities | $16,231,000 | 107 |
| 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 | $1,684,000 | 3,978 |
| Mortgage-backed securities | $29,847,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $7,546,000 | 2,223 |
| Issued or guaranteed by U.S. | $7,546,000 | 2,179 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $22,301,000 | 733 |
| CMOs issued by government agencies or sponsored agencies | $6,070,000 | 1,444 |
| Privately issued | $16,231,000 | 89 |
| 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) | $34,280,000 | 418 |
| Available-for-sale securities (fair market value) | $10,039,000 | 3,932 |
| Total debt securities | $44,320,000 | 2,319 |
| 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 | $44,790,000 | 2,353 |
| U.S. Government securities | $15,980,000 | 2,969 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $15,980,000 | 2,806 |
| Securities issued by states & political subdivisions | $12,678,000 | 2,155 |
| Other domestic debt securities | $16,132,000 | 481 |
| Privately issued residential mortgage-backed securities | $16,132,000 | 110 |
| 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 | $1,710,000 | 4,014 |
| Mortgage-backed securities | $30,406,000 | 1,482 |
| Certificates of participation in pools of residential mortgages | $9,124,000 | 2,078 |
| Issued or guaranteed by U.S. | $9,124,000 | 2,032 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $21,282,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $5,150,000 | 1,525 |
| Privately issued | $16,132,000 | 86 |
| 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) | $34,644,000 | 420 |
| Available-for-sale securities (fair market value) | $10,146,000 | 3,970 |
| Total debt securities | $44,790,000 | 2,338 |
| 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 | $44,031,000 | 2,399 |
| U.S. Government securities | $15,341,000 | 3,052 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $15,341,000 | 2,878 |
| Securities issued by states & political subdivisions | $12,267,000 | 2,251 |
| Other domestic debt securities | $16,423,000 | 454 |
| Privately issued residential mortgage-backed securities | $16,423,000 | 100 |
| 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 | $1,778,000 | 4,054 |
| Mortgage-backed securities | $29,468,000 | 1,514 |
| Certificates of participation in pools of residential mortgages | $8,526,000 | 2,144 |
| Issued or guaranteed by U.S. | $8,526,000 | 2,111 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $20,942,000 | 751 |
| CMOs issued by government agencies or sponsored agencies | $4,519,000 | 1,599 |
| Privately issued | $16,423,000 | 85 |
| 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) | $34,496,000 | 449 |
| Available-for-sale securities (fair market value) | $9,535,000 | 4,059 |
| Total debt securities | $44,031,000 | 2,381 |
| Structured notes | ||
| Amortized cost | $599,000 | 754 |
| Fair value | $592,000 | 753 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $43,985,000 | 2,416 |
| U.S. Government securities | $15,550,000 | 3,058 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $15,550,000 | 2,902 |
| Securities issued by states & political subdivisions | $12,317,000 | 2,279 |
| Other domestic debt securities | $16,118,000 | 447 |
| Privately issued residential mortgage-backed securities | $16,118,000 | 91 |
| 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 | $1,796,000 | 4,103 |
| Mortgage-backed securities | $29,981,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $9,226,000 | 2,093 |
| Issued or guaranteed by U.S. | $9,226,000 | 2,080 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,755,000 | 732 |
| CMOs issued by government agencies or sponsored agencies | $4,637,000 | 1,550 |
| Privately issued | $16,118,000 | 83 |
| 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) | $34,215,000 | 457 |
| Available-for-sale securities (fair market value) | $9,770,000 | 4,088 |
| Total debt securities | $43,984,000 | 2,400 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $44,211,000 | 2,457 |
| U.S. Government securities | $16,321,000 | 2,988 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $16,321,000 | 2,837 |
| Securities issued by states & political subdivisions | $12,222,000 | 2,339 |
| Other domestic debt securities | $15,668,000 | 505 |
| Privately issued residential mortgage-backed securities | $15,668,000 | 151 |
| 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 | $1,822,000 | 4,146 |
| Mortgage-backed securities | $30,304,000 | 1,515 |
| Certificates of participation in pools of residential mortgages | $9,726,000 | 2,094 |
| Issued or guaranteed by U.S. | $9,726,000 | 2,002 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $20,578,000 | 744 |
| CMOs issued by government agencies or sponsored agencies | $4,910,000 | 1,534 |
| Privately issued | $15,668,000 | 86 |
| 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) | $34,029,000 | 462 |
| Available-for-sale securities (fair market value) | $10,182,000 | 4,113 |
| Total debt securities | $44,211,000 | 2,440 |
| 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 | $42,787,000 | 2,531 |
| U.S. Government securities | $16,958,000 | 3,018 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $16,958,000 | 2,874 |
| Securities issued by states & political subdivisions | $11,807,000 | 2,411 |
| Other domestic debt securities | $14,022,000 | 470 |
| Privately issued residential mortgage-backed securities | $14,022,000 | 95 |
| 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 | $1,854,000 | 4,193 |
| Mortgage-backed securities | $29,296,000 | 1,529 |
| Certificates of participation in pools of residential mortgages | $10,330,000 | 2,063 |
| Issued or guaranteed by U.S. | $10,330,000 | 2,060 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,966,000 | 766 |
| CMOs issued by government agencies or sponsored agencies | $4,944,000 | 1,517 |
| Privately issued | $14,022,000 | 90 |
| 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) | $32,455,000 | 489 |
| Available-for-sale securities (fair market value) | $10,332,000 | 4,143 |
| Total debt securities | $42,788,000 | 2,512 |
| 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 | $42,347,000 | 2,562 |
| U.S. Government securities | $17,093,000 | 3,014 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $17,093,000 | 2,878 |
| Securities issued by states & political subdivisions | $10,323,000 | 2,637 |
| Other domestic debt securities | $14,931,000 | 457 |
| Privately issued residential mortgage-backed securities | $14,931,000 | 99 |
| 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 | $1,921,000 | 4,242 |
| Mortgage-backed securities | $30,322,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $11,023,000 | 2,036 |
| Issued or guaranteed by U.S. | $11,023,000 | 2,035 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $19,299,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $4,368,000 | 1,586 |
| Privately issued | $14,931,000 | 96 |
| 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) | $32,357,000 | 489 |
| Available-for-sale securities (fair market value) | $9,990,000 | 4,237 |
| Total debt securities | $42,347,000 | 2,545 |
| 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 | $35,320,000 | 2,895 |
| U.S. Government securities | $16,104,000 | 3,143 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $16,104,000 | 3,013 |
| Securities issued by states & political subdivisions | $6,567,000 | 3,165 |
| Other domestic debt securities | $12,649,000 | 514 |
| Privately issued residential mortgage-backed securities | $12,649,000 | 105 |
| 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 | $1,988,000 | 4,286 |
| Mortgage-backed securities | $28,010,000 | 1,588 |
| Certificates of participation in pools of residential mortgages | $11,820,000 | 1,992 |
| Issued or guaranteed by U.S. | $11,820,000 | 1,991 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $16,190,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $3,541,000 | 1,738 |
| Privately issued | $12,649,000 | 100 |
| 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) | $28,108,000 | 571 |
| Available-for-sale securities (fair market value) | $7,212,000 | 4,517 |
| Total debt securities | $35,319,000 | 2,873 |
| 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 | $33,993,000 | 3,005 |
| U.S. Government securities | $17,014,000 | 3,127 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,014,000 | 3,003 |
| Securities issued by states & political subdivisions | $4,536,000 | 3,544 |
| Other domestic debt securities | $12,443,000 | 527 |
| Privately issued residential mortgage-backed securities | $12,443,000 | 111 |
| 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 | $1,673,000 | 4,394 |
| Mortgage-backed securities | $28,713,000 | 1,592 |
| Certificates of participation in pools of residential mortgages | $12,484,000 | 1,975 |
| Issued or guaranteed by U.S. | $12,484,000 | 1,974 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,229,000 | 846 |
| CMOs issued by government agencies or sponsored agencies | $3,786,000 | 1,727 |
| Privately issued | $12,443,000 | 106 |
| 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) | $27,677,000 | 582 |
| Available-for-sale securities (fair market value) | $6,316,000 | 4,645 |
| Total debt securities | $33,994,000 | 2,983 |
| 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 | $33,773,000 | 3,046 |
| U.S. Government securities | $17,999,000 | 3,081 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $17,999,000 | 2,957 |
| Securities issued by states & political subdivisions | $2,727,000 | 3,935 |
| Other domestic debt securities | $13,047,000 | 520 |
| Privately issued residential mortgage-backed securities | $13,047,000 | 108 |
| 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 | $1,781,000 | 4,422 |
| Mortgage-backed securities | $30,320,000 | 1,557 |
| Certificates of participation in pools of residential mortgages | $13,273,000 | 1,941 |
| Issued or guaranteed by U.S. | $13,273,000 | 1,941 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,047,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $4,000,000 | 1,704 |
| Privately issued | $13,047,000 | 104 |
| 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) | $28,061,000 | 587 |
| Available-for-sale securities (fair market value) | $5,712,000 | 4,751 |
| Total debt securities | $33,774,000 | 3,023 |
| 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 | $37,490,000 | 2,842 |
| U.S. Government securities | $21,382,000 | 2,807 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,382,000 | 2,677 |
| Securities issued by states & political subdivisions | $2,524,000 | 4,019 |
| Other domestic debt securities | $13,584,000 | 488 |
| Privately issued residential mortgage-backed securities | $13,584,000 | 111 |
| 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 | $1,836,000 | 4,447 |
| Mortgage-backed securities | $34,249,000 | 1,421 |
| Certificates of participation in pools of residential mortgages | $16,526,000 | 1,746 |
| Issued or guaranteed by U.S. | $16,526,000 | 1,745 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $17,723,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $4,139,000 | 1,646 |
| Privately issued | $13,584,000 | 106 |
| 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) | $31,735,000 | 539 |
| Available-for-sale securities (fair market value) | $5,755,000 | 4,768 |
| Total debt securities | $37,493,000 | 2,826 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $38,687,000 | 2,786 |
| U.S. Government securities | $21,900,000 | 2,755 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $21,900,000 | 2,643 |
| Securities issued by states & political subdivisions | $2,522,000 | 4,036 |
| Other domestic debt securities | $14,265,000 | 483 |
| Privately issued residential mortgage-backed securities | $14,265,000 | 109 |
| 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 | $1,957,000 | 4,485 |
| Mortgage-backed securities | $35,978,000 | 1,387 |
| Certificates of participation in pools of residential mortgages | $17,577,000 | 1,677 |
| Issued or guaranteed by U.S. | $17,577,000 | 1,677 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,401,000 | 793 |
| CMOs issued by government agencies or sponsored agencies | $4,136,000 | 1,658 |
| Privately issued | $14,265,000 | 105 |
| 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) | $33,282,000 | 529 |
| Available-for-sale securities (fair market value) | $5,405,000 | 4,845 |
| Total debt securities | $38,688,000 | 2,767 |
| 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 | $38,774,000 | 2,818 |
| U.S. Government securities | $22,694,000 | 2,764 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $22,694,000 | 2,655 |
| Securities issued by states & political subdivisions | $2,279,000 | 4,118 |
| Other domestic debt securities | $13,801,000 | 506 |
| Privately issued residential mortgage-backed securities | $13,801,000 | 121 |
| 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 | $1,917,000 | 4,585 |
| Mortgage-backed securities | $34,730,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $18,583,000 | 1,624 |
| Issued or guaranteed by U.S. | $18,583,000 | 1,620 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,147,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $2,346,000 | 2,030 |
| Privately issued | $13,801,000 | 112 |
| 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) | $33,062,000 | 544 |
| Available-for-sale securities (fair market value) | $5,712,000 | 4,870 |
| Total debt securities | $38,774,000 | 2,797 |
| 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 | $41,118,000 | 2,768 |
| U.S. Government securities | $24,994,000 | 2,690 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $24,994,000 | 2,598 |
| Securities issued by states & political subdivisions | $2,806,000 | 4,002 |
| Other domestic debt securities | $13,318,000 | 514 |
| Privately issued residential mortgage-backed securities | $13,318,000 | 122 |
| 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 | $1,940,000 | 4,619 |
| Mortgage-backed securities | $35,450,000 | 1,437 |
| Certificates of participation in pools of residential mortgages | $19,666,000 | 1,578 |
| Issued or guaranteed by U.S. | $19,666,000 | 1,577 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,784,000 | 901 |
| CMOs issued by government agencies or sponsored agencies | $2,466,000 | 2,026 |
| Privately issued | $13,318,000 | 116 |
| 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) | $35,033,000 | 552 |
| Available-for-sale securities (fair market value) | $6,085,000 | 4,892 |
| Total debt securities | $41,118,000 | 2,748 |
| 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 | $39,825,000 | 2,853 |
| U.S. Government securities | $26,033,000 | 2,652 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $26,033,000 | 2,558 |
| Securities issued by states & political subdivisions | $2,838,000 | 4,039 |
| Other domestic debt securities | $10,954,000 | 562 |
| Privately issued residential mortgage-backed securities | $10,954,000 | 131 |
| 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 | $2,040,000 | 4,606 |
| Mortgage-backed securities | $34,073,000 | 1,490 |
| Certificates of participation in pools of residential mortgages | $20,464,000 | 1,542 |
| Issued or guaranteed by U.S. | $20,464,000 | 1,541 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,609,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $2,655,000 | 2,006 |
| Privately issued | $10,954,000 | 122 |
| 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) | $33,428,000 | 575 |
| Available-for-sale securities (fair market value) | $6,397,000 | 4,901 |
| Total debt securities | $39,826,000 | 2,834 |
| 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 | $40,382,000 | 2,852 |
| U.S. Government securities | $27,610,000 | 2,611 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $27,610,000 | 2,522 |
| Securities issued by states & political subdivisions | $2,836,000 | 4,078 |
| Other domestic debt securities | $9,936,000 | 603 |
| Privately issued residential mortgage-backed securities | $9,936,000 | 133 |
| 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 | $2,085,000 | 4,670 |
| Mortgage-backed securities | $34,341,000 | 1,490 |
| Certificates of participation in pools of residential mortgages | $21,661,000 | 1,497 |
| Issued or guaranteed by U.S. | $21,661,000 | 1,497 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $12,680,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $2,744,000 | 2,003 |
| Privately issued | $9,936,000 | 125 |
| 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) | $33,554,000 | 570 |
| Available-for-sale securities (fair market value) | $6,828,000 | 4,950 |
| Total debt securities | $40,382,000 | 2,829 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $41,055,000 | 2,869 |
| U.S. Government securities | $28,639,000 | 2,624 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $28,639,000 | 2,536 |
| Securities issued by states & political subdivisions | $3,164,000 | 4,032 |
| Other domestic debt securities | $9,252,000 | 606 |
| Privately issued residential mortgage-backed securities | $9,252,000 | 138 |
| 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 | $2,309,000 | 4,649 |
| Mortgage-backed securities | $34,689,000 | 1,523 |
| Certificates of participation in pools of residential mortgages | $22,654,000 | 1,497 |
| Issued or guaranteed by U.S. | $22,654,000 | 1,497 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,035,000 | 1,124 |
| CMOs issued by government agencies or sponsored agencies | $2,783,000 | 2,045 |
| Privately issued | $9,252,000 | 130 |
| 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) | $33,886,000 | 578 |
| Available-for-sale securities (fair market value) | $7,169,000 | 4,999 |
| Total debt securities | $41,055,000 | 2,844 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $40,509,000 | 2,925 |
| U.S. Government securities | $30,068,000 | 2,588 |
| U.S. Treasury securities | $196,000 | 1,290 |
| U.S. Government agency obligations | $29,872,000 | 2,511 |
| Securities issued by states & political subdivisions | $2,967,000 | 4,076 |
| Other domestic debt securities | $7,474,000 | 700 |
| Privately issued residential mortgage-backed securities | $7,474,000 | 150 |
| 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 | $2,383,000 | 4,702 |
| Mortgage-backed securities | $34,147,000 | 1,569 |
| Certificates of participation in pools of residential mortgages | $23,820,000 | 1,461 |
| Issued or guaranteed by U.S. | $23,820,000 | 1,461 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $10,327,000 | 1,262 |
| CMOs issued by government agencies or sponsored agencies | $2,853,000 | 2,054 |
| Privately issued | $7,474,000 | 142 |
| 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) | $35,172,000 | 556 |
| Available-for-sale securities (fair market value) | $5,337,000 | 5,247 |
| Total debt securities | $40,510,000 | 2,902 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $41,044,000 | 2,933 |
| U.S. Government securities | $32,562,000 | 2,489 |
| U.S. Treasury securities | $192,000 | 1,322 |
| U.S. Government agency obligations | $32,370,000 | 2,414 |
| Securities issued by states & political subdivisions | $3,218,000 | 4,059 |
| Other domestic debt securities | $5,264,000 | 845 |
| Privately issued residential mortgage-backed securities | $5,264,000 | 187 |
| 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 | $2,448,000 | 4,751 |
| Mortgage-backed securities | $33,204,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $24,912,000 | 1,429 |
| Issued or guaranteed by U.S. | $24,912,000 | 1,427 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,292,000 | 1,440 |
| CMOs issued by government agencies or sponsored agencies | $3,028,000 | 2,070 |
| Privately issued | $5,264,000 | 176 |
| 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) | $34,578,000 | 566 |
| Available-for-sale securities (fair market value) | $6,466,000 | 5,214 |
| Total debt securities | $41,043,000 | 2,914 |
| Structured notes | ||
| Amortized cost | $266,000 | 1,998 |
| Fair value | $276,000 | 1,997 |
| 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 | $40,882,000 | 3,016 |
| U.S. Government securities | $32,124,000 | 2,581 |
| U.S. Treasury securities | $189,000 | 1,341 |
| U.S. Government agency obligations | $31,935,000 | 2,510 |
| Securities issued by states & political subdivisions | $3,420,000 | 4,051 |
| Other domestic debt securities | $5,338,000 | 864 |
| Privately issued residential mortgage-backed securities | $5,338,000 | 200 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,435,000 | 4,807 |
| Mortgage-backed securities | $34,548,000 | 1,635 |
| Certificates of participation in pools of residential mortgages | $26,017,000 | 1,408 |
| Issued or guaranteed by U.S. | $26,017,000 | 1,408 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,531,000 | 1,459 |
| CMOs issued by government agencies or sponsored agencies | $3,193,000 | 2,074 |
| Privately issued | $5,338,000 | 191 |
| 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) | $34,453,000 | 567 |
| Available-for-sale securities (fair market value) | $6,429,000 | 5,299 |
| Total debt securities | $40,881,000 | 2,997 |
| Structured notes | ||
| Amortized cost | $266,000 | 2,097 |
| Fair value | $271,000 | 2,095 |
| 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 | $41,882,000 | 3,008 |
| U.S. Government securities | $32,921,000 | 2,589 |
| U.S. Treasury securities | $186,000 | 1,301 |
| U.S. Government agency obligations | $32,735,000 | 2,515 |
| Securities issued by states & political subdivisions | $3,421,000 | 4,097 |
| Other domestic debt securities | $5,540,000 | 872 |
| Privately issued residential mortgage-backed securities | $5,540,000 | 204 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,525,000 | 4,830 |
| Mortgage-backed securities | $36,579,000 | 1,592 |
| Certificates of participation in pools of residential mortgages | $27,676,000 | 1,381 |
| Issued or guaranteed by U.S. | $27,676,000 | 1,381 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,903,000 | 1,446 |
| CMOs issued by government agencies or sponsored agencies | $3,363,000 | 2,068 |
| Privately issued | $5,540,000 | 196 |
| 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) | $34,581,000 | 557 |
| Available-for-sale securities (fair market value) | $7,301,000 | 5,245 |
| Total debt securities | $41,880,000 | 2,986 |
| Structured notes | ||
| Amortized cost | $266,000 | 2,163 |
| Fair value | $271,000 | 2,164 |
| 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 | $41,665,000 | 3,044 |
| U.S. Government securities | $33,352,000 | 2,589 |
| U.S. Treasury securities | $183,000 | 1,153 |
| U.S. Government agency obligations | $33,169,000 | 2,523 |
| Securities issued by states & political subdivisions | $3,507,000 | 4,107 |
| Other domestic debt securities | $4,806,000 | 980 |
| Privately issued residential mortgage-backed securities | $4,806,000 | 220 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,551,000 | 4,862 |
| Mortgage-backed securities | $37,247,000 | 1,575 |
| Certificates of participation in pools of residential mortgages | $29,011,000 | 1,348 |
| Issued or guaranteed by U.S. | $29,011,000 | 1,347 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,236,000 | 1,489 |
| CMOs issued by government agencies or sponsored agencies | $3,430,000 | 2,051 |
| Privately issued | $4,806,000 | 211 |
| 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) | $33,755,000 | 560 |
| Available-for-sale securities (fair market value) | $7,910,000 | 5,235 |
| Total debt securities | $41,665,000 | 3,014 |
| Structured notes | ||
| Amortized cost | $266,000 | 2,217 |
| Fair value | $265,000 | 2,217 |
| 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 | $42,230,000 | 3,016 |
| U.S. Government securities | $34,777,000 | 2,499 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $34,777,000 | 2,430 |
| Securities issued by states & political subdivisions | $3,740,000 | 4,062 |
| Other domestic debt securities | $3,713,000 | 1,156 |
| Privately issued residential mortgage-backed securities | $3,713,000 | 272 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $851,000 | 5,492 |
| Mortgage-backed securities | $37,762,000 | 1,566 |
| Certificates of participation in pools of residential mortgages | $30,533,000 | 1,300 |
| Issued or guaranteed by U.S. | $30,533,000 | 1,300 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,229,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $3,516,000 | 2,020 |
| Privately issued | $3,713,000 | 262 |
| 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) | $35,028,000 | 525 |
| Available-for-sale securities (fair market value) | $7,202,000 | 5,350 |
| Total debt securities | $42,229,000 | 2,986 |
| Structured notes | ||
| Amortized cost | $266,000 | 2,211 |
| Fair value | $260,000 | 2,218 |
| 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 | $41,207,000 | 3,081 |
| U.S. Government securities | $35,277,000 | 2,479 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $35,277,000 | 2,411 |
| Securities issued by states & political subdivisions | $3,738,000 | 4,073 |
| Other domestic debt securities | $2,192,000 | 1,490 |
| Privately issued residential mortgage-backed securities | $2,192,000 | 368 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $897,000 | 5,544 |
| Mortgage-backed securities | $36,742,000 | 1,606 |
| Certificates of participation in pools of residential mortgages | $30,938,000 | 1,289 |
| Issued or guaranteed by U.S. | $30,938,000 | 1,284 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,804,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $3,612,000 | 2,026 |
| Privately issued | $2,192,000 | 349 |
| 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) | $34,570,000 | 515 |
| Available-for-sale securities (fair market value) | $6,637,000 | 5,471 |
| Total debt securities | $41,206,000 | 3,048 |
| Structured notes | ||
| Amortized cost | $265,000 | 2,208 |
| Fair value | $263,000 | 2,209 |
| 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 | $42,826,000 | 2,984 |
| U.S. Government securities | $36,779,000 | 2,404 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $36,779,000 | 2,334 |
| Securities issued by states & political subdivisions | $3,737,000 | 4,073 |
| Other domestic debt securities | $2,310,000 | 1,493 |
| Privately issued residential mortgage-backed securities | $2,310,000 | 375 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $996,000 | 5,506 |
| Mortgage-backed securities | $39,089,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $32,956,000 | 1,210 |
| Issued or guaranteed by U.S. | $32,956,000 | 1,208 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,133,000 | 1,776 |
| CMOs issued by government agencies or sponsored agencies | $3,823,000 | 2,017 |
| Privately issued | $2,310,000 | 357 |
| 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) | $35,675,000 | 470 |
| Available-for-sale securities (fair market value) | $7,151,000 | 5,445 |
| Total debt securities | $42,826,000 | 2,956 |
| 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 | $44,525,000 | 2,929 |
| U.S. Government securities | $37,902,000 | 2,370 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $37,902,000 | 2,310 |
| Securities issued by states & political subdivisions | $3,736,000 | 4,062 |
| Other domestic debt securities | $2,887,000 | 1,353 |
| Privately issued residential mortgage-backed securities | $2,887,000 | 361 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $991,000 | 5,575 |
| Mortgage-backed securities | $40,789,000 | 1,532 |
| Certificates of participation in pools of residential mortgages | $34,734,000 | 1,172 |
| Issued or guaranteed by U.S. | $34,734,000 | 1,170 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,978,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $3,091,000 | 2,204 |
| Privately issued | $2,887,000 | 347 |
| Commercial mortgage-backed securities | $77,000 | 762 |
| Commercial mortgage pass-through securities | $77,000 | 557 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $36,929,000 | 439 |
| Available-for-sale securities (fair market value) | $7,596,000 | 5,454 |
| Total debt securities | $44,523,000 | 2,902 |
| 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 | $43,341,000 | 2,945 |
| U.S. Government securities | $36,931,000 | 2,375 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $36,931,000 | 2,318 |
| Securities issued by states & political subdivisions | $3,286,000 | 4,175 |
| Other domestic debt securities | $3,124,000 | 1,278 |
| Privately issued residential mortgage-backed securities | $3,124,000 | 359 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $961,000 | 5,605 |
| Mortgage-backed securities | $40,055,000 | 1,537 |
| Certificates of participation in pools of residential mortgages | $36,009,000 | 1,133 |
| Issued or guaranteed by U.S. | $36,009,000 | 1,131 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,770,000 | 2,231 |
| CMOs issued by government agencies or sponsored agencies | $646,000 | 3,064 |
| Privately issued | $3,124,000 | 348 |
| Commercial mortgage-backed securities | $276,000 | 608 |
| Commercial mortgage pass-through securities | $276,000 | 452 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $35,385,000 | 443 |
| Available-for-sale securities (fair market value) | $7,956,000 | 5,425 |
| Total debt securities | $43,340,000 | 2,915 |
| 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 | $44,644,000 | 2,912 |
| U.S. Government securities | $38,106,000 | 2,374 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $38,106,000 | 2,323 |
| Securities issued by states & political subdivisions | $3,284,000 | 4,171 |
| Other domestic debt securities | $3,254,000 | 1,285 |
| Privately issued residential mortgage-backed securities | $3,254,000 | 392 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $41,360,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | $36,991,000 | 1,172 |
| Issued or guaranteed by U.S. | $36,991,000 | 1,172 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,084,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $830,000 | 3,066 |
| Privately issued | $3,254,000 | 377 |
| Commercial mortgage-backed securities | $285,000 | 575 |
| Commercial mortgage pass-through securities | $285,000 | 417 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $36,232,000 | 442 |
| Available-for-sale securities (fair market value) | $8,412,000 | 5,447 |
| Total debt securities | $44,648,000 | 2,889 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $45,234,000 | 2,900 |
| U.S. Government securities | $39,955,000 | 2,309 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $39,955,000 | 2,258 |
| Securities issued by states & political subdivisions | $3,633,000 | 4,031 |
| Other domestic debt securities | $1,646,000 | 1,752 |
| Privately issued residential mortgage-backed securities | $1,646,000 | 556 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $41,601,000 | 1,579 |
| Certificates of participation in pools of residential mortgages | $38,601,000 | 1,156 |
| Issued or guaranteed by U.S. | $38,601,000 | 1,156 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,709,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $1,063,000 | 2,948 |
| Privately issued | $1,646,000 | 534 |
| Commercial mortgage-backed securities | $291,000 | 541 |
| Commercial mortgage pass-through securities | $291,000 | 377 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $36,455,000 | 435 |
| Available-for-sale securities (fair market value) | $8,779,000 | 5,462 |
| Total debt securities | $45,236,000 | 2,878 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $45,278,000 | 2,903 |
| U.S. Government securities | $40,867,000 | 2,291 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $40,867,000 | 2,235 |
| Securities issued by states & political subdivisions | $3,632,000 | 3,967 |
| Other domestic debt securities | $779,000 | 2,177 |
| Privately issued residential mortgage-backed securities | $779,000 | 746 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $41,646,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $39,228,000 | 1,123 |
| Issued or guaranteed by U.S. | $39,228,000 | 1,123 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,114,000 | 2,759 |
| CMOs issued by government agencies or sponsored agencies | $1,335,000 | 2,890 |
| Privately issued | $779,000 | 724 |
| Commercial mortgage-backed securities | $304,000 | 501 |
| Commercial mortgage pass-through securities | $304,000 | 349 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $36,087,000 | 451 |
| Available-for-sale securities (fair market value) | $9,191,000 | 5,450 |
| Total debt securities | $45,278,000 | 2,881 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $45,876,000 | 2,774 |
| U.S. Government securities | $41,343,000 | 2,187 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $41,343,000 | 2,132 |
| Securities issued by states & political subdivisions | $3,682,000 | 3,931 |
| Other domestic debt securities | $851,000 | 2,114 |
| Privately issued residential mortgage-backed securities | $851,000 | 812 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $42,194,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $39,498,000 | 1,052 |
| Issued or guaranteed by U.S. | $39,498,000 | 1,052 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,388,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $1,537,000 | 2,707 |
| Privately issued | $851,000 | 773 |
| Commercial mortgage-backed securities | $308,000 | 429 |
| Commercial mortgage pass-through securities | $308,000 | 297 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $36,282,000 | 446 |
| Available-for-sale securities (fair market value) | $9,594,000 | 5,372 |
| Total debt securities | $45,878,000 | 2,753 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $47,021,000 | 2,656 |
| U.S. Government securities | $39,602,000 | 2,197 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,602,000 | 2,134 |
| Securities issued by states & political subdivisions | $4,661,000 | 3,619 |
| Other domestic debt securities | $2,758,000 | 1,405 |
| Privately issued residential mortgage-backed securities | $2,758,000 | 565 |
| 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 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,360,000 | 1,426 |
| Certificates of participation in pools of residential mortgages | $39,602,000 | 1,017 |
| Issued or guaranteed by U.S. | $39,602,000 | 1,015 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,758,000 | 2,537 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $2,758,000 | 533 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,259,000 | 405 |
| Available-for-sale securities (fair market value) | $7,762,000 | 5,595 |
| Total debt securities | $47,021,000 | 2,627 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $47,348,000 | 2,669 |
| U.S. Government securities | $39,300,000 | 2,271 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,300,000 | 2,201 |
| Securities issued by states & political subdivisions | $4,656,000 | 3,581 |
| Other domestic debt securities | $3,392,000 | 1,227 |
| Privately issued residential mortgage-backed securities | $3,392,000 | 532 |
| 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 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,692,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | $39,300,000 | 995 |
| Issued or guaranteed by U.S. | $39,300,000 | 991 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,392,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $3,392,000 | 505 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,446,000 | 406 |
| Available-for-sale securities (fair market value) | $7,902,000 | 5,669 |
| Total debt securities | $47,348,000 | 2,643 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $46,099,000 | 2,688 |
| U.S. Government securities | $37,552,000 | 2,320 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,552,000 | 2,252 |
| Securities issued by states & political subdivisions | $4,651,000 | 3,553 |
| Other domestic debt securities | $3,896,000 | 1,185 |
| Privately issued residential mortgage-backed securities | $3,896,000 | 537 |
| 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 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,448,000 | 1,396 |
| Certificates of participation in pools of residential mortgages | $37,552,000 | 1,000 |
| Issued or guaranteed by U.S. | $37,552,000 | 996 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,896,000 | 2,182 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $3,896,000 | 515 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,034,000 | 427 |
| Available-for-sale securities (fair market value) | $8,065,000 | 5,618 |
| Total debt securities | $46,099,000 | 2,661 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $43,479,000 | 2,723 |
| U.S. Government securities | $34,556,000 | 2,376 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,556,000 | 2,297 |
| Securities issued by states & political subdivisions | $4,647,000 | 3,535 |
| Other domestic debt securities | $4,276,000 | 1,196 |
| Privately issued residential mortgage-backed securities | $4,276,000 | 550 |
| 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 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,832,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $34,556,000 | 1,029 |
| Issued or guaranteed by U.S. | $34,556,000 | 1,019 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,276,000 | 2,092 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $4,276,000 | 524 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,219,000 | 388 |
| Available-for-sale securities (fair market value) | $3,260,000 | 6,333 |
| Total debt securities | $43,479,000 | 2,695 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $43,731,000 | 2,669 |
| U.S. Government securities | $33,768,000 | 2,389 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,768,000 | 2,307 |
| Securities issued by states & political subdivisions | $4,352,000 | 3,536 |
| Other domestic debt securities | $5,611,000 | 1,076 |
| Privately issued residential mortgage-backed securities | $5,611,000 | 534 |
| 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 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,379,000 | 1,386 |
| Certificates of participation in pools of residential mortgages | $33,768,000 | 1,030 |
| Issued or guaranteed by U.S. | $33,768,000 | 1,019 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,611,000 | 1,883 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $5,611,000 | 511 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,944,000 | 375 |
| Available-for-sale securities (fair market value) | $787,000 | 6,822 |
| Total debt securities | $43,731,000 | 2,640 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $44,758,000 | 2,617 |
| U.S. Government securities | $34,350,000 | 2,408 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,350,000 | 2,327 |
| Securities issued by states & political subdivisions | $3,697,000 | 3,658 |
| Other domestic debt securities | $6,711,000 | 979 |
| Privately issued residential mortgage-backed securities | $6,711,000 | 515 |
| 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 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,061,000 | 1,318 |
| Certificates of participation in pools of residential mortgages | $34,350,000 | 1,010 |
| Issued or guaranteed by U.S. | $34,350,000 | 1,002 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,711,000 | 1,697 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $6,711,000 | 498 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,327,000 | 381 |
| Available-for-sale securities (fair market value) | $431,000 | 6,967 |
| Total debt securities | $44,758,000 | 2,585 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $43,585,000 | 2,681 |
| U.S. Government securities | $31,465,000 | 2,615 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,465,000 | 2,548 |
| Securities issued by states & political subdivisions | $3,895,000 | 3,585 |
| Other domestic debt securities | $8,225,000 | 909 |
| Privately issued residential mortgage-backed securities | $8,225,000 | 504 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,690,000 | 1,404 |
| Certificates of participation in pools of residential mortgages | $31,465,000 | 1,150 |
| Issued or guaranteed by U.S. | $31,465,000 | 1,143 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,225,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $8,225,000 | 483 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,145,000 | 390 |
| Available-for-sale securities (fair market value) | $440,000 | 7,050 |
| Total debt securities | $43,585,000 | 2,657 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $39,354,000 | 2,889 |
| U.S. Government securities | $24,796,000 | 3,050 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,796,000 | 2,983 |
| Securities issued by states & political subdivisions | $3,894,000 | 3,601 |
| Other domestic debt securities | $10,664,000 | 794 |
| Privately issued residential mortgage-backed securities | $10,664,000 | 471 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,460,000 | 1,552 |
| Certificates of participation in pools of residential mortgages | $24,796,000 | 1,433 |
| Issued or guaranteed by U.S. | $24,796,000 | 1,425 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $10,664,000 | 1,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $10,664,000 | 453 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,896,000 | 438 |
| Available-for-sale securities (fair market value) | $458,000 | 7,088 |
| Total debt securities | $39,354,000 | 2,871 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $39,858,000 | 2,876 |
| U.S. Government securities | $25,410,000 | 2,989 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,410,000 | 2,926 |
| Securities issued by states & political subdivisions | $3,435,000 | 3,762 |
| Other domestic debt securities | $11,013,000 | 832 |
| Privately issued residential mortgage-backed securities | $11,013,000 | 489 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,423,000 | 1,585 |
| Certificates of participation in pools of residential mortgages | $24,410,000 | 1,494 |
| Issued or guaranteed by U.S. | $24,410,000 | 1,487 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,013,000 | 1,300 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $11,013,000 | 468 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,380,000 | 449 |
| Available-for-sale securities (fair market value) | $478,000 | 7,146 |
| Total debt securities | $39,858,000 | 2,846 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $39,245,000 | 2,834 |
| U.S. Government securities | $24,624,000 | 3,032 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,624,000 | 2,967 |
| Securities issued by states & political subdivisions | $1,925,000 | 4,382 |
| Other domestic debt securities | $12,694,000 | 788 |
| Privately issued residential mortgage-backed securities | $12,694,000 | 458 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,704 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,318,000 | 1,575 |
| Certificates of participation in pools of residential mortgages | $23,624,000 | 1,567 |
| Issued or guaranteed by U.S. | $23,624,000 | 1,559 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $12,694,000 | 1,193 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $12,694,000 | 440 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,749,000 | 445 |
| Available-for-sale securities (fair market value) | $496,000 | 7,191 |
| Total debt securities | $39,243,000 | 2,809 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $41,130,000 | 2,725 |
| U.S. Government securities | $24,406,000 | 3,072 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,406,000 | 3,015 |
| Securities issued by states & political subdivisions | $1,924,000 | 4,305 |
| Other domestic debt securities | $14,797,000 | 686 |
| Privately issued residential mortgage-backed securities | $14,797,000 | 428 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,703 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,203,000 | 1,562 |
| Certificates of participation in pools of residential mortgages | $22,406,000 | 1,662 |
| Issued or guaranteed by U.S. | $22,406,000 | 1,651 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,797,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $14,797,000 | 410 |
| 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) | $40,616,000 | 429 |
| Available-for-sale securities (fair market value) | $514,000 | 7,247 |
| Total debt securities | $41,127,000 | 2,696 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $33,728,000 | 3,178 |
| U.S. Government securities | $16,038,000 | 4,094 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,038,000 | 4,021 |
| Securities issued by states & political subdivisions | $1,682,000 | 4,380 |
| Other domestic debt securities | $16,006,000 | 624 |
| Privately issued residential mortgage-backed securities | $16,006,000 | 390 |
| 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,044,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $14,038,000 | 2,246 |
| Issued or guaranteed by U.S. | $14,038,000 | 2,236 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $16,006,000 | 1,000 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $16,006,000 | 374 |
| 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) | $33,191,000 | 503 |
| Available-for-sale securities (fair market value) | $537,000 | 7,282 |
| Total debt securities | $33,726,000 | 3,131 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $30,904,000 | 3,317 |
| U.S. Government securities | $13,189,000 | 4,507 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,189,000 | 4,426 |
| Securities issued by states & political subdivisions | $1,247,000 | 4,636 |
| Other domestic debt securities | $16,457,000 | 602 |
| Privately issued residential mortgage-backed securities | $16,457,000 | 387 |
| 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,000 | 1,731 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,646,000 | 1,791 |
| Certificates of participation in pools of residential mortgages | $11,189,000 | 2,496 |
| Issued or guaranteed by U.S. | $11,189,000 | 2,480 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $16,457,000 | 930 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $16,457,000 | 371 |
| 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) | $30,150,000 | 546 |
| Available-for-sale securities (fair market value) | $754,000 | 7,280 |
| Total debt securities | $30,893,000 | 3,286 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $32,299,000 | 3,252 |
| U.S. Government securities | $13,880,000 | 4,405 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,880,000 | 4,330 |
| Securities issued by states & political subdivisions | $1,248,000 | 4,659 |
| Other domestic debt securities | $17,035,000 | 613 |
| Privately issued residential mortgage-backed securities | $17,035,000 | 386 |
| 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 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $136,000 | 1,614 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,915,000 | 1,728 |
| Certificates of participation in pools of residential mortgages | $11,880,000 | 2,387 |
| Issued or guaranteed by U.S. | $11,880,000 | 2,374 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $17,035,000 | 898 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $17,035,000 | 366 |
| 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) | $31,519,000 | 521 |
| Available-for-sale securities (fair market value) | $780,000 | 7,350 |
| Total debt securities | $32,163,000 | 3,234 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $32,211,000 | 3,277 |
| U.S. Government securities | $13,896,000 | 4,415 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,896,000 | 4,337 |
| Securities issued by states & political subdivisions | $1,248,000 | 4,681 |
| Other domestic debt securities | $16,932,000 | 601 |
| Privately issued residential mortgage-backed securities | $16,932,000 | 378 |
| 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 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $135,000 | 1,619 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,828,000 | 1,656 |
| Certificates of participation in pools of residential mortgages | $11,896,000 | 2,293 |
| Issued or guaranteed by U.S. | $11,896,000 | 2,282 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $16,932,000 | 885 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $16,932,000 | 353 |
| 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) | $31,394,000 | 516 |
| Available-for-sale securities (fair market value) | $817,000 | 7,378 |
| Total debt securities | $32,076,000 | 3,241 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $28,714,000 | 3,557 |
| U.S. Government securities | $14,204,000 | 4,440 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,204,000 | 4,350 |
| Securities issued by states & political subdivisions | $1,249,000 | 4,695 |
| Other domestic debt securities | $13,119,000 | 680 |
| Privately issued residential mortgage-backed securities | $13,119,000 | 392 |
| 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $142,000 | 1,568 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,823,000 | 1,602 |
| Certificates of participation in pools of residential mortgages | $12,704,000 | 1,985 |
| Issued or guaranteed by U.S. | $12,704,000 | 1,975 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,119,000 | 978 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $13,119,000 | 365 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,866,000 | 596 |
| Available-for-sale securities (fair market value) | $848,000 | 7,396 |
| Total debt securities | $28,572,000 | 3,519 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $26,504,000 | 3,734 |
| U.S. Government securities | $14,264,000 | 4,509 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,264,000 | 4,411 |
| Securities issued by states & political subdivisions | $1,250,000 | 4,696 |
| Other domestic debt securities | $10,830,000 | 706 |
| Privately issued residential mortgage-backed securities | $10,830,000 | 402 |
| 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 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $160,000 | 1,498 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,594,000 | 1,597 |
| Certificates of participation in pools of residential mortgages | $12,764,000 | 1,818 |
| Issued or guaranteed by U.S. | $12,764,000 | 1,808 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $10,830,000 | 1,052 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $10,830,000 | 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) | $25,597,000 | 656 |
| Available-for-sale securities (fair market value) | $907,000 | 7,418 |
| Total debt securities | $26,344,000 | 3,698 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $23,152,000 | 4,078 |
| U.S. Government securities | $13,783,000 | 4,626 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,783,000 | 4,516 |
| Securities issued by states & political subdivisions | $1,251,000 | 4,716 |
| Other domestic debt securities | $7,946,000 | 821 |
| Privately issued residential mortgage-backed securities | $7,946,000 | 461 |
| 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 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $172,000 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,229,000 | 1,744 |
| Certificates of participation in pools of residential mortgages | $12,283,000 | 1,814 |
| Issued or guaranteed by U.S. | $12,283,000 | 1,808 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,946,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $7,946,000 | 435 |
| 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) | $22,099,000 | 734 |
| Available-for-sale securities (fair market value) | $1,053,000 | 7,384 |
| Total debt securities | $22,980,000 | 4,060 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $21,194,000 | 4,340 |
| U.S. Government securities | $12,648,000 | 4,871 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,648,000 | 4,744 |
| Securities issued by states & political subdivisions | $1,252,000 | 4,744 |
| Other domestic debt securities | $7,102,000 | 871 |
| Privately issued residential mortgage-backed securities | $7,102,000 | 468 |
| 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 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $192,000 | 1,505 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,250,000 | 1,864 |
| Certificates of participation in pools of residential mortgages | $11,148,000 | 1,934 |
| Issued or guaranteed by U.S. | $11,148,000 | 1,928 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $7,102,000 | 1,267 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $7,102,000 | 440 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,084,000 | 817 |
| Available-for-sale securities (fair market value) | $1,110,000 | 7,404 |
| Total debt securities | $21,002,000 | 4,317 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $18,573,000 | 4,740 |
| U.S. Government securities | $10,509,000 | 5,363 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,509,000 | 5,241 |
| Securities issued by states & political subdivisions | $1,252,000 | 4,771 |
| Other domestic debt securities | $6,628,000 | 891 |
| Privately issued residential mortgage-backed securities | $6,628,000 | 480 |
| 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 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $184,000 | 1,549 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,637,000 | 2,055 |
| Certificates of participation in pools of residential mortgages | $9,009,000 | 2,224 |
| Issued or guaranteed by U.S. | $9,009,000 | 2,210 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,628,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $6,628,000 | 453 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,401,000 | 930 |
| Available-for-sale securities (fair market value) | $1,172,000 | 7,443 |
| Total debt securities | $18,389,000 | 4,724 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $18,563,000 | 4,777 |
| U.S. Government securities | $11,053,000 | 5,284 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,053,000 | 5,168 |
| Securities issued by states & political subdivisions | $1,253,000 | 4,805 |
| Other domestic debt securities | $6,081,000 | 941 |
| Privately issued residential mortgage-backed securities | $6,081,000 | 487 |
| 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 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $176,000 | 1,597 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,634,000 | 2,049 |
| Certificates of participation in pools of residential mortgages | $9,553,000 | 2,155 |
| Issued or guaranteed by U.S. | $9,553,000 | 2,140 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,081,000 | 1,337 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $6,081,000 | 459 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,324,000 | 964 |
| Available-for-sale securities (fair market value) | $1,239,000 | 7,473 |
| Total debt securities | $18,387,000 | 4,758 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $19,486,000 | 4,643 |
| U.S. Government securities | $11,897,000 | 5,132 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,897,000 | 4,998 |
| Securities issued by states & political subdivisions | $1,255,000 | 4,823 |
| Other domestic debt securities | $6,174,000 | 927 |
| Privately issued residential mortgage-backed securities | $6,174,000 | 472 |
| 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 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $160,000 | 1,639 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,571,000 | 1,989 |
| Certificates of participation in pools of residential mortgages | $10,397,000 | 2,060 |
| Issued or guaranteed by U.S. | $10,397,000 | 2,049 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,174,000 | 1,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $6,174,000 | 446 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,181,000 | 953 |
| Available-for-sale securities (fair market value) | $1,305,000 | 7,491 |
| Total debt securities | $19,326,000 | 4,611 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $19,915,000 | 4,628 |
| U.S. Government securities | $12,559,000 | 5,026 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,559,000 | 4,886 |
| Securities issued by states & political subdivisions | $1,042,000 | 5,013 |
| Other domestic debt securities | $6,140,000 | 946 |
| Privately issued residential mortgage-backed securities | $6,140,000 | 481 |
| 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 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $174,000 | 1,652 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,199,000 | 1,981 |
| Certificates of participation in pools of residential mortgages | $11,059,000 | 2,027 |
| Issued or guaranteed by U.S. | $11,059,000 | 2,014 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,140,000 | 1,342 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $6,140,000 | 453 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,492,000 | 954 |
| Available-for-sale securities (fair market value) | $1,423,000 | 7,511 |
| Total debt securities | $19,741,000 | 4,604 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $18,839,000 | 4,794 |
| U.S. Government securities | $12,060,000 | 5,103 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,060,000 | 4,951 |
| Securities issued by states & political subdivisions | $1,245,000 | 4,878 |
| Other domestic debt securities | $5,365,000 | 1,029 |
| Privately issued residential mortgage-backed securities | $5,365,000 | 486 |
| 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 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $169,000 | 1,673 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,925,000 | 2,086 |
| Certificates of participation in pools of residential mortgages | $10,560,000 | 2,095 |
| Issued or guaranteed by U.S. | $10,560,000 | 2,079 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,365,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $5,365,000 | 459 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,347,000 | 1,019 |
| Available-for-sale securities (fair market value) | $1,492,000 | 7,534 |
| Total debt securities | $18,670,000 | 4,765 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $19,602,000 | 4,665 |
| U.S. Government securities | $12,851,000 | 4,936 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,851,000 | 4,792 |
| Securities issued by states & political subdivisions | $1,248,000 | 4,881 |
| Other domestic debt securities | $5,329,000 | 1,051 |
| Privately issued residential mortgage-backed securities | $5,329,000 | 478 |
| 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 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $174,000 | 1,672 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,680,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $11,351,000 | 2,032 |
| Issued or guaranteed by U.S. | $11,351,000 | 2,021 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,329,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $5,329,000 | 449 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,972,000 | 990 |
| Available-for-sale securities (fair market value) | $1,630,000 | 7,524 |
| Total debt securities | $19,428,000 | 4,641 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $20,673,000 | 4,546 |
| U.S. Government securities | $13,911,000 | 4,755 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,911,000 | 4,620 |
| Securities issued by states & political subdivisions | $1,251,000 | 4,870 |
| Other domestic debt securities | $5,339,000 | 1,061 |
| Privately issued residential mortgage-backed securities | $5,339,000 | 470 |
| 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 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $172,000 | 1,700 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,750,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $12,411,000 | 1,981 |
| Issued or guaranteed by U.S. | $12,411,000 | 1,971 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,339,000 | 1,459 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $5,339,000 | 439 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,854,000 | 956 |
| Available-for-sale securities (fair market value) | $1,819,000 | 7,517 |
| Total debt securities | $20,501,000 | 4,495 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $20,010,000 | 4,708 |
| U.S. Government securities | $14,347,000 | 4,732 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,347,000 | 4,591 |
| Securities issued by states & political subdivisions | $1,254,000 | 4,876 |
| Other domestic debt securities | $4,240,000 | 1,228 |
| Privately issued residential mortgage-backed securities | $4,240,000 | 506 |
| 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 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $169,000 | 1,739 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,087,000 | 2,102 |
| Certificates of participation in pools of residential mortgages | $12,847,000 | 1,991 |
| Issued or guaranteed by U.S. | $12,847,000 | 1,981 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,240,000 | 1,649 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $4,240,000 | 470 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,500,000 | 1,002 |
| Available-for-sale securities (fair market value) | $1,510,000 | 7,658 |
| Total debt securities | $19,841,000 | 4,677 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $19,637,000 | 4,780 |
| U.S. Government securities | $14,458,000 | 4,750 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,458,000 | 4,599 |
| Securities issued by states & political subdivisions | $1,258,000 | 4,897 |
| Other domestic debt securities | $3,748,000 | 1,327 |
| Privately issued residential mortgage-backed securities | $3,748,000 | 515 |
| 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 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $173,000 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,706,000 | 2,187 |
| Certificates of participation in pools of residential mortgages | $12,958,000 | 2,016 |
| Issued or guaranteed by U.S. | $12,958,000 | 2,007 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,748,000 | 1,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $3,748,000 | 481 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,983,000 | 1,012 |
| Available-for-sale securities (fair market value) | $1,654,000 | 7,653 |
| Total debt securities | $19,464,000 | 4,745 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $20,297,000 | 4,675 |
| U.S. Government securities | $14,352,000 | 4,746 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,352,000 | 4,602 |
| Securities issued by states & political subdivisions | $1,261,000 | 4,912 |
| Other domestic debt securities | $4,494,000 | 1,230 |
| Privately issued residential mortgage-backed securities | $4,494,000 | 455 |
| 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 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $190,000 | 1,767 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,597,000 | 2,193 |
| Certificates of participation in pools of residential mortgages | $12,103,000 | 2,121 |
| Issued or guaranteed by U.S. | $12,103,000 | 2,112 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,494,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $4,494,000 | 426 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,288,000 | 1,002 |
| Available-for-sale securities (fair market value) | $2,009,000 | 7,602 |
| Total debt securities | $20,107,000 | 4,637 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $19,694,000 | 4,833 |
| U.S. Government securities | $13,444,000 | 5,002 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,444,000 | 4,848 |
| Securities issued by states & political subdivisions | $1,113,000 | 5,057 |
| Other domestic debt securities | $4,947,000 | 1,210 |
| Privately issued residential mortgage-backed securities | $4,947,000 | 437 |
| 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 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $190,000 | 1,811 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,143,000 | 2,262 |
| Certificates of participation in pools of residential mortgages | $11,196,000 | 2,243 |
| Issued or guaranteed by U.S. | $11,196,000 | 2,232 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,947,000 | 1,579 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $4,947,000 | 413 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,395,000 | 1,051 |
| Available-for-sale securities (fair market value) | $2,299,000 | 7,594 |
| Total debt securities | $19,504,000 | 4,800 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $20,305,000 | 4,745 |
| U.S. Government securities | $18,999,000 | 3,989 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,999,000 | 3,852 |
| Securities issued by states & political subdivisions | $1,116,000 | 5,052 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $190,000 | 1,852 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,747,000 | 2,260 |
| Certificates of participation in pools of residential mortgages | $9,941,000 | 2,422 |
| Issued or guaranteed by U.S. | $9,941,000 | 2,412 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,806,000 | 1,393 |
| CMOs issued by government agencies or sponsored agencies | $6,806,000 | 1,234 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,671,000 | 1,010 |
| Available-for-sale securities (fair market value) | $2,634,000 | 7,506 |
| Total debt securities | $20,115,000 | 4,684 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $22,716,000 | 4,469 |
| U.S. Government securities | $21,407,000 | 3,718 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,407,000 | 3,596 |
| Securities issued by states & political subdivisions | $1,119,000 | 5,091 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $190,000 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,149,000 | 2,078 |
| Certificates of participation in pools of residential mortgages | $10,235,000 | 2,393 |
| Issued or guaranteed by U.S. | $10,235,000 | 2,381 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,914,000 | 1,198 |
| CMOs issued by government agencies or sponsored agencies | $8,914,000 | 1,109 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,864,000 | 942 |
| Available-for-sale securities (fair market value) | $2,852,000 | 7,520 |
| Total debt securities | $22,526,000 | 4,417 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $25,339,000 | 4,109 |
| U.S. Government securities | $24,027,000 | 3,343 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,027,000 | 3,214 |
| Securities issued by states & political subdivisions | $1,122,000 | 5,102 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $190,000 | 1,937 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,004,000 | 1,945 |
| Certificates of participation in pools of residential mortgages | $10,634,000 | 2,309 |
| Issued or guaranteed by U.S. | $10,634,000 | 2,297 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $10,370,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $10,370,000 | 1,026 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,329,000 | 889 |
| Available-for-sale securities (fair market value) | $4,010,000 | 7,204 |
| Total debt securities | $25,149,000 | 4,038 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $27,507,000 | 3,780 |
| U.S. Government securities | $26,451,000 | 3,007 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,451,000 | 2,886 |
| Securities issued by states & political subdivisions | $856,000 | 5,389 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $200,000 | 1,934 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,415,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | $10,450,000 | 2,341 |
| Issued or guaranteed by U.S. | $10,450,000 | 2,330 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $12,965,000 | 1,048 |
| CMOs issued by government agencies or sponsored agencies | $12,965,000 | 976 |
| Privately issued | NA | NA |
| 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) | $22,121,000 | 836 |
| Available-for-sale securities (fair market value) | $5,386,000 | 6,835 |
| Total debt securities | $27,307,000 | 3,730 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $24,619,000 | 4,060 |
| U.S. Government securities | $24,114,000 | 3,226 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,114,000 | 3,078 |
| Securities issued by states & political subdivisions | $309,000 | 6,138 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $196,000 | 1,941 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,583,000 | 1,879 |
| Certificates of participation in pools of residential mortgages | $10,814,000 | 2,259 |
| Issued or guaranteed by U.S. | $10,814,000 | 2,248 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $11,769,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $11,769,000 | 1,055 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,133,000 | 914 |
| Available-for-sale securities (fair market value) | $4,486,000 | 7,109 |
| Total debt securities | $24,423,000 | 4,008 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $25,121,000 | 3,986 |
| U.S. Government securities | $24,613,000 | 3,154 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,613,000 | 3,002 |
| Securities issued by states & political subdivisions | $310,000 | 6,136 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $198,000 | 1,950 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,584,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $9,292,000 | 2,440 |
| Issued or guaranteed by U.S. | $9,292,000 | 2,425 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $12,292,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $12,292,000 | 1,034 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,185,000 | 960 |
| Available-for-sale securities (fair market value) | $5,936,000 | 6,697 |
| Total debt securities | $24,923,000 | 3,931 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $19,020,000 | 4,678 |
| U.S. Government securities | $18,520,000 | 3,744 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,520,000 | 3,563 |
| Securities issued by states & political subdivisions | $310,000 | 6,267 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $190,000 | 1,887 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,520,000 | 1,949 |
| Certificates of participation in pools of residential mortgages | $5,081,000 | 3,116 |
| Issued or guaranteed by U.S. | $5,081,000 | 3,101 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $13,439,000 | 1,084 |
| CMOs issued by government agencies or sponsored agencies | $13,439,000 | 995 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,526,000 | 1,132 |
| Available-for-sale securities (fair market value) | $3,494,000 | 7,463 |
| Total debt securities | $18,830,000 | 4,613 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $12,412,000 | 6,137 |
| U.S. Government securities | $11,857,000 | 5,299 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,857,000 | 4,981 |
| Securities issued by states & political subdivisions | $371,000 | 6,320 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $184,000 | 5,950 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,809,000 | 2,362 |
| Certificates of participation in pools of residential mortgages | $3,866,000 | 3,024 |
| Issued or guaranteed by U.S. | $3,866,000 | 3,009 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,943,000 | 1,377 |
| CMOs issued by government agencies or sponsored agencies | $5,943,000 | 1,259 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,554,000 | 2,218 |
| Available-for-sale securities (fair market value) | $4,858,000 | 7,296 |
| Total debt securities | $12,228,000 | 6,047 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $11,519,000 | 6,641 |
| U.S. Government securities | $10,958,000 | 5,809 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,958,000 | 5,288 |
| Securities issued by states & political subdivisions | $371,000 | 6,619 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $190,000 | 5,786 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,965,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $4,438,000 | 2,978 |
| Issued or guaranteed by U.S. | $4,438,000 | 2,967 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,527,000 | 1,697 |
| CMOs issued by government agencies or sponsored agencies | $4,527,000 | 1,569 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,960,000 | 2,416 |
| Available-for-sale securities (fair market value) | $3,559,000 | 7,896 |
| Total debt securities | $11,329,000 | 6,581 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $7,670,000 | 7,814 |
| U.S. Government securities | $6,727,000 | 7,252 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,727,000 | 6,417 |
| Securities issued by states & political subdivisions | $743,000 | 6,162 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $200,000 | 5,434 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,727,000 | 3,599 |
| Certificates of participation in pools of residential mortgages | $3,351,000 | 3,628 |
| Issued or guaranteed by U.S. | $3,351,000 | 3,610 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,376,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $2,376,000 | 2,354 |
| Privately issued | NA | NA |
| 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) | $6,330,000 | 3,030 |
| Available-for-sale securities (fair market value) | $1,340,000 | 8,718 |
| Total debt securities | $7,470,000 | 7,742 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $7,126,000 | 8,401 |
| U.S. Government securities | $6,722,000 | 7,791 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,722,000 | 6,500 |
| Securities issued by states & political subdivisions | $404,000 | 6,939 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,122,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $3,768,000 | 3,369 |
| Issued or guaranteed by U.S. | $3,768,000 | 3,355 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,354,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $2,354,000 | 2,409 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,284,000 | 4,024 |
| Available-for-sale securities (fair market value) | $1,842,000 | 8,798 |
| Total debt securities | $7,126,000 | 8,260 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $6,014,000 | 9,361 |
| U.S. Government securities | $5,745,000 | 8,780 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,745,000 | 7,247 |
| Securities issued by states & political subdivisions | $529,000 | 6,994 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $382,000 | 26 |
| General valuation allowances for securities for TFR Reporters | $-122,000 | 1,063 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,815,000 | 4,320 |
| Certificates of participation in pools of residential mortgages | $3,723,000 | 3,715 |
| Issued or guaranteed by U.S. | $3,723,000 | 3,694 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,092,000 | 3,717 |
| CMOs issued by government agencies or sponsored agencies | $1,092,000 | 3,569 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,152,000 | 4,627 |
| Available-for-sale securities (fair market value) | $862,000 | 9,583 |
| Total debt securities | $6,274,000 | 9,170 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $382,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $5,721,000 | 9,891 |
| U.S. Government securities | $5,072,000 | 9,521 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $5,072,000 | 7,666 |
| Securities issued by states & political subdivisions | $486,000 | 7,387 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-163,000 | 1,153 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,172,000 | 4,862 |
| Certificates of participation in pools of residential mortgages | $4,149,000 | 3,618 |
| Issued or guaranteed by U.S. | $4,149,000 | 3,586 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $23,000 | 6,009 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 5,639 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,382,000 | 4,835 |
| Available-for-sale securities (fair market value) | $339,000 | 10,391 |
| Total debt securities | $5,558,000 | 9,853 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $6,577,000 | 10,106 |
| U.S. Government securities | $6,130,000 | 9,574 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $6,130,000 | 7,070 |
| Securities issued by states & political subdivisions | $276,000 | 8,380 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-171,000 | 1,237 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,230,000 | 4,618 |
| Certificates of participation in pools of residential mortgages | $4,202,000 | 3,728 |
| Issued or guaranteed by U.S. | $4,202,000 | 3,701 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,028,000 | 4,459 |
| CMOs issued by government agencies or sponsored agencies | $1,028,000 | 4,263 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,306,000 | 7,835 |
| Available-for-sale securities (fair market value) | $1,271,000 | 9,449 |
| Total debt securities | $6,406,000 | 10,091 |
| 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 | $5,460,000 | 11,054 |
| U.S. Government securities | $5,175,000 | 10,414 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $5,175,000 | 7,773 |
| Securities issued by states & political subdivisions | $90,000 | 9,393 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-195,000 | 1,325 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,875,000 | 5,329 |
| Certificates of participation in pools of residential mortgages | $4,001,000 | 4,256 |
| Issued or guaranteed by U.S. | $4,001,000 | 4,214 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $874,000 | 5,167 |
| CMOs issued by government agencies or sponsored agencies | $874,000 | 4,948 |
| Privately issued | NA | NA |
| 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 | $5,265,000 | 11,004 |
| 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 | $6,131,000 | 10,993 |
| U.S. Government securities | $5,898,000 | 10,207 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $5,898,000 | 7,427 |
| Securities issued by states & political subdivisions | $100,000 | 9,256 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-133,000 | 1,512 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,348,000 | 5,307 |
| Certificates of participation in pools of residential mortgages | $3,044,000 | 5,147 |
| Issued or guaranteed by U.S. | $3,044,000 | 5,091 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,304,000 | 3,857 |
| CMOs issued by government agencies or sponsored agencies | $2,304,000 | 3,540 |
| Privately issued | NA | NA |
| 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 | $5,998,000 | 10,919 |
| 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 |