Home > F&M Bank and Trust Company > Securities
F&M Bank and Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $54,085,000 | 2,501 |
| U.S. Government securities | $53,116,000 | 1,794 |
| U.S. Treasury securities | $936,000 | 2,574 |
| U.S. Government agency obligations | $52,180,000 | 1,567 |
| Securities issued by states & political subdivisions | $892,000 | 3,553 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,835,000 | 1,649 |
| Mortgage-backed securities | $17,543,000 | 2,145 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,543,000 | 1,588 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $5,849,000 | 1,138 |
| Available-for-sale securities (fair market value) | $48,159,000 | 2,422 |
| Total debt securities | $54,008,000 | 2,481 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 539 |
| Fair value | $1,919,000 | 556 |
| 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 | $52,410,000 | 2,515 |
| U.S. Government securities | $51,515,000 | 1,822 |
| U.S. Treasury securities | $911,000 | 2,631 |
| U.S. Government agency obligations | $50,604,000 | 1,574 |
| Securities issued by states & political subdivisions | $832,000 | 3,597 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,175,000 | 1,867 |
| Mortgage-backed securities | $16,933,000 | 2,141 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,933,000 | 1,591 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $5,846,000 | 1,151 |
| Available-for-sale securities (fair market value) | $46,501,000 | 2,445 |
| Total debt securities | $52,347,000 | 2,499 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 558 |
| Fair value | $1,881,000 | 568 |
| 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 | $53,989,000 | 2,543 |
| U.S. Government securities | $53,060,000 | 1,836 |
| U.S. Treasury securities | $919,000 | 2,653 |
| U.S. Government agency obligations | $52,141,000 | 1,584 |
| Securities issued by states & political subdivisions | $872,000 | 3,636 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,344,000 | 1,844 |
| Mortgage-backed securities | $18,158,000 | 2,120 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,158,000 | 1,571 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $5,843,000 | 1,161 |
| Available-for-sale securities (fair market value) | $48,089,000 | 2,469 |
| Total debt securities | $53,932,000 | 2,528 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 597 |
| Fair value | $1,877,000 | 609 |
| 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 | $54,561,000 | 2,610 |
| U.S. Government securities | $53,609,000 | 1,907 |
| U.S. Treasury securities | $928,000 | 2,727 |
| U.S. Government agency obligations | $52,681,000 | 1,584 |
| Securities issued by states & political subdivisions | $900,000 | 3,680 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,496,000 | 1,442 |
| Mortgage-backed securities | $18,571,000 | 2,157 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,571,000 | 1,595 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $5,840,000 | 1,205 |
| Available-for-sale securities (fair market value) | $48,669,000 | 2,529 |
| Total debt securities | $54,509,000 | 2,593 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 626 |
| Fair value | $1,888,000 | 648 |
| 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 | $54,313,000 | 2,658 |
| U.S. Government securities | $53,368,000 | 1,930 |
| U.S. Treasury securities | $917,000 | 2,769 |
| U.S. Government agency obligations | $52,451,000 | 1,584 |
| Securities issued by states & political subdivisions | $900,000 | 3,716 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,293,000 | 1,381 |
| Mortgage-backed securities | $18,887,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,887,000 | 1,604 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $5,837,000 | 1,223 |
| Available-for-sale securities (fair market value) | $48,431,000 | 2,563 |
| Total debt securities | $54,268,000 | 2,640 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 491 |
| Fair value | $3,519,000 | 479 |
| 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 | $53,700,000 | 2,671 |
| U.S. Government securities | $52,790,000 | 1,964 |
| U.S. Treasury securities | $903,000 | 2,793 |
| U.S. Government agency obligations | $51,887,000 | 1,615 |
| Securities issued by states & political subdivisions | $870,000 | 3,758 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,703,000 | 1,478 |
| Mortgage-backed securities | $18,571,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,571,000 | 1,636 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $5,834,000 | 1,200 |
| Available-for-sale securities (fair market value) | $47,826,000 | 2,588 |
| Total debt securities | $53,660,000 | 2,653 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 485 |
| Fair value | $3,498,000 | 476 |
| 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 | $55,526,000 | 2,649 |
| U.S. Government securities | $54,586,000 | 1,926 |
| U.S. Treasury securities | $937,000 | 2,750 |
| U.S. Government agency obligations | $53,649,000 | 1,609 |
| Securities issued by states & political subdivisions | $901,000 | 3,789 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,346,000 | 1,584 |
| Mortgage-backed securities | $20,290,000 | 2,163 |
| Certificates of participation in pools of residential mortgages | $20,290,000 | 1,644 |
| Issued or guaranteed by U.S. | $20,290,000 | 1,609 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $5,831,000 | 1,125 |
| Available-for-sale securities (fair market value) | $49,656,000 | 2,599 |
| Total debt securities | $55,487,000 | 2,636 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 471 |
| Fair value | $3,576,000 | 469 |
| 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 | $57,246,000 | 2,601 |
| U.S. Government securities | $56,295,000 | 1,855 |
| U.S. Treasury securities | $960,000 | 2,485 |
| U.S. Government agency obligations | $55,335,000 | 1,591 |
| Securities issued by states & political subdivisions | $907,000 | 3,811 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,008,000 | 1,656 |
| Mortgage-backed securities | $22,111,000 | 2,110 |
| Certificates of participation in pools of residential mortgages | $22,111,000 | 1,603 |
| Issued or guaranteed by U.S. | $22,111,000 | 1,576 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $5,829,000 | 1,032 |
| Available-for-sale securities (fair market value) | $51,373,000 | 2,542 |
| Total debt securities | $57,202,000 | 2,586 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 412 |
| Fair value | $3,636,000 | 411 |
| 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 | $57,099,000 | 2,519 |
| U.S. Government securities | $56,129,000 | 1,741 |
| U.S. Treasury securities | $1,017,000 | 1,945 |
| U.S. Government agency obligations | $55,112,000 | 1,558 |
| Securities issued by states & political subdivisions | $921,000 | 3,840 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,728,000 | 1,587 |
| Mortgage-backed securities | $23,494,000 | 2,064 |
| Certificates of participation in pools of residential mortgages | $23,494,000 | 1,563 |
| Issued or guaranteed by U.S. | $23,494,000 | 1,530 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $5,164,000 | 956 |
| Available-for-sale securities (fair market value) | $51,886,000 | 2,476 |
| Total debt securities | $57,050,000 | 2,505 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 656 |
| Fair value | $999,000 | 667 |
| 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 | $50,163,000 | 2,617 |
| U.S. Government securities | $49,194,000 | 1,830 |
| U.S. Treasury securities | $1,032,000 | 1,725 |
| U.S. Government agency obligations | $48,162,000 | 1,683 |
| Securities issued by states & political subdivisions | $925,000 | 3,876 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,315,000 | 1,632 |
| Mortgage-backed securities | $22,120,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | $22,120,000 | 1,592 |
| Issued or guaranteed by U.S. | $22,120,000 | 1,555 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $3,180,000 | 1,063 |
| Available-for-sale securities (fair market value) | $46,939,000 | 2,548 |
| Total debt securities | $50,119,000 | 2,601 |
| 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 | $45,936,000 | 2,683 |
| U.S. Government securities | $44,967,000 | 1,868 |
| U.S. Treasury securities | $1,034,000 | 1,622 |
| U.S. Government agency obligations | $43,933,000 | 1,736 |
| Securities issued by states & political subdivisions | $930,000 | 3,891 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,452,000 | 1,688 |
| Mortgage-backed securities | $19,920,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $19,920,000 | 1,646 |
| Issued or guaranteed by U.S. | $19,920,000 | 1,606 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $45,897,000 | 2,530 |
| Total debt securities | $45,897,000 | 2,670 |
| 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 | $36,266,000 | 2,860 |
| U.S. Government securities | $35,294,000 | 2,011 |
| U.S. Treasury securities | $1,036,000 | 1,313 |
| U.S. Government agency obligations | $34,258,000 | 1,918 |
| Securities issued by states & political subdivisions | $932,000 | 3,893 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,155,000 | 1,595 |
| Mortgage-backed securities | $21,797,000 | 2,013 |
| Certificates of participation in pools of residential mortgages | $21,638,000 | 1,499 |
| Issued or guaranteed by U.S. | $21,638,000 | 1,458 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $159,000 | 2,700 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 2,647 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $36,226,000 | 2,685 |
| Total debt securities | $36,226,000 | 2,842 |
| 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 | $27,657,000 | 3,082 |
| U.S. Government securities | $26,693,000 | 2,200 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $26,693,000 | 2,086 |
| Securities issued by states & political subdivisions | $938,000 | 3,913 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,516,000 | 1,945 |
| Mortgage-backed securities | $17,963,000 | 2,115 |
| Certificates of participation in pools of residential mortgages | $17,774,000 | 1,566 |
| Issued or guaranteed by U.S. | $17,774,000 | 1,528 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $189,000 | 2,690 |
| CMOs issued by government agencies or sponsored agencies | $189,000 | 2,633 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $27,631,000 | 2,904 |
| Total debt securities | $27,631,000 | 3,065 |
| 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 | $20,199,000 | 3,347 |
| U.S. Government securities | $19,233,000 | 2,534 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $19,233,000 | 2,411 |
| Securities issued by states & political subdivisions | $940,000 | 3,881 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,960,000 | 2,811 |
| Mortgage-backed securities | $15,719,000 | 2,233 |
| Certificates of participation in pools of residential mortgages | $15,492,000 | 1,675 |
| Issued or guaranteed by U.S. | $15,492,000 | 1,632 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $227,000 | 2,677 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 2,624 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $20,173,000 | 3,137 |
| Total debt securities | $20,173,000 | 3,327 |
| 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 | $17,153,000 | 3,502 |
| U.S. Government securities | $16,187,000 | 2,730 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $16,187,000 | 2,600 |
| Securities issued by states & political subdivisions | $941,000 | 3,884 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,420,000 | 2,767 |
| Mortgage-backed securities | $11,762,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $11,499,000 | 1,916 |
| Issued or guaranteed by U.S. | $11,499,000 | 1,867 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $263,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 2,622 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $17,128,000 | 3,276 |
| Total debt securities | $17,128,000 | 3,478 |
| 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 | $16,570,000 | 3,523 |
| U.S. Government securities | $16,570,000 | 2,724 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $16,570,000 | 2,584 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,111,000 | 2,998 |
| Mortgage-backed securities | $11,654,000 | 2,520 |
| Certificates of participation in pools of residential mortgages | $11,362,000 | 1,914 |
| Issued or guaranteed by U.S. | $11,362,000 | 1,859 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $292,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 2,608 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $16,570,000 | 3,298 |
| Total debt securities | $16,570,000 | 3,500 |
| 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 | $15,416,000 | 3,651 |
| U.S. Government securities | $15,416,000 | 2,892 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $15,416,000 | 2,732 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,185,000 | 2,908 |
| Mortgage-backed securities | $7,656,000 | 2,834 |
| Certificates of participation in pools of residential mortgages | $7,324,000 | 2,275 |
| Issued or guaranteed by U.S. | $7,324,000 | 2,216 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $332,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $332,000 | 2,606 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $15,416,000 | 3,408 |
| Total debt securities | $15,416,000 | 3,630 |
| 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 | $15,654,000 | 3,689 |
| U.S. Government securities | $15,654,000 | 2,912 |
| U.S. Treasury securities | $2,499,000 | 885 |
| U.S. Government agency obligations | $13,155,000 | 2,968 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,658,000 | 2,672 |
| Mortgage-backed securities | $5,150,000 | 3,112 |
| Certificates of participation in pools of residential mortgages | $4,776,000 | 2,645 |
| Issued or guaranteed by U.S. | $4,776,000 | 2,563 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $374,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $374,000 | 2,600 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $15,654,000 | 3,435 |
| Total debt securities | $15,654,000 | 3,667 |
| Structured notes | ||
| Amortized cost | $500,000 | 667 |
| Fair value | $500,000 | 678 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $17,045,000 | 3,654 |
| U.S. Government securities | $17,045,000 | 2,858 |
| U.S. Treasury securities | $4,984,000 | 679 |
| U.S. Government agency obligations | $12,061,000 | 3,121 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,649,000 | 2,538 |
| Mortgage-backed securities | $2,827,000 | 3,487 |
| Certificates of participation in pools of residential mortgages | $2,409,000 | 3,121 |
| Issued or guaranteed by U.S. | $2,409,000 | 3,034 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $418,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $418,000 | 2,580 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $17,045,000 | 3,398 |
| Total debt securities | $17,045,000 | 3,633 |
| 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 | $12,347,000 | 4,064 |
| U.S. Government securities | $12,347,000 | 3,290 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $12,347,000 | 3,129 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,433,000 | 2,681 |
| Mortgage-backed securities | $1,946,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $1,480,000 | 3,410 |
| Issued or guaranteed by U.S. | $1,480,000 | 3,327 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $466,000 | 2,621 |
| CMOs issued by government agencies or sponsored agencies | $466,000 | 2,574 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $12,347,000 | 3,798 |
| Total debt securities | $12,347,000 | 4,043 |
| 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 | $12,321,000 | 4,099 |
| U.S. Government securities | $12,321,000 | 3,327 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $12,321,000 | 3,163 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,189,000 | 2,722 |
| Mortgage-backed securities | $2,051,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $1,547,000 | 3,408 |
| Issued or guaranteed by U.S. | $1,547,000 | 3,337 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $504,000 | 2,612 |
| CMOs issued by government agencies or sponsored agencies | $504,000 | 2,565 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $12,321,000 | 3,826 |
| Total debt securities | $12,321,000 | 4,078 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $11,858,000 | 4,196 |
| U.S. Government securities | $11,858,000 | 3,414 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,858,000 | 3,260 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,285,000 | 2,828 |
| Mortgage-backed securities | $2,148,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | $1,598,000 | 3,436 |
| Issued or guaranteed by U.S. | $1,598,000 | 3,408 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $550,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $550,000 | 2,541 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $11,858,000 | 3,921 |
| Total debt securities | $11,858,000 | 4,174 |
| 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 | $10,043,000 | 4,409 |
| U.S. Government securities | $9,759,000 | 3,656 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $9,759,000 | 3,509 |
| Securities issued by states & political subdivisions | $275,000 | 4,471 |
| Other domestic debt securities | $9,000 | 2,191 |
| Privately issued residential mortgage-backed securities | $9,000 | 866 |
| 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 | $7,436,000 | 3,116 |
| Mortgage-backed securities | $2,269,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | $1,663,000 | 3,465 |
| Issued or guaranteed by U.S. | $1,654,000 | 3,304 |
| Privately issued | $9,000 | 425 |
| Collaterized mortgage obligations | $606,000 | 2,596 |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 2,540 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $10,043,000 | 4,119 |
| Total debt securities | $10,043,000 | 4,384 |
| 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 | $9,493,000 | 4,497 |
| U.S. Government securities | $9,217,000 | 3,802 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $9,217,000 | 3,649 |
| Securities issued by states & political subdivisions | $276,000 | 4,515 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,310,000 | 3,173 |
| Mortgage-backed securities | $1,684,000 | 3,835 |
| Certificates of participation in pools of residential mortgages | $1,027,000 | 3,754 |
| Issued or guaranteed by U.S. | $1,027,000 | 3,747 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $657,000 | 2,572 |
| CMOs issued by government agencies or sponsored agencies | $657,000 | 2,514 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $9,493,000 | 4,216 |
| Total debt securities | $9,493,000 | 4,473 |
| 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 | $11,470,000 | 4,373 |
| U.S. Government securities | $11,193,000 | 3,589 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,193,000 | 3,448 |
| Securities issued by states & political subdivisions | $277,000 | 4,584 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,321,000 | 3,211 |
| Mortgage-backed securities | $1,809,000 | 3,854 |
| Certificates of participation in pools of residential mortgages | $1,095,000 | 3,778 |
| Issued or guaranteed by U.S. | $1,095,000 | 3,772 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $714,000 | 2,537 |
| CMOs issued by government agencies or sponsored agencies | $714,000 | 2,476 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $11,470,000 | 4,091 |
| Total debt securities | $11,470,000 | 4,349 |
| 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 | $10,025,000 | 4,566 |
| U.S. Government securities | $9,746,000 | 3,771 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $9,746,000 | 3,634 |
| Securities issued by states & political subdivisions | $279,000 | 4,624 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,177,000 | 3,283 |
| Mortgage-backed securities | $784,000 | 4,193 |
| Certificates of participation in pools of residential mortgages | $12,000 | 4,459 |
| Issued or guaranteed by U.S. | $12,000 | 4,454 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $772,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $772,000 | 2,464 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $10,025,000 | 4,272 |
| Total debt securities | $10,025,000 | 4,541 |
| 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 | $10,086,000 | 4,611 |
| U.S. Government securities | $9,806,000 | 3,811 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,806,000 | 3,679 |
| Securities issued by states & political subdivisions | $280,000 | 4,668 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,222,000 | 3,304 |
| Mortgage-backed securities | $855,000 | 4,206 |
| Certificates of participation in pools of residential mortgages | $13,000 | 4,493 |
| Issued or guaranteed by U.S. | $13,000 | 4,487 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $842,000 | 2,512 |
| CMOs issued by government agencies or sponsored agencies | $842,000 | 2,449 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $10,086,000 | 4,314 |
| Total debt securities | $10,086,000 | 4,586 |
| 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 | $10,120,000 | 4,643 |
| U.S. Government securities | $9,838,000 | 3,862 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,838,000 | 3,716 |
| Securities issued by states & political subdivisions | $282,000 | 4,725 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,306,000 | 3,308 |
| Mortgage-backed securities | $921,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $14,000 | 4,552 |
| Issued or guaranteed by U.S. | $14,000 | 4,547 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $907,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $907,000 | 2,454 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $10,120,000 | 4,338 |
| Total debt securities | $10,120,000 | 4,620 |
| 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 | $10,127,000 | 4,655 |
| U.S. Government securities | $9,843,000 | 3,854 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,843,000 | 3,717 |
| Securities issued by states & political subdivisions | $284,000 | 4,770 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,004,000 | 2,954 |
| Mortgage-backed securities | $1,000,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $15,000 | 4,590 |
| Issued or guaranteed by U.S. | $15,000 | 4,585 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $985,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $985,000 | 2,428 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $10,127,000 | 4,337 |
| Total debt securities | $10,127,000 | 4,629 |
| 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 | $11,369,000 | 4,554 |
| U.S. Government securities | $11,094,000 | 3,713 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $11,094,000 | 3,587 |
| Securities issued by states & political subdivisions | $275,000 | 4,811 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,019,000 | 3,404 |
| Mortgage-backed securities | $1,080,000 | 4,266 |
| Certificates of participation in pools of residential mortgages | $16,000 | 4,630 |
| Issued or guaranteed by U.S. | $16,000 | 4,627 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,064,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $1,064,000 | 2,417 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $11,369,000 | 4,235 |
| Total debt securities | $11,369,000 | 4,531 |
| 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 | $12,462,000 | 4,549 |
| U.S. Government securities | $12,187,000 | 3,686 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,187,000 | 3,562 |
| Securities issued by states & political subdivisions | $275,000 | 4,853 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,069,000 | 3,454 |
| Mortgage-backed securities | $1,161,000 | 4,294 |
| Certificates of participation in pools of residential mortgages | $17,000 | 4,693 |
| Issued or guaranteed by U.S. | $17,000 | 4,688 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,144,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $1,144,000 | 2,408 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $12,462,000 | 4,220 |
| Total debt securities | $12,462,000 | 4,523 |
| 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 | $13,729,000 | 4,484 |
| U.S. Government securities | $13,454,000 | 3,643 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,454,000 | 3,517 |
| Securities issued by states & political subdivisions | $275,000 | 4,893 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,347,000 | 3,290 |
| Mortgage-backed securities | $1,249,000 | 4,299 |
| Certificates of participation in pools of residential mortgages | $17,000 | 4,735 |
| Issued or guaranteed by U.S. | $17,000 | 4,732 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,232,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $1,232,000 | 2,392 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $13,729,000 | 4,154 |
| Total debt securities | $13,729,000 | 4,462 |
| 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 | $13,286,000 | 4,595 |
| U.S. Government securities | $13,011,000 | 3,734 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,011,000 | 3,603 |
| Securities issued by states & political subdivisions | $275,000 | 4,939 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,904,000 | 2,989 |
| Mortgage-backed securities | $1,357,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $18,000 | 4,772 |
| Issued or guaranteed by U.S. | $18,000 | 4,768 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,339,000 | 2,456 |
| CMOs issued by government agencies or sponsored agencies | $1,339,000 | 2,386 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $13,286,000 | 4,242 |
| Total debt securities | $13,285,000 | 4,571 |
| 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 | $13,810,000 | 4,631 |
| U.S. Government securities | $13,535,000 | 3,758 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,535,000 | 3,637 |
| Securities issued by states & political subdivisions | $275,000 | 4,993 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,138,000 | 3,557 |
| Mortgage-backed securities | $1,467,000 | 4,326 |
| Certificates of participation in pools of residential mortgages | $20,000 | 4,824 |
| Issued or guaranteed by U.S. | $20,000 | 4,819 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,447,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $1,447,000 | 2,375 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $13,810,000 | 4,265 |
| Total debt securities | $13,810,000 | 4,607 |
| 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 | $14,849,000 | 4,617 |
| U.S. Government securities | $14,574,000 | 3,741 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,574,000 | 3,626 |
| Securities issued by states & political subdivisions | $275,000 | 5,032 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,958,000 | 3,639 |
| Mortgage-backed securities | $1,593,000 | 4,371 |
| Certificates of participation in pools of residential mortgages | $21,000 | 4,897 |
| Issued or guaranteed by U.S. | $21,000 | 4,894 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,572,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $1,572,000 | 2,389 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $14,849,000 | 4,257 |
| Total debt securities | $14,849,000 | 4,597 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $994,000 | 1,337 |
| 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 | $13,518,000 | 4,808 |
| U.S. Government securities | $13,243,000 | 3,977 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,243,000 | 3,854 |
| Securities issued by states & political subdivisions | $275,000 | 5,036 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,221,000 | 3,629 |
| Mortgage-backed securities | $1,695,000 | 4,415 |
| Certificates of participation in pools of residential mortgages | $29,000 | 4,929 |
| Issued or guaranteed by U.S. | $29,000 | 4,922 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,666,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $1,666,000 | 2,399 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $13,518,000 | 4,431 |
| Total debt securities | $13,518,000 | 4,782 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $996,000 | 1,464 |
| 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 | $18,432,000 | 4,412 |
| U.S. Government securities | $18,157,000 | 3,505 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $18,157,000 | 3,392 |
| Securities issued by states & political subdivisions | $275,000 | 5,116 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,671,000 | 3,124 |
| Mortgage-backed securities | $5,746,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $3,365,000 | 3,678 |
| Issued or guaranteed by U.S. | $3,365,000 | 3,673 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,381,000 | 2,286 |
| CMOs issued by government agencies or sponsored agencies | $2,381,000 | 2,208 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $18,432,000 | 4,047 |
| Total debt securities | $18,432,000 | 4,392 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $989,000 | 1,527 |
| 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 | $21,827,000 | 4,231 |
| U.S. Government securities | $20,482,000 | 3,397 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $20,482,000 | 3,282 |
| Securities issued by states & political subdivisions | $1,345,000 | 4,675 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,590,000 | 3,034 |
| Mortgage-backed securities | $7,164,000 | 3,498 |
| Certificates of participation in pools of residential mortgages | $3,992,000 | 3,601 |
| Issued or guaranteed by U.S. | $3,992,000 | 3,599 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,172,000 | 2,160 |
| CMOs issued by government agencies or sponsored agencies | $3,172,000 | 2,081 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $21,827,000 | 3,874 |
| Total debt securities | $21,827,000 | 4,211 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $23,296,000 | 4,159 |
| U.S. Government securities | $21,763,000 | 3,334 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $21,763,000 | 3,238 |
| Securities issued by states & political subdivisions | $1,533,000 | 4,658 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,792,000 | 2,904 |
| Mortgage-backed securities | $7,642,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $4,260,000 | 3,596 |
| Issued or guaranteed by U.S. | $4,260,000 | 3,595 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,382,000 | 2,137 |
| CMOs issued by government agencies or sponsored agencies | $3,382,000 | 2,065 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $23,296,000 | 3,802 |
| Total debt securities | $23,296,000 | 4,136 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $24,333,000 | 4,116 |
| U.S. Government securities | $22,798,000 | 3,269 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $22,798,000 | 3,178 |
| Securities issued by states & political subdivisions | $1,535,000 | 4,682 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,870,000 | 2,903 |
| Mortgage-backed securities | $8,028,000 | 3,471 |
| Certificates of participation in pools of residential mortgages | $4,463,000 | 3,585 |
| Issued or guaranteed by U.S. | $4,463,000 | 3,584 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,565,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $3,565,000 | 2,029 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $24,333,000 | 3,743 |
| Total debt securities | $24,333,000 | 4,085 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $22,273,000 | 4,267 |
| U.S. Government securities | $20,395,000 | 3,454 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,395,000 | 3,361 |
| Securities issued by states & political subdivisions | $1,878,000 | 4,596 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,511,000 | 3,353 |
| Mortgage-backed securities | $9,176,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $4,601,000 | 3,559 |
| Issued or guaranteed by U.S. | $4,601,000 | 3,556 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,575,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $4,575,000 | 1,841 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $22,273,000 | 3,908 |
| Total debt securities | $22,273,000 | 4,241 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $22,074,000 | 4,318 |
| U.S. Government securities | $20,191,000 | 3,497 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,191,000 | 3,408 |
| Securities issued by states & political subdivisions | $1,883,000 | 4,610 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,608,000 | 3,505 |
| Mortgage-backed securities | $9,775,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $4,859,000 | 3,531 |
| Issued or guaranteed by U.S. | $4,859,000 | 3,527 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,916,000 | 1,903 |
| CMOs issued by government agencies or sponsored agencies | $4,916,000 | 1,819 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $22,074,000 | 3,964 |
| Total debt securities | $22,074,000 | 4,288 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $20,486,000 | 4,455 |
| U.S. Government securities | $18,572,000 | 3,647 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $18,572,000 | 3,554 |
| Securities issued by states & political subdivisions | $1,914,000 | 4,594 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,977,000 | 3,446 |
| Mortgage-backed securities | $10,529,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $5,200,000 | 3,432 |
| Issued or guaranteed by U.S. | $5,200,000 | 3,428 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,329,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $5,329,000 | 1,796 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $20,486,000 | 4,108 |
| Total debt securities | $20,486,000 | 4,426 |
| 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 | $17,724,000 | 4,730 |
| U.S. Government securities | $15,725,000 | 3,979 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,725,000 | 3,885 |
| Securities issued by states & political subdivisions | $1,999,000 | 4,550 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,218,000 | 3,452 |
| Mortgage-backed securities | $11,236,000 | 3,143 |
| Certificates of participation in pools of residential mortgages | $5,453,000 | 3,423 |
| Issued or guaranteed by U.S. | $5,453,000 | 3,418 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,783,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $5,783,000 | 1,783 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $17,724,000 | 4,364 |
| Total debt securities | $17,723,000 | 4,697 |
| 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 | $15,647,000 | 4,898 |
| U.S. Government securities | $13,499,000 | 4,218 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,499,000 | 4,110 |
| Securities issued by states & political subdivisions | $2,148,000 | 4,490 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,858,000 | 3,169 |
| Mortgage-backed securities | $11,997,000 | 3,080 |
| Certificates of participation in pools of residential mortgages | $5,724,000 | 3,371 |
| Issued or guaranteed by U.S. | $5,724,000 | 3,369 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,273,000 | 1,857 |
| CMOs issued by government agencies or sponsored agencies | $6,273,000 | 1,764 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $15,647,000 | 4,522 |
| Total debt securities | $15,647,000 | 4,864 |
| 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 | $16,629,000 | 4,870 |
| U.S. Government securities | $14,293,000 | 4,204 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,293,000 | 4,118 |
| Securities issued by states & political subdivisions | $2,336,000 | 4,447 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,242,000 | 2,537 |
| Mortgage-backed securities | $12,790,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $6,018,000 | 3,465 |
| Issued or guaranteed by U.S. | $6,018,000 | 3,465 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,772,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $6,772,000 | 1,771 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $16,629,000 | 4,497 |
| Total debt securities | $16,630,000 | 4,838 |
| 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 | $17,351,000 | 4,828 |
| U.S. Government securities | $14,915,000 | 4,176 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $14,915,000 | 4,093 |
| Securities issued by states & political subdivisions | $2,436,000 | 4,405 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,787,000 | 2,529 |
| Mortgage-backed securities | $12,913,000 | 3,147 |
| Certificates of participation in pools of residential mortgages | $5,642,000 | 3,562 |
| Issued or guaranteed by U.S. | $5,642,000 | 3,561 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,271,000 | 1,821 |
| CMOs issued by government agencies or sponsored agencies | $7,271,000 | 1,726 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $17,351,000 | 4,454 |
| Total debt securities | $17,351,000 | 4,796 |
| 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 | $20,445,000 | 4,558 |
| U.S. Government securities | $18,222,000 | 3,893 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $18,222,000 | 3,813 |
| Securities issued by states & political subdivisions | $2,223,000 | 4,422 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,175,000 | 2,339 |
| Mortgage-backed securities | $16,538,000 | 2,840 |
| Certificates of participation in pools of residential mortgages | $8,734,000 | 3,000 |
| Issued or guaranteed by U.S. | $8,734,000 | 2,998 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,804,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $7,804,000 | 1,687 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $20,445,000 | 4,198 |
| Total debt securities | $20,445,000 | 4,532 |
| 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 | $21,460,000 | 4,414 |
| U.S. Government securities | $18,828,000 | 3,765 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,828,000 | 3,692 |
| Securities issued by states & political subdivisions | $2,383,000 | 4,333 |
| Other domestic debt securities | $249,000 | 2,600 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $249,000 | 1,958 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| 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 | $16,133,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $7,857,000 | 3,031 |
| Issued or guaranteed by U.S. | $7,857,000 | 3,031 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $8,276,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $8,276,000 | 1,564 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,000 | 2,783 |
| Available-for-sale securities (fair market value) | $21,425,000 | 4,055 |
| Total debt securities | $21,460,000 | 4,385 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $23,139,000 | 4,186 |
| U.S. Government securities | $20,446,000 | 3,526 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,446,000 | 3,448 |
| Securities issued by states & political subdivisions | $2,443,000 | 4,288 |
| Other domestic debt securities | $250,000 | 2,568 |
| 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 | $250,000 | 1,908 |
| 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 | $17,241,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $8,356,000 | 2,907 |
| Issued or guaranteed by U.S. | $8,356,000 | 2,903 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,885,000 | 1,666 |
| CMOs issued by government agencies or sponsored agencies | $8,885,000 | 1,506 |
| Privately issued | $0 | 1,235 |
| 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) | $133,000 | 2,655 |
| Available-for-sale securities (fair market value) | $23,006,000 | 3,863 |
| Total debt securities | $23,139,000 | 4,150 |
| 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 | $25,980,000 | 3,957 |
| U.S. Government securities | $23,240,000 | 3,335 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,240,000 | 3,240 |
| Securities issued by states & political subdivisions | $2,493,000 | 4,239 |
| Other domestic debt securities | $247,000 | 2,530 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $247,000 | 1,860 |
| 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 | $17,872,000 | 2,520 |
| Certificates of participation in pools of residential mortgages | $8,497,000 | 2,844 |
| Issued or guaranteed by U.S. | $8,497,000 | 2,837 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $9,375,000 | 1,611 |
| CMOs issued by government agencies or sponsored agencies | $9,375,000 | 1,436 |
| Privately issued | $0 | 1,265 |
| 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) | $16,000 | 2,916 |
| Available-for-sale securities (fair market value) | $25,964,000 | 3,637 |
| Total debt securities | $25,980,000 | 3,921 |
| 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 | $33,239,000 | 3,393 |
| U.S. Government securities | $27,988,000 | 2,928 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,988,000 | 2,838 |
| Securities issued by states & political subdivisions | $4,998,000 | 3,475 |
| Other domestic debt securities | $253,000 | 2,556 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,000 | 1,870 |
| 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 | $17,519,000 | 2,487 |
| Certificates of participation in pools of residential mortgages | $7,731,000 | 2,905 |
| Issued or guaranteed by U.S. | $7,731,000 | 2,898 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $9,788,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $9,788,000 | 1,360 |
| Privately issued | $0 | 1,299 |
| 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) | $1,021,000 | 2,141 |
| Available-for-sale securities (fair market value) | $32,218,000 | 3,182 |
| Total debt securities | $33,239,000 | 3,365 |
| 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 | $18,443,000 | 4,593 |
| U.S. Government securities | $13,308,000 | 4,344 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,308,000 | 4,216 |
| Securities issued by states & political subdivisions | $4,891,000 | 3,473 |
| Other domestic debt securities | $244,000 | 2,734 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $244,000 | 1,914 |
| 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 | $7,393,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $607,000 | 4,932 |
| Issued or guaranteed by U.S. | $607,000 | 4,920 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,786,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $6,786,000 | 1,576 |
| Privately issued | $0 | 1,350 |
| 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) | $3,000 | 3,029 |
| Available-for-sale securities (fair market value) | $18,440,000 | 4,209 |
| Total debt securities | $18,443,000 | 4,557 |
| 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 | $15,388,000 | 4,924 |
| U.S. Government securities | $10,136,000 | 4,806 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,136,000 | 4,687 |
| Securities issued by states & political subdivisions | $5,010,000 | 3,364 |
| Other domestic debt securities | $242,000 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $242,000 | 1,941 |
| 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 | $5,550,000 | 3,892 |
| Certificates of participation in pools of residential mortgages | $657,000 | 4,917 |
| Issued or guaranteed by U.S. | $657,000 | 4,906 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,893,000 | 1,995 |
| CMOs issued by government agencies or sponsored agencies | $4,893,000 | 1,767 |
| Privately issued | $0 | 1,417 |
| 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) | $21,000 | 3,034 |
| Available-for-sale securities (fair market value) | $15,367,000 | 4,496 |
| Total debt securities | $15,388,000 | 4,889 |
| 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 | $19,429,000 | 4,472 |
| U.S. Government securities | $14,279,000 | 4,213 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,279,000 | 4,103 |
| Securities issued by states & political subdivisions | $4,915,000 | 3,317 |
| Other domestic debt securities | $235,000 | 2,812 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $235,000 | 1,899 |
| 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 | $8,259,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $2,755,000 | 3,996 |
| Issued or guaranteed by U.S. | $2,755,000 | 3,987 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,504,000 | 1,837 |
| CMOs issued by government agencies or sponsored agencies | $5,504,000 | 1,595 |
| Privately issued | $0 | 1,445 |
| 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) | $32,000 | 3,078 |
| Available-for-sale securities (fair market value) | $19,397,000 | 4,055 |
| Total debt securities | $19,429,000 | 4,426 |
| 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 | $19,037,000 | 4,553 |
| U.S. Government securities | $14,985,000 | 4,151 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,985,000 | 4,049 |
| Securities issued by states & political subdivisions | $3,821,000 | 3,602 |
| Other domestic debt securities | $231,000 | 2,869 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $231,000 | 1,923 |
| 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 | $8,062,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $3,100,000 | 4,016 |
| Issued or guaranteed by U.S. | $3,100,000 | 4,008 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,962,000 | 1,869 |
| CMOs issued by government agencies or sponsored agencies | $4,962,000 | 1,614 |
| Privately issued | $0 | 1,481 |
| 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) | $19,000 | 3,157 |
| Available-for-sale securities (fair market value) | $19,018,000 | 4,143 |
| Total debt securities | $19,037,000 | 4,514 |
| 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 | $18,035,000 | 4,627 |
| U.S. Government securities | $14,677,000 | 4,167 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,677,000 | 4,085 |
| Securities issued by states & political subdivisions | $3,148,000 | 3,855 |
| Other domestic debt securities | $210,000 | 2,952 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $210,000 | 1,982 |
| 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 | $9,912,000 | 3,276 |
| Certificates of participation in pools of residential mortgages | $4,086,000 | 3,775 |
| Issued or guaranteed by U.S. | $4,086,000 | 3,768 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,826,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $5,826,000 | 1,478 |
| Privately issued | $0 | 1,512 |
| 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) | $1,000 | 3,307 |
| Available-for-sale securities (fair market value) | $18,034,000 | 4,208 |
| Total debt securities | $18,035,000 | 4,588 |
| 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 | $25,230,000 | 3,883 |
| U.S. Government securities | $21,366,000 | 3,348 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,366,000 | 3,278 |
| Securities issued by states & political subdivisions | $3,669,000 | 3,683 |
| Other domestic debt securities | $195,000 | 3,088 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $195,000 | 2,114 |
| 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 | $14,442,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | $7,289,000 | 3,103 |
| Issued or guaranteed by U.S. | $7,289,000 | 3,093 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $7,153,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $7,153,000 | 1,321 |
| Privately issued | $0 | 1,566 |
| 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) | $70,000 | 3,192 |
| Available-for-sale securities (fair market value) | $25,160,000 | 3,511 |
| Total debt securities | $25,230,000 | 3,847 |
| 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 | $29,966,000 | 3,456 |
| U.S. Government securities | $26,094,000 | 2,911 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,094,000 | 2,843 |
| Securities issued by states & political subdivisions | $3,702,000 | 3,630 |
| Other domestic debt securities | $170,000 | 3,192 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $170,000 | 2,227 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| 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 | $15,906,000 | 2,679 |
| Certificates of participation in pools of residential mortgages | $7,942,000 | 3,049 |
| Issued or guaranteed by U.S. | $7,942,000 | 3,037 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,964,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $7,964,000 | 1,237 |
| Privately issued | $0 | 1,581 |
| 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) | $62,000 | 3,252 |
| Available-for-sale securities (fair market value) | $29,904,000 | 3,092 |
| Total debt securities | $29,966,000 | 3,422 |
| 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 | $34,167,000 | 3,154 |
| U.S. Government securities | $30,268,000 | 2,658 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,268,000 | 2,599 |
| Securities issued by states & political subdivisions | $3,779,000 | 3,530 |
| Other domestic debt securities | $112,000 | 3,179 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $112,000 | 2,389 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,611 |
| 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 | $19,242,000 | 2,461 |
| Certificates of participation in pools of residential mortgages | $8,160,000 | 3,062 |
| Issued or guaranteed by U.S. | $8,160,000 | 3,049 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,082,000 | 1,287 |
| CMOs issued by government agencies or sponsored agencies | $11,082,000 | 1,018 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $363,000 | 2,911 |
| Available-for-sale securities (fair market value) | $33,804,000 | 2,834 |
| Total debt securities | $34,159,000 | 3,117 |
| 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 | $38,897,000 | 2,845 |
| U.S. Government securities | $34,576,000 | 2,362 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,576,000 | 2,311 |
| Securities issued by states & political subdivisions | $4,280,000 | 3,320 |
| Other domestic debt securities | $33,000 | 3,199 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,000 | 2,410 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,610 |
| 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 | $26,614,000 | 1,935 |
| Certificates of participation in pools of residential mortgages | $15,303,000 | 2,129 |
| Issued or guaranteed by U.S. | $15,303,000 | 2,115 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $11,311,000 | 1,230 |
| CMOs issued by government agencies or sponsored agencies | $11,311,000 | 970 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,671,000 | 441 |
| Available-for-sale securities (fair market value) | $226,000 | 7,382 |
| Total debt securities | $38,889,000 | 2,809 |
| 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 | $35,382,000 | 3,006 |
| U.S. Government securities | $31,039,000 | 2,523 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,039,000 | 2,465 |
| Securities issued by states & political subdivisions | $4,251,000 | 3,324 |
| Other domestic debt securities | $84,000 | 3,106 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,000 | 2,333 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,759 |
| 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 | $23,055,000 | 2,049 |
| Certificates of participation in pools of residential mortgages | $11,656,000 | 2,432 |
| Issued or guaranteed by U.S. | $11,656,000 | 2,416 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $11,399,000 | 1,178 |
| CMOs issued by government agencies or sponsored agencies | $11,399,000 | 919 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,000 | 3,488 |
| Available-for-sale securities (fair market value) | $35,374,000 | 2,654 |
| Total debt securities | $35,374,000 | 2,972 |
| 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 | $36,589,000 | 2,970 |
| U.S. Government securities | $32,065,000 | 2,495 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,065,000 | 2,444 |
| Securities issued by states & political subdivisions | $4,355,000 | 3,312 |
| Other domestic debt securities | $161,000 | 2,989 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $161,000 | 2,252 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,875 |
| 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 | $23,623,000 | 1,997 |
| Certificates of participation in pools of residential mortgages | $11,868,000 | 2,391 |
| Issued or guaranteed by U.S. | $11,868,000 | 2,378 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $11,755,000 | 1,139 |
| CMOs issued by government agencies or sponsored agencies | $11,755,000 | 891 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,000 | 3,514 |
| Available-for-sale securities (fair market value) | $36,581,000 | 2,652 |
| Total debt securities | $36,581,000 | 2,935 |
| 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 | $36,451,000 | 2,978 |
| U.S. Government securities | $31,939,000 | 2,490 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,939,000 | 2,437 |
| Securities issued by states & political subdivisions | $4,297,000 | 3,339 |
| Other domestic debt securities | $207,000 | 2,891 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $207,000 | 2,156 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,863 |
| 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 | $21,689,000 | 2,056 |
| Certificates of participation in pools of residential mortgages | $12,600,000 | 2,223 |
| Issued or guaranteed by U.S. | $12,600,000 | 2,212 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,089,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $9,089,000 | 1,029 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,000 | 3,542 |
| Available-for-sale securities (fair market value) | $36,441,000 | 2,651 |
| Total debt securities | $36,443,000 | 2,936 |
| 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 | $35,962,000 | 3,020 |
| U.S. Government securities | $31,727,000 | 2,549 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,727,000 | 2,492 |
| Securities issued by states & political subdivisions | $4,018,000 | 3,408 |
| Other domestic debt securities | $209,000 | 2,718 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $209,000 | 2,018 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,813 |
| 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 | $15,686,000 | 2,265 |
| Certificates of participation in pools of residential mortgages | $9,427,000 | 2,360 |
| Issued or guaranteed by U.S. | $9,427,000 | 2,347 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,259,000 | 1,473 |
| CMOs issued by government agencies or sponsored agencies | $6,259,000 | 1,220 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,000 | 3,595 |
| Available-for-sale securities (fair market value) | $35,951,000 | 2,648 |
| Total debt securities | $35,954,000 | 2,974 |
| 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 | $36,509,000 | 2,976 |
| U.S. Government securities | $32,694,000 | 2,497 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,694,000 | 2,447 |
| Securities issued by states & political subdivisions | $3,595,000 | 3,549 |
| Other domestic debt securities | $212,000 | 2,672 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $212,000 | 2,000 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,752 |
| 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 | $14,261,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $7,752,000 | 2,459 |
| Issued or guaranteed by U.S. | $7,752,000 | 2,448 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $6,509,000 | 1,407 |
| CMOs issued by government agencies or sponsored agencies | $6,509,000 | 1,158 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,000 | 3,636 |
| Available-for-sale securities (fair market value) | $36,494,000 | 2,599 |
| Total debt securities | $36,501,000 | 2,930 |
| 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 | $33,870,000 | 3,156 |
| U.S. Government securities | $30,348,000 | 2,653 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,348,000 | 2,588 |
| Securities issued by states & political subdivisions | $3,267,000 | 3,674 |
| Other domestic debt securities | $247,000 | 2,590 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $247,000 | 1,942 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,787 |
| 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 | $13,093,000 | 2,285 |
| Certificates of participation in pools of residential mortgages | $6,283,000 | 2,697 |
| Issued or guaranteed by U.S. | $6,283,000 | 2,684 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,810,000 | 1,343 |
| CMOs issued by government agencies or sponsored agencies | $6,810,000 | 1,104 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,000 | 3,669 |
| Available-for-sale securities (fair market value) | $33,851,000 | 2,756 |
| Total debt securities | $33,862,000 | 3,117 |
| 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 | $33,889,000 | 3,160 |
| U.S. Government securities | $30,960,000 | 2,623 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,960,000 | 2,554 |
| Securities issued by states & political subdivisions | $2,671,000 | 3,957 |
| Other domestic debt securities | $250,000 | 2,585 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 1,955 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,810 |
| 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 | $13,295,000 | 2,276 |
| Certificates of participation in pools of residential mortgages | $5,900,000 | 2,772 |
| Issued or guaranteed by U.S. | $5,900,000 | 2,761 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $7,395,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $7,395,000 | 1,037 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,000 | 3,704 |
| Available-for-sale securities (fair market value) | $33,859,000 | 2,745 |
| Total debt securities | $33,881,000 | 3,117 |
| 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 | $34,053,000 | 3,167 |
| U.S. Government securities | $30,973,000 | 2,660 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,973,000 | 2,597 |
| Securities issued by states & political subdivisions | $2,819,000 | 3,894 |
| Other domestic debt securities | $253,000 | 2,604 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,000 | 1,991 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,863 |
| 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 | $13,405,000 | 2,255 |
| Certificates of participation in pools of residential mortgages | $5,699,000 | 2,840 |
| Issued or guaranteed by U.S. | $5,699,000 | 2,826 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,706,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $7,706,000 | 1,014 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,000 | 3,812 |
| Available-for-sale securities (fair market value) | $34,029,000 | 2,757 |
| Total debt securities | $34,045,000 | 3,133 |
| 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 | $36,990,000 | 3,020 |
| U.S. Government securities | $33,912,000 | 2,505 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,912,000 | 2,433 |
| Securities issued by states & political subdivisions | $2,812,000 | 3,875 |
| Other domestic debt securities | $258,000 | 2,646 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $258,000 | 2,027 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,897 |
| 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 | $13,932,000 | 2,215 |
| Certificates of participation in pools of residential mortgages | $5,887,000 | 2,798 |
| Issued or guaranteed by U.S. | $5,887,000 | 2,784 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,045,000 | 1,147 |
| CMOs issued by government agencies or sponsored agencies | $8,045,000 | 961 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,000 | 3,879 |
| Available-for-sale securities (fair market value) | $36,961,000 | 2,611 |
| Total debt securities | $36,982,000 | 2,977 |
| 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 | $27,283,000 | 3,725 |
| U.S. Government securities | $24,592,000 | 3,234 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,592,000 | 3,126 |
| Securities issued by states & political subdivisions | $2,413,000 | 4,072 |
| Other domestic debt securities | $274,000 | 2,669 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $274,000 | 2,075 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,957 |
| 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 | $15,500,000 | 2,067 |
| Certificates of participation in pools of residential mortgages | $6,435,000 | 2,692 |
| Issued or guaranteed by U.S. | $6,435,000 | 2,679 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,065,000 | 1,075 |
| CMOs issued by government agencies or sponsored agencies | $9,065,000 | 893 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,283,000 | 689 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $27,279,000 | 3,670 |
| 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 | $28,144,000 | 3,711 |
| U.S. Government securities | $25,445,000 | 3,184 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,445,000 | 3,082 |
| Securities issued by states & political subdivisions | $2,417,000 | 4,097 |
| Other domestic debt securities | $278,000 | 2,737 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $278,000 | 2,170 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,996 |
| 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 | $16,303,000 | 2,041 |
| Certificates of participation in pools of residential mortgages | $6,796,000 | 2,674 |
| Issued or guaranteed by U.S. | $6,796,000 | 2,660 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,507,000 | 1,052 |
| CMOs issued by government agencies or sponsored agencies | $9,507,000 | 864 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,144,000 | 693 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $28,140,000 | 3,659 |
| 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 | $29,231,000 | 3,637 |
| U.S. Government securities | $26,160,000 | 3,126 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,160,000 | 3,025 |
| Securities issued by states & political subdivisions | $2,786,000 | 3,922 |
| Other domestic debt securities | $281,000 | 2,814 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $281,000 | 2,274 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 2,022 |
| 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 | $17,019,000 | 2,005 |
| Certificates of participation in pools of residential mortgages | $7,113,000 | 2,636 |
| Issued or guaranteed by U.S. | $7,113,000 | 2,626 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $9,906,000 | 1,027 |
| CMOs issued by government agencies or sponsored agencies | $9,906,000 | 849 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,231,000 | 688 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $29,227,000 | 3,584 |
| 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 | $31,557,000 | 3,403 |
| U.S. Government securities | $28,480,000 | 2,880 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,480,000 | 2,783 |
| Securities issued by states & political subdivisions | $2,789,000 | 3,924 |
| Other domestic debt securities | $284,000 | 2,864 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $284,000 | 2,344 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 2,038 |
| 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 | $18,339,000 | 1,910 |
| Certificates of participation in pools of residential mortgages | $7,576,000 | 2,554 |
| Issued or guaranteed by U.S. | $7,576,000 | 2,542 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,763,000 | 990 |
| CMOs issued by government agencies or sponsored agencies | $10,763,000 | 832 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,557,000 | 662 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $31,553,000 | 3,348 |
| 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 | $34,384,000 | 3,231 |
| U.S. Government securities | $30,969,000 | 2,738 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,969,000 | 2,639 |
| Securities issued by states & political subdivisions | $2,618,000 | 3,990 |
| Other domestic debt securities | $793,000 | 2,385 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $793,000 | 1,916 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 2,053 |
| 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 | $20,828,000 | 1,826 |
| Certificates of participation in pools of residential mortgages | $9,033,000 | 2,393 |
| Issued or guaranteed by U.S. | $9,033,000 | 2,384 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $11,795,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $11,795,000 | 827 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,384,000 | 636 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $34,380,000 | 3,182 |
| 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 | $36,032,000 | 3,140 |
| U.S. Government securities | $32,912,000 | 2,650 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,912,000 | 2,549 |
| Securities issued by states & political subdivisions | $2,321,000 | 4,156 |
| Other domestic debt securities | $795,000 | 2,444 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $795,000 | 2,004 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 2,103 |
| 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 | $22,770,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $9,214,000 | 2,429 |
| Issued or guaranteed by U.S. | $9,214,000 | 2,421 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,556,000 | 919 |
| CMOs issued by government agencies or sponsored agencies | $13,556,000 | 768 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,032,000 | 619 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $36,028,000 | 3,090 |
| 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 | $32,712,000 | 3,403 |
| U.S. Government securities | $30,563,000 | 2,824 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,563,000 | 2,721 |
| Securities issued by states & political subdivisions | $1,645,000 | 4,600 |
| Other domestic debt securities | $500,000 | 2,770 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 2,141 |
| 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 | $22,521,000 | 1,795 |
| Certificates of participation in pools of residential mortgages | $9,228,000 | 2,474 |
| Issued or guaranteed by U.S. | $9,228,000 | 2,467 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $13,293,000 | 942 |
| CMOs issued by government agencies or sponsored agencies | $13,293,000 | 792 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,712,000 | 673 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $32,708,000 | 3,348 |
| 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 | $32,538,000 | 3,412 |
| U.S. Government securities | $31,114,000 | 2,761 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,114,000 | 2,648 |
| Securities issued by states & political subdivisions | $920,000 | 5,218 |
| Other domestic debt securities | $500,000 | 2,813 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,410 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 2,170 |
| 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 | $24,066,000 | 1,716 |
| Certificates of participation in pools of residential mortgages | $9,915,000 | 2,393 |
| Issued or guaranteed by U.S. | $9,915,000 | 2,384 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,151,000 | 907 |
| CMOs issued by government agencies or sponsored agencies | $14,151,000 | 760 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,538,000 | 673 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $32,534,000 | 3,353 |
| 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 | $36,322,000 | 3,175 |
| U.S. Government securities | $35,285,000 | 2,511 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,285,000 | 2,410 |
| Securities issued by states & political subdivisions | $533,000 | 5,681 |
| Other domestic debt securities | $500,000 | 2,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,520 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 2,215 |
| 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 | $26,177,000 | 1,653 |
| Certificates of participation in pools of residential mortgages | $10,671,000 | 2,317 |
| Issued or guaranteed by U.S. | $10,671,000 | 2,309 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,506,000 | 859 |
| CMOs issued by government agencies or sponsored agencies | $15,506,000 | 723 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,322,000 | 626 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $36,318,000 | 3,109 |
| 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 | $35,790,000 | 3,198 |
| U.S. Government securities | $35,286,000 | 2,473 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,286,000 | 2,392 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $500,000 | 3,020 |
| 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 | $500,000 | 2,608 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 2,233 |
| 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 | $28,674,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | $9,168,000 | 2,536 |
| Issued or guaranteed by U.S. | $9,168,000 | 2,529 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $19,506,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $19,506,000 | 652 |
| 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) | $35,790,000 | 616 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $35,786,000 | 3,134 |
| 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 | $36,294,000 | 3,219 |
| U.S. Government securities | $35,790,000 | 2,525 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,790,000 | 2,445 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $500,000 | 3,086 |
| 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 | $500,000 | 2,754 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 2,287 |
| 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 | $28,182,000 | 1,602 |
| Certificates of participation in pools of residential mortgages | $6,971,000 | 2,959 |
| Issued or guaranteed by U.S. | $6,971,000 | 2,945 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $21,211,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $21,211,000 | 679 |
| 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) | $36,294,000 | 616 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $36,290,000 | 3,159 |
| 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 | $31,032,000 | 3,552 |
| U.S. Government securities | $30,428,000 | 2,794 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,428,000 | 2,694 |
| Securities issued by states & political subdivisions | $100,000 | 6,598 |
| Other domestic debt securities | $500,000 | 3,201 |
| 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 | $500,000 | 2,864 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 2,334 |
| 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 | $26,818,000 | 1,639 |
| Certificates of participation in pools of residential mortgages | $6,720,000 | 2,985 |
| Issued or guaranteed by U.S. | $6,720,000 | 2,971 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $20,098,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $20,098,000 | 712 |
| 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) | $31,032,000 | 673 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $31,028,000 | 3,477 |
| 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 | $21,816,000 | 4,431 |
| U.S. Government securities | $21,712,000 | 3,497 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,712,000 | 3,362 |
| Securities issued by states & political subdivisions | $100,000 | 6,599 |
| 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 | $4,000 | 2,328 |
| 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 | $19,012,000 | 2,116 |
| Certificates of participation in pools of residential mortgages | $6,983,000 | 2,934 |
| Issued or guaranteed by U.S. | $6,983,000 | 2,922 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $12,029,000 | 1,093 |
| CMOs issued by government agencies or sponsored agencies | $12,029,000 | 1,015 |
| 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) | $21,816,000 | 843 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $21,812,000 | 4,344 |
| 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 | $19,683,000 | 4,712 |
| U.S. Government securities | $19,579,000 | 3,755 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,579,000 | 3,593 |
| Securities issued by states & political subdivisions | $100,000 | 6,587 |
| 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 | $4,000 | 2,345 |
| 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 | $17,279,000 | 2,219 |
| Certificates of participation in pools of residential mortgages | $8,789,000 | 2,562 |
| Issued or guaranteed by U.S. | $8,789,000 | 2,546 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $8,490,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $8,490,000 | 1,285 |
| 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) | $19,683,000 | 935 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $19,679,000 | 4,615 |
| 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 | $22,181,000 | 4,355 |
| U.S. Government securities | $22,077,000 | 3,431 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,077,000 | 3,279 |
| Securities issued by states & political subdivisions | $100,000 | 6,611 |
| 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 | $4,000 | 2,343 |
| 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 | $18,780,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $10,259,000 | 2,306 |
| Issued or guaranteed by U.S. | $10,259,000 | 2,293 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $8,521,000 | 1,383 |
| CMOs issued by government agencies or sponsored agencies | $8,521,000 | 1,280 |
| 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) | $22,181,000 | 849 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $22,177,000 | 4,265 |
| 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 | $11,402,000 | 6,157 |
| U.S. Government securities | $11,298,000 | 5,176 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,298,000 | 4,961 |
| Securities issued by states & political subdivisions | $100,000 | 6,778 |
| 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 | $4,000 | 2,309 |
| 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 | $8,998,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $6,767,000 | 2,683 |
| Issued or guaranteed by U.S. | $6,767,000 | 2,667 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,231,000 | 2,618 |
| CMOs issued by government agencies or sponsored agencies | $2,231,000 | 2,467 |
| 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) | $11,402,000 | 1,423 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $11,398,000 | 6,062 |
| 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 | $19,892,000 | 4,657 |
| U.S. Government securities | $19,592,000 | 3,729 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,592,000 | 3,454 |
| Securities issued by states & political subdivisions | $100,000 | 6,978 |
| 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 | $200,000 | 5,786 |
| 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 | $10,259,000 | 2,296 |
| Certificates of participation in pools of residential mortgages | $9,993,000 | 1,742 |
| Issued or guaranteed by U.S. | $9,993,000 | 1,731 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $266,000 | 3,646 |
| CMOs issued by government agencies or sponsored agencies | $266,000 | 3,472 |
| 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) | $19,696,000 | 1,149 |
| Available-for-sale securities (fair market value) | $196,000 | 8,981 |
| Total debt securities | $19,692,000 | 4,546 |
| 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 | $22,882,000 | 4,409 |
| U.S. Government securities | $22,585,000 | 3,510 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,585,000 | 3,146 |
| Securities issued by states & political subdivisions | $100,000 | 7,321 |
| 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 | $197,000 | 5,734 |
| 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 | $13,254,000 | 2,122 |
| Certificates of participation in pools of residential mortgages | $12,804,000 | 1,576 |
| Issued or guaranteed by U.S. | $12,804,000 | 1,564 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $450,000 | 3,619 |
| CMOs issued by government agencies or sponsored agencies | $450,000 | 3,459 |
| 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) | $22,689,000 | 1,129 |
| Available-for-sale securities (fair market value) | $193,000 | 9,242 |
| Total debt securities | $22,685,000 | 4,312 |
| 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 | $19,833,000 | 4,868 |
| U.S. Government securities | $19,530,000 | 3,984 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,530,000 | 3,401 |
| Securities issued by states & political subdivisions | $100,000 | 7,566 |
| 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 | $203,000 | 5,399 |
| 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 | $14,152,000 | 2,155 |
| Certificates of participation in pools of residential mortgages | $14,152,000 | 1,557 |
| Issued or guaranteed by U.S. | $14,152,000 | 1,545 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $19,635,000 | 1,407 |
| Available-for-sale securities (fair market value) | $198,000 | 9,358 |
| Total debt securities | $19,630,000 | 4,779 |
| 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 | $16,007,000 | 5,755 |
| U.S. Government securities | $16,003,000 | 4,818 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,003,000 | 3,828 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $4,000 | 8,133 |
| 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 | $11,622,000 | 2,393 |
| Certificates of participation in pools of residential mortgages | $11,622,000 | 1,772 |
| Issued or guaranteed by U.S. | $11,622,000 | 1,760 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $16,007,000 | 1,989 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $16,003,000 | 5,630 |
| 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 | $13,102,000 | 6,959 |
| U.S. Government securities | $13,044,000 | 6,014 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,044,000 | 4,649 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $4,000 | 8,286 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-54,000 | 950 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,052,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $9,052,000 | 2,295 |
| Issued or guaranteed by U.S. | $9,052,000 | 2,276 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $13,102,000 | 2,630 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $13,044,000 | 6,848 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $10,909,000 | 7,961 |
| U.S. Government securities | $10,862,000 | 6,969 |
| U.S. Treasury securities | $3,635,000 | 5,502 |
| U.S. Government agency obligations | $7,227,000 | 6,595 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | $-47,000 | 992 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,227,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | $7,227,000 | 2,647 |
| Issued or guaranteed by U.S. | $7,227,000 | 2,623 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $10,235,000 | 3,345 |
| Available-for-sale securities (fair market value) | $674,000 | 10,148 |
| Total debt securities | $10,862,000 | 7,847 |
| 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 | $12,944,000 | 7,729 |
| U.S. Government securities | $12,883,000 | 6,666 |
| U.S. Treasury securities | $4,855,000 | 5,662 |
| U.S. Government agency obligations | $8,028,000 | 6,158 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $-61,000 | 1,096 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,028,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $8,028,000 | 2,579 |
| Issued or guaranteed by U.S. | $8,028,000 | 2,568 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $11,898,000 | 5,090 |
| Available-for-sale securities (fair market value) | $1,046,000 | 9,613 |
| Total debt securities | $12,883,000 | 7,623 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $12,109,000 | 8,313 |
| U.S. Government securities | $12,028,000 | 7,218 |
| U.S. Treasury securities | $5,185,000 | 5,559 |
| U.S. Government agency obligations | $6,843,000 | 6,891 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | $-81,000 | 1,189 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,843,000 | 4,505 |
| Certificates of participation in pools of residential mortgages | $6,843,000 | 3,153 |
| Issued or guaranteed by U.S. | $6,843,000 | 3,122 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $12,028,000 | 8,182 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $15,710,000 | 7,156 |
| U.S. Government securities | $15,660,000 | 6,060 |
| U.S. Treasury securities | $5,115,000 | 5,686 |
| U.S. Government agency obligations | $10,545,000 | 5,336 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | $-50,000 | 1,372 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,149,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $10,149,000 | 2,499 |
| Issued or guaranteed by U.S. | $10,149,000 | 2,459 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $15,660,000 | 7,056 |
| 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 |