Home > First Fidelity Bank > Securities
First Fidelity Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $48,762,000 | 2,636 |
| U.S. Government securities | $8,932,000 | 3,657 |
| U.S. Treasury securities | $978,000 | 2,535 |
| U.S. Government agency obligations | $7,954,000 | 3,405 |
| Securities issued by states & political subdivisions | $25,497,000 | 1,535 |
| Other domestic debt securities | $14,011,000 | 859 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,952,000 | 268 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $6,059,000 | 882 |
| Foreign debt securities | $322,000 | 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 | $22,370,000 | 2,268 |
| Mortgage-backed securities | $7,366,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,993,000 | 2,855 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,468,000 | 1,617 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $398,000 | 1,435 |
| Other commercial mortgage-backed securities | $507,000 | 1,226 |
| Held to maturity securities (book value) | $2,994,000 | 1,300 |
| Available-for-sale securities (fair market value) | $45,768,000 | 2,486 |
| Total debt securities | $48,762,000 | 2,619 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $46,925,000 | 2,672 |
| U.S. Government securities | $9,092,000 | 3,660 |
| U.S. Treasury securities | $964,000 | 2,601 |
| U.S. Government agency obligations | $8,128,000 | 3,392 |
| Securities issued by states & political subdivisions | $23,305,000 | 1,616 |
| Other domestic debt securities | $14,222,000 | 837 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,232,000 | 262 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $5,990,000 | 884 |
| Foreign debt securities | $306,000 | 284 |
| 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 | $21,287,000 | 2,274 |
| Mortgage-backed securities | $7,498,000 | 2,776 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,039,000 | 2,843 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,539,000 | 1,581 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $417,000 | 1,403 |
| Other commercial mortgage-backed securities | $503,000 | 1,220 |
| Held to maturity securities (book value) | $3,058,000 | 1,309 |
| Available-for-sale securities (fair market value) | $43,867,000 | 2,519 |
| Total debt securities | $46,926,000 | 2,657 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $46,951,000 | 2,728 |
| U.S. Government securities | $9,435,000 | 3,683 |
| U.S. Treasury securities | $952,000 | 2,631 |
| U.S. Government agency obligations | $8,483,000 | 3,405 |
| Securities issued by states & political subdivisions | $24,932,000 | 1,608 |
| Other domestic debt securities | $12,276,000 | 915 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,266,000 | 292 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $6,010,000 | 888 |
| Foreign debt securities | $308,000 | 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 | $22,418,000 | 2,213 |
| Mortgage-backed securities | $7,812,000 | 2,791 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,136,000 | 2,861 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,687,000 | 1,574 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $459,000 | 1,371 |
| Other commercial mortgage-backed securities | $530,000 | 1,215 |
| Held to maturity securities (book value) | $3,157,000 | 1,311 |
| Available-for-sale securities (fair market value) | $43,794,000 | 2,576 |
| Total debt securities | $46,951,000 | 2,713 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $48,856,000 | 2,759 |
| U.S. Government securities | $9,008,000 | 3,785 |
| U.S. Treasury securities | $951,000 | 2,713 |
| U.S. Government agency obligations | $8,057,000 | 3,458 |
| Securities issued by states & political subdivisions | $27,011,000 | 1,569 |
| Other domestic debt securities | $12,521,000 | 951 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,428,000 | 294 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $6,093,000 | 915 |
| Foreign debt securities | $316,000 | 257 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,285,000 | 2,711 |
| Mortgage-backed securities | $7,330,000 | 2,877 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,212,000 | 2,897 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,989,000 | 1,727 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $489,000 | 1,372 |
| Other commercial mortgage-backed securities | $640,000 | 1,200 |
| Held to maturity securities (book value) | $3,227,000 | 1,347 |
| Available-for-sale securities (fair market value) | $45,629,000 | 2,596 |
| Total debt securities | $48,863,000 | 2,739 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $46,372,000 | 2,854 |
| U.S. Government securities | $7,691,000 | 3,920 |
| U.S. Treasury securities | $939,000 | 2,756 |
| U.S. Government agency obligations | $6,752,000 | 3,570 |
| Securities issued by states & political subdivisions | $26,024,000 | 1,653 |
| Other domestic debt securities | $12,348,000 | 972 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,716,000 | 305 |
| Structured financial products - Total | $549,000 | 620 |
| Other domestic debt securities - All other | $6,083,000 | 926 |
| Foreign debt securities | $309,000 | 264 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,162,000 | 2,619 |
| Mortgage-backed securities | $5,977,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,298,000 | 3,055 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,057,000 | 1,736 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $501,000 | 1,359 |
| Other commercial mortgage-backed securities | $121,000 | 1,330 |
| Held to maturity securities (book value) | $3,319,000 | 1,367 |
| Available-for-sale securities (fair market value) | $43,053,000 | 2,698 |
| Total debt securities | $46,371,000 | 2,835 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $48,299,000 | 2,807 |
| U.S. Government securities | $8,666,000 | 3,866 |
| U.S. Treasury securities | $934,000 | 2,773 |
| U.S. Government agency obligations | $7,732,000 | 3,506 |
| Securities issued by states & political subdivisions | $29,297,000 | 1,513 |
| Other domestic debt securities | $10,032,000 | 1,053 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,943,000 | 344 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $6,089,000 | 922 |
| Foreign debt securities | $304,000 | 271 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,592,000 | 2,625 |
| Mortgage-backed securities | $6,891,000 | 2,965 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,344,000 | 3,062 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,210,000 | 1,722 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $542,000 | 1,363 |
| Other commercial mortgage-backed securities | $795,000 | 1,188 |
| Held to maturity securities (book value) | $3,413,000 | 1,340 |
| Available-for-sale securities (fair market value) | $44,886,000 | 2,661 |
| Total debt securities | $48,299,000 | 2,787 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $50,757,000 | 2,767 |
| U.S. Government securities | $9,856,000 | 3,794 |
| U.S. Treasury securities | $943,000 | 2,741 |
| U.S. Government agency obligations | $8,913,000 | 3,429 |
| Securities issued by states & political subdivisions | $30,964,000 | 1,513 |
| Other domestic debt securities | $9,612,000 | 1,019 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,009,000 | 349 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $5,603,000 | 975 |
| Foreign debt securities | $325,000 | 263 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,513,000 | 2,566 |
| Mortgage-backed securities | $8,000,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | $2,461,000 | 3,158 |
| Issued or guaranteed by U.S. | $2,461,000 | 3,068 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,418,000 | 1,802 |
| CMOs issued by government agencies or sponsored agencies | $3,418,000 | 1,726 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,121,000 | 1,490 |
| Commercial mortgage pass-through securities | $1,227,000 | 1,162 |
| Other commercial mortgage-backed securities | $894,000 | 1,242 |
| Held to maturity securities (book value) | $2,016,000 | 1,393 |
| Available-for-sale securities (fair market value) | $48,741,000 | 2,618 |
| Total debt securities | $50,760,000 | 2,753 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $51,924,000 | 2,718 |
| U.S. Government securities | $8,724,000 | 3,805 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $8,724,000 | 3,429 |
| Securities issued by states & political subdivisions | $32,891,000 | 1,472 |
| Other domestic debt securities | $9,963,000 | 970 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,150,000 | 354 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $5,813,000 | 936 |
| Foreign debt securities | $346,000 | 259 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,919,000 | 2,442 |
| Mortgage-backed securities | $7,750,000 | 2,942 |
| Certificates of participation in pools of residential mortgages | $1,551,000 | 3,363 |
| Issued or guaranteed by U.S. | $1,551,000 | 3,273 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,795,000 | 1,756 |
| CMOs issued by government agencies or sponsored agencies | $3,795,000 | 1,684 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,404,000 | 1,452 |
| Commercial mortgage pass-through securities | $1,336,000 | 1,143 |
| Other commercial mortgage-backed securities | $1,068,000 | 1,172 |
| Held to maturity securities (book value) | $3,612,000 | 1,161 |
| Available-for-sale securities (fair market value) | $48,312,000 | 2,619 |
| Total debt securities | $51,924,000 | 2,701 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $55,622,000 | 2,549 |
| U.S. Government securities | $9,696,000 | 3,631 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $9,696,000 | 3,338 |
| Securities issued by states & political subdivisions | $35,908,000 | 1,417 |
| Other domestic debt securities | $10,018,000 | 947 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,745,000 | 351 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,273,000 | 938 |
| 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 | $13,412,000 | 2,408 |
| Mortgage-backed securities | $8,037,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $4,462,000 | 2,880 |
| Issued or guaranteed by U.S. | $4,462,000 | 2,789 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,575,000 | 1,759 |
| CMOs issued by government agencies or sponsored agencies | $3,575,000 | 1,704 |
| 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) | $2,822,000 | 1,113 |
| Available-for-sale securities (fair market value) | $52,800,000 | 2,455 |
| Total debt securities | $55,621,000 | 2,533 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $55,185,000 | 2,497 |
| U.S. Government securities | $10,592,000 | 3,500 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $10,592,000 | 3,261 |
| Securities issued by states & political subdivisions | $35,390,000 | 1,401 |
| Other domestic debt securities | $9,203,000 | 936 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,874,000 | 372 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,329,000 | 883 |
| 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 | $9,523,000 | 2,690 |
| Mortgage-backed securities | $8,807,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $4,810,000 | 2,841 |
| Issued or guaranteed by U.S. | $4,810,000 | 2,764 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,997,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $3,997,000 | 1,669 |
| 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) | $2,979,000 | 1,085 |
| Available-for-sale securities (fair market value) | $52,206,000 | 2,406 |
| Total debt securities | $55,185,000 | 2,480 |
| 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 | $49,380,000 | 2,584 |
| U.S. Government securities | $11,577,000 | 3,394 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $11,577,000 | 3,172 |
| Securities issued by states & political subdivisions | $30,025,000 | 1,536 |
| Other domestic debt securities | $7,778,000 | 987 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,433,000 | 438 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $5,345,000 | 837 |
| 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 | $8,499,000 | 2,774 |
| Mortgage-backed securities | $9,510,000 | 2,808 |
| Certificates of participation in pools of residential mortgages | $5,142,000 | 2,787 |
| Issued or guaranteed by U.S. | $5,142,000 | 2,704 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,368,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $4,368,000 | 1,579 |
| 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) | $3,302,000 | 1,037 |
| Available-for-sale securities (fair market value) | $46,078,000 | 2,523 |
| Total debt securities | $49,380,000 | 2,567 |
| 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 | $45,536,000 | 2,584 |
| U.S. Government securities | $12,652,000 | 3,216 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $12,652,000 | 3,028 |
| Securities issued by states & political subdivisions | $25,139,000 | 1,689 |
| Other domestic debt securities | $7,745,000 | 947 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,446,000 | 423 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $5,299,000 | 762 |
| 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 | $8,281,000 | 2,795 |
| Mortgage-backed securities | $10,411,000 | 2,698 |
| Certificates of participation in pools of residential mortgages | $5,599,000 | 2,678 |
| Issued or guaranteed by U.S. | $5,599,000 | 2,600 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,812,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $4,812,000 | 1,482 |
| 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) | $3,795,000 | 970 |
| Available-for-sale securities (fair market value) | $41,741,000 | 2,536 |
| Total debt securities | $45,536,000 | 2,567 |
| 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 | $41,946,000 | 2,583 |
| U.S. Government securities | $12,846,000 | 3,032 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $12,846,000 | 2,883 |
| Securities issued by states & political subdivisions | $21,809,000 | 1,804 |
| Other domestic debt securities | $7,291,000 | 914 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,924,000 | 421 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $5,367,000 | 713 |
| 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 | $7,261,000 | 2,884 |
| Mortgage-backed securities | $10,284,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $4,939,000 | 2,714 |
| Issued or guaranteed by U.S. | $4,939,000 | 2,638 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,345,000 | 1,468 |
| CMOs issued by government agencies or sponsored agencies | $5,345,000 | 1,425 |
| 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) | $4,179,000 | 922 |
| Available-for-sale securities (fair market value) | $37,767,000 | 2,538 |
| Total debt securities | $41,946,000 | 2,558 |
| 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 | $42,239,000 | 2,479 |
| U.S. Government securities | $14,347,000 | 2,865 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $14,347,000 | 2,723 |
| Securities issued by states & political subdivisions | $20,653,000 | 1,752 |
| Other domestic debt securities | $7,239,000 | 885 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,890,000 | 408 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $5,349,000 | 677 |
| 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 | $6,271,000 | 3,007 |
| Mortgage-backed securities | $11,667,000 | 2,500 |
| Certificates of participation in pools of residential mortgages | $5,395,000 | 2,618 |
| Issued or guaranteed by U.S. | $5,395,000 | 2,541 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,272,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $6,272,000 | 1,361 |
| 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) | $4,882,000 | 875 |
| Available-for-sale securities (fair market value) | $37,357,000 | 2,464 |
| Total debt securities | $42,239,000 | 2,456 |
| 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 | $38,733,000 | 2,548 |
| U.S. Government securities | $15,431,000 | 2,784 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $15,431,000 | 2,651 |
| Securities issued by states & political subdivisions | $18,011,000 | 1,813 |
| Other domestic debt securities | $5,291,000 | 960 |
| 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 | $5,291,000 | 661 |
| 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 | $6,493,000 | 2,990 |
| Mortgage-backed securities | $12,438,000 | 2,451 |
| Certificates of participation in pools of residential mortgages | $5,886,000 | 2,530 |
| Issued or guaranteed by U.S. | $5,886,000 | 2,454 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,552,000 | 1,421 |
| CMOs issued by government agencies or sponsored agencies | $6,552,000 | 1,380 |
| 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) | $5,342,000 | 864 |
| Available-for-sale securities (fair market value) | $33,391,000 | 2,560 |
| Total debt securities | $38,732,000 | 2,525 |
| 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 | $36,031,000 | 2,571 |
| U.S. Government securities | $17,404,000 | 2,667 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $17,404,000 | 2,532 |
| Securities issued by states & political subdivisions | $13,719,000 | 1,995 |
| Other domestic debt securities | $4,908,000 | 955 |
| 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 | $4,908,000 | 632 |
| 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 | $6,706,000 | 2,931 |
| Mortgage-backed securities | $14,265,000 | 2,329 |
| Certificates of participation in pools of residential mortgages | $6,228,000 | 2,491 |
| Issued or guaranteed by U.S. | $6,228,000 | 2,408 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $8,037,000 | 1,306 |
| CMOs issued by government agencies or sponsored agencies | $8,037,000 | 1,268 |
| 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) | $5,552,000 | 862 |
| Available-for-sale securities (fair market value) | $30,479,000 | 2,640 |
| Total debt securities | $36,031,000 | 2,552 |
| 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 | $37,425,000 | 2,536 |
| U.S. Government securities | $18,719,000 | 2,662 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $18,719,000 | 2,512 |
| Securities issued by states & political subdivisions | $13,472,000 | 1,979 |
| Other domestic debt securities | $5,234,000 | 874 |
| 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 | $5,234,000 | 581 |
| 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 | $4,647,000 | 3,275 |
| Mortgage-backed securities | $15,136,000 | 2,239 |
| Certificates of participation in pools of residential mortgages | $7,630,000 | 2,244 |
| Issued or guaranteed by U.S. | $7,630,000 | 2,185 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,506,000 | 1,341 |
| CMOs issued by government agencies or sponsored agencies | $7,506,000 | 1,306 |
| 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) | $6,224,000 | 860 |
| Available-for-sale securities (fair market value) | $31,201,000 | 2,615 |
| Total debt securities | $37,425,000 | 2,518 |
| 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 | $36,391,000 | 2,599 |
| U.S. Government securities | $18,636,000 | 2,707 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $18,636,000 | 2,553 |
| Securities issued by states & political subdivisions | $13,569,000 | 1,982 |
| Other domestic debt securities | $4,186,000 | 963 |
| 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 | $4,186,000 | 653 |
| 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 | $4,794,000 | 3,318 |
| Mortgage-backed securities | $14,812,000 | 2,255 |
| Certificates of participation in pools of residential mortgages | $7,316,000 | 2,251 |
| Issued or guaranteed by U.S. | $7,316,000 | 2,185 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $7,496,000 | 1,364 |
| CMOs issued by government agencies or sponsored agencies | $7,496,000 | 1,324 |
| 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) | $5,445,000 | 957 |
| Available-for-sale securities (fair market value) | $30,946,000 | 2,628 |
| Total debt securities | $36,391,000 | 2,582 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $33,278,000 | 2,772 |
| U.S. Government securities | $18,065,000 | 2,789 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $18,065,000 | 2,629 |
| Securities issued by states & political subdivisions | $11,318,000 | 2,224 |
| Other domestic debt securities | $3,895,000 | 990 |
| 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 | $3,895,000 | 693 |
| 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 | $4,915,000 | 3,353 |
| Mortgage-backed securities | $13,750,000 | 2,309 |
| Certificates of participation in pools of residential mortgages | $7,916,000 | 2,182 |
| Issued or guaranteed by U.S. | $7,916,000 | 2,136 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $5,834,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $5,834,000 | 1,458 |
| 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) | $5,982,000 | 963 |
| Available-for-sale securities (fair market value) | $27,296,000 | 2,825 |
| Total debt securities | $33,278,000 | 2,754 |
| 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 | $27,956,000 | 3,057 |
| U.S. Government securities | $12,697,000 | 3,248 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $12,697,000 | 3,080 |
| Securities issued by states & political subdivisions | $13,371,000 | 2,091 |
| Other domestic debt securities | $1,888,000 | 1,301 |
| 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 | $1,888,000 | 953 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,985,000 | 3,561 |
| Mortgage-backed securities | $8,149,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $8,149,000 | 2,172 |
| Issued or guaranteed by U.S. | $8,149,000 | 2,125 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $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) | $6,182,000 | 967 |
| Available-for-sale securities (fair market value) | $21,774,000 | 3,146 |
| Total debt securities | $27,956,000 | 3,040 |
| 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 | $28,548,000 | 3,057 |
| U.S. Government securities | $12,908,000 | 3,269 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $12,908,000 | 3,100 |
| Securities issued by states & political subdivisions | $13,783,000 | 2,109 |
| Other domestic debt securities | $1,857,000 | 1,287 |
| 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 | $1,857,000 | 965 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,538,000 | 3,672 |
| Mortgage-backed securities | $7,935,000 | 2,804 |
| Certificates of participation in pools of residential mortgages | $7,935,000 | 2,202 |
| Issued or guaranteed by U.S. | $7,935,000 | 2,168 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $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) | $7,520,000 | 931 |
| Available-for-sale securities (fair market value) | $21,028,000 | 3,226 |
| Total debt securities | $28,548,000 | 3,037 |
| 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 | $28,737,000 | 3,064 |
| U.S. Government securities | $13,770,000 | 3,236 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $13,770,000 | 3,078 |
| Securities issued by states & political subdivisions | $13,090,000 | 2,201 |
| Other domestic debt securities | $1,877,000 | 1,237 |
| 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 | $1,877,000 | 960 |
| 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 | $3,313,000 | 3,754 |
| Mortgage-backed securities | $8,332,000 | 2,787 |
| Certificates of participation in pools of residential mortgages | $8,332,000 | 2,175 |
| Issued or guaranteed by U.S. | $8,332,000 | 2,164 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $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) | $7,929,000 | 937 |
| Available-for-sale securities (fair market value) | $20,808,000 | 3,261 |
| Total debt securities | $28,737,000 | 3,043 |
| 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 | $28,237,000 | 3,124 |
| U.S. Government securities | $12,904,000 | 3,315 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $12,904,000 | 3,166 |
| Securities issued by states & political subdivisions | $13,440,000 | 2,216 |
| Other domestic debt securities | $1,893,000 | 1,383 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,893,000 | 959 |
| 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 | $3,404,000 | 3,778 |
| Mortgage-backed securities | $7,563,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | $7,563,000 | 2,312 |
| Issued or guaranteed by U.S. | $7,563,000 | 2,206 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $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) | $8,861,000 | 915 |
| Available-for-sale securities (fair market value) | $19,376,000 | 3,393 |
| Total debt securities | $28,236,000 | 3,106 |
| 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 | $29,206,000 | 3,126 |
| U.S. Government securities | $13,634,000 | 3,315 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $13,634,000 | 3,164 |
| Securities issued by states & political subdivisions | $13,169,000 | 2,288 |
| Other domestic debt securities | $2,403,000 | 1,131 |
| 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 | $2,403,000 | 879 |
| 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 | $2,600,000 | 4,000 |
| Mortgage-backed securities | $7,993,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $7,993,000 | 2,292 |
| Issued or guaranteed by U.S. | $7,993,000 | 2,289 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $9,708,000 | 892 |
| Available-for-sale securities (fair market value) | $19,498,000 | 3,419 |
| Total debt securities | $29,206,000 | 3,105 |
| 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 | $30,286,000 | 3,126 |
| U.S. Government securities | $14,303,000 | 3,281 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $14,303,000 | 3,134 |
| Securities issued by states & political subdivisions | $13,549,000 | 2,310 |
| Other domestic debt securities | $2,434,000 | 1,115 |
| 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 | $2,434,000 | 876 |
| 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 | $2,600,000 | 4,066 |
| Mortgage-backed securities | $8,228,000 | 2,880 |
| Certificates of participation in pools of residential mortgages | $8,228,000 | 2,325 |
| Issued or guaranteed by U.S. | $8,228,000 | 2,322 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $10,307,000 | 891 |
| Available-for-sale securities (fair market value) | $19,979,000 | 3,449 |
| Total debt securities | $30,286,000 | 3,105 |
| 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 | $31,073,000 | 3,108 |
| U.S. Government securities | $15,034,000 | 3,230 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $15,034,000 | 3,104 |
| Securities issued by states & political subdivisions | $13,610,000 | 2,339 |
| Other domestic debt securities | $2,429,000 | 1,143 |
| 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 | $2,429,000 | 913 |
| 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 | $2,427,000 | 4,170 |
| Mortgage-backed securities | $8,710,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $8,710,000 | 2,313 |
| Issued or guaranteed by U.S. | $8,710,000 | 2,312 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $10,910,000 | 902 |
| Available-for-sale securities (fair market value) | $20,163,000 | 3,470 |
| Total debt securities | $31,073,000 | 3,086 |
| 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 | $32,695,000 | 3,070 |
| U.S. Government securities | $15,331,000 | 3,263 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $15,331,000 | 3,134 |
| Securities issued by states & political subdivisions | $14,935,000 | 2,243 |
| Other domestic debt securities | $2,429,000 | 1,164 |
| 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 | $2,429,000 | 931 |
| 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 | $2,611,000 | 4,153 |
| Mortgage-backed securities | $8,217,000 | 2,937 |
| Certificates of participation in pools of residential mortgages | $8,217,000 | 2,406 |
| Issued or guaranteed by U.S. | $8,217,000 | 2,405 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $11,469,000 | 896 |
| Available-for-sale securities (fair market value) | $21,226,000 | 3,441 |
| Total debt securities | $32,695,000 | 3,046 |
| 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 | $31,928,000 | 3,121 |
| U.S. Government securities | $16,109,000 | 3,227 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $16,109,000 | 3,102 |
| Securities issued by states & political subdivisions | $13,393,000 | 2,405 |
| Other domestic debt securities | $2,426,000 | 1,200 |
| 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 | $2,426,000 | 955 |
| 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 | $2,930,000 | 4,132 |
| Mortgage-backed securities | $8,687,000 | 2,915 |
| Certificates of participation in pools of residential mortgages | $8,687,000 | 2,393 |
| Issued or guaranteed by U.S. | $8,687,000 | 2,392 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $11,853,000 | 911 |
| Available-for-sale securities (fair market value) | $20,075,000 | 3,547 |
| Total debt securities | $31,928,000 | 3,101 |
| 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 | $30,013,000 | 3,204 |
| U.S. Government securities | $14,946,000 | 3,303 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,946,000 | 3,182 |
| Securities issued by states & political subdivisions | $12,657,000 | 2,488 |
| Other domestic debt securities | $2,410,000 | 1,195 |
| 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 | $2,410,000 | 944 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,640,000 | 4,224 |
| Mortgage-backed securities | $8,089,000 | 2,984 |
| Certificates of participation in pools of residential mortgages | $8,089,000 | 2,470 |
| Issued or guaranteed by U.S. | $8,089,000 | 2,468 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $12,945,000 | 887 |
| Available-for-sale securities (fair market value) | $17,068,000 | 3,762 |
| Total debt securities | $30,013,000 | 3,186 |
| 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 | $31,029,000 | 3,159 |
| U.S. Government securities | $16,986,000 | 3,131 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $16,986,000 | 3,022 |
| Securities issued by states & political subdivisions | $11,891,000 | 2,561 |
| Other domestic debt securities | $2,152,000 | 1,232 |
| 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 | $2,152,000 | 975 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,803,000 | 4,243 |
| Mortgage-backed securities | $7,951,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $7,951,000 | 2,521 |
| Issued or guaranteed by U.S. | $7,951,000 | 2,520 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $13,512,000 | 869 |
| Available-for-sale securities (fair market value) | $17,517,000 | 3,728 |
| Total debt securities | $31,029,000 | 3,139 |
| 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 | $29,036,000 | 3,342 |
| U.S. Government securities | $16,493,000 | 3,254 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $16,493,000 | 3,140 |
| Securities issued by states & political subdivisions | $10,356,000 | 2,765 |
| Other domestic debt securities | $2,187,000 | 1,248 |
| 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 | $2,187,000 | 984 |
| 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 | $3,112,000 | 4,236 |
| Mortgage-backed securities | $7,451,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $7,451,000 | 2,625 |
| Issued or guaranteed by U.S. | $7,451,000 | 2,620 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $14,289,000 | 867 |
| Available-for-sale securities (fair market value) | $14,747,000 | 4,006 |
| Total debt securities | $29,036,000 | 3,316 |
| 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 | $29,082,000 | 3,383 |
| U.S. Government securities | $17,760,000 | 3,218 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $17,760,000 | 3,112 |
| Securities issued by states & political subdivisions | $9,157,000 | 2,912 |
| Other domestic debt securities | $2,165,000 | 1,262 |
| 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 | $2,165,000 | 988 |
| 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 | $2,700,000 | 4,392 |
| Mortgage-backed securities | $7,907,000 | 3,084 |
| Certificates of participation in pools of residential mortgages | $7,907,000 | 2,583 |
| Issued or guaranteed by U.S. | $7,907,000 | 2,581 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $15,312,000 | 870 |
| Available-for-sale securities (fair market value) | $13,770,000 | 4,147 |
| Total debt securities | $29,084,000 | 3,361 |
| 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 | $28,107,000 | 3,479 |
| U.S. Government securities | $17,043,000 | 3,334 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $17,043,000 | 3,218 |
| Securities issued by states & political subdivisions | $8,869,000 | 2,958 |
| Other domestic debt securities | $2,195,000 | 1,231 |
| 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 | $2,195,000 | 970 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,841,000 | 4,397 |
| Mortgage-backed securities | $7,114,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $7,114,000 | 2,706 |
| Issued or guaranteed by U.S. | $7,114,000 | 2,700 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $16,130,000 | 852 |
| Available-for-sale securities (fair market value) | $11,977,000 | 4,345 |
| Total debt securities | $28,107,000 | 3,452 |
| 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 | $27,588,000 | 3,567 |
| U.S. Government securities | $18,669,000 | 3,242 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $18,669,000 | 3,136 |
| Securities issued by states & political subdivisions | $7,431,000 | 3,198 |
| Other domestic debt securities | $1,488,000 | 1,447 |
| 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 | $1,488,000 | 1,151 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,860,000 | 4,475 |
| Mortgage-backed securities | $7,610,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $7,610,000 | 2,676 |
| Issued or guaranteed by U.S. | $7,610,000 | 2,672 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $16,799,000 | 844 |
| Available-for-sale securities (fair market value) | $10,789,000 | 4,545 |
| Total debt securities | $27,582,000 | 3,540 |
| Structured notes | ||
| Amortized cost | $705,000 | 1,363 |
| Fair value | $706,000 | 1,364 |
| 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 | $26,013,000 | 3,726 |
| U.S. Government securities | $19,098,000 | 3,305 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $19,098,000 | 3,199 |
| Securities issued by states & political subdivisions | $6,415,000 | 3,354 |
| Other domestic debt securities | $500,000 | 1,896 |
| 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 | $500,000 | 1,525 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 4,476 |
| Mortgage-backed securities | $8,112,000 | 3,174 |
| Certificates of participation in pools of residential mortgages | $8,112,000 | 2,676 |
| Issued or guaranteed by U.S. | $8,112,000 | 2,671 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $17,517,000 | 837 |
| Available-for-sale securities (fair market value) | $8,496,000 | 4,851 |
| Total debt securities | $26,013,000 | 3,702 |
| Structured notes | ||
| Amortized cost | $705,000 | 1,513 |
| Fair value | $704,000 | 1,511 |
| 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 | $25,949,000 | 3,789 |
| U.S. Government securities | $20,583,000 | 3,230 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $20,583,000 | 3,129 |
| Securities issued by states & political subdivisions | $4,866,000 | 3,639 |
| Other domestic debt securities | $500,000 | 1,965 |
| 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 | $500,000 | 1,570 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,126,000 | 4,503 |
| Mortgage-backed securities | $8,691,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | $8,691,000 | 2,645 |
| Issued or guaranteed by U.S. | $8,691,000 | 2,641 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $19,251,000 | 795 |
| Available-for-sale securities (fair market value) | $6,698,000 | 5,092 |
| Total debt securities | $25,949,000 | 3,765 |
| Structured notes | ||
| Amortized cost | $1,705,000 | 1,159 |
| Fair value | $1,709,000 | 1,159 |
| 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 | $27,326,000 | 3,721 |
| U.S. Government securities | $21,973,000 | 3,188 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $21,973,000 | 3,087 |
| Securities issued by states & political subdivisions | $4,853,000 | 3,683 |
| Other domestic debt securities | $500,000 | 1,980 |
| 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 | $500,000 | 1,590 |
| 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 | $1,969,000 | 4,881 |
| Mortgage-backed securities | $9,200,000 | 3,143 |
| Certificates of participation in pools of residential mortgages | $9,200,000 | 2,618 |
| Issued or guaranteed by U.S. | $9,200,000 | 2,614 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $21,147,000 | 752 |
| Available-for-sale securities (fair market value) | $6,179,000 | 5,242 |
| Total debt securities | $27,326,000 | 3,698 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,057 |
| Fair value | $2,004,000 | 1,061 |
| 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 | $28,562,000 | 3,727 |
| U.S. Government securities | $23,114,000 | 3,187 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $23,114,000 | 3,087 |
| Securities issued by states & political subdivisions | $4,948,000 | 3,705 |
| Other domestic debt securities | $500,000 | 2,057 |
| 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 | $500,000 | 1,638 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,135,000 | 4,880 |
| Mortgage-backed securities | $9,694,000 | 3,165 |
| Certificates of participation in pools of residential mortgages | $9,694,000 | 2,629 |
| Issued or guaranteed by U.S. | $9,694,000 | 2,626 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $22,002,000 | 751 |
| Available-for-sale securities (fair market value) | $6,560,000 | 5,277 |
| Total debt securities | $28,562,000 | 3,705 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,141 |
| Fair value | $1,997,000 | 1,155 |
| 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 | $28,945,000 | 3,760 |
| U.S. Government securities | $23,570,000 | 3,182 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $23,570,000 | 3,087 |
| Securities issued by states & political subdivisions | $4,875,000 | 3,752 |
| Other domestic debt securities | $500,000 | 2,097 |
| 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 | $500,000 | 1,683 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,215,000 | 4,905 |
| Mortgage-backed securities | $10,250,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | $10,250,000 | 2,602 |
| Issued or guaranteed by U.S. | $10,250,000 | 2,602 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $22,890,000 | 733 |
| Available-for-sale securities (fair market value) | $6,055,000 | 5,377 |
| Total debt securities | $28,945,000 | 3,734 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,190 |
| Fair value | $1,972,000 | 1,241 |
| 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 | $29,869,000 | 3,715 |
| U.S. Government securities | $24,089,000 | 3,151 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $24,089,000 | 3,064 |
| Securities issued by states & political subdivisions | $5,280,000 | 3,704 |
| Other domestic debt securities | $500,000 | 2,140 |
| 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 | $500,000 | 1,703 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,337,000 | 4,913 |
| Mortgage-backed securities | $10,784,000 | 3,107 |
| Certificates of participation in pools of residential mortgages | $10,784,000 | 2,555 |
| Issued or guaranteed by U.S. | $10,784,000 | 2,555 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $24,676,000 | 688 |
| Available-for-sale securities (fair market value) | $5,193,000 | 5,546 |
| Total debt securities | $29,869,000 | 3,689 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,222 |
| Fair value | $1,931,000 | 1,284 |
| 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 | $29,911,000 | 3,711 |
| U.S. Government securities | $25,000,000 | 3,066 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,000,000 | 2,995 |
| Securities issued by states & political subdivisions | $4,411,000 | 3,891 |
| Other domestic debt securities | $500,000 | 2,197 |
| 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 | $500,000 | 1,741 |
| 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 | $2,453,000 | 4,915 |
| Mortgage-backed securities | $11,305,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $11,305,000 | 2,496 |
| Issued or guaranteed by U.S. | $11,305,000 | 2,496 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $25,463,000 | 661 |
| Available-for-sale securities (fair market value) | $4,448,000 | 5,671 |
| Total debt securities | $29,911,000 | 3,681 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,200 |
| Fair value | $1,873,000 | 1,278 |
| 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 | $30,404,000 | 3,698 |
| U.S. Government securities | $25,655,000 | 3,055 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,655,000 | 2,979 |
| Securities issued by states & political subdivisions | $4,249,000 | 3,943 |
| Other domestic debt securities | $500,000 | 2,258 |
| 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 | $500,000 | 1,784 |
| 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 | $2,579,000 | 4,919 |
| Mortgage-backed securities | $11,981,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $11,981,000 | 2,427 |
| Issued or guaranteed by U.S. | $11,981,000 | 2,425 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $26,176,000 | 631 |
| Available-for-sale securities (fair market value) | $4,228,000 | 5,770 |
| Total debt securities | $30,408,000 | 3,667 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,174 |
| Fair value | $1,917,000 | 1,239 |
| 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 | $27,896,000 | 3,863 |
| U.S. Government securities | $22,785,000 | 3,260 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $22,785,000 | 3,175 |
| Securities issued by states & political subdivisions | $4,611,000 | 3,852 |
| Other domestic debt securities | $500,000 | 2,321 |
| 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 | $500,000 | 1,823 |
| 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 | $2,794,000 | 4,880 |
| Mortgage-backed securities | $8,967,000 | 3,358 |
| Certificates of participation in pools of residential mortgages | $8,967,000 | 2,761 |
| Issued or guaranteed by U.S. | $8,967,000 | 2,759 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $27,896,000 | 565 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $27,896,000 | 3,833 |
| Structured notes | ||
| Amortized cost | $2,939,000 | 1,005 |
| Fair value | $2,896,000 | 986 |
| 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 | $28,481,000 | 3,815 |
| U.S. Government securities | $24,016,000 | 3,184 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $24,016,000 | 3,108 |
| Securities issued by states & political subdivisions | $4,465,000 | 3,893 |
| 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 | $3,086,000 | 4,822 |
| Mortgage-backed securities | $9,856,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $9,849,000 | 2,680 |
| Issued or guaranteed by U.S. | $9,849,000 | 2,679 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,000 | 3,698 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,536 |
| 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) | $28,481,000 | 523 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $28,481,000 | 3,787 |
| Structured notes | ||
| Amortized cost | $2,939,000 | 1,027 |
| Fair value | $2,949,000 | 1,027 |
| 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 | $28,656,000 | 3,772 |
| U.S. Government securities | $24,366,000 | 3,115 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $24,366,000 | 3,048 |
| Securities issued by states & political subdivisions | $4,290,000 | 3,925 |
| 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 | $2,109,000 | 5,159 |
| Mortgage-backed securities | $10,852,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $10,817,000 | 2,550 |
| Issued or guaranteed by U.S. | $10,817,000 | 2,549 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $35,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,506 |
| 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) | $28,656,000 | 524 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $28,658,000 | 3,745 |
| Structured notes | ||
| Amortized cost | $2,502,000 | 1,113 |
| Fair value | $2,519,000 | 1,118 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $28,283,000 | 3,821 |
| U.S. Government securities | $24,201,000 | 3,203 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $24,201,000 | 3,140 |
| Securities issued by states & political subdivisions | $4,082,000 | 3,954 |
| 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 | $2,374,000 | 5,129 |
| Mortgage-backed securities | $11,802,000 | 3,234 |
| Certificates of participation in pools of residential mortgages | $11,744,000 | 2,584 |
| Issued or guaranteed by U.S. | $11,744,000 | 2,582 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $58,000 | 3,710 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,543 |
| 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) | $28,283,000 | 526 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $28,279,000 | 3,796 |
| Structured notes | ||
| Amortized cost | $2,502,000 | 1,182 |
| Fair value | $2,520,000 | 1,175 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $24,353,000 | 4,180 |
| U.S. Government securities | $20,383,000 | 3,598 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $20,383,000 | 3,526 |
| Securities issued by states & political subdivisions | $3,970,000 | 3,946 |
| 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 | $2,632,000 | 5,076 |
| Mortgage-backed securities | $12,741,000 | 3,167 |
| Certificates of participation in pools of residential mortgages | $12,659,000 | 2,510 |
| Issued or guaranteed by U.S. | $12,659,000 | 2,507 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $82,000 | 3,698 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,522 |
| 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) | $24,353,000 | 584 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $24,353,000 | 4,143 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 1,962 |
| Fair value | $1,020,000 | 1,955 |
| 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 | $25,158,000 | 4,141 |
| U.S. Government securities | $22,164,000 | 3,501 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $22,164,000 | 3,433 |
| Securities issued by states & political subdivisions | $2,994,000 | 4,156 |
| 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 | $2,504,000 | 5,177 |
| Mortgage-backed securities | $12,491,000 | 3,204 |
| Certificates of participation in pools of residential mortgages | $12,380,000 | 2,553 |
| Issued or guaranteed by U.S. | $12,380,000 | 2,548 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $111,000 | 3,691 |
| CMOs issued by government agencies or sponsored agencies | $111,000 | 3,516 |
| 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) | $25,158,000 | 573 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $25,158,000 | 4,102 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,526 |
| Fair value | $2,491,000 | 1,557 |
| 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 | $22,164,000 | 4,360 |
| U.S. Government securities | $19,470,000 | 3,698 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,470,000 | 3,629 |
| Securities issued by states & political subdivisions | $2,694,000 | 4,226 |
| Other domestic debt securities | $0 | 2,876 |
| 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 | $0 | 2,125 |
| 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 | $11,740,000 | 3,198 |
| Certificates of participation in pools of residential mortgages | $11,740,000 | 2,515 |
| Issued or guaranteed by U.S. | $11,740,000 | 2,512 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,164,000 | 633 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $22,164,000 | 4,326 |
| 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 | $23,847,000 | 4,124 |
| U.S. Government securities | $21,466,000 | 3,415 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,466,000 | 3,335 |
| Securities issued by states & political subdivisions | $2,381,000 | 4,303 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,700,000 | 3,050 |
| Certificates of participation in pools of residential mortgages | $12,700,000 | 2,338 |
| Issued or guaranteed by U.S. | $12,700,000 | 2,332 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,847,000 | 599 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $23,847,000 | 4,093 |
| 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 | $21,564,000 | 4,394 |
| U.S. Government securities | $19,093,000 | 3,762 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,093,000 | 3,665 |
| Securities issued by states & political subdivisions | $2,471,000 | 4,254 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,883,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | $10,883,000 | 2,511 |
| Issued or guaranteed by U.S. | $10,883,000 | 2,503 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,564,000 | 641 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $21,564,000 | 4,364 |
| 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 | $17,757,000 | 4,798 |
| U.S. Government securities | $15,476,000 | 4,181 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,476,000 | 4,056 |
| Securities issued by states & political subdivisions | $2,281,000 | 4,315 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,251,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | $8,251,000 | 2,810 |
| Issued or guaranteed by U.S. | $8,251,000 | 2,803 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,757,000 | 736 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $17,757,000 | 4,760 |
| 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 | $17,383,000 | 4,730 |
| U.S. Government securities | $15,102,000 | 4,048 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,102,000 | 3,930 |
| Securities issued by states & political subdivisions | $2,281,000 | 4,302 |
| Other domestic debt securities | $0 | 3,063 |
| 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 | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,343,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $6,343,000 | 3,051 |
| Issued or guaranteed by U.S. | $6,343,000 | 3,042 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,383,000 | 743 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $17,383,000 | 4,700 |
| 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 | $17,968,000 | 4,594 |
| U.S. Government securities | $16,513,000 | 3,841 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,513,000 | 3,735 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,590 |
| Other domestic debt securities | $0 | 3,145 |
| 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 | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,748,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $6,748,000 | 2,931 |
| Issued or guaranteed by U.S. | $6,748,000 | 2,922 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,968,000 | 746 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $17,968,000 | 4,555 |
| 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 | $20,494,000 | 4,323 |
| U.S. Government securities | $18,649,000 | 3,623 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,649,000 | 3,531 |
| Securities issued by states & political subdivisions | $1,845,000 | 4,378 |
| Other domestic debt securities | $0 | 3,148 |
| 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 | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,833,000 | 3,645 |
| Certificates of participation in pools of residential mortgages | $6,833,000 | 2,948 |
| Issued or guaranteed by U.S. | $6,833,000 | 2,939 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,494,000 | 693 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $20,494,000 | 4,283 |
| 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 | $19,850,000 | 4,476 |
| U.S. Government securities | $17,930,000 | 3,778 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,930,000 | 3,697 |
| Securities issued by states & political subdivisions | $1,920,000 | 4,342 |
| Other domestic debt securities | $0 | 3,203 |
| 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 | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,575,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $7,575,000 | 2,891 |
| Issued or guaranteed by U.S. | $7,575,000 | 2,884 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,850,000 | 713 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $19,850,000 | 4,437 |
| 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 | $18,236,000 | 4,600 |
| U.S. Government securities | $16,591,000 | 3,913 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,591,000 | 3,829 |
| Securities issued by states & political subdivisions | $1,645,000 | 4,498 |
| Other domestic debt securities | $0 | 3,260 |
| 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 | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,177,000 | 3,530 |
| Certificates of participation in pools of residential mortgages | $8,177,000 | 2,864 |
| Issued or guaranteed by U.S. | $8,177,000 | 2,857 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,236,000 | 768 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $18,236,000 | 4,559 |
| 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 | $21,098,000 | 4,308 |
| U.S. Government securities | $19,843,000 | 3,513 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,843,000 | 3,434 |
| Securities issued by states & political subdivisions | $1,255,000 | 4,761 |
| Other domestic debt securities | $0 | 3,355 |
| 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 | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,803,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $8,803,000 | 2,836 |
| Issued or guaranteed by U.S. | $8,803,000 | 2,825 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,098,000 | 726 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $21,098,000 | 4,272 |
| 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 | $22,431,000 | 4,145 |
| U.S. Government securities | $21,431,000 | 3,322 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,431,000 | 3,255 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,920 |
| Other domestic debt securities | $0 | 3,425 |
| 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 | $0 | 2,390 |
| 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 | $9,502,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $9,502,000 | 2,791 |
| Issued or guaranteed by U.S. | $9,502,000 | 2,778 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,431,000 | 694 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $22,431,000 | 4,106 |
| 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 | $22,251,000 | 4,163 |
| U.S. Government securities | $21,401,000 | 3,378 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,401,000 | 3,311 |
| Securities issued by states & political subdivisions | $850,000 | 4,960 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| 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 | $10,505,000 | 3,352 |
| Certificates of participation in pools of residential mortgages | $10,505,000 | 2,699 |
| Issued or guaranteed by U.S. | $10,505,000 | 2,683 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,251,000 | 696 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $22,251,000 | 4,133 |
| 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 | $22,074,000 | 4,197 |
| U.S. Government securities | $21,434,000 | 3,384 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,434,000 | 3,321 |
| Securities issued by states & political subdivisions | $640,000 | 5,083 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| 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 | $11,024,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $11,024,000 | 2,603 |
| Issued or guaranteed by U.S. | $11,024,000 | 2,588 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,074,000 | 699 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $22,074,000 | 4,159 |
| 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 | $21,311,000 | 4,224 |
| U.S. Government securities | $20,671,000 | 3,418 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,671,000 | 3,353 |
| Securities issued by states & political subdivisions | $640,000 | 5,082 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| 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 | $7,504,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $7,504,000 | 3,043 |
| Issued or guaranteed by U.S. | $7,504,000 | 3,033 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,311,000 | 717 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $21,311,000 | 4,188 |
| 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 | $19,682,000 | 4,495 |
| U.S. Government securities | $19,282,000 | 3,637 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,282,000 | 3,563 |
| Securities issued by states & political subdivisions | $400,000 | 5,400 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| 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 | $6,045,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $6,045,000 | 3,350 |
| Issued or guaranteed by U.S. | $6,045,000 | 3,333 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,682,000 | 752 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $19,682,000 | 4,444 |
| 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 | $18,531,000 | 4,617 |
| U.S. Government securities | $18,132,000 | 3,764 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,132,000 | 3,698 |
| Securities issued by states & political subdivisions | $399,000 | 5,415 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| 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 | $3,533,000 | 4,546 |
| Certificates of participation in pools of residential mortgages | $3,533,000 | 4,009 |
| Issued or guaranteed by U.S. | $3,533,000 | 3,995 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,531,000 | 768 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $18,531,000 | 4,554 |
| 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 | $20,783,000 | 4,365 |
| U.S. Government securities | $20,384,000 | 3,544 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,384,000 | 3,470 |
| Securities issued by states & political subdivisions | $399,000 | 5,433 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| 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 | $1,683,000 | 4,992 |
| Certificates of participation in pools of residential mortgages | $1,683,000 | 4,534 |
| Issued or guaranteed by U.S. | $1,683,000 | 4,516 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,783,000 | 735 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $20,783,000 | 4,308 |
| 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 | $21,891,000 | 4,239 |
| U.S. Government securities | $21,492,000 | 3,451 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,492,000 | 3,380 |
| Securities issued by states & political subdivisions | $399,000 | 5,463 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| 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 | $1,763,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $1,763,000 | 4,341 |
| Issued or guaranteed by U.S. | $1,763,000 | 4,329 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,891,000 | 742 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $21,891,000 | 4,186 |
| 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 | $21,142,000 | 4,328 |
| U.S. Government securities | $20,743,000 | 3,550 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,743,000 | 3,467 |
| Securities issued by states & political subdivisions | $399,000 | 5,486 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| 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 | $1,007,000 | 5,255 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 4,792 |
| Issued or guaranteed by U.S. | $1,007,000 | 4,778 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,142,000 | 756 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $21,142,000 | 4,283 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $21,241,000 | 4,333 |
| U.S. Government securities | $20,842,000 | 3,566 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,842,000 | 3,479 |
| Securities issued by states & political subdivisions | $399,000 | 5,537 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| 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 | $1,065,000 | 5,232 |
| Certificates of participation in pools of residential mortgages | $1,065,000 | 4,749 |
| Issued or guaranteed by U.S. | $1,065,000 | 4,729 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,241,000 | 783 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $21,241,000 | 4,283 |
| 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 | $24,308,000 | 4,001 |
| U.S. Government securities | $23,909,000 | 3,268 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,909,000 | 3,174 |
| Securities issued by states & political subdivisions | $399,000 | 5,578 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| 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 | $1,106,000 | 5,207 |
| Certificates of participation in pools of residential mortgages | $1,106,000 | 4,723 |
| Issued or guaranteed by U.S. | $1,106,000 | 4,707 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,308,000 | 722 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $24,308,000 | 3,948 |
| 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 | $24,411,000 | 4,041 |
| U.S. Government securities | $24,012,000 | 3,281 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,012,000 | 3,190 |
| Securities issued by states & political subdivisions | $399,000 | 5,633 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| 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 | $1,151,000 | 5,184 |
| Certificates of participation in pools of residential mortgages | $1,151,000 | 4,700 |
| Issued or guaranteed by U.S. | $1,151,000 | 4,676 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,411,000 | 753 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $24,411,000 | 3,984 |
| 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 | $24,336,000 | 4,043 |
| U.S. Government securities | $24,091,000 | 3,301 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,091,000 | 3,191 |
| Securities issued by states & political subdivisions | $245,000 | 5,907 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| 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 | $1,218,000 | 5,158 |
| Certificates of participation in pools of residential mortgages | $1,218,000 | 4,671 |
| Issued or guaranteed by U.S. | $1,218,000 | 4,648 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,336,000 | 758 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $24,336,000 | 3,995 |
| 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 | $24,409,000 | 4,096 |
| U.S. Government securities | $24,164,000 | 3,327 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,164,000 | 3,205 |
| Securities issued by states & political subdivisions | $245,000 | 5,928 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| 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 | $1,272,000 | 5,176 |
| Certificates of participation in pools of residential mortgages | $1,272,000 | 4,672 |
| Issued or guaranteed by U.S. | $1,272,000 | 4,653 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,409,000 | 768 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $24,409,000 | 4,036 |
| 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 | $24,493,000 | 4,100 |
| U.S. Government securities | $24,248,000 | 3,301 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,248,000 | 3,195 |
| Securities issued by states & political subdivisions | $245,000 | 5,958 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| 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 | $1,335,000 | 5,186 |
| Certificates of participation in pools of residential mortgages | $1,335,000 | 4,670 |
| Issued or guaranteed by U.S. | $1,335,000 | 4,649 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,493,000 | 787 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $24,493,000 | 4,037 |
| 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 | $24,075,000 | 4,093 |
| U.S. Government securities | $23,830,000 | 3,313 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,830,000 | 3,192 |
| Securities issued by states & political subdivisions | $245,000 | 6,002 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| 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 | $913,000 | 5,523 |
| Certificates of participation in pools of residential mortgages | $913,000 | 5,036 |
| Issued or guaranteed by U.S. | $913,000 | 5,017 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,075,000 | 808 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $24,075,000 | 4,039 |
| 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 | $24,139,000 | 4,132 |
| U.S. Government securities | $23,894,000 | 3,356 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,894,000 | 3,238 |
| Securities issued by states & political subdivisions | $245,000 | 6,006 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| 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 | $971,000 | 5,549 |
| Certificates of participation in pools of residential mortgages | $971,000 | 5,056 |
| Issued or guaranteed by U.S. | $971,000 | 5,037 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,139,000 | 807 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $24,139,000 | 4,077 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $20,445,000 | 4,655 |
| U.S. Government securities | $20,445,000 | 3,804 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,445,000 | 3,674 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| 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 | $525,000 | 5,959 |
| Certificates of participation in pools of residential mortgages | $525,000 | 5,526 |
| Issued or guaranteed by U.S. | $525,000 | 5,506 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,445,000 | 935 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $20,445,000 | 4,593 |
| 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 | $20,474,000 | 4,657 |
| U.S. Government securities | $20,474,000 | 3,825 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,474,000 | 3,689 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| 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 | $549,000 | 5,983 |
| Certificates of participation in pools of residential mortgages | $549,000 | 5,535 |
| Issued or guaranteed by U.S. | $549,000 | 5,516 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,474,000 | 930 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $20,474,000 | 4,593 |
| 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 | $21,508,000 | 4,523 |
| U.S. Government securities | $21,508,000 | 3,668 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,508,000 | 3,547 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| 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 | $583,000 | 5,993 |
| Certificates of participation in pools of residential mortgages | $583,000 | 5,524 |
| Issued or guaranteed by U.S. | $583,000 | 5,507 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,508,000 | 905 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $21,508,000 | 4,456 |
| 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 | $20,246,000 | 4,757 |
| U.S. Government securities | $20,246,000 | 3,861 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,246,000 | 3,720 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| 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 | $693,000 | 5,963 |
| Certificates of participation in pools of residential mortgages | $693,000 | 5,481 |
| Issued or guaranteed by U.S. | $693,000 | 5,463 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,246,000 | 947 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $20,246,000 | 4,691 |
| 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 | $17,318,000 | 5,156 |
| U.S. Government securities | $17,318,000 | 4,231 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,318,000 | 4,085 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| 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 | $752,000 | 5,962 |
| Certificates of participation in pools of residential mortgages | $752,000 | 5,465 |
| Issued or guaranteed by U.S. | $752,000 | 5,446 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,318,000 | 1,027 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $17,318,000 | 5,077 |
| 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 | $19,905,000 | 4,828 |
| U.S. Government securities | $19,905,000 | 3,924 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,905,000 | 3,793 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| 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 | $845,000 | 5,899 |
| Certificates of participation in pools of residential mortgages | $845,000 | 5,412 |
| Issued or guaranteed by U.S. | $845,000 | 5,390 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $19,905,000 | 939 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $19,905,000 | 4,751 |
| 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 | $19,883,000 | 4,761 |
| U.S. Government securities | $19,883,000 | 3,811 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,883,000 | 3,676 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| 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 | $980,000 | 5,824 |
| Certificates of participation in pools of residential mortgages | $980,000 | 5,306 |
| Issued or guaranteed by U.S. | $980,000 | 5,281 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $19,883,000 | 939 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $19,883,000 | 4,687 |
| 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 | $17,244,000 | 5,099 |
| U.S. Government securities | $17,244,000 | 4,086 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,244,000 | 3,933 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $0 | 2,400 |
| 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 | $1,114,000 | 5,841 |
| Certificates of participation in pools of residential mortgages | $1,114,000 | 5,244 |
| Issued or guaranteed by U.S. | $1,114,000 | 5,224 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $17,244,000 | 1,009 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $17,244,000 | 5,003 |
| 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 | $15,178,000 | 5,462 |
| U.S. Government securities | $15,178,000 | 4,489 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,178,000 | 4,322 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $0 | 2,418 |
| 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 | $1,238,000 | 5,768 |
| Certificates of participation in pools of residential mortgages | $1,238,000 | 5,159 |
| Issued or guaranteed by U.S. | $1,238,000 | 5,142 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,178,000 | 1,134 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $15,178,000 | 5,366 |
| 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 | $15,624,000 | 5,348 |
| U.S. Government securities | $15,624,000 | 4,363 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,624,000 | 4,188 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $0 | 2,426 |
| 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 | $1,400,000 | 5,666 |
| Certificates of participation in pools of residential mortgages | $1,400,000 | 5,040 |
| Issued or guaranteed by U.S. | $1,400,000 | 5,022 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,624,000 | 1,115 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $15,624,000 | 5,254 |
| 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 | $16,483,000 | 5,113 |
| U.S. Government securities | $16,483,000 | 4,095 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,483,000 | 3,895 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $0 | 2,400 |
| 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 | $1,261,000 | 5,718 |
| Certificates of participation in pools of residential mortgages | $1,261,000 | 5,021 |
| Issued or guaranteed by U.S. | $1,261,000 | 4,994 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $16,483,000 | 1,074 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $16,483,000 | 5,024 |
| 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 | $19,787,000 | 4,680 |
| U.S. Government securities | $19,787,000 | 3,699 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,787,000 | 3,433 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $0 | 8,187 |
| 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 | $385,000 | 6,303 |
| Certificates of participation in pools of residential mortgages | $385,000 | 5,654 |
| Issued or guaranteed by U.S. | $385,000 | 5,634 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $19,787,000 | 1,147 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $19,787,000 | 4,529 |
| 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 | $21,627,000 | 4,582 |
| U.S. Government securities | $21,627,000 | 3,635 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,627,000 | 3,255 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $0 | 8,272 |
| 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 | $509,000 | 6,434 |
| Certificates of participation in pools of residential mortgages | $509,000 | 5,723 |
| Issued or guaranteed by U.S. | $509,000 | 5,709 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $21,627,000 | 1,172 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $21,627,000 | 4,459 |
| 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 | $17,135,000 | 5,348 |
| U.S. Government securities | $17,135,000 | 4,381 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,135,000 | 3,743 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $0 | 8,258 |
| 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 | $721,000 | 6,402 |
| Certificates of participation in pools of residential mortgages | $721,000 | 5,629 |
| Issued or guaranteed by U.S. | $721,000 | 5,612 |
| 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) | $17,135,000 | 1,563 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $17,135,000 | 5,215 |
| 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 | $15,150,000 | 5,962 |
| U.S. Government securities | $15,150,000 | 5,001 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,150,000 | 3,993 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,164,000 | 6,158 |
| Certificates of participation in pools of residential mortgages | $1,164,000 | 5,174 |
| Issued or guaranteed by U.S. | $1,164,000 | 5,156 |
| 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) | $15,150,000 | 2,088 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $15,150,000 | 5,835 |
| 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 | $13,161,000 | 6,946 |
| U.S. Government securities | $13,161,000 | 5,987 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,161,000 | 4,614 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,387,000 | 6,410 |
| Certificates of participation in pools of residential mortgages | $1,387,000 | 5,320 |
| Issued or guaranteed by U.S. | $1,387,000 | 5,304 |
| 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) | $13,161,000 | 2,621 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $13,161,000 | 6,821 |
| 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 | $11,634,000 | 7,715 |
| U.S. Government securities | $11,634,000 | 6,708 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $11,634,000 | 4,971 |
| 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 | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,632,000 | 6,603 |
| Certificates of participation in pools of residential mortgages | $1,632,000 | 5,294 |
| Issued or guaranteed by U.S. | $1,632,000 | 5,262 |
| 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) | $11,634,000 | 3,061 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $11,634,000 | 7,586 |
| 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 | $14,901,000 | 7,148 |
| U.S. Government securities | $14,901,000 | 6,093 |
| U.S. Treasury securities | $4,996,000 | 5,520 |
| U.S. Government agency obligations | $9,905,000 | 5,419 |
| 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 | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,904,000 | 6,754 |
| Certificates of participation in pools of residential mortgages | $1,904,000 | 5,295 |
| Issued or guaranteed by U.S. | $1,904,000 | 5,268 |
| 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) | $14,901,000 | 4,330 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $14,901,000 | 7,046 |
| 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 | $15,950,000 | 7,107 |
| U.S. Government securities | $15,950,000 | 6,027 |
| U.S. Treasury securities | $5,033,000 | 5,679 |
| U.S. Government agency obligations | $10,917,000 | 5,261 |
| 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 | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,165,000 | 5,718 |
| Certificates of participation in pools of residential mortgages | $3,170,000 | 4,764 |
| Issued or guaranteed by U.S. | $3,170,000 | 4,727 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $995,000 | 5,033 |
| CMOs issued by government agencies or sponsored agencies | $995,000 | 4,816 |
| 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 | $15,950,000 | 6,982 |
| 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 | $14,958,000 | 7,363 |
| U.S. Government securities | $14,943,000 | 6,259 |
| U.S. Treasury securities | $6,040,000 | 5,136 |
| U.S. Government agency obligations | $8,903,000 | 5,965 |
| Securities issued by states & political subdivisions | $15,000 | 9,846 |
| 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 | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,209,000 | 7,430 |
| Certificates of participation in pools of residential mortgages | $2,209,000 | 5,905 |
| Issued or guaranteed by U.S. | $2,209,000 | 5,840 |
| 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 | $14,958,000 | 7,243 |
| 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 |