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FORTE BANK, Securities
| 2023-12-31 | Rank | |
| Total securities | $28,467,000 | 3,253 |
| U.S. Government securities | $21,650,000 | 2,863 |
| U.S. Treasury securities | $497,000 | 2,644 |
| U.S. Government agency obligations | $21,153,000 | 2,531 |
| Securities issued by states & political subdivisions | $5,825,000 | 2,839 |
| Other domestic debt securities | $992,000 | 1,981 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $492,000 | 633 |
| Other domestic debt securities - All other | $500,000 | 1,687 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 3,497 |
| Mortgage-backed securities | $4,753,000 | 3,032 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,894,000 | 3,031 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $940,000 | 2,185 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,483,000 | 1,104 |
| Other commercial mortgage-backed securities | $436,000 | 1,250 |
| Held to maturity securities (book value) | $28,467,000 | 711 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $28,466,000 | 3,228 |
| Structured notes | ||
| Amortized cost | $4,492,000 | 355 |
| Fair value | $4,053,000 | 351 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $28,610,000 | 3,250 |
| U.S. Government securities | $21,506,000 | 2,868 |
| U.S. Treasury securities | $497,000 | 2,707 |
| U.S. Government agency obligations | $21,009,000 | 2,518 |
| Securities issued by states & political subdivisions | $6,604,000 | 2,772 |
| Other domestic debt securities | $500,000 | 2,114 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $500,000 | 1,692 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 3,590 |
| Mortgage-backed securities | $3,609,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,471,000 | 3,121 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 2,475 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,485,000 | 1,081 |
| Other commercial mortgage-backed securities | $439,000 | 1,242 |
| Held to maturity securities (book value) | $28,610,000 | 715 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $28,610,000 | 3,226 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 380 |
| Fair value | $3,414,000 | 412 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $28,858,000 | 3,299 |
| U.S. Government securities | $21,099,000 | 2,956 |
| U.S. Treasury securities | $496,000 | 2,729 |
| U.S. Government agency obligations | $20,603,000 | 2,596 |
| Securities issued by states & political subdivisions | $7,259,000 | 2,751 |
| Other domestic debt securities | $500,000 | 2,129 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $500,000 | 1,703 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 3,521 |
| Mortgage-backed securities | $3,203,000 | 3,228 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,542,000 | 3,129 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $228,000 | 2,474 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $992,000 | 1,183 |
| Other commercial mortgage-backed securities | $441,000 | 1,238 |
| Held to maturity securities (book value) | $28,858,000 | 711 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $28,858,000 | 3,275 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 415 |
| Fair value | $3,460,000 | 443 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $29,343,000 | 3,362 |
| U.S. Government securities | $21,189,000 | 3,037 |
| U.S. Treasury securities | $496,000 | 2,798 |
| U.S. Government agency obligations | $20,693,000 | 2,602 |
| Securities issued by states & political subdivisions | $7,654,000 | 2,769 |
| Other domestic debt securities | $500,000 | 2,185 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $500,000 | 1,749 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,600,000 | 3,292 |
| Mortgage-backed securities | $3,293,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,610,000 | 3,161 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 2,501 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $993,000 | 1,211 |
| Other commercial mortgage-backed securities | $444,000 | 1,247 |
| Held to maturity securities (book value) | $29,343,000 | 736 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $29,344,000 | 3,336 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 435 |
| Fair value | $3,478,000 | 469 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $29,538,000 | 3,395 |
| U.S. Government securities | $21,278,000 | 3,046 |
| U.S. Treasury securities | $995,000 | 2,687 |
| U.S. Government agency obligations | $20,283,000 | 2,622 |
| Securities issued by states & political subdivisions | $8,260,000 | 2,749 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,100,000 | 3,288 |
| Mortgage-backed securities | $3,383,000 | 3,297 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,676,000 | 3,179 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $266,000 | 2,504 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $995,000 | 1,198 |
| Other commercial mortgage-backed securities | $446,000 | 1,240 |
| Held to maturity securities (book value) | $29,538,000 | 738 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $29,539,000 | 3,371 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 454 |
| Fair value | $3,428,000 | 487 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $30,416,000 | 3,380 |
| U.S. Government securities | $21,390,000 | 3,068 |
| U.S. Treasury securities | $994,000 | 2,715 |
| U.S. Government agency obligations | $20,396,000 | 2,640 |
| Securities issued by states & political subdivisions | $9,026,000 | 2,690 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,101,000 | 3,398 |
| Mortgage-backed securities | $3,496,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,752,000 | 3,178 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $296,000 | 2,514 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $996,000 | 1,212 |
| Other commercial mortgage-backed securities | $452,000 | 1,276 |
| Held to maturity securities (book value) | $30,416,000 | 719 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $30,418,000 | 3,351 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 426 |
| Fair value | $3,853,000 | 438 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $31,093,000 | 3,371 |
| U.S. Government securities | $21,515,000 | 3,086 |
| U.S. Treasury securities | $993,000 | 2,684 |
| U.S. Government agency obligations | $20,522,000 | 2,673 |
| Securities issued by states & political subdivisions | $9,578,000 | 2,703 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,101,000 | 3,407 |
| Mortgage-backed securities | $3,622,000 | 3,337 |
| Certificates of participation in pools of residential mortgages | $1,843,000 | 3,280 |
| Issued or guaranteed by U.S. | $1,843,000 | 3,189 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $328,000 | 2,598 |
| CMOs issued by government agencies or sponsored agencies | $328,000 | 2,524 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,451,000 | 1,623 |
| Commercial mortgage pass-through securities | $997,000 | 1,200 |
| Other commercial mortgage-backed securities | $454,000 | 1,359 |
| Held to maturity securities (book value) | $31,093,000 | 637 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $31,093,000 | 3,352 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 409 |
| Fair value | $4,009,000 | 424 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $29,859,000 | 3,384 |
| U.S. Government securities | $19,797,000 | 3,096 |
| U.S. Treasury securities | $1,493,000 | 2,347 |
| U.S. Government agency obligations | $18,304,000 | 2,788 |
| Securities issued by states & political subdivisions | $10,062,000 | 2,655 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 3,409 |
| Mortgage-backed securities | $2,804,000 | 3,422 |
| Certificates of participation in pools of residential mortgages | $1,961,000 | 3,267 |
| Issued or guaranteed by U.S. | $1,961,000 | 3,175 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $384,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 2,496 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $459,000 | 1,891 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $459,000 | 1,337 |
| Held to maturity securities (book value) | $29,859,000 | 579 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $29,859,000 | 3,364 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 360 |
| Fair value | $4,197,000 | 370 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $31,154,000 | 3,267 |
| U.S. Government securities | $20,055,000 | 2,934 |
| U.S. Treasury securities | $1,492,000 | 1,869 |
| U.S. Government agency obligations | $18,563,000 | 2,735 |
| Securities issued by states & political subdivisions | $11,099,000 | 2,605 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,999,000 | 3,279 |
| Mortgage-backed securities | $3,045,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $2,121,000 | 3,245 |
| Issued or guaranteed by U.S. | $2,121,000 | 3,141 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $453,000 | 2,512 |
| CMOs issued by government agencies or sponsored agencies | $453,000 | 2,452 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $471,000 | 1,858 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $471,000 | 1,320 |
| Held to maturity securities (book value) | $31,154,000 | 473 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $31,152,000 | 3,245 |
| Structured notes | ||
| Amortized cost | $4,518,000 | 300 |
| Fair value | $4,451,000 | 306 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $30,237,000 | 3,238 |
| U.S. Government securities | $18,901,000 | 2,948 |
| U.S. Treasury securities | $1,492,000 | 1,662 |
| U.S. Government agency obligations | $17,409,000 | 2,807 |
| Securities issued by states & political subdivisions | $11,336,000 | 2,573 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,998,000 | 3,451 |
| Mortgage-backed securities | $3,390,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $2,362,000 | 3,223 |
| Issued or guaranteed by U.S. | $2,362,000 | 3,137 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $537,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $537,000 | 2,446 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $491,000 | 1,866 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $491,000 | 1,320 |
| Held to maturity securities (book value) | $30,237,000 | 454 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $30,237,000 | 3,217 |
| Structured notes | ||
| Amortized cost | $3,519,000 | 304 |
| Fair value | $3,482,000 | 306 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $26,252,000 | 3,345 |
| U.S. Government securities | $15,278,000 | 3,117 |
| U.S. Treasury securities | $998,000 | 1,684 |
| U.S. Government agency obligations | $14,280,000 | 2,966 |
| Securities issued by states & political subdivisions | $10,974,000 | 2,578 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,766,000 | 3,496 |
| Mortgage-backed securities | $3,759,000 | 3,357 |
| Certificates of participation in pools of residential mortgages | $2,623,000 | 3,173 |
| Issued or guaranteed by U.S. | $2,623,000 | 3,078 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $643,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $643,000 | 2,392 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $493,000 | 1,864 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $493,000 | 1,295 |
| Held to maturity securities (book value) | $26,252,000 | 465 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $26,251,000 | 3,322 |
| Structured notes | ||
| Amortized cost | $521,000 | 657 |
| Fair value | $515,000 | 658 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $27,420,000 | 3,204 |
| U.S. Government securities | $15,759,000 | 2,947 |
| U.S. Treasury securities | $998,000 | 1,391 |
| U.S. Government agency obligations | $14,761,000 | 2,837 |
| Securities issued by states & political subdivisions | $11,661,000 | 2,477 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,810,000 | 3,491 |
| Mortgage-backed securities | $4,239,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $2,962,000 | 3,060 |
| Issued or guaranteed by U.S. | $2,962,000 | 2,970 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $781,000 | 2,358 |
| CMOs issued by government agencies or sponsored agencies | $781,000 | 2,307 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $496,000 | 1,843 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $496,000 | 1,275 |
| Held to maturity securities (book value) | $27,420,000 | 432 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $27,417,000 | 3,182 |
| Structured notes | ||
| Amortized cost | $522,000 | 469 |
| Fair value | $510,000 | 471 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $24,032,000 | 3,226 |
| U.S. Government securities | $11,773,000 | 3,134 |
| U.S. Treasury securities | $998,000 | 1,006 |
| U.S. Government agency obligations | $10,775,000 | 3,063 |
| Securities issued by states & political subdivisions | $12,259,000 | 2,396 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,248,000 | 3,400 |
| Mortgage-backed securities | $3,753,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | $2,830,000 | 3,039 |
| Issued or guaranteed by U.S. | $2,830,000 | 2,962 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $923,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $923,000 | 2,270 |
| 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) | $24,032,000 | 434 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $24,032,000 | 3,206 |
| Structured notes | ||
| Amortized cost | $24,000 | 395 |
| Fair value | $24,000 | 395 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $20,490,000 | 3,324 |
| U.S. Government securities | $8,281,000 | 3,436 |
| U.S. Treasury securities | $997,000 | 1,020 |
| U.S. Government agency obligations | $7,284,000 | 3,376 |
| Securities issued by states & political subdivisions | $12,209,000 | 2,296 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,995,000 | 3,485 |
| Mortgage-backed securities | $3,761,000 | 3,302 |
| Certificates of participation in pools of residential mortgages | $2,701,000 | 3,077 |
| Issued or guaranteed by U.S. | $2,701,000 | 2,988 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,060,000 | 2,303 |
| CMOs issued by government agencies or sponsored agencies | $1,060,000 | 2,252 |
| 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) | $20,490,000 | 462 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $20,490,000 | 3,302 |
| Structured notes | ||
| Amortized cost | $25,000 | 387 |
| Fair value | $26,000 | 386 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $18,929,000 | 3,374 |
| U.S. Government securities | $7,239,000 | 3,552 |
| U.S. Treasury securities | $997,000 | 1,055 |
| U.S. Government agency obligations | $6,242,000 | 3,512 |
| Securities issued by states & political subdivisions | $11,690,000 | 2,271 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,995,000 | 3,510 |
| Mortgage-backed securities | $3,718,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $2,533,000 | 3,114 |
| Issued or guaranteed by U.S. | $2,533,000 | 3,030 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,185,000 | 2,278 |
| CMOs issued by government agencies or sponsored agencies | $1,185,000 | 2,234 |
| 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) | $18,929,000 | 478 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $18,930,000 | 3,352 |
| Structured notes | ||
| Amortized cost | $27,000 | 415 |
| Fair value | $27,000 | 415 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $22,426,000 | 3,166 |
| U.S. Government securities | $8,611,000 | 3,460 |
| U.S. Treasury securities | $997,000 | 1,110 |
| U.S. Government agency obligations | $7,614,000 | 3,416 |
| Securities issued by states & political subdivisions | $13,815,000 | 1,985 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,244,000 | 3,465 |
| Mortgage-backed securities | $4,089,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $2,809,000 | 3,055 |
| Issued or guaranteed by U.S. | $2,809,000 | 2,959 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,280,000 | 2,264 |
| CMOs issued by government agencies or sponsored agencies | $1,280,000 | 2,216 |
| 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) | $22,426,000 | 448 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $22,427,000 | 3,146 |
| Structured notes | ||
| Amortized cost | $28,000 | 578 |
| Fair value | $29,000 | 578 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $26,356,000 | 3,035 |
| U.S. Government securities | $11,859,000 | 3,207 |
| U.S. Treasury securities | $997,000 | 1,156 |
| U.S. Government agency obligations | $10,862,000 | 3,153 |
| Securities issued by states & political subdivisions | $14,497,000 | 1,895 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,742,000 | 3,264 |
| Mortgage-backed securities | $4,337,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | $2,964,000 | 2,997 |
| Issued or guaranteed by U.S. | $2,964,000 | 2,910 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,373,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $1,373,000 | 2,199 |
| 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) | $26,356,000 | 439 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $26,356,000 | 3,017 |
| Structured notes | ||
| Amortized cost | $29,000 | 729 |
| Fair value | $29,000 | 729 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $23,316,000 | 3,204 |
| U.S. Government securities | $8,443,000 | 3,621 |
| U.S. Treasury securities | $996,000 | 1,201 |
| U.S. Government agency obligations | $7,447,000 | 3,571 |
| Securities issued by states & political subdivisions | $14,873,000 | 1,876 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,742,000 | 3,509 |
| Mortgage-backed securities | $2,552,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | $1,078,000 | 3,506 |
| Issued or guaranteed by U.S. | $1,078,000 | 3,416 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,474,000 | 2,244 |
| CMOs issued by government agencies or sponsored agencies | $1,474,000 | 2,198 |
| 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) | $23,316,000 | 498 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $23,315,000 | 3,185 |
| Structured notes | ||
| Amortized cost | $279,000 | 792 |
| Fair value | $280,000 | 790 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $23,985,000 | 3,218 |
| U.S. Government securities | $9,105,000 | 3,602 |
| U.S. Treasury securities | $996,000 | 1,220 |
| U.S. Government agency obligations | $8,109,000 | 3,558 |
| Securities issued by states & political subdivisions | $14,880,000 | 1,909 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,741,000 | 3,555 |
| Mortgage-backed securities | $2,214,000 | 3,588 |
| Certificates of participation in pools of residential mortgages | $659,000 | 3,697 |
| Issued or guaranteed by U.S. | $659,000 | 3,619 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,555,000 | 2,202 |
| CMOs issued by government agencies or sponsored agencies | $1,555,000 | 2,153 |
| 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) | $23,985,000 | 509 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $23,984,000 | 3,198 |
| Structured notes | ||
| Amortized cost | $280,000 | 855 |
| Fair value | $281,000 | 855 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $26,938,000 | 3,114 |
| U.S. Government securities | $10,237,000 | 3,508 |
| U.S. Treasury securities | $996,000 | 1,192 |
| U.S. Government agency obligations | $9,241,000 | 3,450 |
| Securities issued by states & political subdivisions | $16,701,000 | 1,826 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,740,000 | 3,604 |
| Mortgage-backed securities | $2,346,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $704,000 | 3,715 |
| Issued or guaranteed by U.S. | $704,000 | 3,629 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,642,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $1,642,000 | 2,132 |
| 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) | $26,938,000 | 496 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $26,937,000 | 3,098 |
| Structured notes | ||
| Amortized cost | $282,000 | 872 |
| Fair value | $281,000 | 872 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $28,797,000 | 3,044 |
| U.S. Government securities | $10,353,000 | 3,535 |
| U.S. Treasury securities | $996,000 | 1,194 |
| U.S. Government agency obligations | $9,357,000 | 3,488 |
| Securities issued by states & political subdivisions | $18,444,000 | 1,746 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,736,000 | 3,461 |
| Mortgage-backed securities | $2,462,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $748,000 | 3,726 |
| Issued or guaranteed by U.S. | $748,000 | 3,656 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,714,000 | 2,173 |
| CMOs issued by government agencies or sponsored agencies | $1,714,000 | 2,116 |
| 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) | $28,797,000 | 505 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $28,797,000 | 3,024 |
| Structured notes | ||
| Amortized cost | $283,000 | 890 |
| Fair value | $280,000 | 889 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $30,777,000 | 2,970 |
| U.S. Government securities | $11,989,000 | 3,398 |
| U.S. Treasury securities | $1,495,000 | 1,066 |
| U.S. Government agency obligations | $10,494,000 | 3,416 |
| Securities issued by states & political subdivisions | $18,788,000 | 1,736 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,738,000 | 3,675 |
| Mortgage-backed securities | $2,599,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $793,000 | 3,753 |
| Issued or guaranteed by U.S. | $793,000 | 3,726 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,806,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $1,806,000 | 2,084 |
| 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) | $30,777,000 | 492 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $30,776,000 | 2,954 |
| Structured notes | ||
| Amortized cost | $285,000 | 867 |
| Fair value | $278,000 | 867 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $32,556,000 | 2,932 |
| U.S. Government securities | $13,153,000 | 3,283 |
| U.S. Treasury securities | $1,495,000 | 1,048 |
| U.S. Government agency obligations | $11,658,000 | 3,304 |
| Securities issued by states & political subdivisions | $19,403,000 | 1,748 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,737,000 | 3,708 |
| Mortgage-backed securities | $2,762,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $848,000 | 3,783 |
| Issued or guaranteed by U.S. | $848,000 | 3,612 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,914,000 | 2,127 |
| CMOs issued by government agencies or sponsored agencies | $1,914,000 | 2,072 |
| 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) | $32,556,000 | 480 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $32,555,000 | 2,911 |
| Structured notes | ||
| Amortized cost | $287,000 | 870 |
| Fair value | $283,000 | 870 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $33,803,000 | 2,900 |
| U.S. Government securities | $13,326,000 | 3,339 |
| U.S. Treasury securities | $1,494,000 | 1,007 |
| U.S. Government agency obligations | $11,832,000 | 3,356 |
| Securities issued by states & political subdivisions | $20,477,000 | 1,727 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,736,000 | 3,753 |
| Mortgage-backed securities | $2,935,000 | 3,593 |
| Certificates of participation in pools of residential mortgages | $910,000 | 3,809 |
| Issued or guaranteed by U.S. | $910,000 | 3,802 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,025,000 | 2,082 |
| CMOs issued by government agencies or sponsored agencies | $2,025,000 | 2,022 |
| 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) | $33,803,000 | 474 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $33,801,000 | 2,877 |
| Structured notes | ||
| Amortized cost | $289,000 | 834 |
| Fair value | $284,000 | 835 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $32,355,000 | 3,015 |
| U.S. Government securities | $11,236,000 | 3,580 |
| U.S. Treasury securities | $1,494,000 | 954 |
| U.S. Government agency obligations | $9,742,000 | 3,628 |
| Securities issued by states & political subdivisions | $21,119,000 | 1,742 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,535,000 | 3,669 |
| Mortgage-backed securities | $2,844,000 | 3,648 |
| Certificates of participation in pools of residential mortgages | $979,000 | 3,823 |
| Issued or guaranteed by U.S. | $979,000 | 3,817 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,865,000 | 2,110 |
| CMOs issued by government agencies or sponsored agencies | $1,865,000 | 2,047 |
| 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) | $32,355,000 | 490 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $32,355,000 | 2,995 |
| Structured notes | ||
| Amortized cost | $292,000 | 845 |
| Fair value | $291,000 | 846 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $28,737,000 | 3,214 |
| U.S. Government securities | $9,141,000 | 3,854 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $9,141,000 | 3,713 |
| Securities issued by states & political subdivisions | $19,596,000 | 1,883 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,540,000 | 3,906 |
| Mortgage-backed securities | $2,489,000 | 3,775 |
| Certificates of participation in pools of residential mortgages | $1,044,000 | 3,845 |
| Issued or guaranteed by U.S. | $1,044,000 | 3,840 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,445,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $1,445,000 | 2,205 |
| 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) | $28,737,000 | 563 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $28,737,000 | 3,192 |
| Structured notes | ||
| Amortized cost | $46,000 | 990 |
| Fair value | $46,000 | 988 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $29,869,000 | 3,206 |
| U.S. Government securities | $10,334,000 | 3,756 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $10,334,000 | 3,623 |
| Securities issued by states & political subdivisions | $19,535,000 | 1,892 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,039,000 | 4,054 |
| Mortgage-backed securities | $2,680,000 | 3,775 |
| Certificates of participation in pools of residential mortgages | $1,127,000 | 3,856 |
| Issued or guaranteed by U.S. | $1,127,000 | 3,850 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,553,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $1,553,000 | 2,188 |
| 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) | $29,869,000 | 551 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $29,869,000 | 3,187 |
| Structured notes | ||
| Amortized cost | $50,000 | 1,060 |
| Fair value | $50,000 | 1,061 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $31,338,000 | 3,151 |
| U.S. Government securities | $11,775,000 | 3,651 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $11,775,000 | 3,515 |
| Securities issued by states & political subdivisions | $19,563,000 | 1,897 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,039,000 | 4,096 |
| Mortgage-backed securities | $2,869,000 | 3,790 |
| Certificates of participation in pools of residential mortgages | $1,209,000 | 3,892 |
| Issued or guaranteed by U.S. | $1,209,000 | 3,888 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,660,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $1,660,000 | 2,185 |
| 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) | $31,338,000 | 542 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $31,338,000 | 3,131 |
| Structured notes | ||
| Amortized cost | $54,000 | 1,139 |
| Fair value | $54,000 | 1,140 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $31,588,000 | 3,125 |
| U.S. Government securities | $11,730,000 | 3,636 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,730,000 | 3,497 |
| Securities issued by states & political subdivisions | $19,858,000 | 1,892 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,038,000 | 4,122 |
| Mortgage-backed securities | $3,071,000 | 3,766 |
| Certificates of participation in pools of residential mortgages | $1,300,000 | 3,894 |
| Issued or guaranteed by U.S. | $1,300,000 | 3,886 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,771,000 | 2,223 |
| CMOs issued by government agencies or sponsored agencies | $1,771,000 | 2,152 |
| 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) | $31,588,000 | 543 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $31,588,000 | 3,106 |
| Structured notes | ||
| Amortized cost | $58,000 | 1,131 |
| Fair value | $58,000 | 1,132 |
| 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 | $32,049,000 | 3,098 |
| U.S. Government securities | $12,463,000 | 3,563 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,463,000 | 3,441 |
| Securities issued by states & political subdivisions | $19,586,000 | 1,910 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,037,000 | 4,178 |
| Mortgage-backed securities | $3,299,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $1,400,000 | 3,892 |
| Issued or guaranteed by U.S. | $1,400,000 | 3,889 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,899,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $1,899,000 | 2,137 |
| 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) | $32,049,000 | 539 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $32,049,000 | 3,079 |
| Structured notes | ||
| Amortized cost | $62,000 | 1,122 |
| Fair value | $62,000 | 1,125 |
| 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 | $32,590,000 | 3,144 |
| U.S. Government securities | $13,827,000 | 3,521 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $13,827,000 | 3,396 |
| Securities issued by states & political subdivisions | $18,763,000 | 1,956 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,037,000 | 4,256 |
| Mortgage-backed securities | $3,520,000 | 3,741 |
| Certificates of participation in pools of residential mortgages | $1,507,000 | 3,885 |
| Issued or guaranteed by U.S. | $1,507,000 | 3,879 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,013,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $2,013,000 | 2,123 |
| 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) | $32,590,000 | 551 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $32,590,000 | 3,120 |
| Structured notes | ||
| Amortized cost | $67,000 | 1,256 |
| Fair value | $67,000 | 1,258 |
| 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 | $35,874,000 | 3,015 |
| U.S. Government securities | $15,675,000 | 3,415 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $15,675,000 | 3,303 |
| Securities issued by states & political subdivisions | $20,199,000 | 1,837 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,051,000 | 4,298 |
| Mortgage-backed securities | $3,744,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $1,610,000 | 3,883 |
| Issued or guaranteed by U.S. | $1,610,000 | 3,878 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,134,000 | 2,174 |
| CMOs issued by government agencies or sponsored agencies | $2,134,000 | 2,114 |
| 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) | $35,874,000 | 539 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $35,874,000 | 2,996 |
| Structured notes | ||
| Amortized cost | $571,000 | 1,114 |
| Fair value | $572,000 | 1,115 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $39,603,000 | 2,862 |
| U.S. Government securities | $18,867,000 | 3,168 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,867,000 | 3,053 |
| Securities issued by states & political subdivisions | $20,736,000 | 1,818 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,050,000 | 4,339 |
| Mortgage-backed securities | $3,932,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $1,706,000 | 3,869 |
| Issued or guaranteed by U.S. | $1,706,000 | 3,864 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,226,000 | 2,170 |
| CMOs issued by government agencies or sponsored agencies | $2,226,000 | 2,108 |
| 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) | $39,603,000 | 513 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $39,603,000 | 2,843 |
| 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 | $41,826,000 | 2,793 |
| U.S. Government securities | $20,835,000 | 3,071 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $20,835,000 | 2,975 |
| Securities issued by states & political subdivisions | $20,991,000 | 1,798 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,049,000 | 4,414 |
| Mortgage-backed securities | $4,146,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | $1,808,000 | 3,902 |
| Issued or guaranteed by U.S. | $1,808,000 | 3,897 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,338,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $2,338,000 | 2,090 |
| 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) | $41,826,000 | 493 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $41,826,000 | 2,770 |
| Structured notes | ||
| Amortized cost | $1,082,000 | 1,116 |
| Fair value | $1,085,000 | 1,114 |
| 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 | $40,608,000 | 2,889 |
| U.S. Government securities | $22,348,000 | 3,043 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $22,348,000 | 2,951 |
| Securities issued by states & political subdivisions | $18,260,000 | 1,968 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,050,000 | 5,018 |
| Mortgage-backed securities | $3,150,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $1,169,000 | 4,222 |
| Issued or guaranteed by U.S. | $1,169,000 | 4,218 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,981,000 | 2,324 |
| CMOs issued by government agencies or sponsored agencies | $1,981,000 | 2,251 |
| 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) | $40,608,000 | 509 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $40,608,000 | 2,868 |
| Structured notes | ||
| Amortized cost | $1,590,000 | 1,109 |
| Fair value | $1,586,000 | 1,105 |
| 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 | $41,625,000 | 2,870 |
| U.S. Government securities | $22,998,000 | 3,046 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $22,998,000 | 2,956 |
| Securities issued by states & political subdivisions | $18,627,000 | 1,922 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,050,000 | 5,086 |
| Mortgage-backed securities | $3,379,000 | 4,008 |
| Certificates of participation in pools of residential mortgages | $1,257,000 | 4,254 |
| Issued or guaranteed by U.S. | $1,257,000 | 4,248 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,122,000 | 2,316 |
| CMOs issued by government agencies or sponsored agencies | $2,122,000 | 2,239 |
| 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) | $41,625,000 | 495 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $41,625,000 | 2,849 |
| Structured notes | ||
| Amortized cost | $1,899,000 | 1,113 |
| Fair value | $1,901,000 | 1,114 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $41,233,000 | 2,924 |
| U.S. Government securities | $21,691,000 | 3,208 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $21,691,000 | 3,106 |
| Securities issued by states & political subdivisions | $19,542,000 | 1,853 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 5,299 |
| Mortgage-backed securities | $3,561,000 | 4,046 |
| Certificates of participation in pools of residential mortgages | $1,355,000 | 4,293 |
| Issued or guaranteed by U.S. | $1,355,000 | 4,285 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,206,000 | 2,333 |
| CMOs issued by government agencies or sponsored agencies | $2,206,000 | 2,256 |
| 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) | $40,228,000 | 505 |
| Available-for-sale securities (fair market value) | $1,005,000 | 5,820 |
| Total debt securities | $41,233,000 | 2,905 |
| Structured notes | ||
| Amortized cost | $1,407,000 | 1,329 |
| Fair value | $1,394,000 | 1,333 |
| 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 | $42,469,000 | 2,938 |
| U.S. Government securities | $23,907,000 | 3,120 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $23,907,000 | 3,016 |
| Securities issued by states & political subdivisions | $18,562,000 | 1,956 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 5,368 |
| Mortgage-backed securities | $3,759,000 | 4,083 |
| Certificates of participation in pools of residential mortgages | $1,468,000 | 4,335 |
| Issued or guaranteed by U.S. | $1,468,000 | 4,331 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,291,000 | 2,362 |
| CMOs issued by government agencies or sponsored agencies | $2,291,000 | 2,277 |
| 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) | $40,956,000 | 504 |
| Available-for-sale securities (fair market value) | $1,513,000 | 5,849 |
| Total debt securities | $42,469,000 | 2,913 |
| Structured notes | ||
| Amortized cost | $1,916,000 | 1,289 |
| Fair value | $1,892,000 | 1,277 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $41,549,000 | 3,026 |
| U.S. Government securities | $23,648,000 | 3,175 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $23,648,000 | 3,081 |
| Securities issued by states & political subdivisions | $17,901,000 | 2,026 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 5,419 |
| Mortgage-backed securities | $3,977,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $1,600,000 | 4,340 |
| Issued or guaranteed by U.S. | $1,600,000 | 4,337 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,377,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $2,377,000 | 2,294 |
| 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) | $40,026,000 | 505 |
| Available-for-sale securities (fair market value) | $1,523,000 | 5,901 |
| Total debt securities | $41,549,000 | 3,003 |
| Structured notes | ||
| Amortized cost | $1,928,000 | 1,317 |
| Fair value | $1,904,000 | 1,301 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $41,586,000 | 3,047 |
| U.S. Government securities | $23,575,000 | 3,196 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $23,575,000 | 3,112 |
| Securities issued by states & political subdivisions | $18,011,000 | 2,015 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 5,460 |
| Mortgage-backed securities | $3,117,000 | 4,324 |
| Certificates of participation in pools of residential mortgages | $1,715,000 | 4,339 |
| Issued or guaranteed by U.S. | $1,715,000 | 4,335 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,402,000 | 2,705 |
| CMOs issued by government agencies or sponsored agencies | $1,402,000 | 2,613 |
| 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) | $40,055,000 | 491 |
| Available-for-sale securities (fair market value) | $1,531,000 | 5,949 |
| Total debt securities | $41,586,000 | 3,018 |
| Structured notes | ||
| Amortized cost | $1,943,000 | 1,331 |
| Fair value | $1,900,000 | 1,305 |
| 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 | $44,472,000 | 2,921 |
| U.S. Government securities | $25,609,000 | 3,021 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,609,000 | 2,947 |
| Securities issued by states & political subdivisions | $18,863,000 | 1,927 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 5,529 |
| Mortgage-backed securities | $3,248,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $1,824,000 | 4,325 |
| Issued or guaranteed by U.S. | $1,824,000 | 4,319 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,424,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $1,424,000 | 2,579 |
| 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) | $42,933,000 | 457 |
| Available-for-sale securities (fair market value) | $1,539,000 | 6,015 |
| Total debt securities | $44,472,000 | 2,891 |
| Structured notes | ||
| Amortized cost | $2,460,000 | 1,125 |
| Fair value | $2,384,000 | 1,108 |
| 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 | $44,838,000 | 2,935 |
| U.S. Government securities | $24,304,000 | 3,152 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,304,000 | 3,073 |
| Securities issued by states & political subdivisions | $20,534,000 | 1,814 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 5,590 |
| Mortgage-backed securities | $2,371,000 | 4,573 |
| Certificates of participation in pools of residential mortgages | $1,942,000 | 4,313 |
| Issued or guaranteed by U.S. | $1,942,000 | 4,306 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $429,000 | 3,228 |
| CMOs issued by government agencies or sponsored agencies | $429,000 | 3,109 |
| 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) | $43,289,000 | 436 |
| Available-for-sale securities (fair market value) | $1,549,000 | 6,089 |
| Total debt securities | $44,837,000 | 2,906 |
| Structured notes | ||
| Amortized cost | $3,985,000 | 863 |
| Fair value | $3,924,000 | 830 |
| 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 | $41,925,000 | 3,027 |
| U.S. Government securities | $21,799,000 | 3,350 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $21,799,000 | 3,262 |
| Securities issued by states & political subdivisions | $20,126,000 | 1,825 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,000 | 5,483 |
| Mortgage-backed securities | $2,567,000 | 4,541 |
| Certificates of participation in pools of residential mortgages | $2,133,000 | 4,230 |
| Issued or guaranteed by U.S. | $2,133,000 | 4,225 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $434,000 | 3,243 |
| CMOs issued by government agencies or sponsored agencies | $434,000 | 3,118 |
| 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) | $40,371,000 | 434 |
| Available-for-sale securities (fair market value) | $1,554,000 | 6,124 |
| Total debt securities | $41,924,000 | 2,993 |
| Structured notes | ||
| Amortized cost | $2,026,000 | 1,160 |
| Fair value | $1,965,000 | 1,204 |
| 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 | $40,587,000 | 3,118 |
| U.S. Government securities | $20,105,000 | 3,531 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $20,105,000 | 3,441 |
| Securities issued by states & political subdivisions | $20,482,000 | 1,778 |
| 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 | $1,003,000 | 5,549 |
| Mortgage-backed securities | $2,806,000 | 4,534 |
| Certificates of participation in pools of residential mortgages | $2,365,000 | 4,192 |
| Issued or guaranteed by U.S. | $2,365,000 | 4,188 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $441,000 | 3,288 |
| CMOs issued by government agencies or sponsored agencies | $441,000 | 3,145 |
| 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) | $39,022,000 | 421 |
| Available-for-sale securities (fair market value) | $1,565,000 | 6,181 |
| Total debt securities | $40,588,000 | 3,082 |
| Structured notes | ||
| Amortized cost | $2,075,000 | 1,169 |
| Fair value | $2,078,000 | 1,172 |
| 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 | $40,537,000 | 3,087 |
| U.S. Government securities | $19,818,000 | 3,508 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,818,000 | 3,427 |
| Securities issued by states & political subdivisions | $20,719,000 | 1,749 |
| 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 | $700,000 | 5,704 |
| Mortgage-backed securities | $3,066,000 | 4,496 |
| Certificates of participation in pools of residential mortgages | $2,607,000 | 4,137 |
| Issued or guaranteed by U.S. | $2,607,000 | 4,135 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $459,000 | 3,313 |
| CMOs issued by government agencies or sponsored agencies | $459,000 | 3,170 |
| 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) | $38,964,000 | 414 |
| Available-for-sale securities (fair market value) | $1,573,000 | 6,218 |
| Total debt securities | $40,536,000 | 3,058 |
| Structured notes | ||
| Amortized cost | $2,324,000 | 1,173 |
| Fair value | $2,330,000 | 1,174 |
| 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 | $40,143,000 | 3,129 |
| U.S. Government securities | $20,313,000 | 3,546 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,313,000 | 3,469 |
| Securities issued by states & political subdivisions | $19,830,000 | 1,763 |
| 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 | $700,000 | 5,788 |
| Mortgage-backed securities | $3,360,000 | 4,551 |
| Certificates of participation in pools of residential mortgages | $2,880,000 | 4,193 |
| Issued or guaranteed by U.S. | $2,880,000 | 4,191 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $480,000 | 3,395 |
| CMOs issued by government agencies or sponsored agencies | $480,000 | 3,235 |
| 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) | $38,562,000 | 417 |
| Available-for-sale securities (fair market value) | $1,581,000 | 6,305 |
| Total debt securities | $40,143,000 | 3,100 |
| Structured notes | ||
| Amortized cost | $4,625,000 | 828 |
| Fair value | $4,633,000 | 826 |
| 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 | $38,777,000 | 3,200 |
| U.S. Government securities | $19,925,000 | 3,649 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,925,000 | 3,573 |
| Securities issued by states & political subdivisions | $18,852,000 | 1,797 |
| 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 | $700,000 | 5,863 |
| Mortgage-backed securities | $3,162,000 | 4,636 |
| Certificates of participation in pools of residential mortgages | $3,142,000 | 4,163 |
| Issued or guaranteed by U.S. | $3,142,000 | 4,161 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,000 | 3,799 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,626 |
| 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) | $36,693,000 | 433 |
| Available-for-sale securities (fair market value) | $2,084,000 | 6,301 |
| Total debt securities | $38,776,000 | 3,179 |
| Structured notes | ||
| Amortized cost | $4,180,000 | 1,010 |
| Fair value | $4,187,000 | 1,011 |
| 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 | $40,070,000 | 3,152 |
| U.S. Government securities | $22,079,000 | 3,512 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $22,079,000 | 3,443 |
| Securities issued by states & political subdivisions | $17,991,000 | 1,794 |
| 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 | $700,000 | 5,893 |
| Mortgage-backed securities | $3,446,000 | 4,608 |
| Certificates of participation in pools of residential mortgages | $3,381,000 | 4,109 |
| Issued or guaranteed by U.S. | $3,381,000 | 4,105 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $65,000 | 3,743 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,564 |
| 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) | $37,980,000 | 428 |
| Available-for-sale securities (fair market value) | $2,090,000 | 6,350 |
| Total debt securities | $40,071,000 | 3,123 |
| Structured notes | ||
| Amortized cost | $5,091,000 | 1,006 |
| Fair value | $5,077,000 | 1,005 |
| 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 | $38,858,000 | 3,134 |
| U.S. Government securities | $20,667,000 | 3,570 |
| U.S. Treasury securities | $1,002,000 | 811 |
| U.S. Government agency obligations | $19,665,000 | 3,604 |
| Securities issued by states & political subdivisions | $18,191,000 | 1,741 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 5,618 |
| Mortgage-backed securities | $3,753,000 | 4,484 |
| Certificates of participation in pools of residential mortgages | $3,629,000 | 3,949 |
| Issued or guaranteed by U.S. | $3,629,000 | 3,943 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $124,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 3,372 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $35,761,000 | 452 |
| Available-for-sale securities (fair market value) | $3,097,000 | 6,212 |
| Total debt securities | $38,856,000 | 3,115 |
| Structured notes | ||
| Amortized cost | $3,610,000 | 1,243 |
| Fair value | $3,624,000 | 1,244 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $33,197,000 | 3,393 |
| U.S. Government securities | $16,400,000 | 3,991 |
| U.S. Treasury securities | $1,005,000 | 835 |
| U.S. Government agency obligations | $15,395,000 | 4,024 |
| Securities issued by states & political subdivisions | $16,797,000 | 1,809 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 5,294 |
| Mortgage-backed securities | $3,081,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $2,888,000 | 4,124 |
| Issued or guaranteed by U.S. | $2,888,000 | 4,109 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $193,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $193,000 | 3,305 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $30,088,000 | 503 |
| Available-for-sale securities (fair market value) | $3,109,000 | 6,272 |
| Total debt securities | $33,198,000 | 3,361 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 2,172 |
| Fair value | $1,108,000 | 2,172 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $37,827,000 | 3,135 |
| U.S. Government securities | $21,656,000 | 3,492 |
| U.S. Treasury securities | $1,006,000 | 901 |
| U.S. Government agency obligations | $20,650,000 | 3,503 |
| Securities issued by states & political subdivisions | $16,171,000 | 1,819 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 5,327 |
| Mortgage-backed securities | $2,851,000 | 4,635 |
| Certificates of participation in pools of residential mortgages | $2,537,000 | 4,195 |
| Issued or guaranteed by U.S. | $2,537,000 | 4,182 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $314,000 | 3,467 |
| CMOs issued by government agencies or sponsored agencies | $314,000 | 3,190 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $34,736,000 | 450 |
| Available-for-sale securities (fair market value) | $3,091,000 | 6,350 |
| Total debt securities | $37,827,000 | 3,111 |
| Structured notes | ||
| Amortized cost | $3,900,000 | 1,419 |
| Fair value | $3,914,000 | 1,417 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $41,807,000 | 2,888 |
| U.S. Government securities | $24,922,000 | 3,171 |
| U.S. Treasury securities | $1,007,000 | 927 |
| U.S. Government agency obligations | $23,915,000 | 3,180 |
| Securities issued by states & political subdivisions | $16,885,000 | 1,712 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 5,364 |
| Mortgage-backed securities | $3,150,000 | 4,496 |
| Certificates of participation in pools of residential mortgages | $2,720,000 | 4,083 |
| Issued or guaranteed by U.S. | $2,720,000 | 4,072 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $430,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 3,071 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $37,753,000 | 431 |
| Available-for-sale securities (fair market value) | $4,054,000 | 6,234 |
| Total debt securities | $41,807,000 | 2,864 |
| Structured notes | ||
| Amortized cost | $4,899,000 | 1,269 |
| Fair value | $4,856,000 | 1,266 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $41,706,000 | 2,809 |
| U.S. Government securities | $24,234,000 | 3,070 |
| U.S. Treasury securities | $1,007,000 | 929 |
| U.S. Government agency obligations | $23,227,000 | 3,062 |
| Securities issued by states & political subdivisions | $17,472,000 | 1,621 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,499,000 | 5,421 |
| Mortgage-backed securities | $3,523,000 | 4,350 |
| Certificates of participation in pools of residential mortgages | $2,938,000 | 3,914 |
| Issued or guaranteed by U.S. | $2,938,000 | 3,904 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $585,000 | 3,232 |
| CMOs issued by government agencies or sponsored agencies | $585,000 | 2,944 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $37,651,000 | 413 |
| Available-for-sale securities (fair market value) | $4,055,000 | 6,193 |
| Total debt securities | $41,706,000 | 2,786 |
| Structured notes | ||
| Amortized cost | $5,399,000 | 1,071 |
| Fair value | $5,352,000 | 1,067 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $42,016,000 | 2,760 |
| U.S. Government securities | $26,469,000 | 2,871 |
| U.S. Treasury securities | $1,010,000 | 856 |
| U.S. Government agency obligations | $25,459,000 | 2,852 |
| Securities issued by states & political subdivisions | $15,547,000 | 1,720 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $701,000 | 5,860 |
| Mortgage-backed securities | $3,450,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $2,681,000 | 3,978 |
| Issued or guaranteed by U.S. | $2,681,000 | 3,969 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $769,000 | 3,110 |
| CMOs issued by government agencies or sponsored agencies | $769,000 | 2,816 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $37,407,000 | 420 |
| Available-for-sale securities (fair market value) | $4,609,000 | 6,116 |
| Total debt securities | $42,016,000 | 2,730 |
| Structured notes | ||
| Amortized cost | $5,400,000 | 1,055 |
| Fair value | $5,442,000 | 1,055 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $42,473,000 | 2,717 |
| U.S. Government securities | $27,484,000 | 2,846 |
| U.S. Treasury securities | $1,007,000 | 816 |
| U.S. Government agency obligations | $26,477,000 | 2,832 |
| Securities issued by states & political subdivisions | $14,989,000 | 1,693 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $951,000 | 5,815 |
| Mortgage-backed securities | $3,800,000 | 4,315 |
| Certificates of participation in pools of residential mortgages | $2,874,000 | 3,962 |
| Issued or guaranteed by U.S. | $2,874,000 | 3,954 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $926,000 | 2,953 |
| CMOs issued by government agencies or sponsored agencies | $926,000 | 2,645 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $37,903,000 | 442 |
| Available-for-sale securities (fair market value) | $4,570,000 | 6,205 |
| Total debt securities | $42,472,000 | 2,692 |
| Structured notes | ||
| Amortized cost | $3,850,000 | 1,453 |
| Fair value | $3,884,000 | 1,454 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $41,866,000 | 2,773 |
| U.S. Government securities | $27,048,000 | 2,906 |
| U.S. Treasury securities | $999,000 | 845 |
| U.S. Government agency obligations | $26,049,000 | 2,926 |
| Securities issued by states & political subdivisions | $14,818,000 | 1,691 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $950,000 | 5,882 |
| Mortgage-backed securities | $4,241,000 | 4,283 |
| Certificates of participation in pools of residential mortgages | $3,102,000 | 4,015 |
| Issued or guaranteed by U.S. | $3,102,000 | 4,007 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,139,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $1,139,000 | 2,485 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $38,875,000 | 433 |
| Available-for-sale securities (fair market value) | $2,991,000 | 6,569 |
| Total debt securities | $41,864,000 | 2,747 |
| Structured notes | ||
| Amortized cost | $5,550,000 | 884 |
| Fair value | $5,544,000 | 885 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $42,917,000 | 2,707 |
| U.S. Government securities | $28,025,000 | 2,808 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $28,025,000 | 2,739 |
| Securities issued by states & political subdivisions | $14,892,000 | 1,676 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $960,000 | 5,942 |
| Mortgage-backed securities | $4,699,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $3,335,000 | 4,016 |
| Issued or guaranteed by U.S. | $3,335,000 | 4,008 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,364,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $1,364,000 | 2,380 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $42,707,000 | 410 |
| Available-for-sale securities (fair market value) | $210,000 | 7,150 |
| Total debt securities | $42,917,000 | 2,685 |
| Structured notes | ||
| Amortized cost | $6,250,000 | 654 |
| Fair value | $6,166,000 | 656 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $39,116,000 | 2,914 |
| U.S. Government securities | $24,199,000 | 3,098 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $24,199,000 | 3,027 |
| Securities issued by states & political subdivisions | $14,917,000 | 1,660 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $959,000 | 5,957 |
| Mortgage-backed securities | $5,121,000 | 4,218 |
| Certificates of participation in pools of residential mortgages | $3,534,000 | 4,038 |
| Issued or guaranteed by U.S. | $3,534,000 | 4,029 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,587,000 | 2,618 |
| CMOs issued by government agencies or sponsored agencies | $1,587,000 | 2,266 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $38,907,000 | 456 |
| Available-for-sale securities (fair market value) | $209,000 | 7,214 |
| Total debt securities | $39,116,000 | 2,887 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,831 |
| Fair value | $801,000 | 1,833 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $36,446,000 | 2,999 |
| U.S. Government securities | $22,485,000 | 3,211 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $22,485,000 | 3,141 |
| Securities issued by states & political subdivisions | $13,961,000 | 1,716 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $959,000 | 6,002 |
| Mortgage-backed securities | $5,653,000 | 4,136 |
| Certificates of participation in pools of residential mortgages | $3,804,000 | 4,016 |
| Issued or guaranteed by U.S. | $3,804,000 | 4,003 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,849,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $1,849,000 | 2,178 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $36,237,000 | 470 |
| Available-for-sale securities (fair market value) | $209,000 | 7,281 |
| Total debt securities | $36,446,000 | 2,966 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $36,626,000 | 3,007 |
| U.S. Government securities | $23,509,000 | 3,160 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $23,509,000 | 3,101 |
| Securities issued by states & political subdivisions | $13,117,000 | 1,729 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 6,402 |
| Mortgage-backed securities | $6,200,000 | 4,089 |
| Certificates of participation in pools of residential mortgages | $4,067,000 | 4,037 |
| Issued or guaranteed by U.S. | $4,067,000 | 4,026 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,133,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $2,133,000 | 2,100 |
| 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) | $36,419,000 | 473 |
| Available-for-sale securities (fair market value) | $207,000 | 7,346 |
| Total debt securities | $36,626,000 | 2,970 |
| Structured notes | ||
| Amortized cost | $748,000 | 1,155 |
| Fair value | $746,000 | 1,149 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $33,477,000 | 3,201 |
| U.S. Government securities | $20,980,000 | 3,440 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $20,980,000 | 3,371 |
| Securities issued by states & political subdivisions | $12,497,000 | 1,751 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,000 | 6,500 |
| Mortgage-backed securities | $3,907,000 | 4,594 |
| Certificates of participation in pools of residential mortgages | $3,465,000 | 4,200 |
| Issued or guaranteed by U.S. | $3,465,000 | 4,187 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $442,000 | 3,214 |
| CMOs issued by government agencies or sponsored agencies | $442,000 | 2,892 |
| 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) | $33,266,000 | 501 |
| Available-for-sale securities (fair market value) | $211,000 | 7,384 |
| Total debt securities | $33,477,000 | 3,156 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $30,601,000 | 3,339 |
| U.S. Government securities | $17,951,000 | 3,762 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $17,951,000 | 3,685 |
| Securities issued by states & political subdivisions | $12,650,000 | 1,711 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,000 | 6,522 |
| Mortgage-backed securities | $1,997,000 | 5,157 |
| Certificates of participation in pools of residential mortgages | $1,480,000 | 4,915 |
| Issued or guaranteed by U.S. | $1,480,000 | 4,898 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $517,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 2,742 |
| 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) | $30,405,000 | 542 |
| Available-for-sale securities (fair market value) | $196,000 | 7,442 |
| Total debt securities | $30,601,000 | 3,304 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $29,509,000 | 3,488 |
| U.S. Government securities | $16,990,000 | 3,939 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,990,000 | 3,875 |
| Securities issued by states & political subdivisions | $12,519,000 | 1,734 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,000 | 6,553 |
| Mortgage-backed securities | $1,626,000 | 5,311 |
| Certificates of participation in pools of residential mortgages | $1,017,000 | 5,156 |
| Issued or guaranteed by U.S. | $1,017,000 | 5,135 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $609,000 | 3,011 |
| CMOs issued by government agencies or sponsored agencies | $609,000 | 2,682 |
| 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) | $29,313,000 | 555 |
| Available-for-sale securities (fair market value) | $196,000 | 7,505 |
| Total debt securities | $29,509,000 | 3,447 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,470 |
| Fair value | $489,000 | 1,472 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $28,645,000 | 3,536 |
| U.S. Government securities | $16,062,000 | 4,068 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $16,062,000 | 3,994 |
| Securities issued by states & political subdivisions | $12,583,000 | 1,732 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,506,000 | 5,851 |
| Mortgage-backed securities | $684,000 | 5,731 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $684,000 | 2,960 |
| CMOs issued by government agencies or sponsored agencies | $684,000 | 2,626 |
| 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) | $28,444,000 | 565 |
| Available-for-sale securities (fair market value) | $201,000 | 7,537 |
| Total debt securities | $28,645,000 | 3,484 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $29,125,000 | 3,513 |
| U.S. Government securities | $16,190,000 | 4,110 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $16,190,000 | 4,025 |
| Securities issued by states & political subdivisions | $12,935,000 | 1,674 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,507,000 | 5,447 |
| Mortgage-backed securities | $752,000 | 5,535 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $752,000 | 2,804 |
| CMOs issued by government agencies or sponsored agencies | $752,000 | 2,496 |
| 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) | $29,125,000 | 577 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $29,125,000 | 3,467 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $29,909,000 | 3,458 |
| U.S. Government securities | $17,018,000 | 4,064 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $17,018,000 | 3,977 |
| Securities issued by states & political subdivisions | $12,891,000 | 1,640 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,259,000 | 5,555 |
| Mortgage-backed securities | $820,000 | 5,401 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $820,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $820,000 | 2,407 |
| 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) | $29,909,000 | 588 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $29,909,000 | 3,422 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $30,626,000 | 3,381 |
| U.S. Government securities | $17,908,000 | 3,944 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $17,908,000 | 3,846 |
| Securities issued by states & political subdivisions | $12,718,000 | 1,641 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,511,000 | 5,499 |
| Mortgage-backed securities | $947,000 | 5,309 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $947,000 | 2,595 |
| CMOs issued by government agencies or sponsored agencies | $947,000 | 2,306 |
| 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) | $30,626,000 | 578 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $30,626,000 | 3,342 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $30,023,000 | 3,449 |
| U.S. Government securities | $17,498,000 | 4,023 |
| U.S. Treasury securities | $500,000 | 1,140 |
| U.S. Government agency obligations | $16,998,000 | 3,999 |
| Securities issued by states & political subdivisions | $12,525,000 | 1,655 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,013,000 | 5,294 |
| Mortgage-backed securities | $1,029,000 | 5,270 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,029,000 | 2,494 |
| CMOs issued by government agencies or sponsored agencies | $1,029,000 | 2,223 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,023,000 | 610 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $30,023,000 | 3,412 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $30,877,000 | 3,392 |
| U.S. Government securities | $16,368,000 | 4,259 |
| U.S. Treasury securities | $1,000,000 | 942 |
| U.S. Government agency obligations | $15,368,000 | 4,308 |
| Securities issued by states & political subdivisions | $12,963,000 | 1,614 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,546,000 | 880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,015,000 | 5,303 |
| Mortgage-backed securities | $1,102,000 | 5,212 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,102,000 | 2,458 |
| CMOs issued by government agencies or sponsored agencies | $1,102,000 | 2,183 |
| 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) | $29,331,000 | 621 |
| Available-for-sale securities (fair market value) | $1,546,000 | 7,352 |
| Total debt securities | $29,331,000 | 3,482 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $32,672,000 | 3,305 |
| U.S. Government securities | $18,454,000 | 3,973 |
| U.S. Treasury securities | $1,500,000 | 879 |
| U.S. Government agency obligations | $16,954,000 | 4,089 |
| Securities issued by states & political subdivisions | $14,145,000 | 1,453 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $73,000 | 1,728 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,518,000 | 5,569 |
| Mortgage-backed securities | $1,172,000 | 5,173 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,172,000 | 2,391 |
| CMOs issued by government agencies or sponsored agencies | $1,172,000 | 2,119 |
| 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) | $32,599,000 | 612 |
| Available-for-sale securities (fair market value) | $73,000 | 7,810 |
| Total debt securities | $32,599,000 | 3,275 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $33,215,000 | 3,257 |
| U.S. Government securities | $18,802,000 | 3,952 |
| U.S. Treasury securities | $1,500,000 | 923 |
| U.S. Government agency obligations | $17,302,000 | 4,026 |
| Securities issued by states & political subdivisions | $14,082,000 | 1,437 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $331,000 | 1,446 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,521,000 | 5,570 |
| Mortgage-backed securities | $1,252,000 | 5,143 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,252,000 | 2,351 |
| CMOs issued by government agencies or sponsored agencies | $1,252,000 | 2,078 |
| 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) | $32,884,000 | 612 |
| Available-for-sale securities (fair market value) | $331,000 | 7,752 |
| Total debt securities | $32,884,000 | 3,240 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $35,065,000 | 3,153 |
| U.S. Government securities | $20,572,000 | 3,731 |
| U.S. Treasury securities | $2,000,000 | 844 |
| U.S. Government agency obligations | $18,572,000 | 3,880 |
| Securities issued by states & political subdivisions | $14,310,000 | 1,414 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $183,000 | 1,640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,023,000 | 5,344 |
| Mortgage-backed securities | $1,253,000 | 5,189 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,253,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $1,253,000 | 2,076 |
| 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) | $34,882,000 | 603 |
| Available-for-sale securities (fair market value) | $183,000 | 7,837 |
| Total debt securities | $34,882,000 | 3,114 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $36,632,000 | 3,037 |
| U.S. Government securities | $21,349,000 | 3,610 |
| U.S. Treasury securities | $2,496,000 | 802 |
| U.S. Government agency obligations | $18,853,000 | 3,837 |
| Securities issued by states & political subdivisions | $14,998,000 | 1,351 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $285,000 | 1,534 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,272,000 | 6,240 |
| Mortgage-backed securities | $1,254,000 | 5,247 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,254,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $1,254,000 | 2,086 |
| 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) | $35,851,000 | 599 |
| Available-for-sale securities (fair market value) | $781,000 | 7,718 |
| Total debt securities | $36,347,000 | 3,012 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $37,094,000 | 2,984 |
| U.S. Government securities | $21,395,000 | 3,579 |
| U.S. Treasury securities | $2,995,000 | 733 |
| U.S. Government agency obligations | $18,400,000 | 3,857 |
| Securities issued by states & political subdivisions | $15,651,000 | 1,286 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $48,000 | 1,865 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 6,270 |
| Mortgage-backed securities | $1,282,000 | 5,263 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,282,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $1,282,000 | 2,093 |
| 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) | $36,551,000 | 596 |
| Available-for-sale securities (fair market value) | $543,000 | 7,799 |
| Total debt securities | $37,046,000 | 2,939 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $37,545,000 | 3,003 |
| U.S. Government securities | $21,711,000 | 3,600 |
| U.S. Treasury securities | $2,995,000 | 761 |
| U.S. Government agency obligations | $18,716,000 | 3,838 |
| Securities issued by states & political subdivisions | $15,754,000 | 1,246 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $80,000 | 1,832 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 6,271 |
| Mortgage-backed securities | $1,329,000 | 5,307 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,329,000 | 2,384 |
| CMOs issued by government agencies or sponsored agencies | $1,329,000 | 2,127 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,970,000 | 604 |
| Available-for-sale securities (fair market value) | $575,000 | 7,811 |
| Total debt securities | $37,465,000 | 2,955 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $38,416,000 | 2,977 |
| U.S. Government securities | $22,533,000 | 3,556 |
| U.S. Treasury securities | $4,006,000 | 704 |
| U.S. Government agency obligations | $18,527,000 | 3,938 |
| Securities issued by states & political subdivisions | $15,879,000 | 1,224 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $4,000 | 2,103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 6,309 |
| Mortgage-backed securities | $1,373,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,373,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $1,373,000 | 2,170 |
| 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) | $37,906,000 | 598 |
| Available-for-sale securities (fair market value) | $510,000 | 7,905 |
| Total debt securities | $38,416,000 | 2,927 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $38,641,000 | 2,989 |
| U.S. Government securities | $22,582,000 | 3,565 |
| U.S. Treasury securities | $4,496,000 | 681 |
| U.S. Government agency obligations | $18,086,000 | 4,003 |
| Securities issued by states & political subdivisions | $16,018,000 | 1,214 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $41,000 | 1,990 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 6,316 |
| Mortgage-backed securities | $1,415,000 | 5,391 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,415,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $1,415,000 | 2,211 |
| 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) | $38,105,000 | 592 |
| Available-for-sale securities (fair market value) | $536,000 | 7,914 |
| Total debt securities | $38,600,000 | 2,938 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $46,931,000 | 2,539 |
| U.S. Government securities | $30,442,000 | 2,812 |
| U.S. Treasury securities | $4,495,000 | 664 |
| U.S. Government agency obligations | $25,947,000 | 3,057 |
| Securities issued by states & political subdivisions | $16,262,000 | 1,196 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $227,000 | 1,721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,530 |
| Mortgage-backed securities | $1,460,000 | 5,357 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,460,000 | 2,429 |
| CMOs issued by government agencies or sponsored agencies | $1,460,000 | 2,186 |
| 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) | $39,111,000 | 581 |
| Available-for-sale securities (fair market value) | $7,820,000 | 6,198 |
| Total debt securities | $46,704,000 | 2,496 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $47,697,000 | 2,554 |
| U.S. Government securities | $30,817,000 | 2,806 |
| U.S. Treasury securities | $4,775,000 | 684 |
| U.S. Government agency obligations | $26,042,000 | 3,101 |
| Securities issued by states & political subdivisions | $16,811,000 | 1,133 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $69,000 | 2,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,547 |
| Mortgage-backed securities | $1,482,000 | 5,421 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,482,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $1,482,000 | 2,246 |
| 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) | $39,705,000 | 577 |
| Available-for-sale securities (fair market value) | $7,992,000 | 6,239 |
| Total debt securities | $47,628,000 | 2,492 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $40,492,000 | 2,899 |
| U.S. Government securities | $23,560,000 | 3,429 |
| U.S. Treasury securities | $5,255,000 | 591 |
| U.S. Government agency obligations | $18,305,000 | 3,930 |
| Securities issued by states & political subdivisions | $16,855,000 | 1,155 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $77,000 | 2,015 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,035,000 | 6,490 |
| Mortgage-backed securities | $1,502,000 | 5,450 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,502,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $1,502,000 | 2,284 |
| 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) | $38,641,000 | 570 |
| Available-for-sale securities (fair market value) | $1,851,000 | 7,714 |
| Total debt securities | $40,415,000 | 2,841 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $38,361,000 | 3,076 |
| U.S. Government securities | $21,067,000 | 3,773 |
| U.S. Treasury securities | $5,256,000 | 640 |
| U.S. Government agency obligations | $15,811,000 | 4,395 |
| Securities issued by states & political subdivisions | $17,294,000 | 1,120 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,037,000 | 6,487 |
| Mortgage-backed securities | $1,514,000 | 5,463 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,514,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $1,514,000 | 2,368 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,110,000 | 580 |
| Available-for-sale securities (fair market value) | $251,000 | 8,207 |
| Total debt securities | $38,361,000 | 3,013 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $38,294,000 | 3,041 |
| U.S. Government securities | $20,787,000 | 3,693 |
| U.S. Treasury securities | $5,757,000 | 595 |
| U.S. Government agency obligations | $15,030,000 | 4,381 |
| Securities issued by states & political subdivisions | $17,359,000 | 1,115 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $148,000 | 1,985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 6,929 |
| Mortgage-backed securities | $1,514,000 | 5,458 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,514,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $1,514,000 | 2,402 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,394,000 | 588 |
| Available-for-sale securities (fair market value) | $900,000 | 8,059 |
| Total debt securities | $38,148,000 | 2,976 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $34,571,000 | 3,215 |
| U.S. Government securities | $17,289,000 | 4,080 |
| U.S. Treasury securities | $6,262,000 | 559 |
| U.S. Government agency obligations | $11,027,000 | 5,147 |
| Securities issued by states & political subdivisions | $17,013,000 | 1,119 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $269,000 | 1,841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $504,000 | 6,932 |
| Mortgage-backed securities | $12,000 | 7,259 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $12,000 | 4,210 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,997 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,546,000 | 617 |
| Available-for-sale securities (fair market value) | $1,025,000 | 8,027 |
| Total debt securities | $34,302,000 | 3,157 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $34,289,000 | 3,188 |
| U.S. Government securities | $17,370,000 | 4,082 |
| U.S. Treasury securities | $6,261,000 | 573 |
| U.S. Government agency obligations | $11,109,000 | 5,159 |
| Securities issued by states & political subdivisions | $16,872,000 | 1,085 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $47,000 | 2,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 6,992 |
| Mortgage-backed securities | $75,000 | 6,978 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $75,000 | 4,119 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,930 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,487,000 | 609 |
| Available-for-sale securities (fair market value) | $802,000 | 8,139 |
| Total debt securities | $34,242,000 | 3,107 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $32,746,000 | 3,289 |
| U.S. Government securities | $16,022,000 | 4,285 |
| U.S. Treasury securities | $6,770,000 | 567 |
| U.S. Government agency obligations | $9,252,000 | 5,590 |
| Securities issued by states & political subdivisions | $16,667,000 | 1,074 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $57,000 | 2,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 7,024 |
| Mortgage-backed securities | $142,000 | 6,837 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $142,000 | 4,047 |
| CMOs issued by government agencies or sponsored agencies | $142,000 | 3,871 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,926,000 | 620 |
| Available-for-sale securities (fair market value) | $820,000 | 8,150 |
| Total debt securities | $32,689,000 | 3,215 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $27,494,000 | 3,592 |
| U.S. Government securities | $10,916,000 | 5,275 |
| U.S. Treasury securities | $8,515,000 | 521 |
| U.S. Government agency obligations | $2,401,000 | 8,112 |
| Securities issued by states & political subdivisions | $16,026,000 | 1,061 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $552,000 | 1,536 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,000 | 7,192 |
| Mortgage-backed securities | $270,000 | 6,658 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $270,000 | 4,006 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 3,829 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,440,000 | 729 |
| Available-for-sale securities (fair market value) | $1,054,000 | 8,208 |
| Total debt securities | $26,942,000 | 3,557 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $28,190,000 | 3,587 |
| U.S. Government securities | $11,141,000 | 5,497 |
| U.S. Treasury securities | $9,532,000 | 674 |
| U.S. Government agency obligations | $1,609,000 | 8,845 |
| Securities issued by states & political subdivisions | $14,723,000 | 1,125 |
| Other domestic debt securities | $1,800,000 | 2,023 |
| 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 | $1,800,000 | 1,735 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $526,000 | 3,727 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 7,475 |
| Mortgage-backed securities | $266,000 | 6,484 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $266,000 | 3,646 |
| CMOs issued by government agencies or sponsored agencies | $266,000 | 3,472 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,164,000 | 878 |
| Available-for-sale securities (fair market value) | $1,026,000 | 8,509 |
| Total debt securities | $27,665,000 | 3,545 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $28,927,000 | 3,702 |
| U.S. Government securities | $15,002,000 | 4,766 |
| U.S. Treasury securities | $11,057,000 | 806 |
| U.S. Government agency obligations | $3,945,000 | 8,018 |
| Securities issued by states & political subdivisions | $12,385,000 | 1,356 |
| Other domestic debt securities | $800,000 | 2,538 |
| 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 | $800,000 | 2,141 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $740,000 | 2,958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,649 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,691,000 | 958 |
| Available-for-sale securities (fair market value) | $1,236,000 | 8,674 |
| Total debt securities | $28,186,000 | 3,680 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $20,218,000 | 4,803 |
| U.S. Government securities | $14,949,000 | 4,785 |
| U.S. Treasury securities | $14,949,000 | 900 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $3,584,000 | 3,626 |
| Other domestic debt securities | $1,200,000 | 2,037 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,674 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $485,000 | 3,651 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 7,746 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,016,000 | 1,499 |
| Available-for-sale securities (fair market value) | $2,202,000 | 8,399 |
| Total debt securities | $19,733,000 | 4,765 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $23,220,000 | 4,435 |
| U.S. Government securities | $20,389,000 | 4,020 |
| U.S. Treasury securities | $20,389,000 | 937 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $2,316,000 | 4,341 |
| 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 | $0 | 390 |
| Equity securities | $515,000 | 3,555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,122 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,223,000 | 1,972 |
| Available-for-sale securities (fair market value) | $6,997,000 | 6,702 |
| Total debt securities | $22,705,000 | 4,392 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $17,974,000 | 5,722 |
| U.S. Government securities | $14,735,000 | 5,565 |
| U.S. Treasury securities | $14,735,000 | 1,578 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $2,761,000 | 4,125 |
| 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 | $0 | 466 |
| Equity securities | $478,000 | 3,626 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,000 | 8,955 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,486,000 | 2,200 |
| Available-for-sale securities (fair market value) | $1,488,000 | 9,278 |
| Total debt securities | $17,496,000 | 5,703 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $18,752,000 | 5,808 |
| U.S. Government securities | $15,336,000 | 5,631 |
| U.S. Treasury securities | $15,336,000 | 1,832 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $2,265,000 | 4,630 |
| 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 | $1,151,000 | 1,994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,000 | 9,321 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,565,000 | 2,454 |
| Available-for-sale securities (fair market value) | $3,187,000 | 8,849 |
| Total debt securities | $17,601,000 | 5,948 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $22,313,000 | 5,435 |
| U.S. Government securities | $19,301,000 | 5,069 |
| U.S. Treasury securities | $19,301,000 | 1,830 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $2,636,000 | 4,513 |
| 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 | $376,000 | 3,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $360,000 | 9,561 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,962,000 | 3,916 |
| Available-for-sale securities (fair market value) | $5,351,000 | 6,683 |
| Total debt securities | $21,937,000 | 5,407 |
| 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 | $23,987,000 | 5,394 |
| U.S. Government securities | $19,880,000 | 5,155 |
| U.S. Treasury securities | $19,880,000 | 1,877 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $4,006,000 | 3,571 |
| 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 | $101,000 | 5,639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $492,000 | 9,686 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| 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 | $23,886,000 | 5,289 |
| 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 | $32,728,000 | 4,140 |
| U.S. Government securities | $30,151,000 | 3,540 |
| U.S. Treasury securities | $30,151,000 | 1,228 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $2,476,000 | 4,524 |
| 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 | $101,000 | 5,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $492,000 | 9,913 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $32,627,000 | 4,062 |
| 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 |