Home > Generations Bank > Securities
Generations Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $31,749,000 | 3,137 |
| U.S. Government securities | $824,000 | 4,269 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $824,000 | 4,086 |
| Securities issued by states & political subdivisions | $16,235,000 | 1,999 |
| Other domestic debt securities | $14,655,000 | 831 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $650,000 | 616 |
| Other domestic debt securities - All other | $14,005,000 | 518 |
| 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 | $11,997,000 | 2,793 |
| Mortgage-backed securities | $824,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $824,000 | 3,265 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,454,000 | 1,450 |
| Available-for-sale securities (fair market value) | $30,260,000 | 2,942 |
| Total debt securities | $31,714,000 | 3,117 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $30,434,000 | 3,180 |
| U.S. Government securities | $862,000 | 4,294 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $862,000 | 4,106 |
| Securities issued by states & political subdivisions | $13,317,000 | 2,184 |
| Other domestic debt securities | $16,221,000 | 786 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $650,000 | 611 |
| Other domestic debt securities - All other | $15,571,000 | 474 |
| 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 | $11,118,000 | 2,818 |
| Mortgage-backed securities | $862,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $862,000 | 3,264 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,491,000 | 1,472 |
| Available-for-sale securities (fair market value) | $28,909,000 | 2,977 |
| Total debt securities | $30,401,000 | 3,159 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $31,641,000 | 3,189 |
| U.S. Government securities | $888,000 | 4,319 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $888,000 | 4,136 |
| Securities issued by states & political subdivisions | $14,522,000 | 2,153 |
| Other domestic debt securities | $16,199,000 | 785 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $650,000 | 597 |
| Other domestic debt securities - All other | $15,549,000 | 471 |
| 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 | $12,431,000 | 2,726 |
| Mortgage-backed securities | $888,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $888,000 | 3,277 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $1,516,000 | 1,484 |
| Available-for-sale securities (fair market value) | $30,093,000 | 3,002 |
| Total debt securities | $31,609,000 | 3,166 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $33,848,000 | 3,202 |
| U.S. Government securities | $926,000 | 4,384 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $926,000 | 4,150 |
| Securities issued by states & political subdivisions | $15,306,000 | 2,150 |
| Other domestic debt securities | $17,586,000 | 786 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $650,000 | 596 |
| Other domestic debt securities - All other | $16,936,000 | 463 |
| 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 | $11,291,000 | 2,710 |
| Mortgage-backed securities | $926,000 | 3,601 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $924,000 | 3,313 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,744 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,553,000 | 1,531 |
| Available-for-sale securities (fair market value) | $32,265,000 | 2,991 |
| Total debt securities | $33,816,000 | 3,177 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $33,685,000 | 3,243 |
| U.S. Government securities | $961,000 | 4,410 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $961,000 | 4,165 |
| Securities issued by states & political subdivisions | $14,832,000 | 2,231 |
| Other domestic debt securities | $17,863,000 | 797 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $650,000 | 610 |
| Other domestic debt securities - All other | $17,213,000 | 469 |
| 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 | $10,045,000 | 2,717 |
| Mortgage-backed securities | $961,000 | 3,617 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $953,000 | 3,335 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,746 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,587,000 | 1,536 |
| Available-for-sale securities (fair market value) | $32,069,000 | 3,035 |
| Total debt securities | $33,657,000 | 3,218 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $31,651,000 | 3,336 |
| U.S. Government securities | $997,000 | 4,441 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $997,000 | 4,191 |
| Securities issued by states & political subdivisions | $13,957,000 | 2,290 |
| Other domestic debt securities | $16,671,000 | 795 |
| 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 | $16,671,000 | 483 |
| 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 | $9,805,000 | 2,677 |
| Mortgage-backed securities | $997,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $984,000 | 3,343 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,754 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $971,000 | 1,614 |
| Available-for-sale securities (fair market value) | $30,654,000 | 3,108 |
| Total debt securities | $31,626,000 | 3,309 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $33,067,000 | 3,321 |
| U.S. Government securities | $1,043,000 | 4,453 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $1,043,000 | 4,206 |
| Securities issued by states & political subdivisions | $15,156,000 | 2,272 |
| Other domestic debt securities | $16,840,000 | 752 |
| 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 | $16,840,000 | 491 |
| 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 | $7,773,000 | 2,855 |
| Mortgage-backed securities | $1,043,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $1,025,000 | 3,457 |
| Issued or guaranteed by U.S. | $1,025,000 | 3,363 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $18,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 2,773 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,016,000 | 1,518 |
| Available-for-sale securities (fair market value) | $32,023,000 | 3,104 |
| Total debt securities | $33,039,000 | 3,302 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $36,200,000 | 3,162 |
| U.S. Government securities | $1,094,000 | 4,416 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $1,094,000 | 4,197 |
| Securities issued by states & political subdivisions | $16,959,000 | 2,178 |
| Other domestic debt securities | $18,114,000 | 702 |
| 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 | $18,114,000 | 461 |
| 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 | $8,665,000 | 2,739 |
| Mortgage-backed securities | $1,094,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | $1,067,000 | 3,459 |
| Issued or guaranteed by U.S. | $1,067,000 | 3,364 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $27,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 2,759 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $1,064,000 | 1,423 |
| Available-for-sale securities (fair market value) | $35,103,000 | 2,995 |
| Total debt securities | $36,168,000 | 3,147 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $38,137,000 | 3,027 |
| U.S. Government securities | $1,160,000 | 4,377 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,160,000 | 4,198 |
| Securities issued by states & political subdivisions | $18,900,000 | 2,103 |
| Other domestic debt securities | $18,043,000 | 693 |
| 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 | $18,043,000 | 446 |
| 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 | $8,775,000 | 2,755 |
| Mortgage-backed securities | $1,160,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $1,124,000 | 3,453 |
| Issued or guaranteed by U.S. | $1,124,000 | 3,350 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $36,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 2,752 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,128,000 | 1,320 |
| Available-for-sale securities (fair market value) | $36,975,000 | 2,896 |
| Total debt securities | $38,101,000 | 3,011 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $38,061,000 | 2,973 |
| U.S. Government securities | $1,184,000 | 4,401 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,184,000 | 4,248 |
| Securities issued by states & political subdivisions | $17,284,000 | 2,165 |
| Other domestic debt securities | $19,562,000 | 627 |
| Privately issued residential mortgage-backed securities | $34,000 | 615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $19,528,000 | 397 |
| 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 | $5,386,000 | 3,097 |
| Mortgage-backed securities | $1,218,000 | 3,709 |
| Certificates of participation in pools of residential mortgages | $1,174,000 | 3,478 |
| Issued or guaranteed by U.S. | $1,140,000 | 3,392 |
| Privately issued | $34,000 | 219 |
| Collaterized mortgage obligations | $44,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 2,774 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,184,000 | 1,316 |
| Available-for-sale securities (fair market value) | $36,846,000 | 2,849 |
| Total debt securities | $38,030,000 | 2,954 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $37,582,000 | 2,931 |
| U.S. Government securities | $1,077,000 | 4,439 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,077,000 | 4,293 |
| Securities issued by states & political subdivisions | $17,565,000 | 2,128 |
| Other domestic debt securities | $18,909,000 | 608 |
| Privately issued residential mortgage-backed securities | $267,000 | 536 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $18,642,000 | 383 |
| 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 | $5,698,000 | 3,061 |
| Mortgage-backed securities | $1,344,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $1,289,000 | 3,465 |
| Issued or guaranteed by U.S. | $1,022,000 | 3,442 |
| Privately issued | $267,000 | 207 |
| Collaterized mortgage obligations | $55,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 2,755 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,308,000 | 1,276 |
| Available-for-sale securities (fair market value) | $36,243,000 | 2,810 |
| Total debt securities | $37,551,000 | 2,914 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $34,193,000 | 2,942 |
| U.S. Government securities | $1,427,000 | 4,363 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,427,000 | 4,228 |
| Securities issued by states & political subdivisions | $32,737,000 | 1,384 |
| 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 | $6,967,000 | 2,922 |
| Mortgage-backed securities | $1,427,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $1,363,000 | 3,427 |
| Issued or guaranteed by U.S. | $1,363,000 | 3,332 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $64,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 2,724 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,390,000 | 1,241 |
| Available-for-sale securities (fair market value) | $32,774,000 | 2,820 |
| Total debt securities | $34,164,000 | 2,924 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $19,285,000 | 3,465 |
| U.S. Government securities | $1,520,000 | 4,293 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,520,000 | 4,163 |
| Securities issued by states & political subdivisions | $17,739,000 | 2,022 |
| 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 | $6,969,000 | 2,913 |
| Mortgage-backed securities | $1,520,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $1,447,000 | 3,387 |
| Issued or guaranteed by U.S. | $1,447,000 | 3,299 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $73,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 2,721 |
| 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) | $1,480,000 | 1,213 |
| Available-for-sale securities (fair market value) | $17,779,000 | 3,329 |
| Total debt securities | $19,258,000 | 3,443 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $24,773,000 | 3,121 |
| U.S. Government securities | $1,658,000 | 4,297 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,658,000 | 4,164 |
| Securities issued by states & political subdivisions | $23,090,000 | 1,617 |
| 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 | $6,641,000 | 2,961 |
| Mortgage-backed securities | $1,658,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $1,575,000 | 3,338 |
| Issued or guaranteed by U.S. | $1,575,000 | 3,247 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $83,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 2,728 |
| 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) | $1,616,000 | 1,185 |
| Available-for-sale securities (fair market value) | $23,132,000 | 2,989 |
| Total debt securities | $24,750,000 | 3,101 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $34,916,000 | 2,672 |
| U.S. Government securities | $1,864,000 | 4,298 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,864,000 | 4,163 |
| Securities issued by states & political subdivisions | $32,510,000 | 1,163 |
| 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 | $22,243,000 | 1,793 |
| Mortgage-backed securities | $1,864,000 | 3,630 |
| Certificates of participation in pools of residential mortgages | $1,764,000 | 3,298 |
| Issued or guaranteed by U.S. | $1,764,000 | 3,206 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $100,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 2,720 |
| 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) | $1,819,000 | 1,164 |
| Available-for-sale securities (fair market value) | $32,555,000 | 2,598 |
| Total debt securities | $34,374,000 | 2,670 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $35,287,000 | 2,599 |
| U.S. Government securities | $1,947,000 | 4,339 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,947,000 | 4,208 |
| Securities issued by states & political subdivisions | $31,014,000 | 1,105 |
| 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 | $22,030,000 | 1,743 |
| Mortgage-backed securities | $1,947,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $1,840,000 | 3,294 |
| Issued or guaranteed by U.S. | $1,840,000 | 3,193 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $107,000 | 2,767 |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 2,713 |
| 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) | $1,900,000 | 1,161 |
| Available-for-sale securities (fair market value) | $31,061,000 | 2,611 |
| Total debt securities | $32,960,000 | 2,686 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $35,276,000 | 2,622 |
| U.S. Government securities | $2,128,000 | 4,401 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,128,000 | 4,248 |
| Securities issued by states & political subdivisions | $30,577,000 | 1,082 |
| 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 | $21,295,000 | 1,771 |
| Mortgage-backed securities | $2,128,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $2,013,000 | 3,213 |
| Issued or guaranteed by U.S. | $2,013,000 | 3,118 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $115,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 2,724 |
| 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) | $2,078,000 | 1,182 |
| Available-for-sale securities (fair market value) | $30,627,000 | 2,637 |
| Total debt securities | $32,705,000 | 2,712 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $24,312,000 | 3,162 |
| U.S. Government securities | $2,357,000 | 4,453 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,357,000 | 4,294 |
| Securities issued by states & political subdivisions | $19,380,000 | 1,562 |
| 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 | $11,963,000 | 2,452 |
| Mortgage-backed securities | $2,357,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $2,234,000 | 3,156 |
| Issued or guaranteed by U.S. | $2,234,000 | 3,056 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $123,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 2,735 |
| 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) | $2,302,000 | 1,208 |
| Available-for-sale securities (fair market value) | $19,435,000 | 3,210 |
| Total debt securities | $21,736,000 | 3,257 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $24,309,000 | 3,201 |
| U.S. Government securities | $2,591,000 | 4,473 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,591,000 | 4,317 |
| Securities issued by states & political subdivisions | $19,180,000 | 1,596 |
| 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 | $10,289,000 | 2,676 |
| Mortgage-backed securities | $2,591,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $2,458,000 | 3,112 |
| Issued or guaranteed by U.S. | $2,458,000 | 3,025 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $133,000 | 2,792 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 2,732 |
| 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) | $2,535,000 | 1,225 |
| Available-for-sale securities (fair market value) | $19,236,000 | 3,277 |
| Total debt securities | $21,771,000 | 3,323 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $18,818,000 | 3,595 |
| U.S. Government securities | $2,726,000 | 4,513 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,726,000 | 4,343 |
| Securities issued by states & political subdivisions | $13,291,000 | 2,098 |
| Other domestic debt securities | $298,000 | 1,834 |
| Privately issued residential mortgage-backed securities | $298,000 | 488 |
| 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 | $11,245,000 | 2,603 |
| Mortgage-backed securities | $3,024,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $2,882,000 | 3,053 |
| Issued or guaranteed by U.S. | $2,584,000 | 3,016 |
| Privately issued | $298,000 | 185 |
| Collaterized mortgage obligations | $142,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $142,000 | 2,741 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $2,668,000 | 1,227 |
| Available-for-sale securities (fair market value) | $13,647,000 | 3,683 |
| Total debt securities | $16,316,000 | 3,731 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $25,380,000 | 3,227 |
| U.S. Government securities | $4,168,000 | 4,320 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,168,000 | 4,159 |
| Securities issued by states & political subdivisions | $10,016,000 | 2,489 |
| Other domestic debt securities | $302,000 | 1,816 |
| Privately issued residential mortgage-backed securities | $302,000 | 464 |
| 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 | $10,894,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,462,000 | 2,795 |
| Mortgage-backed securities | $4,470,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | $4,315,000 | 2,757 |
| Issued or guaranteed by U.S. | $4,013,000 | 2,770 |
| Privately issued | $302,000 | 157 |
| Collaterized mortgage obligations | $155,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 2,747 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $2,764,000 | 1,251 |
| Available-for-sale securities (fair market value) | $22,616,000 | 3,136 |
| Total debt securities | $14,486,000 | 3,906 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $29,270,000 | 3,048 |
| U.S. Government securities | $4,398,000 | 4,340 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,398,000 | 4,195 |
| Securities issued by states & political subdivisions | $7,661,000 | 2,815 |
| Other domestic debt securities | $6,296,000 | 738 |
| Privately issued residential mortgage-backed securities | $316,000 | 408 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $5,980,000 | 555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $10,915,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,190,000 | 4,244 |
| Mortgage-backed securities | $4,714,000 | 3,234 |
| Certificates of participation in pools of residential mortgages | $4,540,000 | 2,758 |
| Issued or guaranteed by U.S. | $4,224,000 | 2,794 |
| Privately issued | $316,000 | 96 |
| Collaterized mortgage obligations | $174,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 2,741 |
| 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) | $2,986,000 | 1,258 |
| Available-for-sale securities (fair market value) | $26,284,000 | 2,948 |
| Total debt securities | $18,352,000 | 3,668 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $24,300,000 | 3,355 |
| U.S. Government securities | $4,675,000 | 4,342 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,675,000 | 4,190 |
| Securities issued by states & political subdivisions | $7,754,000 | 2,853 |
| Other domestic debt securities | $931,000 | 1,693 |
| Privately issued residential mortgage-backed securities | $322,000 | 654 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $609,000 | 1,284 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $10,940,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,191,000 | 4,292 |
| Mortgage-backed securities | $4,997,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $4,802,000 | 2,757 |
| Issued or guaranteed by U.S. | $4,480,000 | 2,672 |
| Privately issued | $322,000 | 343 |
| Collaterized mortgage obligations | $195,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $195,000 | 2,745 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $3,264,000 | 1,243 |
| Available-for-sale securities (fair market value) | $21,036,000 | 3,295 |
| Total debt securities | $13,360,000 | 4,082 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $23,043,000 | 3,475 |
| U.S. Government securities | $4,944,000 | 4,371 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,944,000 | 4,226 |
| Securities issued by states & political subdivisions | $6,245,000 | 3,107 |
| Other domestic debt securities | $1,007,000 | 1,456 |
| Privately issued residential mortgage-backed securities | $329,000 | 382 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $678,000 | 1,309 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $10,847,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $713,000 | 4,527 |
| Mortgage-backed securities | $5,273,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | $5,053,000 | 2,760 |
| Issued or guaranteed by U.S. | $4,724,000 | 2,816 |
| Privately issued | $329,000 | 42 |
| Collaterized mortgage obligations | $220,000 | 2,792 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 2,725 |
| 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) | $3,518,000 | 1,246 |
| Available-for-sale securities (fair market value) | $19,525,000 | 3,416 |
| Total debt securities | $12,192,000 | 4,240 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $27,776,000 | 3,243 |
| U.S. Government securities | $5,196,000 | 4,384 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,196,000 | 4,245 |
| Securities issued by states & political subdivisions | $7,172,000 | 3,036 |
| Other domestic debt securities | $876,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $339,000 | 381 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $537,000 | 1,361 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $14,532,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $780,000 | 4,574 |
| Mortgage-backed securities | $5,535,000 | 3,202 |
| Certificates of participation in pools of residential mortgages | $5,293,000 | 2,745 |
| Issued or guaranteed by U.S. | $4,954,000 | 2,806 |
| Privately issued | $339,000 | 38 |
| Collaterized mortgage obligations | $242,000 | 2,776 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 2,704 |
| 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) | $4,530,000 | 1,194 |
| Available-for-sale securities (fair market value) | $23,246,000 | 3,245 |
| Total debt securities | $13,245,000 | 4,214 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $28,167,000 | 3,247 |
| U.S. Government securities | $5,520,000 | 4,390 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,520,000 | 4,263 |
| Securities issued by states & political subdivisions | $7,129,000 | 3,085 |
| Other domestic debt securities | $951,000 | 1,555 |
| Privately issued residential mortgage-backed securities | $354,000 | 387 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $597,000 | 1,374 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $14,567,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $781,000 | 4,631 |
| Mortgage-backed securities | $5,874,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | $5,603,000 | 2,735 |
| Issued or guaranteed by U.S. | $5,249,000 | 2,800 |
| Privately issued | $354,000 | 42 |
| Collaterized mortgage obligations | $271,000 | 2,770 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 2,704 |
| 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) | $4,758,000 | 1,218 |
| Available-for-sale securities (fair market value) | $23,409,000 | 3,269 |
| Total debt securities | $13,601,000 | 4,241 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $28,543,000 | 3,282 |
| U.S. Government securities | $5,802,000 | 4,401 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,802,000 | 4,279 |
| Securities issued by states & political subdivisions | $7,119,000 | 3,124 |
| Other domestic debt securities | $782,000 | 1,628 |
| Privately issued residential mortgage-backed securities | $356,000 | 390 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $426,000 | 1,518 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $14,840,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $781,000 | 4,663 |
| Mortgage-backed securities | $6,158,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $5,858,000 | 2,741 |
| Issued or guaranteed by U.S. | $5,502,000 | 2,798 |
| Privately issued | $356,000 | 37 |
| Collaterized mortgage obligations | $300,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 2,709 |
| 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) | $5,007,000 | 1,220 |
| Available-for-sale securities (fair market value) | $23,536,000 | 3,300 |
| Total debt securities | $13,703,000 | 4,266 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $30,016,000 | 3,216 |
| U.S. Government securities | $6,045,000 | 4,420 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,045,000 | 4,287 |
| Securities issued by states & political subdivisions | $6,994,000 | 3,176 |
| Other domestic debt securities | $835,000 | 1,657 |
| Privately issued residential mortgage-backed securities | $358,000 | 420 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $477,000 | 1,541 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $16,142,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $781,000 | 4,719 |
| Mortgage-backed securities | $6,403,000 | 3,205 |
| Certificates of participation in pools of residential mortgages | $6,070,000 | 2,749 |
| Issued or guaranteed by U.S. | $5,712,000 | 2,809 |
| Privately issued | $358,000 | 39 |
| Collaterized mortgage obligations | $333,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $333,000 | 2,729 |
| 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) | $5,221,000 | 1,224 |
| Available-for-sale securities (fair market value) | $24,795,000 | 3,253 |
| Total debt securities | $13,874,000 | 4,299 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $24,677,000 | 3,551 |
| U.S. Government securities | $6,284,000 | 4,391 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,284,000 | 4,260 |
| Securities issued by states & political subdivisions | $1,586,000 | 4,270 |
| Other domestic debt securities | $890,000 | 1,653 |
| Privately issued residential mortgage-backed securities | $363,000 | 441 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $527,000 | 1,464 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $15,917,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $781,000 | 4,761 |
| Mortgage-backed securities | $6,647,000 | 3,171 |
| Certificates of participation in pools of residential mortgages | $6,281,000 | 2,743 |
| Issued or guaranteed by U.S. | $5,918,000 | 2,803 |
| Privately issued | $363,000 | 41 |
| Collaterized mortgage obligations | $366,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $366,000 | 2,705 |
| 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) | $5,447,000 | 1,219 |
| Available-for-sale securities (fair market value) | $19,230,000 | 3,606 |
| Total debt securities | $8,762,000 | 4,767 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $27,993,000 | 3,330 |
| U.S. Government securities | $6,584,000 | 4,358 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,584,000 | 4,239 |
| Securities issued by states & political subdivisions | $1,456,000 | 4,328 |
| Other domestic debt securities | $792,000 | 1,687 |
| Privately issued residential mortgage-backed securities | $366,000 | 442 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $426,000 | 1,575 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $19,161,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $782,000 | 4,834 |
| Mortgage-backed securities | $6,950,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | $6,545,000 | 2,714 |
| Issued or guaranteed by U.S. | $6,179,000 | 2,779 |
| Privately issued | $366,000 | 37 |
| Collaterized mortgage obligations | $405,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 2,716 |
| 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) | $5,715,000 | 1,209 |
| Available-for-sale securities (fair market value) | $22,278,000 | 3,404 |
| Total debt securities | $8,834,000 | 4,801 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $35,184,000 | 2,997 |
| U.S. Government securities | $6,921,000 | 4,400 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,921,000 | 4,268 |
| Securities issued by states & political subdivisions | $1,464,000 | 4,360 |
| Other domestic debt securities | $698,000 | 1,760 |
| Privately issued residential mortgage-backed securities | $359,000 | 465 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $339,000 | 1,618 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $26,101,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $782,000 | 4,914 |
| Mortgage-backed securities | $7,280,000 | 3,140 |
| Certificates of participation in pools of residential mortgages | $6,834,000 | 2,726 |
| Issued or guaranteed by U.S. | $6,475,000 | 2,785 |
| Privately issued | $359,000 | 42 |
| Collaterized mortgage obligations | $446,000 | 2,820 |
| CMOs issued by government agencies or sponsored agencies | $446,000 | 2,722 |
| 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) | $6,012,000 | 1,215 |
| Available-for-sale securities (fair market value) | $29,172,000 | 3,063 |
| Total debt securities | $9,084,000 | 4,827 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $34,654,000 | 3,077 |
| U.S. Government securities | $7,277,000 | 4,448 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,277,000 | 4,333 |
| Securities issued by states & political subdivisions | $1,463,000 | 4,386 |
| Other domestic debt securities | $640,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $419,000 | 446 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $221,000 | 1,694 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $25,274,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $782,000 | 4,969 |
| Mortgage-backed securities | $7,696,000 | 3,107 |
| Certificates of participation in pools of residential mortgages | $7,206,000 | 2,678 |
| Issued or guaranteed by U.S. | $6,787,000 | 2,741 |
| Privately issued | $419,000 | 37 |
| Collaterized mortgage obligations | $490,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 2,725 |
| 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) | $6,369,000 | 1,230 |
| Available-for-sale securities (fair market value) | $28,285,000 | 3,146 |
| Total debt securities | $9,379,000 | 4,867 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $34,740,000 | 3,109 |
| U.S. Government securities | $7,512,000 | 4,461 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,512,000 | 4,336 |
| Securities issued by states & political subdivisions | $1,464,000 | 4,429 |
| Other domestic debt securities | $684,000 | 1,772 |
| Privately issued residential mortgage-backed securities | $435,000 | 443 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $249,000 | 1,662 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $25,080,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $782,000 | 5,020 |
| Mortgage-backed securities | $7,947,000 | 3,091 |
| Certificates of participation in pools of residential mortgages | $7,414,000 | 2,664 |
| Issued or guaranteed by U.S. | $6,979,000 | 2,719 |
| Privately issued | $435,000 | 37 |
| Collaterized mortgage obligations | $533,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 2,727 |
| 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) | $6,604,000 | 1,227 |
| Available-for-sale securities (fair market value) | $28,136,000 | 3,186 |
| Total debt securities | $9,655,000 | 4,911 |
| 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 | $39,959,000 | 2,869 |
| U.S. Government securities | $7,870,000 | 4,498 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,870,000 | 4,384 |
| Securities issued by states & political subdivisions | $2,172,000 | 4,263 |
| Other domestic debt securities | $621,000 | 1,811 |
| Privately issued residential mortgage-backed securities | $447,000 | 455 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $174,000 | 1,729 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $29,296,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $522,000 | 5,170 |
| Mortgage-backed securities | $8,317,000 | 3,082 |
| Certificates of participation in pools of residential mortgages | $7,738,000 | 2,655 |
| Issued or guaranteed by U.S. | $7,291,000 | 2,713 |
| Privately issued | $447,000 | 38 |
| Collaterized mortgage obligations | $579,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 2,753 |
| 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) | $6,843,000 | 1,209 |
| Available-for-sale securities (fair market value) | $33,116,000 | 2,951 |
| Total debt securities | $10,663,000 | 4,899 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $40,177,000 | 2,906 |
| U.S. Government securities | $8,367,000 | 4,534 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,367,000 | 4,426 |
| Securities issued by states & political subdivisions | $3,549,000 | 3,939 |
| Other domestic debt securities | $531,000 | 1,857 |
| Privately issued residential mortgage-backed securities | $466,000 | 466 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $65,000 | 1,798 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $27,730,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $523,000 | 5,219 |
| Mortgage-backed securities | $8,833,000 | 3,091 |
| Certificates of participation in pools of residential mortgages | $8,191,000 | 2,664 |
| Issued or guaranteed by U.S. | $7,725,000 | 2,727 |
| Privately issued | $466,000 | 40 |
| Collaterized mortgage obligations | $642,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $642,000 | 2,769 |
| 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) | $7,338,000 | 1,202 |
| Available-for-sale securities (fair market value) | $32,839,000 | 3,028 |
| Total debt securities | $12,448,000 | 4,816 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $31,599,000 | 3,424 |
| U.S. Government securities | $8,985,000 | 4,536 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,985,000 | 4,416 |
| Securities issued by states & political subdivisions | $3,580,000 | 3,930 |
| Other domestic debt securities | $471,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $471,000 | 497 |
| 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 | $18,563,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $9,456,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $8,755,000 | 2,636 |
| Issued or guaranteed by U.S. | $8,284,000 | 2,687 |
| Privately issued | $471,000 | 42 |
| Collaterized mortgage obligations | $701,000 | 2,867 |
| CMOs issued by government agencies or sponsored agencies | $701,000 | 2,770 |
| 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) | $7,916,000 | 1,172 |
| Available-for-sale securities (fair market value) | $23,683,000 | 3,611 |
| Total debt securities | $13,036,000 | 4,825 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $30,372,000 | 3,536 |
| U.S. Government securities | $10,622,000 | 4,362 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,622,000 | 4,245 |
| Securities issued by states & political subdivisions | $18,203,000 | 1,959 |
| Other domestic debt securities | $533,000 | 1,932 |
| Privately issued residential mortgage-backed securities | $533,000 | 481 |
| 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 | $1,014,000 | 556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $11,155,000 | 2,926 |
| Certificates of participation in pools of residential mortgages | $10,406,000 | 2,469 |
| Issued or guaranteed by U.S. | $9,873,000 | 2,530 |
| Privately issued | $533,000 | 46 |
| Collaterized mortgage obligations | $749,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $749,000 | 2,798 |
| 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) | $8,466,000 | 1,157 |
| Available-for-sale securities (fair market value) | $21,906,000 | 3,790 |
| Total debt securities | $29,358,000 | 3,576 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $956,000 | 180 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $31,843,000 | 3,522 |
| U.S. Government securities | $12,078,000 | 4,275 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,078,000 | 4,168 |
| Securities issued by states & political subdivisions | $18,200,000 | 1,989 |
| Other domestic debt securities | $549,000 | 1,991 |
| Privately issued residential mortgage-backed securities | $549,000 | 509 |
| 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 | $1,016,000 | 561 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $12,627,000 | 2,844 |
| Certificates of participation in pools of residential mortgages | $11,828,000 | 2,378 |
| Issued or guaranteed by U.S. | $11,279,000 | 2,430 |
| Privately issued | $549,000 | 43 |
| Collaterized mortgage obligations | $799,000 | 2,922 |
| CMOs issued by government agencies or sponsored agencies | $799,000 | 2,812 |
| 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) | $8,824,000 | 1,149 |
| Available-for-sale securities (fair market value) | $23,019,000 | 3,783 |
| Total debt securities | $30,826,000 | 3,567 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $979,000 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $33,361,000 | 3,482 |
| U.S. Government securities | $12,645,000 | 4,273 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $12,645,000 | 4,166 |
| Securities issued by states & political subdivisions | $19,130,000 | 1,924 |
| Other domestic debt securities | $559,000 | 2,031 |
| Privately issued residential mortgage-backed securities | $559,000 | 510 |
| 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 | $1,027,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $13,204,000 | 2,821 |
| Certificates of participation in pools of residential mortgages | $12,345,000 | 2,363 |
| Issued or guaranteed by U.S. | $11,786,000 | 2,415 |
| Privately issued | $559,000 | 42 |
| Collaterized mortgage obligations | $859,000 | 2,927 |
| CMOs issued by government agencies or sponsored agencies | $859,000 | 2,828 |
| 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) | $9,259,000 | 1,141 |
| Available-for-sale securities (fair market value) | $24,102,000 | 3,743 |
| Total debt securities | $32,336,000 | 3,510 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $1,001,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $32,438,000 | 3,544 |
| U.S. Government securities | $13,427,000 | 4,209 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,427,000 | 4,110 |
| Securities issued by states & political subdivisions | $18,434,000 | 1,973 |
| Other domestic debt securities | $565,000 | 2,087 |
| Privately issued residential mortgage-backed securities | $565,000 | 529 |
| 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 | $12,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $346,000 | 5,617 |
| Mortgage-backed securities | $13,992,000 | 2,781 |
| Certificates of participation in pools of residential mortgages | $13,072,000 | 2,311 |
| Issued or guaranteed by U.S. | $12,507,000 | 2,367 |
| Privately issued | $565,000 | 44 |
| Collaterized mortgage obligations | $920,000 | 2,923 |
| CMOs issued by government agencies or sponsored agencies | $920,000 | 2,829 |
| 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) | $9,962,000 | 1,099 |
| Available-for-sale securities (fair market value) | $22,476,000 | 3,893 |
| Total debt securities | $32,427,000 | 3,515 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $1,020,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $32,377,000 | 3,549 |
| U.S. Government securities | $13,970,000 | 4,131 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,970,000 | 4,031 |
| Securities issued by states & political subdivisions | $17,843,000 | 2,016 |
| Other domestic debt securities | $552,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $552,000 | 562 |
| 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 | $12,000 | 1,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,000 | 5,693 |
| Mortgage-backed securities | $14,522,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $13,553,000 | 2,258 |
| Issued or guaranteed by U.S. | $13,001,000 | 2,312 |
| Privately issued | $552,000 | 48 |
| Collaterized mortgage obligations | $969,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $969,000 | 2,777 |
| 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) | $10,407,000 | 1,070 |
| Available-for-sale securities (fair market value) | $21,970,000 | 3,938 |
| Total debt securities | $32,364,000 | 3,518 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $1,041,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $33,203,000 | 3,511 |
| U.S. Government securities | $14,717,000 | 4,079 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,717,000 | 3,980 |
| Securities issued by states & political subdivisions | $17,947,000 | 2,018 |
| Other domestic debt securities | $527,000 | 2,218 |
| Privately issued residential mortgage-backed securities | $527,000 | 600 |
| 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 | $12,000 | 1,169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $478,000 | 5,704 |
| Mortgage-backed securities | $15,244,000 | 2,694 |
| Certificates of participation in pools of residential mortgages | $14,214,000 | 2,222 |
| Issued or guaranteed by U.S. | $13,687,000 | 2,266 |
| Privately issued | $527,000 | 49 |
| Collaterized mortgage obligations | $1,030,000 | 2,896 |
| CMOs issued by government agencies or sponsored agencies | $1,030,000 | 2,787 |
| 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) | $11,050,000 | 1,012 |
| Available-for-sale securities (fair market value) | $22,153,000 | 3,951 |
| Total debt securities | $33,190,000 | 3,480 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $1,063,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $34,112,000 | 3,432 |
| U.S. Government securities | $15,584,000 | 3,963 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,584,000 | 3,870 |
| Securities issued by states & political subdivisions | $18,021,000 | 2,015 |
| Other domestic debt securities | $495,000 | 2,364 |
| Privately issued residential mortgage-backed securities | $495,000 | 628 |
| 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 | $12,000 | 1,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $502,000 | 5,706 |
| Mortgage-backed securities | $16,079,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $14,965,000 | 2,141 |
| Issued or guaranteed by U.S. | $14,470,000 | 2,182 |
| Privately issued | $495,000 | 47 |
| Collaterized mortgage obligations | $1,114,000 | 2,890 |
| CMOs issued by government agencies or sponsored agencies | $1,114,000 | 2,774 |
| 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) | $11,677,000 | 938 |
| Available-for-sale securities (fair market value) | $22,435,000 | 3,938 |
| Total debt securities | $34,100,000 | 3,396 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $1,088,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $36,358,000 | 3,341 |
| U.S. Government securities | $16,717,000 | 3,872 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $16,717,000 | 3,777 |
| Securities issued by states & political subdivisions | $19,159,000 | 1,885 |
| Other domestic debt securities | $471,000 | 2,376 |
| Privately issued residential mortgage-backed securities | $471,000 | 672 |
| 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 | $11,000 | 1,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $528,000 | 5,755 |
| Mortgage-backed securities | $17,188,000 | 2,582 |
| Certificates of participation in pools of residential mortgages | $15,957,000 | 2,088 |
| Issued or guaranteed by U.S. | $15,493,000 | 2,127 |
| Privately issued | $464,000 | 49 |
| Collaterized mortgage obligations | $1,231,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $1,224,000 | 2,779 |
| Privately issued | $7,000 | 956 |
| 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) | $12,397,000 | 876 |
| Available-for-sale securities (fair market value) | $23,961,000 | 3,855 |
| Total debt securities | $36,347,000 | 3,307 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $1,110,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $37,505,000 | 3,220 |
| U.S. Government securities | $17,564,000 | 3,765 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $17,564,000 | 3,666 |
| Securities issued by states & political subdivisions | $19,316,000 | 1,849 |
| Other domestic debt securities | $615,000 | 2,218 |
| Privately issued residential mortgage-backed securities | $615,000 | 656 |
| 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 | $10,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $532,000 | 5,781 |
| Mortgage-backed securities | $18,179,000 | 2,520 |
| Certificates of participation in pools of residential mortgages | $16,679,000 | 2,017 |
| Issued or guaranteed by U.S. | $16,237,000 | 2,049 |
| Privately issued | $442,000 | 53 |
| Collaterized mortgage obligations | $1,500,000 | 2,831 |
| CMOs issued by government agencies or sponsored agencies | $1,327,000 | 2,790 |
| Privately issued | $173,000 | 832 |
| 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) | $13,154,000 | 842 |
| Available-for-sale securities (fair market value) | $24,351,000 | 3,773 |
| Total debt securities | $37,495,000 | 3,188 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $1,131,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $38,786,000 | 3,203 |
| U.S. Government securities | $18,491,000 | 3,730 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $18,491,000 | 3,651 |
| Securities issued by states & political subdivisions | $19,447,000 | 1,800 |
| Other domestic debt securities | $837,000 | 2,171 |
| Privately issued residential mortgage-backed securities | $837,000 | 647 |
| 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 | $11,000 | 1,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $559,000 | 5,853 |
| Mortgage-backed securities | $19,328,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | $17,526,000 | 2,042 |
| Issued or guaranteed by U.S. | $17,073,000 | 2,075 |
| Privately issued | $453,000 | 53 |
| Collaterized mortgage obligations | $1,802,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $1,418,000 | 2,838 |
| Privately issued | $384,000 | 756 |
| 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) | $13,958,000 | 827 |
| Available-for-sale securities (fair market value) | $24,828,000 | 3,770 |
| Total debt securities | $38,775,000 | 3,175 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $1,152,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $34,475,000 | 3,450 |
| U.S. Government securities | $18,190,000 | 3,826 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,190,000 | 3,749 |
| Securities issued by states & political subdivisions | $15,147,000 | 2,123 |
| Other domestic debt securities | $1,128,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $1,128,000 | 640 |
| 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 | $10,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $789,000 | 5,828 |
| Mortgage-backed securities | $19,318,000 | 2,590 |
| Certificates of participation in pools of residential mortgages | $17,172,000 | 2,096 |
| Issued or guaranteed by U.S. | $16,715,000 | 2,128 |
| Privately issued | $457,000 | 58 |
| Collaterized mortgage obligations | $2,146,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $1,475,000 | 2,824 |
| Privately issued | $671,000 | 720 |
| 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) | $15,190,000 | 789 |
| Available-for-sale securities (fair market value) | $19,285,000 | 4,279 |
| Total debt securities | $34,464,000 | 3,430 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $1,173,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $33,404,000 | 3,545 |
| U.S. Government securities | $19,339,000 | 3,785 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $19,339,000 | 3,700 |
| Securities issued by states & political subdivisions | $12,656,000 | 2,340 |
| Other domestic debt securities | $1,409,000 | 1,822 |
| Privately issued residential mortgage-backed securities | $1,409,000 | 627 |
| 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 | $770,000 | 5,865 |
| Mortgage-backed securities | $20,748,000 | 2,497 |
| Certificates of participation in pools of residential mortgages | $18,285,000 | 1,999 |
| Issued or guaranteed by U.S. | $17,807,000 | 2,037 |
| Privately issued | $478,000 | 59 |
| Collaterized mortgage obligations | $2,463,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $1,532,000 | 2,829 |
| Privately issued | $931,000 | 686 |
| 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) | $16,172,000 | 772 |
| Available-for-sale securities (fair market value) | $17,232,000 | 4,499 |
| Total debt securities | $33,403,000 | 3,519 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $1,194,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $27,231,000 | 3,904 |
| U.S. Government securities | $20,477,000 | 3,592 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,477,000 | 3,515 |
| Securities issued by states & political subdivisions | $4,922,000 | 3,614 |
| Other domestic debt securities | $3,047,000 | 1,323 |
| Privately issued residential mortgage-backed securities | $3,047,000 | 513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $1,215,000 | 13 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,524,000 | 2,235 |
| Certificates of participation in pools of residential mortgages | $20,477,000 | 1,751 |
| Issued or guaranteed by U.S. | $20,477,000 | 1,750 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,047,000 | 2,482 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $3,047,000 | 488 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,390,000 | 781 |
| Available-for-sale securities (fair market value) | $10,841,000 | 5,203 |
| Total debt securities | $28,446,000 | 3,777 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,215,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $23,430,000 | 4,158 |
| U.S. Government securities | $19,243,000 | 3,663 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,243,000 | 3,581 |
| Securities issued by states & political subdivisions | $820,000 | 5,045 |
| Other domestic debt securities | $4,603,000 | 1,087 |
| Privately issued residential mortgage-backed securities | $4,603,000 | 455 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $1,236,000 | 14 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,846,000 | 2,146 |
| Certificates of participation in pools of residential mortgages | $19,243,000 | 1,778 |
| Issued or guaranteed by U.S. | $19,243,000 | 1,774 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,603,000 | 2,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $4,603,000 | 433 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,508,000 | 690 |
| Available-for-sale securities (fair market value) | $3,922,000 | 6,147 |
| Total debt securities | $24,666,000 | 4,011 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,236,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $21,375,000 | 4,417 |
| U.S. Government securities | $16,964,000 | 4,021 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,964,000 | 3,922 |
| Securities issued by states & political subdivisions | $835,000 | 5,018 |
| Other domestic debt securities | $5,063,000 | 1,014 |
| Privately issued residential mortgage-backed securities | $5,063,000 | 447 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $1,487,000 | 13 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,027,000 | 2,228 |
| Certificates of participation in pools of residential mortgages | $16,964,000 | 1,898 |
| Issued or guaranteed by U.S. | $16,964,000 | 1,896 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,063,000 | 2,051 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $5,063,000 | 428 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,428,000 | 666 |
| Available-for-sale securities (fair market value) | $947,000 | 6,671 |
| Total debt securities | $22,862,000 | 4,230 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,487,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $24,001,000 | 4,122 |
| U.S. Government securities | $19,253,000 | 3,729 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,253,000 | 3,625 |
| Securities issued by states & political subdivisions | $835,000 | 5,029 |
| Other domestic debt securities | $5,423,000 | 1,009 |
| Privately issued residential mortgage-backed securities | $5,423,000 | 462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $1,510,000 | 10 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,676,000 | 2,041 |
| Certificates of participation in pools of residential mortgages | $19,253,000 | 1,678 |
| Issued or guaranteed by U.S. | $19,253,000 | 1,675 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,423,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $5,423,000 | 446 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,994,000 | 609 |
| Available-for-sale securities (fair market value) | $1,007,000 | 6,699 |
| Total debt securities | $25,511,000 | 3,956 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,510,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $22,066,000 | 4,177 |
| U.S. Government securities | $16,232,000 | 3,906 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,232,000 | 3,790 |
| Securities issued by states & political subdivisions | $845,000 | 5,044 |
| Other domestic debt securities | $6,521,000 | 978 |
| Privately issued residential mortgage-backed securities | $6,521,000 | 461 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $1,532,000 | 10 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,753,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | $16,232,000 | 1,827 |
| Issued or guaranteed by U.S. | $16,232,000 | 1,823 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,521,000 | 1,797 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $6,521,000 | 441 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,560,000 | 627 |
| Available-for-sale securities (fair market value) | $506,000 | 6,821 |
| Total debt securities | $23,598,000 | 4,000 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,532,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $21,401,000 | 4,199 |
| U.S. Government securities | $14,265,000 | 4,142 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,265,000 | 4,028 |
| Securities issued by states & political subdivisions | $846,000 | 4,977 |
| Other domestic debt securities | $7,846,000 | 903 |
| Privately issued residential mortgage-backed securities | $7,846,000 | 449 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $1,556,000 | 11 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,111,000 | 2,080 |
| Certificates of participation in pools of residential mortgages | $14,265,000 | 1,941 |
| Issued or guaranteed by U.S. | $14,265,000 | 1,935 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,846,000 | 1,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $7,846,000 | 431 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,833,000 | 677 |
| Available-for-sale securities (fair market value) | $568,000 | 6,868 |
| Total debt securities | $22,957,000 | 4,009 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,556,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $23,088,000 | 4,059 |
| U.S. Government securities | $15,032,000 | 4,102 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,032,000 | 3,991 |
| Securities issued by states & political subdivisions | $851,000 | 4,948 |
| Other domestic debt securities | $8,776,000 | 844 |
| Privately issued residential mortgage-backed securities | $8,776,000 | 461 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $1,571,000 | 11 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,808,000 | 1,968 |
| Certificates of participation in pools of residential mortgages | $15,032,000 | 1,889 |
| Issued or guaranteed by U.S. | $15,032,000 | 1,882 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $8,776,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $8,776,000 | 446 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,426,000 | 639 |
| Available-for-sale securities (fair market value) | $662,000 | 6,918 |
| Total debt securities | $24,659,000 | 3,878 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,571,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $23,109,000 | 4,095 |
| U.S. Government securities | $15,278,000 | 4,105 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,278,000 | 4,006 |
| Securities issued by states & political subdivisions | $851,000 | 4,954 |
| Other domestic debt securities | $8,583,000 | 886 |
| Privately issued residential mortgage-backed securities | $8,583,000 | 493 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $1,603,000 | 14 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,861,000 | 2,022 |
| Certificates of participation in pools of residential mortgages | $15,278,000 | 1,966 |
| Issued or guaranteed by U.S. | $15,278,000 | 1,962 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,583,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $8,583,000 | 474 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,378,000 | 645 |
| Available-for-sale securities (fair market value) | $731,000 | 6,980 |
| Total debt securities | $24,712,000 | 3,912 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,603,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $18,505,000 | 4,568 |
| U.S. Government securities | $9,565,000 | 5,063 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,565,000 | 4,965 |
| Securities issued by states & political subdivisions | $856,000 | 4,982 |
| Other domestic debt securities | $9,707,000 | 869 |
| Privately issued residential mortgage-backed securities | $9,707,000 | 495 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $1,623,000 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,272,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $9,565,000 | 2,641 |
| Issued or guaranteed by U.S. | $9,565,000 | 2,633 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $9,707,000 | 1,388 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $9,707,000 | 477 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,690,000 | 785 |
| Available-for-sale securities (fair market value) | $815,000 | 7,002 |
| Total debt securities | $20,128,000 | 4,350 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,623,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $10,171,000 | 5,802 |
| U.S. Government securities | $5,805,000 | 5,941 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,805,000 | 5,850 |
| Securities issued by states & political subdivisions | $857,000 | 5,023 |
| Other domestic debt securities | $5,164,000 | 1,279 |
| Privately issued residential mortgage-backed securities | $5,164,000 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $1,655,000 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,969,000 | 3,195 |
| Certificates of participation in pools of residential mortgages | $5,805,000 | 3,407 |
| Issued or guaranteed by U.S. | $5,805,000 | 3,395 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,164,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $5,164,000 | 659 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,271,000 | 1,175 |
| Available-for-sale securities (fair market value) | $900,000 | 7,061 |
| Total debt securities | $11,826,000 | 5,468 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,655,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $11,051,000 | 5,638 |
| U.S. Government securities | $5,993,000 | 5,896 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,993,000 | 5,812 |
| Securities issued by states & political subdivisions | $862,000 | 5,030 |
| Other domestic debt securities | $5,869,000 | 1,224 |
| Privately issued residential mortgage-backed securities | $5,869,000 | 659 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $184,000 | 1,159 |
| Assets held in trading accounts for TFR Reporters | $1,857,000 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,862,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $5,993,000 | 3,426 |
| Issued or guaranteed by U.S. | $5,993,000 | 3,413 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,869,000 | 1,712 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $5,869,000 | 636 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,085,000 | 1,141 |
| Available-for-sale securities (fair market value) | $966,000 | 7,095 |
| Total debt securities | $12,724,000 | 5,326 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,857,000 | 163 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $14,200,000 | 5,204 |
| U.S. Government securities | $6,272,000 | 5,946 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,272,000 | 5,865 |
| Securities issued by states & political subdivisions | $2,862,000 | 3,864 |
| Other domestic debt securities | $6,764,000 | 1,083 |
| Privately issued residential mortgage-backed securities | $6,764,000 | 633 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $433,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | $2,131,000 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,036,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $6,272,000 | 3,460 |
| Issued or guaranteed by U.S. | $6,272,000 | 3,449 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,764,000 | 1,636 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $6,764,000 | 606 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,127,000 | 987 |
| Available-for-sale securities (fair market value) | $1,073,000 | 7,106 |
| Total debt securities | $15,898,000 | 4,908 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,131,000 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $14,111,000 | 5,254 |
| U.S. Government securities | $6,535,000 | 5,974 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,535,000 | 5,890 |
| Securities issued by states & political subdivisions | $2,077,000 | 4,167 |
| Other domestic debt securities | $7,269,000 | 1,007 |
| Privately issued residential mortgage-backed securities | $7,269,000 | 590 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $703,000 | 845 |
| Assets held in trading accounts for TFR Reporters | $2,473,000 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,804,000 | 2,886 |
| Certificates of participation in pools of residential mortgages | $6,535,000 | 3,366 |
| Issued or guaranteed by U.S. | $6,535,000 | 3,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,269,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $7,269,000 | 564 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,918,000 | 1,042 |
| Available-for-sale securities (fair market value) | $2,193,000 | 6,945 |
| Total debt securities | $15,881,000 | 4,945 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,473,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $14,697,000 | 5,114 |
| U.S. Government securities | $6,713,000 | 5,908 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,713,000 | 5,821 |
| Securities issued by states & political subdivisions | $2,077,000 | 4,158 |
| Other domestic debt securities | $8,013,000 | 927 |
| Privately issued residential mortgage-backed securities | $8,013,000 | 569 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,050,000 | 726 |
| Assets held in trading accounts for TFR Reporters | $3,156,000 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,726,000 | 2,712 |
| Certificates of participation in pools of residential mortgages | $6,713,000 | 3,229 |
| Issued or guaranteed by U.S. | $6,713,000 | 3,218 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,013,000 | 1,404 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $8,013,000 | 543 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,518,000 | 962 |
| Available-for-sale securities (fair market value) | $1,179,000 | 7,167 |
| Total debt securities | $16,803,000 | 4,769 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,156,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $15,179,000 | 5,101 |
| U.S. Government securities | $7,007,000 | 5,860 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,007,000 | 5,776 |
| Securities issued by states & political subdivisions | $2,082,000 | 4,197 |
| Other domestic debt securities | $8,649,000 | 932 |
| Privately issued residential mortgage-backed securities | $8,649,000 | 546 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,417,000 | 892 |
| Assets held in trading accounts for TFR Reporters | $3,976,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,656,000 | 2,603 |
| Certificates of participation in pools of residential mortgages | $7,007,000 | 3,151 |
| Issued or guaranteed by U.S. | $7,007,000 | 3,137 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,649,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $8,649,000 | 517 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,994,000 | 934 |
| Available-for-sale securities (fair market value) | $1,185,000 | 7,227 |
| Total debt securities | $17,738,000 | 4,681 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,976,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $14,025,000 | 5,241 |
| U.S. Government securities | $7,262,000 | 5,813 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,262,000 | 5,726 |
| Securities issued by states & political subdivisions | $82,000 | 5,858 |
| Other domestic debt securities | $9,715,000 | 854 |
| Privately issued residential mortgage-backed securities | $9,715,000 | 492 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,769,000 | 856 |
| Assets held in trading accounts for TFR Reporters | $4,803,000 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,977,000 | 2,408 |
| Certificates of participation in pools of residential mortgages | $7,262,000 | 2,992 |
| Issued or guaranteed by U.S. | $7,262,000 | 2,980 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,715,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $9,715,000 | 466 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,739,000 | 1,004 |
| Available-for-sale securities (fair market value) | $1,286,000 | 7,246 |
| Total debt securities | $17,059,000 | 4,754 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,803,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $14,792,000 | 5,188 |
| U.S. Government securities | $7,688,000 | 5,826 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,688,000 | 5,714 |
| Securities issued by states & political subdivisions | $92,000 | 5,889 |
| Other domestic debt securities | $10,702,000 | 767 |
| Privately issued residential mortgage-backed securities | $10,702,000 | 433 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,767,000 | 813 |
| Assets held in trading accounts for TFR Reporters | $5,457,000 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,390,000 | 2,027 |
| Certificates of participation in pools of residential mortgages | $7,688,000 | 2,636 |
| Issued or guaranteed by U.S. | $7,688,000 | 2,623 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,702,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $10,702,000 | 408 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,501,000 | 1,014 |
| Available-for-sale securities (fair market value) | $1,291,000 | 7,285 |
| Total debt securities | $18,482,000 | 4,610 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,457,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $15,520,000 | 5,095 |
| U.S. Government securities | $7,871,000 | 5,873 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,871,000 | 5,767 |
| Securities issued by states & political subdivisions | $92,000 | 5,927 |
| Other domestic debt securities | $11,562,000 | 683 |
| Privately issued residential mortgage-backed securities | $11,562,000 | 391 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,742,000 | 807 |
| Assets held in trading accounts for TFR Reporters | $5,747,000 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,433,000 | 1,842 |
| Certificates of participation in pools of residential mortgages | $7,871,000 | 2,438 |
| Issued or guaranteed by U.S. | $7,871,000 | 2,427 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,562,000 | 1,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $11,562,000 | 367 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,218,000 | 1,014 |
| Available-for-sale securities (fair market value) | $1,302,000 | 7,301 |
| Total debt securities | $19,525,000 | 4,497 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,747,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $12,512,000 | 5,637 |
| U.S. Government securities | $10,291,000 | 5,329 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,291,000 | 5,219 |
| Securities issued by states & political subdivisions | $102,000 | 5,943 |
| Other domestic debt securities | $4,115,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $4,115,000 | 598 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,721,000 | 812 |
| Assets held in trading accounts for TFR Reporters | $3,717,000 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,406,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $10,291,000 | 2,035 |
| Issued or guaranteed by U.S. | $10,291,000 | 2,028 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,115,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $4,115,000 | 566 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,512,000 | 1,115 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $14,508,000 | 5,245 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,717,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $3,674,000 | 7,537 |
| U.S. Government securities | $40,712,000 | 2,072 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,712,000 | 2,013 |
| Securities issued by states & political subdivisions | $146,000 | 5,946 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,708,000 | 840 |
| Assets held in trading accounts for TFR Reporters | $38,892,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,251,000 | 1,106 |
| Certificates of participation in pools of residential mortgages | $38,251,000 | 800 |
| Issued or guaranteed by U.S. | $38,251,000 | 790 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,674,000 | 2,026 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $40,858,000 | 2,693 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $38,892,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $44,766,000 | 2,558 |
| U.S. Government securities | $42,931,000 | 2,002 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,931,000 | 1,939 |
| Securities issued by states & political subdivisions | $151,000 | 5,979 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,684,000 | 862 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,431,000 | 1,094 |
| Certificates of participation in pools of residential mortgages | $40,431,000 | 785 |
| Issued or guaranteed by U.S. | $40,431,000 | 775 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,718,000 | 739 |
| Available-for-sale securities (fair market value) | $21,048,000 | 3,849 |
| Total debt securities | $43,082,000 | 2,606 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $47,240,000 | 2,458 |
| U.S. Government securities | $45,423,000 | 1,928 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,423,000 | 1,866 |
| Securities issued by states & political subdivisions | $151,000 | 6,044 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,666,000 | 871 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,923,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | $42,923,000 | 766 |
| Issued or guaranteed by U.S. | $42,923,000 | 754 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,444,000 | 752 |
| Available-for-sale securities (fair market value) | $22,796,000 | 3,676 |
| Total debt securities | $45,574,000 | 2,495 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $49,791,000 | 2,341 |
| U.S. Government securities | $47,996,000 | 1,846 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $47,996,000 | 1,787 |
| Securities issued by states & political subdivisions | $156,000 | 6,071 |
| 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 | $1,639,000 | 871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,000 | 6,883 |
| Mortgage-backed securities | $45,496,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | $45,496,000 | 736 |
| Issued or guaranteed by U.S. | $45,496,000 | 727 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,339,000 | 730 |
| Available-for-sale securities (fair market value) | $24,452,000 | 3,503 |
| Total debt securities | $48,152,000 | 2,368 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,120 |
| Fair value | $991,000 | 2,150 |
| 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 | $52,114,000 | 2,273 |
| U.S. Government securities | $50,295,000 | 1,800 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $50,295,000 | 1,741 |
| Securities issued by states & political subdivisions | $195,000 | 6,030 |
| 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 | $1,624,000 | 893 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,000 | 6,904 |
| Mortgage-backed securities | $47,795,000 | 985 |
| Certificates of participation in pools of residential mortgages | $47,795,000 | 715 |
| Issued or guaranteed by U.S. | $47,795,000 | 704 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,103,000 | 728 |
| Available-for-sale securities (fair market value) | $26,011,000 | 3,417 |
| Total debt securities | $50,490,000 | 2,298 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $975,000 | 2,307 |
| 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 | $56,103,000 | 2,147 |
| U.S. Government securities | $53,255,000 | 1,717 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $53,255,000 | 1,656 |
| Securities issued by states & political subdivisions | $200,000 | 6,046 |
| 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 | $2,648,000 | 713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,000 | 6,937 |
| Mortgage-backed securities | $50,755,000 | 932 |
| Certificates of participation in pools of residential mortgages | $50,755,000 | 688 |
| Issued or guaranteed by U.S. | $50,755,000 | 680 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,311,000 | 725 |
| Available-for-sale securities (fair market value) | $28,792,000 | 3,172 |
| Total debt securities | $53,455,000 | 2,185 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $983,000 | 2,256 |
| 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 | $59,155,000 | 2,028 |
| U.S. Government securities | $56,282,000 | 1,586 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $56,282,000 | 1,527 |
| Securities issued by states & political subdivisions | $200,000 | 6,092 |
| 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 | $2,673,000 | 729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,000 | 6,983 |
| Mortgage-backed securities | $54,282,000 | 882 |
| Certificates of participation in pools of residential mortgages | $54,282,000 | 659 |
| Issued or guaranteed by U.S. | $54,282,000 | 651 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,800,000 | 723 |
| Available-for-sale securities (fair market value) | $31,355,000 | 2,956 |
| Total debt securities | $56,482,000 | 2,046 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $986,000 | 2,248 |
| 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 | $63,152,000 | 1,909 |
| U.S. Government securities | $60,291,000 | 1,511 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $60,291,000 | 1,450 |
| Securities issued by states & political subdivisions | $200,000 | 6,100 |
| 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 | $2,661,000 | 743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,000 | 6,997 |
| Mortgage-backed securities | $58,291,000 | 853 |
| Certificates of participation in pools of residential mortgages | $58,291,000 | 626 |
| Issued or guaranteed by U.S. | $58,291,000 | 619 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,098,000 | 707 |
| Available-for-sale securities (fair market value) | $34,054,000 | 2,798 |
| Total debt securities | $60,491,000 | 1,940 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $995,000 | 2,144 |
| 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 | $64,193,000 | 1,918 |
| U.S. Government securities | $61,284,000 | 1,504 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $61,284,000 | 1,443 |
| Securities issued by states & political subdivisions | $242,000 | 6,036 |
| 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 | $2,667,000 | 761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,000 | 7,015 |
| Mortgage-backed securities | $59,284,000 | 874 |
| Certificates of participation in pools of residential mortgages | $59,284,000 | 635 |
| Issued or guaranteed by U.S. | $59,284,000 | 629 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,618,000 | 743 |
| Available-for-sale securities (fair market value) | $35,575,000 | 2,715 |
| Total debt securities | $61,526,000 | 1,953 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $979,000 | 2,231 |
| 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 | $66,988,000 | 1,863 |
| U.S. Government securities | $63,286,000 | 1,476 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $63,286,000 | 1,416 |
| Securities issued by states & political subdivisions | $248,000 | 6,066 |
| Other domestic debt securities | $750,000 | 2,515 |
| 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 | $750,000 | 2,104 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,704,000 | 786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,000 | 7,031 |
| Mortgage-backed securities | $61,286,000 | 878 |
| Certificates of participation in pools of residential mortgages | $61,286,000 | 645 |
| Issued or guaranteed by U.S. | $61,286,000 | 641 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,163,000 | 728 |
| Available-for-sale securities (fair market value) | $37,825,000 | 2,612 |
| Total debt securities | $64,284,000 | 1,886 |
| 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 | $57,153,000 | 2,153 |
| U.S. Government securities | $53,508,000 | 1,723 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $53,508,000 | 1,663 |
| Securities issued by states & political subdivisions | $258,000 | 6,095 |
| Other domestic debt securities | $751,000 | 2,545 |
| 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 | $751,000 | 2,156 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,636,000 | 816 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $525,000 | 6,819 |
| Mortgage-backed securities | $51,508,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $51,508,000 | 728 |
| Issued or guaranteed by U.S. | $51,508,000 | 724 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,536,000 | 875 |
| Available-for-sale securities (fair market value) | $34,617,000 | 2,783 |
| Total debt securities | $54,517,000 | 2,190 |
| 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 | $56,829,000 | 2,176 |
| U.S. Government securities | $53,127,000 | 1,750 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $53,127,000 | 1,695 |
| Securities issued by states & political subdivisions | $263,000 | 6,123 |
| Other domestic debt securities | $751,000 | 2,651 |
| 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 | $751,000 | 2,266 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,688,000 | 844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $540,000 | 6,840 |
| Mortgage-backed securities | $51,127,000 | 1,019 |
| Certificates of participation in pools of residential mortgages | $51,127,000 | 741 |
| Issued or guaranteed by U.S. | $51,127,000 | 737 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,574,000 | 907 |
| Available-for-sale securities (fair market value) | $35,255,000 | 2,801 |
| Total debt securities | $54,141,000 | 2,220 |
| 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 | $54,666,000 | 2,262 |
| U.S. Government securities | $51,496,000 | 1,791 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,496,000 | 1,731 |
| Securities issued by states & political subdivisions | $264,000 | 6,120 |
| Other domestic debt securities | $1,309,000 | 2,312 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,309,000 | 1,941 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,597,000 | 1,126 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,496,000 | 1,077 |
| Certificates of participation in pools of residential mortgages | $49,496,000 | 775 |
| Issued or guaranteed by U.S. | $49,496,000 | 768 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,029,000 | 804 |
| Available-for-sale securities (fair market value) | $29,637,000 | 3,195 |
| Total debt securities | $53,069,000 | 2,257 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $36,894,000 | 3,179 |
| U.S. Government securities | $25,108,000 | 3,330 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,108,000 | 3,214 |
| Securities issued by states & political subdivisions | $274,000 | 6,177 |
| Other domestic debt securities | $9,915,000 | 847 |
| Privately issued residential mortgage-backed securities | $8,607,000 | 302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,308,000 | 2,054 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,597,000 | 1,118 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,715,000 | 1,478 |
| Certificates of participation in pools of residential mortgages | $31,715,000 | 1,112 |
| Issued or guaranteed by U.S. | $23,108,000 | 1,379 |
| Privately issued | $8,607,000 | 61 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,293,000 | 821 |
| Available-for-sale securities (fair market value) | $12,601,000 | 5,344 |
| Total debt securities | $35,297,000 | 3,234 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $25,138,000 | 4,129 |
| U.S. Government securities | $17,902,000 | 4,089 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,902,000 | 3,930 |
| Securities issued by states & political subdivisions | $284,000 | 6,201 |
| Other domestic debt securities | $5,355,000 | 1,289 |
| Privately issued residential mortgage-backed securities | $4,049,000 | 422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,306,000 | 2,161 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,597,000 | 1,174 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,951,000 | 2,012 |
| Certificates of participation in pools of residential mortgages | $19,951,000 | 1,525 |
| Issued or guaranteed by U.S. | $15,902,000 | 1,806 |
| Privately issued | $4,049,000 | 75 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,541,000 | 822 |
| Available-for-sale securities (fair market value) | $1,597,000 | 7,855 |
| Total debt securities | $23,541,000 | 4,228 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $25,013,000 | 4,044 |
| U.S. Government securities | $17,127,000 | 4,101 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,127,000 | 3,949 |
| Securities issued by states & political subdivisions | $284,000 | 6,201 |
| Other domestic debt securities | $5,995,000 | 1,247 |
| Privately issued residential mortgage-backed securities | $4,691,000 | 408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,304,000 | 2,216 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,607,000 | 1,190 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,818,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | $19,818,000 | 1,542 |
| Issued or guaranteed by U.S. | $15,127,000 | 1,828 |
| Privately issued | $4,691,000 | 75 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,406,000 | 793 |
| Available-for-sale securities (fair market value) | $1,607,000 | 7,870 |
| Total debt securities | $23,406,000 | 4,142 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $24,179,000 | 4,126 |
| U.S. Government securities | $17,341,000 | 4,086 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,341,000 | 3,922 |
| Securities issued by states & political subdivisions | $457,000 | 5,866 |
| Other domestic debt securities | $4,774,000 | 1,443 |
| Privately issued residential mortgage-backed securities | $3,026,000 | 481 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,748,000 | 2,016 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,607,000 | 1,176 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,367,000 | 2,063 |
| Certificates of participation in pools of residential mortgages | $19,367,000 | 1,529 |
| Issued or guaranteed by U.S. | $16,341,000 | 1,720 |
| Privately issued | $3,026,000 | 94 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,572,000 | 834 |
| Available-for-sale securities (fair market value) | $1,607,000 | 7,899 |
| Total debt securities | $22,572,000 | 4,232 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $23,845,000 | 4,137 |
| U.S. Government securities | $16,726,000 | 4,162 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,726,000 | 3,993 |
| Securities issued by states & political subdivisions | $457,000 | 5,886 |
| Other domestic debt securities | $5,054,000 | 1,378 |
| Privately issued residential mortgage-backed securities | $3,308,000 | 457 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,746,000 | 2,033 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,608,000 | 1,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,034,000 | 2,131 |
| Certificates of participation in pools of residential mortgages | $18,034,000 | 1,579 |
| Issued or guaranteed by U.S. | $14,726,000 | 1,808 |
| Privately issued | $3,308,000 | 86 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,237,000 | 848 |
| Available-for-sale securities (fair market value) | $1,608,000 | 7,932 |
| Total debt securities | $22,237,000 | 4,256 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $27,587,000 | 3,579 |
| U.S. Government securities | $20,132,000 | 3,497 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,132,000 | 3,333 |
| Securities issued by states & political subdivisions | $494,000 | 5,959 |
| Other domestic debt securities | $5,255,000 | 1,377 |
| Privately issued residential mortgage-backed securities | $1,023,000 | 789 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,232,000 | 1,270 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,706,000 | 1,106 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,155,000 | 1,766 |
| Certificates of participation in pools of residential mortgages | $16,530,000 | 1,506 |
| Issued or guaranteed by U.S. | $15,507,000 | 1,570 |
| Privately issued | $1,023,000 | 134 |
| Collaterized mortgage obligations | $4,625,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $4,625,000 | 1,825 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,962,000 | 830 |
| Available-for-sale securities (fair market value) | $4,625,000 | 7,086 |
| Total debt securities | $25,881,000 | 3,660 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $44,373,000 | 2,435 |
| U.S. Government securities | $21,792,000 | 3,416 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,792,000 | 3,165 |
| Securities issued by states & political subdivisions | $505,000 | 6,065 |
| Other domestic debt securities | $16,082,000 | 610 |
| Privately issued residential mortgage-backed securities | $1,864,000 | 594 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,218,000 | 529 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,994,000 | 751 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,656,000 | 1,499 |
| Certificates of participation in pools of residential mortgages | $13,699,000 | 1,419 |
| Issued or guaranteed by U.S. | $11,835,000 | 1,544 |
| Privately issued | $1,864,000 | 118 |
| Collaterized mortgage obligations | $5,957,000 | 1,373 |
| CMOs issued by government agencies or sponsored agencies | $5,957,000 | 1,256 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,379,000 | 661 |
| Available-for-sale securities (fair market value) | $5,994,000 | 6,914 |
| Total debt securities | $38,379,000 | 2,693 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $42,816,000 | 2,631 |
| U.S. Government securities | $12,633,000 | 5,348 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $12,633,000 | 4,839 |
| Securities issued by states & political subdivisions | $516,000 | 6,362 |
| Other domestic debt securities | $21,892,000 | 521 |
| 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 | $21,892,000 | 399 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,775,000 | 601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,171,000 | 7,007 |
| Mortgage-backed securities | $8,633,000 | 2,753 |
| Certificates of participation in pools of residential mortgages | $8,633,000 | 2,060 |
| Issued or guaranteed by U.S. | $8,633,000 | 2,050 |
| 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) | $35,041,000 | 765 |
| Available-for-sale securities (fair market value) | $7,775,000 | 6,512 |
| Total debt securities | $35,041,000 | 3,055 |
| 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 | $44,712,000 | 2,567 |
| U.S. Government securities | $12,917,000 | 5,269 |
| U.S. Treasury securities | $1,070,000 | 4,830 |
| U.S. Government agency obligations | $11,847,000 | 4,774 |
| Securities issued by states & political subdivisions | $557,000 | 6,464 |
| Other domestic debt securities | $23,889,000 | 443 |
| 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 | $23,889,000 | 315 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,349,000 | 638 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,458,000 | 6,653 |
| Mortgage-backed securities | $7,594,000 | 3,144 |
| Certificates of participation in pools of residential mortgages | $7,594,000 | 2,359 |
| Issued or guaranteed by U.S. | $7,594,000 | 2,343 |
| 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) | $36,293,000 | 801 |
| Available-for-sale securities (fair market value) | $8,419,000 | 6,232 |
| Total debt securities | $37,363,000 | 2,927 |
| 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 | $43,649,000 | 2,602 |
| U.S. Government securities | $13,507,000 | 5,394 |
| U.S. Treasury securities | $2,074,000 | 5,005 |
| U.S. Government agency obligations | $11,433,000 | 4,807 |
| Securities issued by states & political subdivisions | $835,000 | 6,111 |
| Other domestic debt securities | $23,018,000 | 331 |
| 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 | $23,018,000 | 210 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,289,000 | 661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,009,000 | 6,450 |
| Mortgage-backed securities | $6,933,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | $6,933,000 | 2,435 |
| Issued or guaranteed by U.S. | $6,933,000 | 2,421 |
| 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) | $35,286,000 | 993 |
| Available-for-sale securities (fair market value) | $8,363,000 | 6,246 |
| Total debt securities | $37,360,000 | 2,931 |
| 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 | $34,652,000 | 3,496 |
| U.S. Government securities | $6,898,000 | 8,299 |
| U.S. Treasury securities | $1,301,000 | 6,782 |
| U.S. Government agency obligations | $5,597,000 | 7,318 |
| Securities issued by states & political subdivisions | $882,000 | 6,296 |
| Other domestic debt securities | $24,011,000 | 323 |
| 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 | $24,011,000 | 182 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,861,000 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,314,000 | 6,435 |
| Mortgage-backed securities | $2,597,000 | 5,471 |
| Certificates of participation in pools of residential mortgages | $2,597,000 | 4,333 |
| Issued or guaranteed by U.S. | $2,597,000 | 4,311 |
| 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) | $30,490,000 | 1,332 |
| Available-for-sale securities (fair market value) | $4,162,000 | 8,138 |
| Total debt securities | $31,788,000 | 3,651 |
| 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 | $32,061,000 | 3,868 |
| U.S. Government securities | $6,597,000 | 8,806 |
| U.S. Treasury securities | $2,558,000 | 6,434 |
| U.S. Government agency obligations | $4,039,000 | 8,302 |
| Securities issued by states & political subdivisions | $1,120,000 | 6,133 |
| Other domestic debt securities | $21,956,000 | 419 |
| 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 | $21,956,000 | 260 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,388,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,819,000 | 6,122 |
| Mortgage-backed securities | $2,060,000 | 6,202 |
| Certificates of participation in pools of residential mortgages | $2,060,000 | 4,852 |
| Issued or guaranteed by U.S. | $2,060,000 | 4,821 |
| 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) | $27,115,000 | 1,540 |
| Available-for-sale securities (fair market value) | $4,946,000 | 8,066 |
| Total debt securities | $29,678,000 | 4,003 |
| 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 | $33,101,000 | 3,929 |
| U.S. Government securities | $8,838,000 | 8,281 |
| U.S. Treasury securities | $6,204,000 | 4,830 |
| U.S. Government agency obligations | $2,634,000 | 9,417 |
| Securities issued by states & political subdivisions | $1,331,000 | 6,090 |
| Other domestic debt securities | $21,062,000 | 445 |
| 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 | $21,062,000 | 290 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,870,000 | 1,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,348,000 | 5,790 |
| Mortgage-backed securities | $2,433,000 | 6,280 |
| Certificates of participation in pools of residential mortgages | $2,433,000 | 4,805 |
| Issued or guaranteed by U.S. | $2,433,000 | 4,777 |
| 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) | $25,027,000 | 2,866 |
| Available-for-sale securities (fair market value) | $8,074,000 | 5,410 |
| Total debt securities | $31,347,000 | 4,040 |
| 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 | $33,871,000 | 4,044 |
| U.S. Government securities | $12,017,000 | 7,225 |
| U.S. Treasury securities | $8,838,000 | 3,883 |
| U.S. Government agency obligations | $3,179,000 | 9,235 |
| Securities issued by states & political subdivisions | $1,003,000 | 6,794 |
| Other domestic debt securities | $18,794,000 | 568 |
| 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 | $18,794,000 | 384 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,057,000 | 1,377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,455,000 | 5,637 |
| Mortgage-backed securities | $2,973,000 | 6,454 |
| Certificates of participation in pools of residential mortgages | $2,973,000 | 4,905 |
| Issued or guaranteed by U.S. | $2,973,000 | 4,868 |
| 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 | $31,814,000 | 4,167 |
| 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 | $34,878,000 | 3,909 |
| U.S. Government securities | $10,260,000 | 7,935 |
| U.S. Treasury securities | $6,416,000 | 4,916 |
| U.S. Government agency obligations | $3,844,000 | 8,840 |
| Securities issued by states & political subdivisions | $2,744,000 | 4,284 |
| Other domestic debt securities | $19,851,000 | 631 |
| Privately issued residential mortgage-backed securities | $84,000 | 3,596 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,767,000 | 421 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,023,000 | 1,252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,732,000 | 4,124 |
| Mortgage-backed securities | $3,717,000 | 6,220 |
| Certificates of participation in pools of residential mortgages | $3,633,000 | 4,687 |
| Issued or guaranteed by U.S. | $3,633,000 | 4,634 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $84,000 | 7,019 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $84,000 | 3,088 |
| 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 | $32,855,000 | 4,037 |
| 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 |