Home > Mid-Southern Savings Bank, FSB > Securities
Mid-Southern Savings Bank, FSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $98,387,000 | 1,727 |
| U.S. Government securities | $38,385,000 | 2,177 |
| U.S. Treasury securities | $9,676,000 | 1,407 |
| U.S. Government agency obligations | $28,709,000 | 2,190 |
| Securities issued by states & political subdivisions | $60,002,000 | 757 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,169,000 | 1,842 |
| Mortgage-backed securities | $26,907,000 | 1,786 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,392,000 | 2,015 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,094,000 | 1,683 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $13,421,000 | 430 |
| Held to maturity securities (book value) | $11,000 | 1,727 |
| Available-for-sale securities (fair market value) | $98,376,000 | 1,528 |
| Total debt securities | $98,388,000 | 1,713 |
| 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 | $92,873,000 | 1,779 |
| U.S. Government securities | $38,661,000 | 2,162 |
| U.S. Treasury securities | $9,559,000 | 1,466 |
| U.S. Government agency obligations | $29,102,000 | 2,160 |
| Securities issued by states & political subdivisions | $54,212,000 | 801 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,450,000 | 1,776 |
| Mortgage-backed securities | $27,385,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,994,000 | 2,039 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,152,000 | 1,642 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $14,239,000 | 419 |
| Held to maturity securities (book value) | $12,000 | 1,749 |
| Available-for-sale securities (fair market value) | $92,861,000 | 1,565 |
| Total debt securities | $92,871,000 | 1,761 |
| 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 | $99,153,000 | 1,742 |
| U.S. Government securities | $39,848,000 | 2,180 |
| U.S. Treasury securities | $9,490,000 | 1,490 |
| U.S. Government agency obligations | $30,358,000 | 2,161 |
| Securities issued by states & political subdivisions | $59,305,000 | 780 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,354,000 | 1,733 |
| Mortgage-backed securities | $28,591,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,699,000 | 2,022 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,253,000 | 1,648 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $14,639,000 | 421 |
| Held to maturity securities (book value) | $12,000 | 1,762 |
| Available-for-sale securities (fair market value) | $99,141,000 | 1,535 |
| Total debt securities | $99,154,000 | 1,725 |
| 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 | $101,572,000 | 1,789 |
| U.S. Government securities | $41,119,000 | 2,216 |
| U.S. Treasury securities | $9,527,000 | 1,559 |
| U.S. Government agency obligations | $31,592,000 | 2,126 |
| Securities issued by states & political subdivisions | $60,453,000 | 798 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,367,000 | 2,014 |
| Mortgage-backed securities | $29,739,000 | 1,764 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,221,000 | 2,030 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,305,000 | 1,672 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $15,213,000 | 425 |
| Held to maturity securities (book value) | $13,000 | 1,821 |
| Available-for-sale securities (fair market value) | $101,559,000 | 1,574 |
| Total debt securities | $101,572,000 | 1,770 |
| 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 | $105,368,000 | 1,766 |
| U.S. Government securities | $41,651,000 | 2,219 |
| U.S. Treasury securities | $9,439,000 | 1,619 |
| U.S. Government agency obligations | $32,212,000 | 2,113 |
| Securities issued by states & political subdivisions | $63,717,000 | 801 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $30,400,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,406,000 | 2,033 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,361,000 | 1,681 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $15,633,000 | 413 |
| Held to maturity securities (book value) | $17,000 | 1,839 |
| Available-for-sale securities (fair market value) | $105,351,000 | 1,551 |
| Total debt securities | $105,369,000 | 1,751 |
| 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 | $103,702,000 | 1,783 |
| U.S. Government securities | $42,419,000 | 2,232 |
| U.S. Treasury securities | $9,417,000 | 1,642 |
| U.S. Government agency obligations | $33,002,000 | 2,114 |
| Securities issued by states & political subdivisions | $61,283,000 | 833 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $31,184,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,513,000 | 2,035 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,463,000 | 1,683 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $16,208,000 | 429 |
| Held to maturity securities (book value) | $18,000 | 1,837 |
| Available-for-sale securities (fair market value) | $103,684,000 | 1,574 |
| Total debt securities | $103,701,000 | 1,765 |
| 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 | $110,960,000 | 1,733 |
| U.S. Government securities | $45,337,000 | 2,168 |
| U.S. Treasury securities | $9,622,000 | 1,607 |
| U.S. Government agency obligations | $35,715,000 | 2,068 |
| Securities issued by states & political subdivisions | $65,623,000 | 812 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $33,746,000 | 1,741 |
| Certificates of participation in pools of residential mortgages | $12,558,000 | 2,056 |
| Issued or guaranteed by U.S. | $12,558,000 | 2,008 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,771,000 | 1,744 |
| CMOs issued by government agencies or sponsored agencies | $3,771,000 | 1,675 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $17,417,000 | 678 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $17,417,000 | 455 |
| Held to maturity securities (book value) | $19,000 | 1,772 |
| Available-for-sale securities (fair market value) | $110,941,000 | 1,561 |
| Total debt securities | $110,959,000 | 1,720 |
| 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 | $117,431,000 | 1,639 |
| U.S. Government securities | $48,659,000 | 2,034 |
| U.S. Treasury securities | $9,723,000 | 1,422 |
| U.S. Government agency obligations | $38,936,000 | 1,989 |
| Securities issued by states & political subdivisions | $68,772,000 | 795 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $36,942,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $13,633,000 | 2,014 |
| Issued or guaranteed by U.S. | $13,633,000 | 1,969 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,282,000 | 1,681 |
| CMOs issued by government agencies or sponsored agencies | $4,282,000 | 1,611 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $19,027,000 | 638 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $19,027,000 | 429 |
| Held to maturity securities (book value) | $20,000 | 1,697 |
| Available-for-sale securities (fair market value) | $117,411,000 | 1,503 |
| Total debt securities | $117,431,000 | 1,627 |
| 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 | $107,314,000 | 1,687 |
| U.S. Government securities | $35,652,000 | 2,264 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $35,652,000 | 2,040 |
| Securities issued by states & political subdivisions | $71,662,000 | 797 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $35,652,000 | 1,689 |
| Certificates of participation in pools of residential mortgages | $10,962,000 | 2,198 |
| Issued or guaranteed by U.S. | $10,962,000 | 2,135 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,831,000 | 1,604 |
| CMOs issued by government agencies or sponsored agencies | $4,831,000 | 1,550 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $19,859,000 | 614 |
| Commercial mortgage pass-through securities | $911,000 | 1,246 |
| Other commercial mortgage-backed securities | $18,948,000 | 427 |
| Held to maturity securities (book value) | $21,000 | 1,617 |
| Available-for-sale securities (fair market value) | $107,293,000 | 1,568 |
| Total debt securities | $107,315,000 | 1,670 |
| 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 | $108,253,000 | 1,601 |
| U.S. Government securities | $37,937,000 | 2,107 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $37,937,000 | 1,939 |
| Securities issued by states & political subdivisions | $70,316,000 | 784 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $37,937,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $11,698,000 | 2,148 |
| Issued or guaranteed by U.S. | $11,698,000 | 2,092 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,356,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $5,356,000 | 1,500 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $20,883,000 | 586 |
| Commercial mortgage pass-through securities | $921,000 | 1,261 |
| Other commercial mortgage-backed securities | $19,962,000 | 408 |
| Held to maturity securities (book value) | $23,000 | 1,637 |
| Available-for-sale securities (fair market value) | $108,230,000 | 1,496 |
| Total debt securities | $108,252,000 | 1,585 |
| 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 | $111,750,000 | 1,515 |
| U.S. Government securities | $40,291,000 | 2,001 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $40,291,000 | 1,845 |
| Securities issued by states & political subdivisions | $71,459,000 | 744 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $40,291,000 | 1,511 |
| Certificates of participation in pools of residential mortgages | $12,304,000 | 2,076 |
| Issued or guaranteed by U.S. | $12,304,000 | 2,021 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,889,000 | 1,436 |
| CMOs issued by government agencies or sponsored agencies | $5,889,000 | 1,394 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $22,098,000 | 552 |
| Commercial mortgage pass-through securities | $929,000 | 1,258 |
| Other commercial mortgage-backed securities | $21,169,000 | 379 |
| Held to maturity securities (book value) | $25,000 | 1,622 |
| Available-for-sale securities (fair market value) | $111,725,000 | 1,406 |
| Total debt securities | $111,750,000 | 1,500 |
| 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 | $101,115,000 | 1,530 |
| U.S. Government securities | $35,874,000 | 1,989 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $35,874,000 | 1,871 |
| Securities issued by states & political subdivisions | $65,241,000 | 768 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $35,874,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $8,742,000 | 2,322 |
| Issued or guaranteed by U.S. | $8,742,000 | 2,252 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $6,544,000 | 1,331 |
| CMOs issued by government agencies or sponsored agencies | $6,544,000 | 1,283 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $20,588,000 | 544 |
| Commercial mortgage pass-through securities | $939,000 | 1,237 |
| Other commercial mortgage-backed securities | $19,649,000 | 377 |
| Held to maturity securities (book value) | $28,000 | 1,624 |
| Available-for-sale securities (fair market value) | $101,087,000 | 1,420 |
| Total debt securities | $101,115,000 | 1,513 |
| 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 | $104,486,000 | 1,382 |
| U.S. Government securities | $38,041,000 | 1,778 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $38,041,000 | 1,690 |
| Securities issued by states & political subdivisions | $66,445,000 | 725 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $38,041,000 | 1,423 |
| Certificates of participation in pools of residential mortgages | $9,322,000 | 2,153 |
| Issued or guaranteed by U.S. | $9,322,000 | 2,097 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $7,040,000 | 1,300 |
| CMOs issued by government agencies or sponsored agencies | $7,040,000 | 1,259 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $21,679,000 | 497 |
| Commercial mortgage pass-through securities | $948,000 | 1,198 |
| Other commercial mortgage-backed securities | $20,731,000 | 346 |
| Held to maturity securities (book value) | $30,000 | 1,612 |
| Available-for-sale securities (fair market value) | $104,456,000 | 1,288 |
| Total debt securities | $104,487,000 | 1,365 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $79,744,000 | 1,592 |
| U.S. Government securities | $23,664,000 | 2,285 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $23,664,000 | 2,170 |
| Securities issued by states & political subdivisions | $56,080,000 | 763 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $23,664,000 | 1,827 |
| Certificates of participation in pools of residential mortgages | $5,532,000 | 2,589 |
| Issued or guaranteed by U.S. | $5,532,000 | 2,511 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,526,000 | 1,499 |
| CMOs issued by government agencies or sponsored agencies | $5,526,000 | 1,459 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $12,606,000 | 653 |
| Commercial mortgage pass-through securities | $1,877,000 | 964 |
| Other commercial mortgage-backed securities | $10,729,000 | 473 |
| Held to maturity securities (book value) | $32,000 | 1,611 |
| Available-for-sale securities (fair market value) | $79,712,000 | 1,486 |
| Total debt securities | $79,744,000 | 1,577 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $67,584,000 | 1,742 |
| U.S. Government securities | $16,633,000 | 2,695 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $16,633,000 | 2,568 |
| Securities issued by states & political subdivisions | $50,951,000 | 784 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $16,633,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $3,803,000 | 2,855 |
| Issued or guaranteed by U.S. | $3,803,000 | 2,775 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,421,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $6,421,000 | 1,392 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $6,409,000 | 910 |
| Commercial mortgage pass-through securities | $1,890,000 | 957 |
| Other commercial mortgage-backed securities | $4,519,000 | 679 |
| Held to maturity securities (book value) | $36,000 | 1,623 |
| Available-for-sale securities (fair market value) | $67,548,000 | 1,627 |
| Total debt securities | $67,579,000 | 1,722 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $56,085,000 | 1,935 |
| U.S. Government securities | $19,263,000 | 2,550 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $19,263,000 | 2,422 |
| Securities issued by states & political subdivisions | $36,822,000 | 937 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $19,263,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $7,473,000 | 2,318 |
| Issued or guaranteed by U.S. | $7,473,000 | 2,246 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,414,000 | 1,571 |
| CMOs issued by government agencies or sponsored agencies | $5,414,000 | 1,530 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $6,376,000 | 904 |
| Commercial mortgage pass-through securities | $1,891,000 | 935 |
| Other commercial mortgage-backed securities | $4,485,000 | 677 |
| Held to maturity securities (book value) | $38,000 | 1,639 |
| Available-for-sale securities (fair market value) | $56,047,000 | 1,803 |
| Total debt securities | $56,086,000 | 1,918 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $58,459,000 | 1,884 |
| U.S. Government securities | $20,524,000 | 2,543 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $20,524,000 | 2,402 |
| Securities issued by states & political subdivisions | $37,935,000 | 875 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $20,524,000 | 1,929 |
| Certificates of participation in pools of residential mortgages | $7,929,000 | 2,207 |
| Issued or guaranteed by U.S. | $7,929,000 | 2,148 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $5,913,000 | 1,504 |
| CMOs issued by government agencies or sponsored agencies | $5,913,000 | 1,464 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $6,682,000 | 861 |
| Commercial mortgage pass-through securities | $1,882,000 | 931 |
| Other commercial mortgage-backed securities | $4,800,000 | 627 |
| Held to maturity securities (book value) | $41,000 | 1,682 |
| Available-for-sale securities (fair market value) | $58,418,000 | 1,739 |
| Total debt securities | $58,458,000 | 1,861 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $57,477,000 | 1,892 |
| U.S. Government securities | $21,209,000 | 2,542 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $21,209,000 | 2,402 |
| Securities issued by states & political subdivisions | $36,268,000 | 906 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $21,209,000 | 1,867 |
| Certificates of participation in pools of residential mortgages | $6,370,000 | 2,387 |
| Issued or guaranteed by U.S. | $6,370,000 | 2,314 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $6,742,000 | 1,422 |
| CMOs issued by government agencies or sponsored agencies | $6,742,000 | 1,383 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $8,097,000 | 780 |
| Commercial mortgage pass-through securities | $2,892,000 | 780 |
| Other commercial mortgage-backed securities | $5,205,000 | 580 |
| Held to maturity securities (book value) | $44,000 | 1,746 |
| Available-for-sale securities (fair market value) | $57,433,000 | 1,753 |
| Total debt securities | $57,476,000 | 1,875 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $51,138,000 | 2,086 |
| U.S. Government securities | $21,399,000 | 2,556 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $21,399,000 | 2,428 |
| Securities issued by states & political subdivisions | $29,739,000 | 1,122 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $21,399,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $4,621,000 | 2,651 |
| Issued or guaranteed by U.S. | $4,621,000 | 2,579 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $7,379,000 | 1,355 |
| CMOs issued by government agencies or sponsored agencies | $7,379,000 | 1,315 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $9,399,000 | 711 |
| Commercial mortgage pass-through securities | $4,043,000 | 678 |
| Other commercial mortgage-backed securities | $5,356,000 | 547 |
| Held to maturity securities (book value) | $67,000 | 1,772 |
| Available-for-sale securities (fair market value) | $51,071,000 | 1,932 |
| Total debt securities | $51,139,000 | 2,072 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $51,042,000 | 2,129 |
| U.S. Government securities | $22,278,000 | 2,534 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $22,278,000 | 2,399 |
| Securities issued by states & political subdivisions | $28,764,000 | 1,207 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $22,278,000 | 1,797 |
| Certificates of participation in pools of residential mortgages | $4,789,000 | 2,647 |
| Issued or guaranteed by U.S. | $4,789,000 | 2,579 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,690,000 | 1,337 |
| CMOs issued by government agencies or sponsored agencies | $7,690,000 | 1,296 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $9,799,000 | 646 |
| Commercial mortgage pass-through securities | $4,015,000 | 657 |
| Other commercial mortgage-backed securities | $5,784,000 | 485 |
| Held to maturity securities (book value) | $71,000 | 1,799 |
| Available-for-sale securities (fair market value) | $50,971,000 | 1,966 |
| Total debt securities | $51,042,000 | 2,113 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $53,240,000 | 2,086 |
| U.S. Government securities | $24,485,000 | 2,434 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $24,485,000 | 2,307 |
| Securities issued by states & political subdivisions | $28,755,000 | 1,224 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $24,485,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $4,914,000 | 2,626 |
| Issued or guaranteed by U.S. | $4,914,000 | 2,583 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,916,000 | 1,302 |
| CMOs issued by government agencies or sponsored agencies | $7,916,000 | 1,259 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $11,655,000 | 575 |
| Commercial mortgage pass-through securities | $4,012,000 | 644 |
| Other commercial mortgage-backed securities | $7,643,000 | 430 |
| Held to maturity securities (book value) | $100,000 | 1,819 |
| Available-for-sale securities (fair market value) | $53,140,000 | 1,927 |
| Total debt securities | $53,240,000 | 2,074 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $45,314,000 | 2,376 |
| U.S. Government securities | $20,767,000 | 2,654 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $20,767,000 | 2,517 |
| Securities issued by states & political subdivisions | $24,547,000 | 1,404 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $20,767,000 | 1,856 |
| Certificates of participation in pools of residential mortgages | $5,041,000 | 2,647 |
| Issued or guaranteed by U.S. | $5,041,000 | 2,629 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,023,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $2,023,000 | 2,012 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $13,703,000 | 534 |
| Commercial mortgage pass-through securities | $6,447,000 | 497 |
| Other commercial mortgage-backed securities | $7,256,000 | 431 |
| Held to maturity securities (book value) | $105,000 | 1,854 |
| Available-for-sale securities (fair market value) | $45,209,000 | 2,186 |
| Total debt securities | $45,314,000 | 2,356 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $42,285,000 | 2,518 |
| U.S. Government securities | $21,028,000 | 2,642 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $21,028,000 | 2,501 |
| Securities issued by states & political subdivisions | $21,257,000 | 1,637 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $21,028,000 | 1,877 |
| Certificates of participation in pools of residential mortgages | $5,345,000 | 2,649 |
| Issued or guaranteed by U.S. | $5,345,000 | 2,524 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $15,683,000 | 479 |
| Commercial mortgage pass-through securities | $7,792,000 | 423 |
| Other commercial mortgage-backed securities | $7,891,000 | 404 |
| Held to maturity securities (book value) | $132,000 | 1,861 |
| Available-for-sale securities (fair market value) | $42,153,000 | 2,326 |
| Total debt securities | $42,285,000 | 2,500 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $42,940,000 | 2,523 |
| U.S. Government securities | $21,670,000 | 2,677 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $21,670,000 | 2,545 |
| Securities issued by states & political subdivisions | $21,270,000 | 1,679 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $21,670,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $5,679,000 | 2,640 |
| Issued or guaranteed by U.S. | $5,679,000 | 2,638 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $15,991,000 | 410 |
| Commercial mortgage pass-through securities | $7,832,000 | 337 |
| Other commercial mortgage-backed securities | $8,159,000 | 380 |
| Held to maturity securities (book value) | $138,000 | 1,889 |
| Available-for-sale securities (fair market value) | $42,802,000 | 2,329 |
| Total debt securities | $42,940,000 | 2,504 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $45,878,000 | 2,425 |
| U.S. Government securities | $24,051,000 | 2,535 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $24,051,000 | 2,422 |
| Securities issued by states & political subdivisions | $21,827,000 | 1,708 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $23,052,000 | 1,783 |
| Certificates of participation in pools of residential mortgages | $6,049,000 | 2,614 |
| Issued or guaranteed by U.S. | $6,049,000 | 2,611 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $17,003,000 | 383 |
| Commercial mortgage pass-through securities | $8,424,000 | 331 |
| Other commercial mortgage-backed securities | $8,579,000 | 351 |
| Held to maturity securities (book value) | $162,000 | 1,908 |
| Available-for-sale securities (fair market value) | $45,716,000 | 2,239 |
| Total debt securities | $45,879,000 | 2,407 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $40,599,000 | 2,653 |
| U.S. Government securities | $25,802,000 | 2,462 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $25,802,000 | 2,364 |
| Securities issued by states & political subdivisions | $14,797,000 | 2,234 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $23,806,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $6,417,000 | 2,611 |
| Issued or guaranteed by U.S. | $6,417,000 | 2,610 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $17,389,000 | 375 |
| Commercial mortgage pass-through securities | $8,525,000 | 319 |
| Other commercial mortgage-backed securities | $8,864,000 | 336 |
| Held to maturity securities (book value) | $191,000 | 1,949 |
| Available-for-sale securities (fair market value) | $40,408,000 | 2,449 |
| Total debt securities | $40,601,000 | 2,637 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $42,547,000 | 2,626 |
| U.S. Government securities | $26,356,000 | 2,476 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $26,356,000 | 2,378 |
| Securities issued by states & political subdivisions | $16,191,000 | 2,128 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $24,361,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | $6,804,000 | 2,598 |
| Issued or guaranteed by U.S. | $6,804,000 | 2,597 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $17,557,000 | 367 |
| Commercial mortgage pass-through securities | $8,600,000 | 320 |
| Other commercial mortgage-backed securities | $8,957,000 | 331 |
| Held to maturity securities (book value) | $502,000 | 1,829 |
| Available-for-sale securities (fair market value) | $42,045,000 | 2,429 |
| Total debt securities | $42,547,000 | 2,611 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $42,733,000 | 2,646 |
| U.S. Government securities | $26,772,000 | 2,486 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $26,772,000 | 2,383 |
| Securities issued by states & political subdivisions | $15,961,000 | 2,154 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $24,774,000 | 1,781 |
| Certificates of participation in pools of residential mortgages | $7,068,000 | 2,604 |
| Issued or guaranteed by U.S. | $7,068,000 | 2,604 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $17,706,000 | 356 |
| Commercial mortgage pass-through securities | $8,588,000 | 308 |
| Other commercial mortgage-backed securities | $9,118,000 | 314 |
| Held to maturity securities (book value) | $535,000 | 1,851 |
| Available-for-sale securities (fair market value) | $42,198,000 | 2,441 |
| Total debt securities | $42,735,000 | 2,631 |
| 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 | $44,717,000 | 2,555 |
| U.S. Government securities | $28,748,000 | 2,364 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $28,748,000 | 2,263 |
| Securities issued by states & political subdivisions | $15,969,000 | 2,166 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $26,750,000 | 1,704 |
| Certificates of participation in pools of residential mortgages | $7,409,000 | 2,559 |
| Issued or guaranteed by U.S. | $7,409,000 | 2,555 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $19,341,000 | 325 |
| Commercial mortgage pass-through securities | $10,110,000 | 271 |
| Other commercial mortgage-backed securities | $9,231,000 | 302 |
| Held to maturity securities (book value) | $578,000 | 1,866 |
| Available-for-sale securities (fair market value) | $44,139,000 | 2,342 |
| Total debt securities | $44,718,000 | 2,535 |
| 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 | $46,632,000 | 2,500 |
| U.S. Government securities | $29,915,000 | 2,298 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $29,915,000 | 2,215 |
| Securities issued by states & political subdivisions | $16,717,000 | 2,133 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $27,909,000 | 1,674 |
| Certificates of participation in pools of residential mortgages | $9,466,000 | 2,336 |
| Issued or guaranteed by U.S. | $9,466,000 | 2,336 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $18,443,000 | 327 |
| Commercial mortgage pass-through securities | $10,333,000 | 240 |
| Other commercial mortgage-backed securities | $8,110,000 | 315 |
| Held to maturity securities (book value) | $643,000 | 1,859 |
| Available-for-sale securities (fair market value) | $45,989,000 | 2,287 |
| Total debt securities | $46,629,000 | 2,473 |
| 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 | $47,836,000 | 2,506 |
| U.S. Government securities | $30,882,000 | 2,300 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $30,882,000 | 2,210 |
| Securities issued by states & political subdivisions | $16,954,000 | 2,116 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $28,871,000 | 1,657 |
| Certificates of participation in pools of residential mortgages | $10,156,000 | 2,296 |
| Issued or guaranteed by U.S. | $10,156,000 | 2,292 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $18,715,000 | 306 |
| Commercial mortgage pass-through securities | $10,425,000 | 225 |
| Other commercial mortgage-backed securities | $8,290,000 | 295 |
| Held to maturity securities (book value) | $686,000 | 1,892 |
| Available-for-sale securities (fair market value) | $47,150,000 | 2,295 |
| Total debt securities | $47,837,000 | 2,480 |
| 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 | $44,299,000 | 2,640 |
| U.S. Government securities | $29,758,000 | 2,437 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $29,758,000 | 2,346 |
| Securities issued by states & political subdivisions | $14,541,000 | 2,311 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $27,757,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $10,604,000 | 2,280 |
| Issued or guaranteed by U.S. | $10,604,000 | 2,279 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $17,153,000 | 312 |
| Commercial mortgage pass-through securities | $10,333,000 | 220 |
| Other commercial mortgage-backed securities | $6,820,000 | 318 |
| Held to maturity securities (book value) | $721,000 | 1,919 |
| Available-for-sale securities (fair market value) | $43,578,000 | 2,428 |
| Total debt securities | $44,301,000 | 2,625 |
| 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 | $41,484,000 | 2,777 |
| U.S. Government securities | $28,422,000 | 2,531 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $28,422,000 | 2,436 |
| Securities issued by states & political subdivisions | $13,062,000 | 2,470 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $26,434,000 | 1,757 |
| Certificates of participation in pools of residential mortgages | $9,864,000 | 2,353 |
| Issued or guaranteed by U.S. | $9,864,000 | 2,349 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $16,570,000 | 297 |
| Commercial mortgage pass-through securities | $9,752,000 | 216 |
| Other commercial mortgage-backed securities | $6,818,000 | 291 |
| Held to maturity securities (book value) | $764,000 | 1,940 |
| Available-for-sale securities (fair market value) | $40,720,000 | 2,570 |
| Total debt securities | $41,484,000 | 2,758 |
| 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 | $35,302,000 | 3,110 |
| U.S. Government securities | $26,664,000 | 2,663 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $26,664,000 | 2,572 |
| Securities issued by states & political subdivisions | $8,638,000 | 3,007 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $24,662,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $6,968,000 | 2,754 |
| Issued or guaranteed by U.S. | $6,968,000 | 2,752 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $17,694,000 | 269 |
| Commercial mortgage pass-through securities | $10,685,000 | 197 |
| Other commercial mortgage-backed securities | $7,009,000 | 271 |
| Held to maturity securities (book value) | $812,000 | 1,942 |
| Available-for-sale securities (fair market value) | $34,490,000 | 2,878 |
| Total debt securities | $35,299,000 | 3,084 |
| 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 | $28,295,000 | 3,589 |
| U.S. Government securities | $21,978,000 | 3,071 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $21,978,000 | 2,978 |
| Securities issued by states & political subdivisions | $6,317,000 | 3,369 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $19,986,000 | 2,157 |
| Certificates of participation in pools of residential mortgages | $3,911,000 | 3,406 |
| Issued or guaranteed by U.S. | $3,911,000 | 3,403 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $16,075,000 | 262 |
| Commercial mortgage pass-through securities | $9,047,000 | 199 |
| Other commercial mortgage-backed securities | $7,028,000 | 254 |
| Held to maturity securities (book value) | $845,000 | 1,961 |
| Available-for-sale securities (fair market value) | $27,450,000 | 3,333 |
| Total debt securities | $28,291,000 | 3,562 |
| 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 | $26,470,000 | 3,748 |
| U.S. Government securities | $20,270,000 | 3,257 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $20,270,000 | 3,155 |
| Securities issued by states & political subdivisions | $6,200,000 | 3,397 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $17,272,000 | 2,361 |
| Certificates of participation in pools of residential mortgages | $2,528,000 | 3,830 |
| Issued or guaranteed by U.S. | $2,528,000 | 3,825 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $14,744,000 | 266 |
| Commercial mortgage pass-through securities | $7,645,000 | 205 |
| Other commercial mortgage-backed securities | $7,099,000 | 241 |
| Held to maturity securities (book value) | $891,000 | 1,954 |
| Available-for-sale securities (fair market value) | $25,579,000 | 3,472 |
| Total debt securities | $26,470,000 | 3,721 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $1,000,000 | 1,402 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $18,783,000 | 4,383 |
| U.S. Government securities | $13,775,000 | 3,970 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $13,775,000 | 3,847 |
| Securities issued by states & political subdivisions | $5,008,000 | 3,654 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $10,800,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $2,714,000 | 3,852 |
| Issued or guaranteed by U.S. | $2,714,000 | 3,846 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $8,086,000 | 373 |
| Commercial mortgage pass-through securities | $2,567,000 | 367 |
| Other commercial mortgage-backed securities | $5,519,000 | 260 |
| Held to maturity securities (book value) | $950,000 | 1,960 |
| Available-for-sale securities (fair market value) | $17,833,000 | 4,095 |
| Total debt securities | $18,783,000 | 4,363 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $1,001,000 | 1,432 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $19,582,000 | 4,400 |
| U.S. Government securities | $12,873,000 | 4,174 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,873,000 | 4,061 |
| Securities issued by states & political subdivisions | $4,960,000 | 3,701 |
| Other domestic debt securities | $1,749,000 | 1,471 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,749,000 | 1,132 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $9,906,000 | 3,144 |
| Certificates of participation in pools of residential mortgages | $2,878,000 | 3,887 |
| Issued or guaranteed by U.S. | $2,878,000 | 3,885 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $7,028,000 | 380 |
| Commercial mortgage pass-through securities | $1,550,000 | 445 |
| Other commercial mortgage-backed securities | $5,478,000 | 247 |
| Held to maturity securities (book value) | $2,747,000 | 1,673 |
| Available-for-sale securities (fair market value) | $16,835,000 | 4,261 |
| Total debt securities | $19,584,000 | 4,376 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $1,002,000 | 1,535 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $16,815,000 | 4,708 |
| U.S. Government securities | $10,148,000 | 4,593 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $10,148,000 | 4,484 |
| Securities issued by states & political subdivisions | $4,918,000 | 3,741 |
| Other domestic debt securities | $1,749,000 | 1,516 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,749,000 | 1,174 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,455,000 | 4,104 |
| Mortgage-backed securities | $7,184,000 | 3,568 |
| Certificates of participation in pools of residential mortgages | $3,104,000 | 3,875 |
| Issued or guaranteed by U.S. | $3,104,000 | 3,874 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $4,080,000 | 495 |
| Commercial mortgage pass-through securities | $1,560,000 | 448 |
| Other commercial mortgage-backed securities | $2,520,000 | 350 |
| Held to maturity securities (book value) | $2,792,000 | 1,689 |
| Available-for-sale securities (fair market value) | $14,023,000 | 4,578 |
| Total debt securities | $16,814,000 | 4,691 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,576 |
| Fair value | $1,003,000 | 1,575 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $14,207,000 | 5,011 |
| U.S. Government securities | $8,547,000 | 4,854 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,547,000 | 4,752 |
| Securities issued by states & political subdivisions | $3,911,000 | 3,998 |
| Other domestic debt securities | $1,749,000 | 1,561 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,749,000 | 1,211 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,278,000 | 4,149 |
| Mortgage-backed securities | $4,820,000 | 3,961 |
| Certificates of participation in pools of residential mortgages | $3,283,000 | 3,872 |
| Issued or guaranteed by U.S. | $3,283,000 | 3,872 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,537,000 | 676 |
| Commercial mortgage pass-through securities | $1,537,000 | 438 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $3,107,000 | 1,634 |
| Available-for-sale securities (fair market value) | $11,100,000 | 4,908 |
| Total debt securities | $14,207,000 | 4,983 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,003,000 | 1,590 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $19,427,000 | 4,508 |
| U.S. Government securities | $14,794,000 | 4,024 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,794,000 | 3,924 |
| Securities issued by states & political subdivisions | $2,884,000 | 4,293 |
| Other domestic debt securities | $1,749,000 | 1,597 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,749,000 | 1,234 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $5,088,000 | 3,934 |
| Certificates of participation in pools of residential mortgages | $3,550,000 | 3,816 |
| Issued or guaranteed by U.S. | $3,550,000 | 3,813 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $1,538,000 | 636 |
| Commercial mortgage pass-through securities | $1,538,000 | 403 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $3,239,000 | 1,599 |
| Available-for-sale securities (fair market value) | $16,188,000 | 4,432 |
| Total debt securities | $19,427,000 | 4,488 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $1,000,000 | 1,580 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $20,390,000 | 4,455 |
| U.S. Government securities | $16,125,000 | 3,926 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,125,000 | 3,824 |
| Securities issued by states & political subdivisions | $2,516,000 | 4,392 |
| Other domestic debt securities | $1,749,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,749,000 | 1,266 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $5,371,000 | 3,921 |
| Certificates of participation in pools of residential mortgages | $3,827,000 | 3,754 |
| Issued or guaranteed by U.S. | $3,827,000 | 3,750 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,544,000 | 621 |
| Commercial mortgage pass-through securities | $1,544,000 | 386 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $3,306,000 | 1,559 |
| Available-for-sale securities (fair market value) | $17,084,000 | 4,392 |
| Total debt securities | $20,392,000 | 4,424 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $1,002,000 | 1,567 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $20,922,000 | 4,421 |
| U.S. Government securities | $16,454,000 | 3,868 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,454,000 | 3,775 |
| Securities issued by states & political subdivisions | $2,719,000 | 4,356 |
| Other domestic debt securities | $1,749,000 | 1,679 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,749,000 | 1,291 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $5,676,000 | 3,890 |
| Certificates of participation in pools of residential mortgages | $4,118,000 | 3,676 |
| Issued or guaranteed by U.S. | $4,118,000 | 3,671 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $1,558,000 | 592 |
| Commercial mortgage pass-through securities | $1,558,000 | 379 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $3,409,000 | 1,494 |
| Available-for-sale securities (fair market value) | $17,513,000 | 4,369 |
| Total debt securities | $20,919,000 | 4,388 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $1,004,000 | 1,553 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $24,684,000 | 4,120 |
| U.S. Government securities | $20,123,000 | 3,528 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $20,123,000 | 3,438 |
| Securities issued by states & political subdivisions | $2,812,000 | 4,315 |
| Other domestic debt securities | $1,749,000 | 1,687 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,749,000 | 1,276 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $6,229,000 | 3,849 |
| Certificates of participation in pools of residential mortgages | $4,632,000 | 3,608 |
| Issued or guaranteed by U.S. | $4,632,000 | 3,604 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,597,000 | 510 |
| Commercial mortgage pass-through securities | $1,597,000 | 343 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $3,460,000 | 1,461 |
| Available-for-sale securities (fair market value) | $21,224,000 | 4,080 |
| Total debt securities | $24,683,000 | 4,092 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $2,008,000 | 1,199 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $24,915,000 | 4,045 |
| U.S. Government securities | $20,625,000 | 3,435 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $20,625,000 | 3,353 |
| Securities issued by states & political subdivisions | $2,541,000 | 4,385 |
| Other domestic debt securities | $1,749,000 | 1,665 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,749,000 | 1,241 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $6,695,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $5,089,000 | 3,503 |
| Issued or guaranteed by U.S. | $5,089,000 | 3,502 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $1,606,000 | 419 |
| Commercial mortgage pass-through securities | $1,606,000 | 294 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $3,555,000 | 1,462 |
| Available-for-sale securities (fair market value) | $21,360,000 | 4,016 |
| Total debt securities | $24,916,000 | 4,016 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,223 |
| Fair value | $2,010,000 | 1,237 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $23,501,000 | 4,203 |
| U.S. Government securities | $19,948,000 | 3,588 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $19,948,000 | 3,510 |
| Securities issued by states & political subdivisions | $2,550,000 | 4,384 |
| Other domestic debt securities | $1,003,000 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,003,000 | 1,536 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $6,989,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $6,895,000 | 3,296 |
| Issued or guaranteed by U.S. | $6,895,000 | 3,295 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $94,000 | 618 |
| Commercial mortgage pass-through securities | $94,000 | 451 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,880,000 | 1,719 |
| Available-for-sale securities (fair market value) | $21,621,000 | 4,032 |
| Total debt securities | $23,500,000 | 4,177 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,010,000 | 1,331 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $23,501,000 | 4,268 |
| U.S. Government securities | $20,075,000 | 3,630 |
| U.S. Treasury securities | $451,000 | 939 |
| U.S. Government agency obligations | $19,624,000 | 3,603 |
| Securities issued by states & political subdivisions | $2,413,000 | 4,408 |
| Other domestic debt securities | $1,013,000 | 2,031 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,013,000 | 1,528 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $3,659,000 | 4,533 |
| Certificates of participation in pools of residential mortgages | $3,561,000 | 4,042 |
| Issued or guaranteed by U.S. | $3,561,000 | 4,040 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $98,000 | 580 |
| Commercial mortgage pass-through securities | $98,000 | 414 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,968,000 | 1,710 |
| Available-for-sale securities (fair market value) | $21,533,000 | 4,101 |
| Total debt securities | $23,502,000 | 4,232 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,009,000 | 1,513 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $20,734,000 | 4,541 |
| U.S. Government securities | $17,306,000 | 3,995 |
| U.S. Treasury securities | $453,000 | 1,014 |
| U.S. Government agency obligations | $16,853,000 | 3,963 |
| Securities issued by states & political subdivisions | $2,402,000 | 4,345 |
| Other domestic debt securities | $1,026,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,026,000 | 1,502 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $3,926,000 | 4,491 |
| Certificates of participation in pools of residential mortgages | $3,820,000 | 3,979 |
| Issued or guaranteed by U.S. | $3,820,000 | 3,975 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $106,000 | 540 |
| Commercial mortgage pass-through securities | $106,000 | 382 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $2,069,000 | 1,708 |
| Available-for-sale securities (fair market value) | $18,665,000 | 4,351 |
| Total debt securities | $20,734,000 | 4,516 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $17,693,000 | 4,800 |
| U.S. Government securities | $13,984,000 | 4,344 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,984,000 | 4,259 |
| Securities issued by states & political subdivisions | $2,671,000 | 4,234 |
| Other domestic debt securities | $1,037,000 | 1,943 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,037,000 | 1,406 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,753,000 | 4,722 |
| Certificates of participation in pools of residential mortgages | $2,753,000 | 4,214 |
| Issued or guaranteed by U.S. | $2,753,000 | 4,207 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,425,000 | 1,698 |
| Available-for-sale securities (fair market value) | $15,268,000 | 4,639 |
| Total debt securities | $17,692,000 | 4,775 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $17,728,000 | 4,748 |
| U.S. Government securities | $13,992,000 | 4,293 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,992,000 | 4,199 |
| Securities issued by states & political subdivisions | $2,691,000 | 4,195 |
| Other domestic debt securities | $1,043,000 | 1,961 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,043,000 | 1,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,928,000 | 4,651 |
| Certificates of participation in pools of residential mortgages | $2,928,000 | 4,110 |
| Issued or guaranteed by U.S. | $2,928,000 | 4,095 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,549,000 | 1,703 |
| Available-for-sale securities (fair market value) | $15,179,000 | 4,644 |
| Total debt securities | $17,726,000 | 4,711 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $17,207,000 | 4,876 |
| U.S. Government securities | $12,649,000 | 4,621 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,649,000 | 4,502 |
| Securities issued by states & political subdivisions | $2,687,000 | 4,177 |
| Other domestic debt securities | $1,058,000 | 1,889 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,058,000 | 1,300 |
| Foreign debt securities | NA | NA |
| Equity securities | $813,000 | 629 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,003,000 | 4,869 |
| Certificates of participation in pools of residential mortgages | $2,003,000 | 4,391 |
| Issued or guaranteed by U.S. | $2,003,000 | 4,381 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,406,000 | 1,595 |
| Available-for-sale securities (fair market value) | $13,801,000 | 4,843 |
| Total debt securities | $16,394,000 | 4,933 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $14,255,000 | 5,209 |
| U.S. Government securities | $10,636,000 | 4,914 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,636,000 | 4,794 |
| Securities issued by states & political subdivisions | $2,552,000 | 4,194 |
| Other domestic debt securities | $1,066,000 | 1,929 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,066,000 | 1,322 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,173,000 | 4,770 |
| Certificates of participation in pools of residential mortgages | $2,173,000 | 4,276 |
| Issued or guaranteed by U.S. | $2,173,000 | 4,267 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,930,000 | 1,681 |
| Available-for-sale securities (fair market value) | $11,325,000 | 5,173 |
| Total debt securities | $14,254,000 | 5,172 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $8,197,000 | 5,981 |
| U.S. Government securities | $4,471,000 | 6,042 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,471,000 | 5,910 |
| Securities issued by states & political subdivisions | $2,649,000 | 4,160 |
| Other domestic debt securities | $1,076,000 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,076,000 | 1,314 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,458 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,612,000 | 4,591 |
| Certificates of participation in pools of residential mortgages | $2,612,000 | 4,019 |
| Issued or guaranteed by U.S. | $2,612,000 | 4,009 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,827,000 | 1,563 |
| Available-for-sale securities (fair market value) | $4,370,000 | 6,147 |
| Total debt securities | $8,196,000 | 5,943 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $7,443,000 | 6,106 |
| U.S. Government securities | $3,816,000 | 6,207 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,816,000 | 6,091 |
| Securities issued by states & political subdivisions | $2,541,000 | 4,123 |
| Other domestic debt securities | $1,086,000 | 2,093 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,086,000 | 1,315 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,751,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $2,751,000 | 3,957 |
| Issued or guaranteed by U.S. | $2,751,000 | 3,947 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,595,000 | 1,300 |
| Available-for-sale securities (fair market value) | $848,000 | 6,814 |
| Total debt securities | $7,443,000 | 6,066 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $8,275,000 | 6,041 |
| U.S. Government securities | $3,960,000 | 6,317 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,960,000 | 6,202 |
| Securities issued by states & political subdivisions | $2,728,000 | 4,003 |
| Other domestic debt securities | $1,587,000 | 1,856 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,587,000 | 1,096 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,893,000 | 4,536 |
| Certificates of participation in pools of residential mortgages | $2,893,000 | 3,958 |
| Issued or guaranteed by U.S. | $2,893,000 | 3,950 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,372,000 | 1,255 |
| Available-for-sale securities (fair market value) | $903,000 | 6,874 |
| Total debt securities | $8,275,000 | 5,999 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $8,447,000 | 6,070 |
| U.S. Government securities | $4,119,000 | 6,351 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,119,000 | 6,242 |
| Securities issued by states & political subdivisions | $2,742,000 | 3,979 |
| Other domestic debt securities | $1,586,000 | 1,903 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,586,000 | 1,121 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,054,000 | 4,582 |
| Certificates of participation in pools of residential mortgages | $3,054,000 | 4,031 |
| Issued or guaranteed by U.S. | $3,054,000 | 4,023 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,454,000 | 1,263 |
| Available-for-sale securities (fair market value) | $993,000 | 6,939 |
| Total debt securities | $8,447,000 | 6,024 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $8,604,000 | 6,036 |
| U.S. Government securities | $4,247,000 | 6,300 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,247,000 | 6,202 |
| Securities issued by states & political subdivisions | $2,769,000 | 3,994 |
| Other domestic debt securities | $1,587,000 | 1,964 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,587,000 | 1,157 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,646 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,182,000 | 4,615 |
| Certificates of participation in pools of residential mortgages | $3,182,000 | 4,068 |
| Issued or guaranteed by U.S. | $3,182,000 | 4,061 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,545,000 | 1,253 |
| Available-for-sale securities (fair market value) | $1,059,000 | 6,946 |
| Total debt securities | $8,603,000 | 5,991 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $9,821,000 | 5,865 |
| U.S. Government securities | $5,547,000 | 6,003 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,547,000 | 5,911 |
| Securities issued by states & political subdivisions | $2,692,000 | 4,037 |
| Other domestic debt securities | $1,581,000 | 2,086 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,581,000 | 1,240 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,694 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,338,000 | 4,662 |
| Certificates of participation in pools of residential mortgages | $3,338,000 | 4,099 |
| Issued or guaranteed by U.S. | $3,338,000 | 4,091 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,702,000 | 1,223 |
| Available-for-sale securities (fair market value) | $1,119,000 | 7,002 |
| Total debt securities | $9,820,000 | 5,823 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $11,153,000 | 5,619 |
| U.S. Government securities | $5,275,000 | 6,086 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,275,000 | 5,998 |
| Securities issued by states & political subdivisions | $3,192,000 | 3,817 |
| Other domestic debt securities | $1,508,000 | 2,157 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,508,000 | 1,289 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,178,000 | 722 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,504,000 | 4,655 |
| Certificates of participation in pools of residential mortgages | $3,504,000 | 4,109 |
| Issued or guaranteed by U.S. | $3,504,000 | 4,096 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,949,000 | 1,146 |
| Available-for-sale securities (fair market value) | $1,204,000 | 7,043 |
| Total debt securities | $9,975,000 | 5,782 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $10,857,000 | 5,736 |
| U.S. Government securities | $7,164,000 | 5,723 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,164,000 | 5,639 |
| Securities issued by states & political subdivisions | $3,206,000 | 3,726 |
| Other domestic debt securities | $487,000 | 2,771 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $487,000 | 1,974 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,720,000 | 4,672 |
| Certificates of participation in pools of residential mortgages | $3,720,000 | 4,137 |
| Issued or guaranteed by U.S. | $3,720,000 | 4,124 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,542,000 | 1,191 |
| Available-for-sale securities (fair market value) | $1,315,000 | 7,071 |
| Total debt securities | $10,857,000 | 5,687 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $12,533,000 | 5,499 |
| U.S. Government securities | $8,389,000 | 5,498 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,389,000 | 5,415 |
| Securities issued by states & political subdivisions | $3,522,000 | 3,576 |
| Other domestic debt securities | $502,000 | 2,662 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 1,865 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,000 | 1,211 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,927,000 | 4,585 |
| Certificates of participation in pools of residential mortgages | $3,927,000 | 4,035 |
| Issued or guaranteed by U.S. | $3,927,000 | 4,022 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,147,000 | 1,081 |
| Available-for-sale securities (fair market value) | $1,386,000 | 7,098 |
| Total debt securities | $12,413,000 | 5,471 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $11,870,000 | 5,561 |
| U.S. Government securities | $7,987,000 | 5,578 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,987,000 | 5,489 |
| Securities issued by states & political subdivisions | $3,390,000 | 3,589 |
| Other domestic debt securities | $493,000 | 2,676 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $493,000 | 1,900 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,070,000 | 4,461 |
| Certificates of participation in pools of residential mortgages | $4,070,000 | 3,911 |
| Issued or guaranteed by U.S. | $4,070,000 | 3,900 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,430,000 | 1,125 |
| Available-for-sale securities (fair market value) | $1,440,000 | 7,122 |
| Total debt securities | $11,870,000 | 5,521 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $13,129,000 | 5,383 |
| U.S. Government securities | $9,189,000 | 5,305 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,189,000 | 5,225 |
| Securities issued by states & political subdivisions | $3,916,000 | 3,429 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 1,817 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,270,000 | 4,413 |
| Certificates of participation in pools of residential mortgages | $4,270,000 | 3,860 |
| Issued or guaranteed by U.S. | $4,270,000 | 3,847 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,617,000 | 1,044 |
| Available-for-sale securities (fair market value) | $1,512,000 | 7,156 |
| Total debt securities | $13,105,000 | 5,336 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $14,002,000 | 5,247 |
| U.S. Government securities | $10,071,000 | 5,104 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,071,000 | 5,010 |
| Securities issued by states & political subdivisions | $3,930,000 | 3,454 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,939 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,686,000 | 4,187 |
| Certificates of participation in pools of residential mortgages | $4,686,000 | 3,608 |
| Issued or guaranteed by U.S. | $4,686,000 | 3,592 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,348,000 | 1,026 |
| Available-for-sale securities (fair market value) | $1,654,000 | 7,166 |
| Total debt securities | $14,001,000 | 5,184 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $15,452,000 | 5,089 |
| U.S. Government securities | $11,204,000 | 5,012 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,204,000 | 4,913 |
| Securities issued by states & political subdivisions | $4,224,000 | 3,349 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 1,755 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,925,000 | 3,853 |
| Certificates of participation in pools of residential mortgages | $4,925,000 | 3,247 |
| Issued or guaranteed by U.S. | $4,925,000 | 3,231 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,668,000 | 1,005 |
| Available-for-sale securities (fair market value) | $1,784,000 | 7,167 |
| Total debt securities | $15,428,000 | 5,046 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $15,574,000 | 5,085 |
| U.S. Government securities | $11,349,000 | 5,087 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,349,000 | 4,991 |
| Securities issued by states & political subdivisions | $4,225,000 | 3,344 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,085,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $5,085,000 | 3,047 |
| Issued or guaranteed by U.S. | $5,085,000 | 3,032 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,726,000 | 1,036 |
| Available-for-sale securities (fair market value) | $1,848,000 | 7,186 |
| Total debt securities | $15,574,000 | 5,039 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $16,038,000 | 5,034 |
| U.S. Government securities | $11,573,000 | 5,070 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,573,000 | 4,964 |
| Securities issued by states & political subdivisions | $4,441,000 | 3,246 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 1,727 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,375,000 | 3,529 |
| Certificates of participation in pools of residential mortgages | $5,375,000 | 2,901 |
| Issued or guaranteed by U.S. | $5,375,000 | 2,887 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,122,000 | 1,026 |
| Available-for-sale securities (fair market value) | $1,916,000 | 7,208 |
| Total debt securities | $16,014,000 | 5,002 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $18,167,000 | 4,758 |
| U.S. Government securities | $13,561,000 | 4,695 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,561,000 | 4,575 |
| Securities issued by states & political subdivisions | $4,455,000 | 3,259 |
| 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 | $151,000 | 1,540 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,094,000 | 3,896 |
| Certificates of participation in pools of residential mortgages | $4,094,000 | 3,279 |
| Issued or guaranteed by U.S. | $4,094,000 | 3,262 |
| 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) | $17,797,000 | 891 |
| Available-for-sale securities (fair market value) | $370,000 | 7,593 |
| Total debt securities | $18,016,000 | 4,726 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $18,564,000 | 4,743 |
| U.S. Government securities | $13,809,000 | 4,700 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,809,000 | 4,575 |
| Securities issued by states & political subdivisions | $4,731,000 | 3,194 |
| 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 | $24,000 | 1,796 |
| 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 | $4,359,000 | 3,819 |
| Certificates of participation in pools of residential mortgages | $4,359,000 | 3,204 |
| Issued or guaranteed by U.S. | $4,359,000 | 3,190 |
| 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) | $18,170,000 | 891 |
| Available-for-sale securities (fair market value) | $394,000 | 7,640 |
| Total debt securities | $18,540,000 | 4,699 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $18,535,000 | 4,783 |
| U.S. Government securities | $13,789,000 | 4,757 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,789,000 | 4,627 |
| Securities issued by states & political subdivisions | $4,746,000 | 3,161 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,606,000 | 3,742 |
| Certificates of participation in pools of residential mortgages | $4,606,000 | 3,136 |
| Issued or guaranteed by U.S. | $4,606,000 | 3,121 |
| 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) | $18,140,000 | 941 |
| Available-for-sale securities (fair market value) | $395,000 | 7,694 |
| Total debt securities | $18,535,000 | 4,733 |
| 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 | $16,271,000 | 5,125 |
| U.S. Government securities | $11,486,000 | 5,244 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,486,000 | 5,106 |
| Securities issued by states & political subdivisions | $4,785,000 | 3,138 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,901,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $4,901,000 | 3,060 |
| Issued or guaranteed by U.S. | $4,901,000 | 3,048 |
| 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) | $15,850,000 | 1,038 |
| Available-for-sale securities (fair market value) | $421,000 | 7,725 |
| Total debt securities | $16,271,000 | 5,076 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $16,285,000 | 5,174 |
| U.S. Government securities | $11,498,000 | 5,244 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,498,000 | 5,107 |
| Securities issued by states & political subdivisions | $4,786,000 | 3,149 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,036 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,445,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | $5,445,000 | 2,959 |
| Issued or guaranteed by U.S. | $5,445,000 | 2,945 |
| 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) | $15,741,000 | 1,062 |
| Available-for-sale securities (fair market value) | $544,000 | 7,725 |
| Total debt securities | $16,284,000 | 5,120 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $13,736,000 | 5,596 |
| U.S. Government securities | $8,847,000 | 5,868 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,847,000 | 5,718 |
| Securities issued by states & political subdivisions | $4,888,000 | 3,116 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,060 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,855,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $5,855,000 | 2,892 |
| Issued or guaranteed by U.S. | $5,855,000 | 2,881 |
| 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) | $13,078,000 | 1,232 |
| Available-for-sale securities (fair market value) | $658,000 | 7,742 |
| Total debt securities | $13,735,000 | 5,546 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $14,488,000 | 5,457 |
| U.S. Government securities | $9,587,000 | 5,660 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,587,000 | 5,523 |
| Securities issued by states & political subdivisions | $4,901,000 | 3,099 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,384,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $6,384,000 | 2,797 |
| Issued or guaranteed by U.S. | $6,384,000 | 2,785 |
| 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) | $13,713,000 | 1,202 |
| Available-for-sale securities (fair market value) | $775,000 | 7,747 |
| Total debt securities | $14,488,000 | 5,404 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $16,234,000 | 5,205 |
| U.S. Government securities | $11,318,000 | 5,300 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,318,000 | 5,144 |
| Securities issued by states & political subdivisions | $4,915,000 | 3,077 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,093 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,115,000 | 3,292 |
| Certificates of participation in pools of residential mortgages | $7,115,000 | 2,715 |
| Issued or guaranteed by U.S. | $7,115,000 | 2,705 |
| 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) | $15,255,000 | 1,139 |
| Available-for-sale securities (fair market value) | $979,000 | 7,728 |
| Total debt securities | $16,233,000 | 5,154 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $18,134,000 | 4,974 |
| U.S. Government securities | $13,217,000 | 4,950 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,217,000 | 4,808 |
| Securities issued by states & political subdivisions | $4,916,000 | 3,053 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,149 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,012,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | $8,012,000 | 2,615 |
| Issued or guaranteed by U.S. | $8,012,000 | 2,607 |
| 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) | $16,834,000 | 1,074 |
| Available-for-sale securities (fair market value) | $1,300,000 | 7,708 |
| Total debt securities | $18,133,000 | 4,921 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $25,844,000 | 4,016 |
| U.S. Government securities | $20,838,000 | 3,768 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,838,000 | 3,638 |
| Securities issued by states & political subdivisions | $5,004,000 | 3,074 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 2,153 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,631,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $14,631,000 | 1,853 |
| Issued or guaranteed by U.S. | $14,631,000 | 1,846 |
| 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) | $18,229,000 | 999 |
| Available-for-sale securities (fair market value) | $7,615,000 | 6,201 |
| Total debt securities | $25,842,000 | 3,950 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $37,302,000 | 3,070 |
| U.S. Government securities | $32,296,000 | 2,677 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,296,000 | 2,575 |
| Securities issued by states & political subdivisions | $5,006,000 | 3,075 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,586,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | $25,586,000 | 1,256 |
| Issued or guaranteed by U.S. | $25,586,000 | 1,246 |
| 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) | $19,391,000 | 967 |
| Available-for-sale securities (fair market value) | $17,911,000 | 4,374 |
| Total debt securities | $37,302,000 | 3,005 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $42,312,000 | 2,802 |
| U.S. Government securities | $37,303,000 | 2,398 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,303,000 | 2,309 |
| Securities issued by states & political subdivisions | $5,008,000 | 3,071 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,259 |
| 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 | $30,590,000 | 1,494 |
| Certificates of participation in pools of residential mortgages | $30,590,000 | 1,115 |
| Issued or guaranteed by U.S. | $30,590,000 | 1,108 |
| 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) | $19,823,000 | 961 |
| Available-for-sale securities (fair market value) | $22,489,000 | 3,871 |
| Total debt securities | $42,311,000 | 2,742 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $40,149,000 | 2,922 |
| U.S. Government securities | $36,685,000 | 2,392 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,685,000 | 2,326 |
| Securities issued by states & political subdivisions | $3,456,000 | 3,633 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 2,203 |
| 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 | $32,163,000 | 1,447 |
| Certificates of participation in pools of residential mortgages | $32,163,000 | 1,084 |
| Issued or guaranteed by U.S. | $32,163,000 | 1,076 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,549,000 | 1,016 |
| Available-for-sale securities (fair market value) | $22,600,000 | 3,856 |
| Total debt securities | $40,141,000 | 2,859 |
| 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 | $42,090,000 | 2,859 |
| U.S. Government securities | $38,557,000 | 2,375 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,557,000 | 2,292 |
| Securities issued by states & political subdivisions | $3,532,000 | 3,637 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,332 |
| 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 | $34,031,000 | 1,409 |
| Certificates of participation in pools of residential mortgages | $34,031,000 | 1,060 |
| Issued or guaranteed by U.S. | $34,031,000 | 1,051 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,338,000 | 1,004 |
| Available-for-sale securities (fair market value) | $23,752,000 | 3,773 |
| Total debt securities | $42,089,000 | 2,797 |
| 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 | $44,661,000 | 2,668 |
| U.S. Government securities | $41,586,000 | 2,174 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,586,000 | 2,102 |
| Securities issued by states & political subdivisions | $3,074,000 | 3,829 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,383 |
| 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 | $37,060,000 | 1,332 |
| Certificates of participation in pools of residential mortgages | $37,060,000 | 997 |
| Issued or guaranteed by U.S. | $37,060,000 | 992 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,485,000 | 952 |
| Available-for-sale securities (fair market value) | $25,176,000 | 3,559 |
| Total debt securities | $44,660,000 | 2,602 |
| 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 | $43,181,000 | 2,708 |
| U.S. Government securities | $42,054,000 | 2,085 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,054,000 | 2,010 |
| Securities issued by states & political subdivisions | $1,127,000 | 5,066 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,052,000 | 1,270 |
| Certificates of participation in pools of residential mortgages | $39,052,000 | 922 |
| Issued or guaranteed by U.S. | $39,052,000 | 918 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,296,000 | 922 |
| Available-for-sale securities (fair market value) | $23,885,000 | 3,606 |
| Total debt securities | $43,181,000 | 2,629 |
| 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 | $39,890,000 | 2,843 |
| U.S. Government securities | $39,099,000 | 2,202 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,099,000 | 2,123 |
| Securities issued by states & political subdivisions | $790,000 | 5,421 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,403 |
| 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 | $36,590,000 | 1,323 |
| Certificates of participation in pools of residential mortgages | $36,590,000 | 950 |
| Issued or guaranteed by U.S. | $36,590,000 | 946 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,002,000 | 848 |
| Available-for-sale securities (fair market value) | $17,888,000 | 4,331 |
| Total debt securities | $39,889,000 | 2,764 |
| 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 | $37,670,000 | 2,951 |
| U.S. Government securities | $37,046,000 | 2,281 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,046,000 | 2,190 |
| Securities issued by states & political subdivisions | $624,000 | 5,621 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,733,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $33,733,000 | 972 |
| Issued or guaranteed by U.S. | $33,733,000 | 967 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,728,000 | 793 |
| Available-for-sale securities (fair market value) | $12,942,000 | 5,082 |
| Total debt securities | $37,670,000 | 2,865 |
| 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 | $12,068,000 | 6,000 |
| U.S. Government securities | $11,076,000 | 5,231 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,076,000 | 5,014 |
| Securities issued by states & political subdivisions | $992,000 | 5,272 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,776,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $7,776,000 | 2,470 |
| Issued or guaranteed by U.S. | $7,776,000 | 2,456 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,068,000 | 1,367 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $12,068,000 | 5,898 |
| 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 | $8,493,000 | 7,222 |
| U.S. Government securities | $7,432,000 | 6,748 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,432,000 | 6,374 |
| Securities issued by states & political subdivisions | $1,061,000 | 5,269 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,134,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $2,134,000 | 3,872 |
| Issued or guaranteed by U.S. | $2,134,000 | 3,851 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,493,000 | 2,066 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $8,493,000 | 7,112 |
| 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 | $10,371,000 | 6,959 |
| U.S. Government securities | $9,470,000 | 6,280 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,470,000 | 5,757 |
| Securities issued by states & political subdivisions | $901,000 | 5,781 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,967,000 | 5,094 |
| Certificates of participation in pools of residential mortgages | $1,967,000 | 4,223 |
| Issued or guaranteed by U.S. | $1,967,000 | 4,203 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,140,000 | 2,230 |
| Available-for-sale securities (fair market value) | $1,231,000 | 8,677 |
| Total debt securities | $10,371,000 | 6,836 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $9,609,000 | 7,220 |
| U.S. Government securities | $8,579,000 | 6,536 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,579,000 | 5,704 |
| Securities issued by states & political subdivisions | $1,030,000 | 5,721 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,376,000 | 5,767 |
| Certificates of participation in pools of residential mortgages | $1,376,000 | 4,887 |
| Issued or guaranteed by U.S. | $1,376,000 | 4,870 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,178,000 | 2,632 |
| Available-for-sale securities (fair market value) | $1,431,000 | 8,683 |
| Total debt securities | $9,609,000 | 7,089 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $9,914,000 | 7,437 |
| U.S. Government securities | $8,885,000 | 6,903 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,885,000 | 5,630 |
| Securities issued by states & political subdivisions | $1,029,000 | 5,763 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,756,000 | 5,598 |
| Certificates of participation in pools of residential mortgages | $1,756,000 | 4,573 |
| Issued or guaranteed by U.S. | $1,756,000 | 4,557 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,557,000 | 3,092 |
| Available-for-sale securities (fair market value) | $1,357,000 | 9,028 |
| Total debt securities | $9,914,000 | 7,311 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $8,222,000 | 8,526 |
| U.S. Government securities | $7,934,000 | 7,863 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,934,000 | 6,291 |
| Securities issued by states & political subdivisions | $293,000 | 7,615 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $5,000 | 262 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,186,000 | 5,745 |
| Certificates of participation in pools of residential mortgages | $2,186,000 | 4,604 |
| Issued or guaranteed by U.S. | $2,186,000 | 4,581 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,977,000 | 3,968 |
| Available-for-sale securities (fair market value) | $1,245,000 | 9,396 |
| Total debt securities | $8,227,000 | 8,418 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $8,541,000 | 8,801 |
| U.S. Government securities | $8,255,000 | 8,057 |
| U.S. Treasury securities | $3,872,000 | 5,371 |
| U.S. Government agency obligations | $4,383,000 | 8,083 |
| Securities issued by states & political subdivisions | $292,000 | 7,905 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $6,000 | 279 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,886,000 | 5,621 |
| Certificates of participation in pools of residential mortgages | $2,886,000 | 4,238 |
| Issued or guaranteed by U.S. | $2,886,000 | 4,212 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,166,000 | 4,161 |
| Available-for-sale securities (fair market value) | $1,375,000 | 9,740 |
| Total debt securities | $8,547,000 | 8,678 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,027,000 | 8,747 |
| U.S. Government securities | $9,741,000 | 7,851 |
| U.S. Treasury securities | $6,245,000 | 4,813 |
| U.S. Government agency obligations | $3,496,000 | 8,723 |
| Securities issued by states & political subdivisions | $292,000 | 8,322 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $6,000 | 348 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,996,000 | 5,864 |
| Certificates of participation in pools of residential mortgages | $2,996,000 | 4,384 |
| Issued or guaranteed by U.S. | $2,996,000 | 4,357 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,779,000 | 6,575 |
| Available-for-sale securities (fair market value) | $2,248,000 | 8,649 |
| Total debt securities | $10,033,000 | 8,624 |
| 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 | $10,180,000 | 9,015 |
| U.S. Government securities | $10,188,000 | 7,923 |
| U.S. Treasury securities | $4,939,000 | 5,803 |
| U.S. Government agency obligations | $5,249,000 | 7,732 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $8,000 | 317 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,244,000 | 5,692 |
| Certificates of participation in pools of residential mortgages | $4,244,000 | 4,143 |
| Issued or guaranteed by U.S. | $4,244,000 | 4,103 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,188,000 | 8,880 |
| 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 | $13,064,000 | 7,969 |
| U.S. Government securities | $13,079,000 | 6,854 |
| U.S. Treasury securities | $5,471,000 | 5,502 |
| U.S. Government agency obligations | $7,608,000 | 6,532 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $15,000 | 410 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,194,000 | 4,916 |
| Certificates of participation in pools of residential mortgages | $6,194,000 | 3,494 |
| Issued or guaranteed by U.S. | $6,194,000 | 3,449 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,079,000 | 7,830 |
| 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 |