Home > Peru Federal Savings Bank > Securities
Peru Federal Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $64,432,000 | 2,274 |
| U.S. Government securities | $42,736,000 | 2,052 |
| U.S. Treasury securities | $1,562,000 | 2,391 |
| U.S. Government agency obligations | $41,174,000 | 1,826 |
| Securities issued by states & political subdivisions | $21,176,000 | 1,729 |
| Other domestic debt securities | $455,000 | 2,171 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $455,000 | 649 |
| 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 | $12,218,000 | 2,776 |
| Mortgage-backed securities | $34,916,000 | 1,576 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,146,000 | 1,527 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,543,000 | 1,382 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,445,000 | 476 |
| Other commercial mortgage-backed securities | $782,000 | 1,146 |
| Held to maturity securities (book value) | $861,000 | 1,544 |
| Available-for-sale securities (fair market value) | $63,506,000 | 2,064 |
| Total debt securities | $64,366,000 | 2,257 |
| 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 | $57,236,000 | 2,402 |
| U.S. Government securities | $37,812,000 | 2,182 |
| U.S. Treasury securities | $1,526,000 | 2,458 |
| U.S. Government agency obligations | $36,286,000 | 1,932 |
| Securities issued by states & political subdivisions | $18,929,000 | 1,818 |
| Other domestic debt securities | $445,000 | 2,173 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $445,000 | 643 |
| 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 | $11,774,000 | 2,778 |
| Mortgage-backed securities | $32,576,000 | 1,608 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,357,000 | 1,491 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,907,000 | 1,406 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,536,000 | 527 |
| Other commercial mortgage-backed securities | $776,000 | 1,147 |
| Held to maturity securities (book value) | $881,000 | 1,559 |
| Available-for-sale securities (fair market value) | $56,305,000 | 2,202 |
| Total debt securities | $57,186,000 | 2,384 |
| 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 | $59,957,000 | 2,416 |
| U.S. Government securities | $40,080,000 | 2,169 |
| U.S. Treasury securities | $1,530,000 | 2,479 |
| U.S. Government agency obligations | $38,550,000 | 1,911 |
| Securities issued by states & political subdivisions | $19,379,000 | 1,854 |
| Other domestic debt securities | $449,000 | 2,188 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $449,000 | 630 |
| 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 | $11,740,000 | 2,770 |
| Mortgage-backed securities | $34,804,000 | 1,591 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,884,000 | 1,467 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,353,000 | 1,383 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,789,000 | 526 |
| Other commercial mortgage-backed securities | $778,000 | 1,146 |
| Held to maturity securities (book value) | $882,000 | 1,575 |
| Available-for-sale securities (fair market value) | $59,026,000 | 2,203 |
| Total debt securities | $59,908,000 | 2,398 |
| 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 | $62,303,000 | 2,449 |
| U.S. Government securities | $42,234,000 | 2,181 |
| U.S. Treasury securities | $1,542,000 | 2,557 |
| U.S. Government agency obligations | $40,692,000 | 1,858 |
| Securities issued by states & political subdivisions | $19,576,000 | 1,907 |
| Other domestic debt securities | $454,000 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $454,000 | 627 |
| 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 | $11,415,000 | 2,702 |
| Mortgage-backed securities | $36,930,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,052,000 | 1,479 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,794,000 | 1,374 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,259,000 | 540 |
| Other commercial mortgage-backed securities | $825,000 | 1,146 |
| Held to maturity securities (book value) | $919,000 | 1,618 |
| Available-for-sale securities (fair market value) | $61,345,000 | 2,227 |
| Total debt securities | $62,262,000 | 2,431 |
| 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 | $64,240,000 | 2,449 |
| U.S. Government securities | $43,962,000 | 2,163 |
| U.S. Treasury securities | $1,523,000 | 2,594 |
| U.S. Government agency obligations | $42,439,000 | 1,824 |
| Securities issued by states & political subdivisions | $19,777,000 | 1,942 |
| Other domestic debt securities | $463,000 | 2,273 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $463,000 | 642 |
| 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 | $11,580,000 | 2,590 |
| Mortgage-backed securities | $38,634,000 | 1,556 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,111,000 | 1,460 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,141,000 | 1,357 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,558,000 | 519 |
| Other commercial mortgage-backed securities | $824,000 | 1,142 |
| Held to maturity securities (book value) | $922,000 | 1,630 |
| Available-for-sale securities (fair market value) | $63,280,000 | 2,219 |
| Total debt securities | $64,203,000 | 2,430 |
| 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 | $66,855,000 | 2,379 |
| U.S. Government securities | $42,679,000 | 2,226 |
| U.S. Treasury securities | $1,512,000 | 2,618 |
| U.S. Government agency obligations | $41,167,000 | 1,873 |
| Securities issued by states & political subdivisions | $23,610,000 | 1,750 |
| Other domestic debt securities | $495,000 | 2,201 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $495,000 | 461 |
| 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 | $14,875,000 | 2,350 |
| Mortgage-backed securities | $39,580,000 | 1,550 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,942,000 | 1,444 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,617,000 | 1,333 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,021,000 | 505 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $999,000 | 1,608 |
| Available-for-sale securities (fair market value) | $65,785,000 | 2,164 |
| Total debt securities | $66,785,000 | 2,362 |
| 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 | $70,623,000 | 2,321 |
| U.S. Government securities | $46,101,000 | 2,151 |
| U.S. Treasury securities | $1,525,000 | 2,574 |
| U.S. Government agency obligations | $44,576,000 | 1,822 |
| Securities issued by states & political subdivisions | $24,450,000 | 1,774 |
| 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 | $15,271,000 | 2,336 |
| Mortgage-backed securities | $42,939,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $25,674,000 | 1,457 |
| Issued or guaranteed by U.S. | $25,674,000 | 1,427 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $7,231,000 | 1,380 |
| CMOs issued by government agencies or sponsored agencies | $7,231,000 | 1,311 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $10,034,000 | 871 |
| Commercial mortgage pass-through securities | $9,525,000 | 504 |
| Other commercial mortgage-backed securities | $509,000 | 1,337 |
| Held to maturity securities (book value) | $1,003,000 | 1,522 |
| Available-for-sale securities (fair market value) | $69,548,000 | 2,147 |
| Total debt securities | $70,551,000 | 2,312 |
| 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 | $73,055,000 | 2,249 |
| U.S. Government securities | $49,894,000 | 2,009 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $49,894,000 | 1,696 |
| Securities issued by states & political subdivisions | $23,097,000 | 1,838 |
| 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 | $14,475,000 | 2,349 |
| Mortgage-backed securities | $48,655,000 | 1,430 |
| Certificates of participation in pools of residential mortgages | $28,772,000 | 1,390 |
| Issued or guaranteed by U.S. | $28,772,000 | 1,366 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $8,052,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $8,052,000 | 1,264 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $11,831,000 | 821 |
| Commercial mortgage pass-through securities | $11,248,000 | 461 |
| Other commercial mortgage-backed securities | $583,000 | 1,307 |
| Held to maturity securities (book value) | $1,068,000 | 1,421 |
| Available-for-sale securities (fair market value) | $71,923,000 | 2,100 |
| Total debt securities | $72,992,000 | 2,240 |
| 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 | $72,828,000 | 2,187 |
| U.S. Government securities | $50,195,000 | 1,857 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $50,195,000 | 1,652 |
| Securities issued by states & political subdivisions | $22,571,000 | 1,922 |
| 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 | $14,256,000 | 2,347 |
| Mortgage-backed securities | $50,195,000 | 1,377 |
| Certificates of participation in pools of residential mortgages | $28,889,000 | 1,385 |
| Issued or guaranteed by U.S. | $28,889,000 | 1,354 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $9,079,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $9,079,000 | 1,191 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $12,227,000 | 808 |
| Commercial mortgage pass-through securities | $11,477,000 | 452 |
| Other commercial mortgage-backed securities | $750,000 | 1,254 |
| Held to maturity securities (book value) | $1,074,000 | 1,330 |
| Available-for-sale securities (fair market value) | $71,692,000 | 2,070 |
| Total debt securities | $72,766,000 | 2,175 |
| 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 | $77,526,000 | 2,032 |
| U.S. Government securities | $54,487,000 | 1,705 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $54,487,000 | 1,547 |
| Securities issued by states & political subdivisions | $22,988,000 | 1,860 |
| 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 | $13,530,000 | 2,375 |
| Mortgage-backed securities | $54,487,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $31,339,000 | 1,271 |
| Issued or guaranteed by U.S. | $31,339,000 | 1,241 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $9,995,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $9,995,000 | 1,140 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $13,153,000 | 765 |
| Commercial mortgage pass-through securities | $12,358,000 | 435 |
| Other commercial mortgage-backed securities | $795,000 | 1,253 |
| Held to maturity securities (book value) | $1,115,000 | 1,328 |
| Available-for-sale securities (fair market value) | $76,360,000 | 1,928 |
| Total debt securities | $77,476,000 | 2,020 |
| 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 | $71,160,000 | 2,095 |
| U.S. Government securities | $48,550,000 | 1,773 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $48,550,000 | 1,619 |
| Securities issued by states & political subdivisions | $22,558,000 | 1,867 |
| 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 | $13,050,000 | 2,391 |
| Mortgage-backed securities | $48,550,000 | 1,328 |
| Certificates of participation in pools of residential mortgages | $28,099,000 | 1,326 |
| Issued or guaranteed by U.S. | $28,099,000 | 1,294 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $10,913,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $10,913,000 | 1,058 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $9,538,000 | 875 |
| Commercial mortgage pass-through securities | $8,699,000 | 523 |
| Other commercial mortgage-backed securities | $839,000 | 1,227 |
| Held to maturity securities (book value) | $1,123,000 | 1,313 |
| Available-for-sale securities (fair market value) | $69,985,000 | 1,985 |
| Total debt securities | $71,108,000 | 2,080 |
| 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 | $70,611,000 | 1,974 |
| U.S. Government securities | $47,774,000 | 1,661 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $47,774,000 | 1,555 |
| Securities issued by states & political subdivisions | $22,704,000 | 1,809 |
| 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 | $13,021,000 | 2,362 |
| Mortgage-backed securities | $47,774,000 | 1,300 |
| Certificates of participation in pools of residential mortgages | $28,090,000 | 1,279 |
| Issued or guaranteed by U.S. | $28,090,000 | 1,243 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $11,974,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $11,974,000 | 989 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $7,710,000 | 929 |
| Commercial mortgage pass-through securities | $6,842,000 | 579 |
| Other commercial mortgage-backed securities | $868,000 | 1,200 |
| Held to maturity securities (book value) | $37,000 | 1,614 |
| Available-for-sale securities (fair market value) | $70,441,000 | 1,866 |
| Total debt securities | $70,476,000 | 1,962 |
| 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 | $70,992,000 | 1,834 |
| U.S. Government securities | $46,057,000 | 1,584 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $46,057,000 | 1,503 |
| Securities issued by states & political subdivisions | $24,716,000 | 1,657 |
| 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 | $13,301,000 | 2,336 |
| Mortgage-backed securities | $46,057,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $25,865,000 | 1,234 |
| Issued or guaranteed by U.S. | $25,865,000 | 1,210 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $12,949,000 | 982 |
| CMOs issued by government agencies or sponsored agencies | $12,949,000 | 946 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $7,243,000 | 915 |
| Commercial mortgage pass-through securities | $6,333,000 | 566 |
| Other commercial mortgage-backed securities | $910,000 | 1,150 |
| Held to maturity securities (book value) | $46,000 | 1,600 |
| Available-for-sale securities (fair market value) | $70,727,000 | 1,719 |
| Total debt securities | $70,772,000 | 1,821 |
| 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 | $68,287,000 | 1,794 |
| U.S. Government securities | $43,239,000 | 1,605 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $43,239,000 | 1,528 |
| Securities issued by states & political subdivisions | $24,845,000 | 1,540 |
| 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 | $12,702,000 | 2,377 |
| Mortgage-backed securities | $43,239,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $24,319,000 | 1,246 |
| Issued or guaranteed by U.S. | $24,319,000 | 1,213 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,577,000 | 1,006 |
| CMOs issued by government agencies or sponsored agencies | $12,577,000 | 975 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $6,343,000 | 943 |
| Commercial mortgage pass-through securities | $5,424,000 | 605 |
| Other commercial mortgage-backed securities | $919,000 | 1,123 |
| Held to maturity securities (book value) | $551,000 | 1,387 |
| Available-for-sale securities (fair market value) | $67,533,000 | 1,693 |
| Total debt securities | $68,086,000 | 1,780 |
| 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 | $65,599,000 | 1,794 |
| U.S. Government securities | $39,822,000 | 1,682 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $39,822,000 | 1,588 |
| Securities issued by states & political subdivisions | $25,777,000 | 1,401 |
| 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 | $11,997,000 | 2,439 |
| Mortgage-backed securities | $39,822,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $21,297,000 | 1,308 |
| Issued or guaranteed by U.S. | $21,297,000 | 1,272 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,749,000 | 1,023 |
| CMOs issued by government agencies or sponsored agencies | $12,749,000 | 990 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $5,776,000 | 955 |
| Commercial mortgage pass-through securities | $5,606,000 | 593 |
| Other commercial mortgage-backed securities | $170,000 | 1,257 |
| Held to maturity securities (book value) | $920,000 | 1,326 |
| Available-for-sale securities (fair market value) | $64,679,000 | 1,693 |
| Total debt securities | $65,600,000 | 1,774 |
| 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 | $61,134,000 | 1,817 |
| U.S. Government securities | $36,486,000 | 1,788 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $36,486,000 | 1,696 |
| Securities issued by states & political subdivisions | $24,648,000 | 1,336 |
| 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 | $12,128,000 | 2,358 |
| Mortgage-backed securities | $36,486,000 | 1,410 |
| Certificates of participation in pools of residential mortgages | $18,167,000 | 1,489 |
| Issued or guaranteed by U.S. | $18,167,000 | 1,447 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $13,246,000 | 1,011 |
| CMOs issued by government agencies or sponsored agencies | $13,246,000 | 980 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $5,073,000 | 985 |
| Commercial mortgage pass-through securities | $4,889,000 | 612 |
| Other commercial mortgage-backed securities | $184,000 | 1,233 |
| Held to maturity securities (book value) | $938,000 | 1,331 |
| Available-for-sale securities (fair market value) | $60,196,000 | 1,702 |
| Total debt securities | $61,134,000 | 1,804 |
| 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 | $51,347,000 | 2,061 |
| U.S. Government securities | $28,040,000 | 2,136 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $28,040,000 | 2,023 |
| Securities issued by states & political subdivisions | $23,307,000 | 1,359 |
| 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 | $12,485,000 | 2,359 |
| Mortgage-backed securities | $28,040,000 | 1,615 |
| Certificates of participation in pools of residential mortgages | $11,488,000 | 1,870 |
| Issued or guaranteed by U.S. | $11,488,000 | 1,819 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $11,798,000 | 1,081 |
| CMOs issued by government agencies or sponsored agencies | $11,798,000 | 1,050 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $4,754,000 | 1,002 |
| Commercial mortgage pass-through securities | $4,569,000 | 636 |
| Other commercial mortgage-backed securities | $185,000 | 1,201 |
| Held to maturity securities (book value) | $1,831,000 | 1,215 |
| Available-for-sale securities (fair market value) | $49,516,000 | 1,965 |
| Total debt securities | $51,347,000 | 2,041 |
| 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 | $52,071,000 | 2,051 |
| U.S. Government securities | $27,585,000 | 2,170 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $27,585,000 | 2,059 |
| Securities issued by states & political subdivisions | $24,486,000 | 1,309 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,614,000 | 2,482 |
| Mortgage-backed securities | $27,335,000 | 1,612 |
| Certificates of participation in pools of residential mortgages | $11,176,000 | 1,878 |
| Issued or guaranteed by U.S. | $11,176,000 | 1,821 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $11,030,000 | 1,122 |
| CMOs issued by government agencies or sponsored agencies | $11,030,000 | 1,093 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $5,129,000 | 954 |
| Commercial mortgage pass-through securities | $4,933,000 | 609 |
| Other commercial mortgage-backed securities | $196,000 | 1,169 |
| Held to maturity securities (book value) | $1,852,000 | 1,267 |
| Available-for-sale securities (fair market value) | $50,219,000 | 1,940 |
| Total debt securities | $52,072,000 | 2,033 |
| 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 | $51,207,000 | 2,083 |
| U.S. Government securities | $27,286,000 | 2,241 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $27,286,000 | 2,127 |
| Securities issued by states & political subdivisions | $23,921,000 | 1,349 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,145,000 | 2,576 |
| Mortgage-backed securities | $26,099,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $11,301,000 | 1,854 |
| Issued or guaranteed by U.S. | $11,301,000 | 1,818 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $11,021,000 | 1,121 |
| CMOs issued by government agencies or sponsored agencies | $11,021,000 | 1,082 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,777,000 | 1,055 |
| Commercial mortgage pass-through securities | $3,537,000 | 719 |
| Other commercial mortgage-backed securities | $240,000 | 1,137 |
| Held to maturity securities (book value) | $2,130,000 | 1,268 |
| Available-for-sale securities (fair market value) | $49,077,000 | 2,000 |
| Total debt securities | $51,208,000 | 2,069 |
| 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 | $53,338,000 | 2,048 |
| U.S. Government securities | $27,954,000 | 2,227 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $27,954,000 | 2,101 |
| Securities issued by states & political subdivisions | $25,384,000 | 1,331 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,599,000 | 2,668 |
| Mortgage-backed securities | $26,515,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | $11,113,000 | 1,870 |
| Issued or guaranteed by U.S. | $11,113,000 | 1,830 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $11,518,000 | 1,093 |
| CMOs issued by government agencies or sponsored agencies | $11,518,000 | 1,052 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,884,000 | 988 |
| Commercial mortgage pass-through securities | $3,646,000 | 694 |
| Other commercial mortgage-backed securities | $238,000 | 1,054 |
| Held to maturity securities (book value) | $2,415,000 | 1,251 |
| Available-for-sale securities (fair market value) | $50,923,000 | 1,968 |
| Total debt securities | $53,339,000 | 2,032 |
| 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 | $55,181,000 | 2,035 |
| U.S. Government securities | $29,520,000 | 2,160 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $29,520,000 | 2,045 |
| Securities issued by states & political subdivisions | $25,661,000 | 1,337 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,408,000 | 2,700 |
| Mortgage-backed securities | $27,807,000 | 1,573 |
| Certificates of participation in pools of residential mortgages | $11,753,000 | 1,822 |
| Issued or guaranteed by U.S. | $11,753,000 | 1,798 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,989,000 | 1,061 |
| CMOs issued by government agencies or sponsored agencies | $11,989,000 | 1,019 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $4,065,000 | 931 |
| Commercial mortgage pass-through securities | $3,820,000 | 667 |
| Other commercial mortgage-backed securities | $245,000 | 1,006 |
| Held to maturity securities (book value) | $2,686,000 | 1,259 |
| Available-for-sale securities (fair market value) | $52,495,000 | 1,941 |
| Total debt securities | $55,180,000 | 2,022 |
| 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 | $56,198,000 | 2,022 |
| U.S. Government securities | $30,838,000 | 2,135 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $30,838,000 | 2,020 |
| Securities issued by states & political subdivisions | $25,360,000 | 1,355 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,482,000 | 2,801 |
| Mortgage-backed securities | $28,873,000 | 1,541 |
| Certificates of participation in pools of residential mortgages | $12,145,000 | 1,819 |
| Issued or guaranteed by U.S. | $12,145,000 | 1,808 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,546,000 | 1,012 |
| CMOs issued by government agencies or sponsored agencies | $12,546,000 | 972 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $4,182,000 | 906 |
| Commercial mortgage pass-through securities | $3,935,000 | 642 |
| Other commercial mortgage-backed securities | $247,000 | 1,005 |
| Held to maturity securities (book value) | $3,100,000 | 1,239 |
| Available-for-sale securities (fair market value) | $53,098,000 | 1,931 |
| Total debt securities | $56,195,000 | 2,006 |
| 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 | $58,982,000 | 1,971 |
| U.S. Government securities | $32,982,000 | 2,035 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $32,982,000 | 1,925 |
| Securities issued by states & political subdivisions | $26,000,000 | 1,378 |
| 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 | $9,984,000 | 2,782 |
| Mortgage-backed securities | $31,036,000 | 1,485 |
| Certificates of participation in pools of residential mortgages | $13,150,000 | 1,777 |
| Issued or guaranteed by U.S. | $13,150,000 | 1,700 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $13,398,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $13,398,000 | 919 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $4,488,000 | 877 |
| Commercial mortgage pass-through securities | $4,241,000 | 599 |
| Other commercial mortgage-backed securities | $247,000 | 999 |
| Held to maturity securities (book value) | $3,431,000 | 1,222 |
| Available-for-sale securities (fair market value) | $55,551,000 | 1,900 |
| Total debt securities | $58,982,000 | 1,952 |
| 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 | $60,947,000 | 1,949 |
| U.S. Government securities | $35,540,000 | 1,975 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $35,540,000 | 1,876 |
| Securities issued by states & political subdivisions | $25,407,000 | 1,442 |
| 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 | $9,996,000 | 2,817 |
| Mortgage-backed securities | $28,807,000 | 1,551 |
| Certificates of participation in pools of residential mortgages | $14,264,000 | 1,727 |
| Issued or guaranteed by U.S. | $14,264,000 | 1,725 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,295,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $14,295,000 | 874 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $248,000 | 1,443 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $248,000 | 978 |
| Held to maturity securities (book value) | $3,525,000 | 1,245 |
| Available-for-sale securities (fair market value) | $57,422,000 | 1,879 |
| Total debt securities | $60,948,000 | 1,931 |
| 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 | $56,325,000 | 2,115 |
| U.S. Government securities | $31,210,000 | 2,157 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $31,210,000 | 2,069 |
| Securities issued by states & political subdivisions | $25,115,000 | 1,517 |
| 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 | $10,436,000 | 2,810 |
| Mortgage-backed securities | $27,178,000 | 1,610 |
| Certificates of participation in pools of residential mortgages | $13,906,000 | 1,798 |
| Issued or guaranteed by U.S. | $13,906,000 | 1,797 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $13,018,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $13,018,000 | 949 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $254,000 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $254,000 | 948 |
| Held to maturity securities (book value) | $3,867,000 | 1,250 |
| Available-for-sale securities (fair market value) | $52,458,000 | 2,038 |
| Total debt securities | $56,326,000 | 2,099 |
| 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 | $57,914,000 | 2,086 |
| U.S. Government securities | $32,583,000 | 2,128 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $32,583,000 | 2,027 |
| Securities issued by states & political subdivisions | $25,331,000 | 1,526 |
| 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 | $10,198,000 | 2,877 |
| Mortgage-backed securities | $28,404,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | $15,131,000 | 1,744 |
| Issued or guaranteed by U.S. | $15,131,000 | 1,743 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $13,016,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $13,016,000 | 946 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $257,000 | 1,419 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $257,000 | 927 |
| Held to maturity securities (book value) | $4,001,000 | 1,265 |
| Available-for-sale securities (fair market value) | $53,913,000 | 2,031 |
| Total debt securities | $57,914,000 | 2,069 |
| 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 | $60,292,000 | 2,068 |
| U.S. Government securities | $34,974,000 | 2,051 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $34,974,000 | 1,950 |
| Securities issued by states & political subdivisions | $25,318,000 | 1,547 |
| 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 | $10,465,000 | 2,859 |
| Mortgage-backed securities | $30,507,000 | 1,530 |
| Certificates of participation in pools of residential mortgages | $16,374,000 | 1,713 |
| Issued or guaranteed by U.S. | $16,374,000 | 1,712 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,875,000 | 937 |
| CMOs issued by government agencies or sponsored agencies | $13,875,000 | 897 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $258,000 | 1,376 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $258,000 | 890 |
| Held to maturity securities (book value) | $4,409,000 | 1,255 |
| Available-for-sale securities (fair market value) | $55,883,000 | 1,993 |
| Total debt securities | $60,292,000 | 2,047 |
| Structured notes | ||
| Amortized cost | $130,000 | 1,017 |
| Fair value | $131,000 | 1,018 |
| 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 | $57,365,000 | 2,167 |
| U.S. Government securities | $31,940,000 | 2,215 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $31,940,000 | 2,120 |
| Securities issued by states & political subdivisions | $25,425,000 | 1,559 |
| 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 | $9,241,000 | 3,056 |
| Mortgage-backed securities | $27,354,000 | 1,673 |
| Certificates of participation in pools of residential mortgages | $16,077,000 | 1,766 |
| Issued or guaranteed by U.S. | $16,077,000 | 1,766 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,022,000 | 1,083 |
| CMOs issued by government agencies or sponsored agencies | $11,022,000 | 1,035 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $255,000 | 1,347 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $255,000 | 885 |
| Held to maturity securities (book value) | $4,578,000 | 1,269 |
| Available-for-sale securities (fair market value) | $52,787,000 | 2,098 |
| Total debt securities | $57,367,000 | 2,148 |
| Structured notes | ||
| Amortized cost | $138,000 | 1,092 |
| Fair value | $139,000 | 1,094 |
| 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 | $53,449,000 | 2,263 |
| U.S. Government securities | $28,232,000 | 2,381 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $28,232,000 | 2,282 |
| Securities issued by states & political subdivisions | $25,217,000 | 1,561 |
| 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 | $9,717,000 | 2,986 |
| Mortgage-backed securities | $23,846,000 | 1,833 |
| Certificates of participation in pools of residential mortgages | $16,320,000 | 1,757 |
| Issued or guaranteed by U.S. | $16,320,000 | 1,756 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,526,000 | 1,293 |
| CMOs issued by government agencies or sponsored agencies | $7,526,000 | 1,233 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $4,771,000 | 1,258 |
| Available-for-sale securities (fair market value) | $48,678,000 | 2,193 |
| Total debt securities | $53,448,000 | 2,238 |
| Structured notes | ||
| Amortized cost | $209,000 | 1,054 |
| Fair value | $212,000 | 1,055 |
| 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 | $57,430,000 | 2,146 |
| U.S. Government securities | $30,758,000 | 2,256 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $30,758,000 | 2,174 |
| Securities issued by states & political subdivisions | $26,672,000 | 1,486 |
| 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 | $10,315,000 | 2,945 |
| Mortgage-backed securities | $26,134,000 | 1,759 |
| Certificates of participation in pools of residential mortgages | $17,963,000 | 1,658 |
| Issued or guaranteed by U.S. | $17,963,000 | 1,658 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,171,000 | 1,265 |
| CMOs issued by government agencies or sponsored agencies | $8,171,000 | 1,209 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $5,718,000 | 1,207 |
| Available-for-sale securities (fair market value) | $51,712,000 | 2,103 |
| Total debt securities | $57,429,000 | 2,124 |
| Structured notes | ||
| Amortized cost | $148,000 | 1,072 |
| Fair value | $151,000 | 1,073 |
| 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 | $61,166,000 | 2,092 |
| U.S. Government securities | $33,402,000 | 2,187 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $33,402,000 | 2,095 |
| Securities issued by states & political subdivisions | $27,764,000 | 1,446 |
| 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 | $10,361,000 | 2,989 |
| Mortgage-backed securities | $28,151,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $19,482,000 | 1,587 |
| Issued or guaranteed by U.S. | $19,482,000 | 1,582 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,669,000 | 1,256 |
| CMOs issued by government agencies or sponsored agencies | $8,669,000 | 1,196 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $5,950,000 | 1,222 |
| Available-for-sale securities (fair market value) | $55,216,000 | 2,028 |
| Total debt securities | $61,164,000 | 2,066 |
| Structured notes | ||
| Amortized cost | $157,000 | 1,207 |
| Fair value | $162,000 | 1,206 |
| 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 | $61,363,000 | 2,104 |
| U.S. Government securities | $33,531,000 | 2,243 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $33,531,000 | 2,156 |
| Securities issued by states & political subdivisions | $27,832,000 | 1,416 |
| 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 | $10,802,000 | 2,984 |
| Mortgage-backed securities | $27,370,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $18,795,000 | 1,616 |
| Issued or guaranteed by U.S. | $18,795,000 | 1,615 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,575,000 | 1,275 |
| CMOs issued by government agencies or sponsored agencies | $8,575,000 | 1,211 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $6,198,000 | 1,243 |
| Available-for-sale securities (fair market value) | $55,165,000 | 2,052 |
| Total debt securities | $61,364,000 | 2,081 |
| Structured notes | ||
| Amortized cost | $163,000 | 1,389 |
| Fair value | $168,000 | 1,389 |
| 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 | $54,068,000 | 2,322 |
| U.S. Government securities | $27,903,000 | 2,553 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $27,903,000 | 2,460 |
| Securities issued by states & political subdivisions | $26,165,000 | 1,509 |
| 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 | $8,316,000 | 3,336 |
| Mortgage-backed securities | $20,477,000 | 2,038 |
| Certificates of participation in pools of residential mortgages | $15,709,000 | 1,819 |
| Issued or guaranteed by U.S. | $15,709,000 | 1,817 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,768,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $4,768,000 | 1,606 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $6,820,000 | 1,205 |
| Available-for-sale securities (fair market value) | $47,248,000 | 2,334 |
| Total debt securities | $54,068,000 | 2,298 |
| Structured notes | ||
| Amortized cost | $170,000 | 1,545 |
| Fair value | $176,000 | 1,545 |
| 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 | $56,263,000 | 2,282 |
| U.S. Government securities | $29,519,000 | 2,508 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $29,519,000 | 2,420 |
| Securities issued by states & political subdivisions | $26,744,000 | 1,469 |
| 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 | $9,242,000 | 3,246 |
| Mortgage-backed securities | $21,821,000 | 1,986 |
| Certificates of participation in pools of residential mortgages | $17,107,000 | 1,738 |
| Issued or guaranteed by U.S. | $17,107,000 | 1,738 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,714,000 | 1,698 |
| CMOs issued by government agencies or sponsored agencies | $4,714,000 | 1,634 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $7,098,000 | 1,195 |
| Available-for-sale securities (fair market value) | $49,165,000 | 2,297 |
| Total debt securities | $56,263,000 | 2,260 |
| Structured notes | ||
| Amortized cost | $287,000 | 1,638 |
| Fair value | $294,000 | 1,639 |
| 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 | $57,107,000 | 2,302 |
| U.S. Government securities | $30,136,000 | 2,545 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $30,136,000 | 2,457 |
| Securities issued by states & political subdivisions | $26,971,000 | 1,431 |
| 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 | $9,242,000 | 3,274 |
| Mortgage-backed securities | $22,313,000 | 2,022 |
| Certificates of participation in pools of residential mortgages | $17,937,000 | 1,739 |
| Issued or guaranteed by U.S. | $17,937,000 | 1,738 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,376,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $4,376,000 | 1,751 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $7,431,000 | 1,194 |
| Available-for-sale securities (fair market value) | $49,676,000 | 2,321 |
| Total debt securities | $57,108,000 | 2,278 |
| Structured notes | ||
| Amortized cost | $299,000 | 1,781 |
| Fair value | $305,000 | 1,769 |
| 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 | $52,201,000 | 2,477 |
| U.S. Government securities | $27,272,000 | 2,752 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $27,272,000 | 2,662 |
| Securities issued by states & political subdivisions | $24,929,000 | 1,518 |
| 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 | $8,077,000 | 3,493 |
| Mortgage-backed securities | $18,792,000 | 2,282 |
| Certificates of participation in pools of residential mortgages | $16,503,000 | 1,872 |
| Issued or guaranteed by U.S. | $16,503,000 | 1,872 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,289,000 | 2,269 |
| CMOs issued by government agencies or sponsored agencies | $2,289,000 | 2,194 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $7,779,000 | 1,181 |
| Available-for-sale securities (fair market value) | $44,422,000 | 2,532 |
| Total debt securities | $52,202,000 | 2,455 |
| Structured notes | ||
| Amortized cost | $818,000 | 1,550 |
| Fair value | $825,000 | 1,549 |
| 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 | $51,767,000 | 2,526 |
| U.S. Government securities | $27,185,000 | 2,779 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $27,185,000 | 2,684 |
| Securities issued by states & political subdivisions | $24,582,000 | 1,537 |
| 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 | $8,538,000 | 3,442 |
| Mortgage-backed securities | $19,689,000 | 2,261 |
| Certificates of participation in pools of residential mortgages | $17,862,000 | 1,812 |
| Issued or guaranteed by U.S. | $17,862,000 | 1,810 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,827,000 | 2,464 |
| CMOs issued by government agencies or sponsored agencies | $1,827,000 | 2,386 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $8,429,000 | 1,161 |
| Available-for-sale securities (fair market value) | $43,338,000 | 2,591 |
| Total debt securities | $51,766,000 | 2,500 |
| Structured notes | ||
| Amortized cost | $1,339,000 | 1,344 |
| Fair value | $1,349,000 | 1,344 |
| 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 | $54,888,000 | 2,467 |
| U.S. Government securities | $28,159,000 | 2,807 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $28,159,000 | 2,719 |
| Securities issued by states & political subdivisions | $26,729,000 | 1,432 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,531,000 | 3,468 |
| Mortgage-backed securities | $20,642,000 | 2,259 |
| Certificates of participation in pools of residential mortgages | $18,674,000 | 1,813 |
| Issued or guaranteed by U.S. | $18,674,000 | 1,811 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,968,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $1,968,000 | 2,384 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $8,995,000 | 1,140 |
| Available-for-sale securities (fair market value) | $45,893,000 | 2,543 |
| Total debt securities | $54,889,000 | 2,446 |
| Structured notes | ||
| Amortized cost | $1,359,000 | 1,444 |
| Fair value | $1,375,000 | 1,439 |
| 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 | $57,362,000 | 2,402 |
| U.S. Government securities | $28,161,000 | 2,852 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $28,161,000 | 2,766 |
| Securities issued by states & political subdivisions | $29,201,000 | 1,335 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,465,000 | 3,507 |
| Mortgage-backed securities | $20,185,000 | 2,323 |
| Certificates of participation in pools of residential mortgages | $18,159,000 | 1,880 |
| Issued or guaranteed by U.S. | $18,159,000 | 1,879 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,857,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $1,857,000 | 2,458 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $169,000 | 942 |
| Commercial mortgage pass-through securities | $169,000 | 662 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $9,839,000 | 1,106 |
| Available-for-sale securities (fair market value) | $47,523,000 | 2,522 |
| Total debt securities | $57,361,000 | 2,380 |
| Structured notes | ||
| Amortized cost | $1,719,000 | 1,366 |
| Fair value | $1,736,000 | 1,359 |
| 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 | $52,945,000 | 2,572 |
| U.S. Government securities | $26,200,000 | 2,994 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $26,200,000 | 2,918 |
| Securities issued by states & political subdivisions | $26,745,000 | 1,431 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,464,000 | 3,526 |
| Mortgage-backed securities | $17,689,000 | 2,490 |
| Certificates of participation in pools of residential mortgages | $15,956,000 | 2,053 |
| Issued or guaranteed by U.S. | $15,956,000 | 2,052 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,538,000 | 2,656 |
| CMOs issued by government agencies or sponsored agencies | $1,538,000 | 2,566 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $195,000 | 922 |
| Commercial mortgage pass-through securities | $195,000 | 654 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $10,287,000 | 1,079 |
| Available-for-sale securities (fair market value) | $42,658,000 | 2,735 |
| Total debt securities | $52,946,000 | 2,552 |
| Structured notes | ||
| Amortized cost | $1,752,000 | 1,367 |
| Fair value | $1,768,000 | 1,354 |
| 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 | $50,653,000 | 2,657 |
| U.S. Government securities | $26,698,000 | 2,936 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $26,698,000 | 2,862 |
| Securities issued by states & political subdivisions | $23,955,000 | 1,580 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,466,000 | 3,518 |
| Mortgage-backed securities | $19,084,000 | 2,400 |
| Certificates of participation in pools of residential mortgages | $17,178,000 | 1,978 |
| Issued or guaranteed by U.S. | $17,178,000 | 1,978 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,709,000 | 2,585 |
| CMOs issued by government agencies or sponsored agencies | $1,709,000 | 2,492 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $197,000 | 862 |
| Commercial mortgage pass-through securities | $197,000 | 601 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $10,984,000 | 1,047 |
| Available-for-sale securities (fair market value) | $39,669,000 | 2,862 |
| Total debt securities | $50,652,000 | 2,630 |
| Structured notes | ||
| Amortized cost | $1,791,000 | 1,345 |
| Fair value | $1,800,000 | 1,316 |
| 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 | $49,982,000 | 2,701 |
| U.S. Government securities | $25,417,000 | 3,075 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,417,000 | 2,996 |
| Securities issued by states & political subdivisions | $24,565,000 | 1,548 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,933,000 | 3,837 |
| Mortgage-backed securities | $17,985,000 | 2,493 |
| Certificates of participation in pools of residential mortgages | $16,354,000 | 2,046 |
| Issued or guaranteed by U.S. | $16,354,000 | 2,042 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,421,000 | 2,715 |
| CMOs issued by government agencies or sponsored agencies | $1,421,000 | 2,607 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $210,000 | 847 |
| Commercial mortgage pass-through securities | $210,000 | 577 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $11,800,000 | 987 |
| Available-for-sale securities (fair market value) | $38,182,000 | 2,969 |
| Total debt securities | $49,983,000 | 2,679 |
| Structured notes | ||
| Amortized cost | $1,853,000 | 1,317 |
| Fair value | $1,854,000 | 1,281 |
| 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 | $53,278,000 | 2,559 |
| U.S. Government securities | $28,228,000 | 2,872 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $28,228,000 | 2,807 |
| Securities issued by states & political subdivisions | $25,050,000 | 1,500 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,052,000 | 4,012 |
| Mortgage-backed securities | $20,062,000 | 2,362 |
| Certificates of participation in pools of residential mortgages | $18,113,000 | 1,920 |
| Issued or guaranteed by U.S. | $18,113,000 | 1,919 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,722,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $1,722,000 | 2,544 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $227,000 | 821 |
| Commercial mortgage pass-through securities | $227,000 | 576 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $12,794,000 | 898 |
| Available-for-sale securities (fair market value) | $40,484,000 | 2,842 |
| Total debt securities | $53,278,000 | 2,532 |
| Structured notes | ||
| Amortized cost | $1,930,000 | 1,298 |
| Fair value | $1,947,000 | 1,227 |
| 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 | $55,681,000 | 2,482 |
| U.S. Government securities | $31,972,000 | 2,696 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $31,972,000 | 2,634 |
| Securities issued by states & political subdivisions | $23,709,000 | 1,563 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,198,000 | 4,027 |
| Mortgage-backed securities | $22,154,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $19,828,000 | 1,831 |
| Issued or guaranteed by U.S. | $19,828,000 | 1,830 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,085,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $2,085,000 | 2,491 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $241,000 | 728 |
| Commercial mortgage pass-through securities | $241,000 | 526 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $13,658,000 | 832 |
| Available-for-sale securities (fair market value) | $42,023,000 | 2,818 |
| Total debt securities | $55,681,000 | 2,455 |
| Structured notes | ||
| Amortized cost | $2,501,000 | 1,073 |
| Fair value | $2,512,000 | 1,078 |
| 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 | $52,373,000 | 2,556 |
| U.S. Government securities | $27,818,000 | 2,878 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $27,818,000 | 2,808 |
| Securities issued by states & political subdivisions | $23,507,000 | 1,542 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,048,000 | 595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,197,000 | 4,021 |
| Mortgage-backed securities | $19,493,000 | 2,438 |
| Certificates of participation in pools of residential mortgages | $17,132,000 | 1,971 |
| Issued or guaranteed by U.S. | $17,132,000 | 1,966 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,113,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $2,113,000 | 2,533 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $248,000 | 614 |
| Commercial mortgage pass-through securities | $248,000 | 459 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $14,763,000 | 801 |
| Available-for-sale securities (fair market value) | $37,610,000 | 2,975 |
| Total debt securities | $51,325,000 | 2,566 |
| Structured notes | ||
| Amortized cost | $3,075,000 | 1,006 |
| Fair value | $3,099,000 | 1,005 |
| 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 | $52,637,000 | 2,551 |
| U.S. Government securities | $29,416,000 | 2,837 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $29,416,000 | 2,778 |
| Securities issued by states & political subdivisions | $22,166,000 | 1,590 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,055,000 | 584 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,243,000 | 3,843 |
| Mortgage-backed securities | $20,698,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $17,993,000 | 1,995 |
| Issued or guaranteed by U.S. | $17,993,000 | 1,995 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,446,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $2,446,000 | 2,527 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $259,000 | 585 |
| Commercial mortgage pass-through securities | $259,000 | 424 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $16,164,000 | 764 |
| Available-for-sale securities (fair market value) | $36,473,000 | 3,060 |
| Total debt securities | $51,584,000 | 2,571 |
| Structured notes | ||
| Amortized cost | $3,173,000 | 1,037 |
| Fair value | $3,202,000 | 1,034 |
| 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 | $51,333,000 | 2,623 |
| U.S. Government securities | $28,732,000 | 2,926 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $28,732,000 | 2,866 |
| Securities issued by states & political subdivisions | $21,547,000 | 1,599 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $1,054,000 | 580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,982,000 | 3,531 |
| Mortgage-backed securities | $19,132,000 | 2,601 |
| Certificates of participation in pools of residential mortgages | $16,121,000 | 2,176 |
| Issued or guaranteed by U.S. | $16,121,000 | 2,175 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,750,000 | 2,576 |
| CMOs issued by government agencies or sponsored agencies | $2,750,000 | 2,458 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $261,000 | 547 |
| Commercial mortgage pass-through securities | $261,000 | 383 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $17,105,000 | 729 |
| Available-for-sale securities (fair market value) | $34,228,000 | 3,216 |
| Total debt securities | $50,279,000 | 2,637 |
| Structured notes | ||
| Amortized cost | $3,271,000 | 1,178 |
| Fair value | $3,301,000 | 1,179 |
| 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 | $51,739,000 | 2,601 |
| U.S. Government securities | $30,265,000 | 2,876 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $30,265,000 | 2,816 |
| Securities issued by states & political subdivisions | $20,420,000 | 1,620 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,054,000 | 562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,121,000 | 3,519 |
| Mortgage-backed securities | $19,519,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | $16,595,000 | 2,150 |
| Issued or guaranteed by U.S. | $16,595,000 | 2,147 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,598,000 | 2,630 |
| CMOs issued by government agencies or sponsored agencies | $2,598,000 | 2,512 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $326,000 | 496 |
| Commercial mortgage pass-through securities | $326,000 | 346 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $18,199,000 | 718 |
| Available-for-sale securities (fair market value) | $33,540,000 | 3,277 |
| Total debt securities | $50,685,000 | 2,624 |
| Structured notes | ||
| Amortized cost | $2,879,000 | 1,470 |
| Fair value | $2,883,000 | 1,467 |
| 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 | $53,172,000 | 2,487 |
| U.S. Government securities | $33,617,000 | 2,562 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,617,000 | 2,506 |
| Securities issued by states & political subdivisions | $18,481,000 | 1,724 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,074,000 | 538 |
| 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 | $20,737,000 | 2,422 |
| Certificates of participation in pools of residential mortgages | $17,772,000 | 1,953 |
| Issued or guaranteed by U.S. | $17,772,000 | 1,952 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,965,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $2,965,000 | 2,319 |
| 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) | $20,451,000 | 669 |
| Available-for-sale securities (fair market value) | $32,721,000 | 3,216 |
| Total debt securities | $52,098,000 | 2,506 |
| 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 | $46,863,000 | 2,663 |
| U.S. Government securities | $30,533,000 | 2,697 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,533,000 | 2,630 |
| Securities issued by states & political subdivisions | $15,256,000 | 1,951 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,074,000 | 548 |
| 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 | $18,789,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | $15,427,000 | 2,071 |
| Issued or guaranteed by U.S. | $15,427,000 | 2,065 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,362,000 | 2,390 |
| CMOs issued by government agencies or sponsored agencies | $3,362,000 | 2,205 |
| 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) | $20,531,000 | 662 |
| Available-for-sale securities (fair market value) | $26,332,000 | 3,576 |
| Total debt securities | $45,789,000 | 2,672 |
| 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 | $47,583,000 | 2,659 |
| U.S. Government securities | $32,874,000 | 2,600 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,874,000 | 2,533 |
| Securities issued by states & political subdivisions | $13,607,000 | 2,065 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,102,000 | 543 |
| 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 | $18,450,000 | 2,467 |
| Certificates of participation in pools of residential mortgages | $14,696,000 | 2,094 |
| Issued or guaranteed by U.S. | $14,696,000 | 2,092 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,754,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $3,754,000 | 2,079 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,564,000 | 641 |
| Available-for-sale securities (fair market value) | $26,019,000 | 3,633 |
| Total debt securities | $46,481,000 | 2,674 |
| 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 | $46,058,000 | 2,690 |
| U.S. Government securities | $32,754,000 | 2,596 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,754,000 | 2,517 |
| Securities issued by states & political subdivisions | $12,230,000 | 2,186 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,074,000 | 552 |
| 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 | $19,698,000 | 2,322 |
| Certificates of participation in pools of residential mortgages | $19,325,000 | 1,671 |
| Issued or guaranteed by U.S. | $19,325,000 | 1,667 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $373,000 | 3,396 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 3,110 |
| 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) | $20,261,000 | 668 |
| Available-for-sale securities (fair market value) | $25,797,000 | 3,648 |
| Total debt securities | $44,984,000 | 2,713 |
| 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 | $40,629,000 | 2,867 |
| U.S. Government securities | $27,288,000 | 2,838 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,288,000 | 2,751 |
| Securities issued by states & political subdivisions | $11,772,000 | 2,208 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,569,000 | 481 |
| 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 | $13,699,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $13,302,000 | 2,069 |
| Issued or guaranteed by U.S. | $13,302,000 | 2,063 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $397,000 | 3,370 |
| CMOs issued by government agencies or sponsored agencies | $397,000 | 3,076 |
| 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) | $15,146,000 | 818 |
| Available-for-sale securities (fair market value) | $25,483,000 | 3,562 |
| Total debt securities | $39,060,000 | 2,928 |
| 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 | $30,282,000 | 3,449 |
| U.S. Government securities | $21,236,000 | 3,298 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,236,000 | 3,203 |
| Securities issued by states & political subdivisions | $7,223,000 | 2,865 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,823,000 | 491 |
| 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 | $11,395,000 | 2,992 |
| Certificates of participation in pools of residential mortgages | $10,966,000 | 2,299 |
| Issued or guaranteed by U.S. | $10,966,000 | 2,296 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $429,000 | 3,344 |
| CMOs issued by government agencies or sponsored agencies | $429,000 | 3,036 |
| 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) | $3,151,000 | 1,706 |
| Available-for-sale securities (fair market value) | $27,131,000 | 3,382 |
| Total debt securities | $28,459,000 | 3,562 |
| 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 | $21,617,000 | 4,215 |
| U.S. Government securities | $15,201,000 | 4,071 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,201,000 | 3,963 |
| Securities issued by states & political subdivisions | $4,356,000 | 3,472 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,060,000 | 490 |
| 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 | $3,750,000 | 4,328 |
| Certificates of participation in pools of residential mortgages | $3,293,000 | 3,827 |
| Issued or guaranteed by U.S. | $3,293,000 | 3,820 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $457,000 | 3,235 |
| CMOs issued by government agencies or sponsored agencies | $457,000 | 2,919 |
| 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) | $3,887,000 | 1,643 |
| Available-for-sale securities (fair market value) | $17,730,000 | 4,249 |
| Total debt securities | $19,557,000 | 4,404 |
| 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 | $20,877,000 | 4,351 |
| U.S. Government securities | $13,877,000 | 4,316 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,877,000 | 4,204 |
| Securities issued by states & political subdivisions | $4,696,000 | 3,336 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,304,000 | 441 |
| 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 | $3,998,000 | 4,341 |
| Certificates of participation in pools of residential mortgages | $3,509,000 | 3,884 |
| Issued or guaranteed by U.S. | $3,509,000 | 3,876 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $489,000 | 3,194 |
| CMOs issued by government agencies or sponsored agencies | $489,000 | 2,857 |
| 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) | $4,116,000 | 1,641 |
| Available-for-sale securities (fair market value) | $16,761,000 | 4,386 |
| Total debt securities | $18,573,000 | 4,556 |
| 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 | $21,246,000 | 4,271 |
| U.S. Government securities | $13,610,000 | 4,341 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,610,000 | 4,250 |
| Securities issued by states & political subdivisions | $5,087,000 | 3,224 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,549,000 | 439 |
| 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 | $4,472,000 | 4,288 |
| Certificates of participation in pools of residential mortgages | $3,956,000 | 3,824 |
| Issued or guaranteed by U.S. | $3,956,000 | 3,817 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $516,000 | 3,179 |
| CMOs issued by government agencies or sponsored agencies | $516,000 | 2,837 |
| 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) | $4,898,000 | 1,533 |
| Available-for-sale securities (fair market value) | $16,348,000 | 4,410 |
| Total debt securities | $18,697,000 | 4,502 |
| 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 | $19,553,000 | 4,490 |
| U.S. Government securities | $11,280,000 | 4,749 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,280,000 | 4,658 |
| Securities issued by states & political subdivisions | $5,715,000 | 3,067 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,558,000 | 477 |
| 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 | $4,805,000 | 4,294 |
| Certificates of participation in pools of residential mortgages | $4,263,000 | 3,824 |
| Issued or guaranteed by U.S. | $4,263,000 | 3,814 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $542,000 | 3,154 |
| CMOs issued by government agencies or sponsored agencies | $542,000 | 2,812 |
| 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) | $5,302,000 | 1,546 |
| Available-for-sale securities (fair market value) | $14,251,000 | 4,721 |
| Total debt securities | $16,995,000 | 4,748 |
| 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 | $20,665,000 | 4,350 |
| U.S. Government securities | $12,442,000 | 4,536 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,442,000 | 4,441 |
| Securities issued by states & political subdivisions | $5,728,000 | 3,016 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,495,000 | 533 |
| 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 | $5,197,000 | 4,239 |
| Certificates of participation in pools of residential mortgages | $4,618,000 | 3,778 |
| Issued or guaranteed by U.S. | $4,618,000 | 3,765 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $579,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 2,780 |
| 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) | $5,597,000 | 1,525 |
| Available-for-sale securities (fair market value) | $15,068,000 | 4,596 |
| Total debt securities | $18,170,000 | 4,619 |
| 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 | $21,516,000 | 4,262 |
| U.S. Government securities | $12,926,000 | 4,543 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,926,000 | 4,464 |
| Securities issued by states & political subdivisions | $6,108,000 | 2,875 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,482,000 | 533 |
| 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 | $5,668,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $5,051,000 | 3,752 |
| Issued or guaranteed by U.S. | $5,051,000 | 3,739 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $617,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $617,000 | 2,776 |
| 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) | $4,737,000 | 1,663 |
| Available-for-sale securities (fair market value) | $16,779,000 | 4,359 |
| Total debt securities | $19,034,000 | 4,510 |
| 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 | $19,934,000 | 4,453 |
| U.S. Government securities | $11,349,000 | 4,893 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,349,000 | 4,798 |
| Securities issued by states & political subdivisions | $6,047,000 | 2,856 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,538,000 | 486 |
| 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 | $5,951,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $5,304,000 | 3,648 |
| Issued or guaranteed by U.S. | $5,304,000 | 3,634 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $647,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $647,000 | 2,743 |
| 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) | $5,087,000 | 1,614 |
| Available-for-sale securities (fair market value) | $14,847,000 | 4,633 |
| Total debt securities | $17,396,000 | 4,732 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $21,388,000 | 4,213 |
| U.S. Government securities | $11,469,000 | 4,815 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,469,000 | 4,725 |
| Securities issued by states & political subdivisions | $6,882,000 | 2,638 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,037,000 | 463 |
| 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 | $6,169,000 | 3,940 |
| Certificates of participation in pools of residential mortgages | $5,495,000 | 3,504 |
| Issued or guaranteed by U.S. | $5,495,000 | 3,491 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $674,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $674,000 | 2,643 |
| 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) | $5,744,000 | 1,546 |
| Available-for-sale securities (fair market value) | $15,644,000 | 4,475 |
| Total debt securities | $18,351,000 | 4,543 |
| 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 | $22,828,000 | 4,101 |
| U.S. Government securities | $12,127,000 | 4,722 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,127,000 | 4,637 |
| Securities issued by states & political subdivisions | $6,945,000 | 2,637 |
| 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 | $3,756,000 | 566 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,441,000 | 3,863 |
| Certificates of participation in pools of residential mortgages | $5,735,000 | 3,435 |
| Issued or guaranteed by U.S. | $5,735,000 | 3,419 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $706,000 | 2,970 |
| CMOs issued by government agencies or sponsored agencies | $706,000 | 2,641 |
| 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) | $6,759,000 | 1,420 |
| Available-for-sale securities (fair market value) | $16,069,000 | 4,471 |
| Total debt securities | $19,072,000 | 4,519 |
| 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 | $21,712,000 | 4,208 |
| U.S. Government securities | $12,087,000 | 4,730 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,087,000 | 4,641 |
| Securities issued by states & political subdivisions | $5,707,000 | 2,933 |
| 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 | $3,918,000 | 606 |
| 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 | $6,287,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $5,535,000 | 3,397 |
| Issued or guaranteed by U.S. | $5,535,000 | 3,379 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $752,000 | 2,920 |
| CMOs issued by government agencies or sponsored agencies | $752,000 | 2,588 |
| 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) | $6,867,000 | 1,427 |
| Available-for-sale securities (fair market value) | $14,845,000 | 4,652 |
| Total debt securities | $17,794,000 | 4,654 |
| 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 | $23,912,000 | 3,995 |
| U.S. Government securities | $15,306,000 | 4,230 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,306,000 | 4,142 |
| Securities issued by states & political subdivisions | $4,726,000 | 3,185 |
| 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 | $3,880,000 | 561 |
| 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 | $6,532,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $5,750,000 | 3,056 |
| Issued or guaranteed by U.S. | $5,750,000 | 3,041 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $782,000 | 2,789 |
| CMOs issued by government agencies or sponsored agencies | $782,000 | 2,481 |
| 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) | $7,070,000 | 1,460 |
| Available-for-sale securities (fair market value) | $16,842,000 | 4,347 |
| Total debt securities | $20,032,000 | 4,399 |
| 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 | $26,283,000 | 3,754 |
| U.S. Government securities | $16,644,000 | 4,111 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,644,000 | 4,024 |
| Securities issued by states & political subdivisions | $5,703,000 | 2,885 |
| 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 | $3,936,000 | 541 |
| 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 | $6,779,000 | 3,281 |
| Certificates of participation in pools of residential mortgages | $5,954,000 | 2,858 |
| Issued or guaranteed by U.S. | $5,954,000 | 2,844 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $825,000 | 2,706 |
| CMOs issued by government agencies or sponsored agencies | $825,000 | 2,405 |
| 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) | $7,368,000 | 1,467 |
| Available-for-sale securities (fair market value) | $18,915,000 | 4,087 |
| Total debt securities | $22,347,000 | 4,136 |
| 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 | $27,098,000 | 3,675 |
| U.S. Government securities | $18,406,000 | 3,870 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,406,000 | 3,778 |
| Securities issued by states & political subdivisions | $4,776,000 | 3,145 |
| 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 | $3,916,000 | 547 |
| 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 | $7,098,000 | 3,158 |
| Certificates of participation in pools of residential mortgages | $6,213,000 | 2,712 |
| Issued or guaranteed by U.S. | $6,213,000 | 2,699 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $885,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $885,000 | 2,354 |
| 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) | $7,637,000 | 1,456 |
| Available-for-sale securities (fair market value) | $19,461,000 | 4,012 |
| Total debt securities | $23,182,000 | 4,034 |
| 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 | $27,799,000 | 3,632 |
| U.S. Government securities | $19,031,000 | 3,783 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,031,000 | 3,690 |
| Securities issued by states & political subdivisions | $4,864,000 | 3,120 |
| 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 | $3,904,000 | 551 |
| 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 | $7,475,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $6,519,000 | 2,641 |
| Issued or guaranteed by U.S. | $6,519,000 | 2,632 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $956,000 | 2,569 |
| CMOs issued by government agencies or sponsored agencies | $956,000 | 2,301 |
| 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) | $8,054,000 | 1,428 |
| Available-for-sale securities (fair market value) | $19,745,000 | 3,986 |
| Total debt securities | $23,895,000 | 3,947 |
| 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 | $29,990,000 | 3,473 |
| U.S. Government securities | $20,887,000 | 3,604 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,887,000 | 3,510 |
| Securities issued by states & political subdivisions | $5,247,000 | 3,050 |
| 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 | $3,856,000 | 568 |
| 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 | $7,959,000 | 2,960 |
| Certificates of participation in pools of residential mortgages | $6,875,000 | 2,569 |
| Issued or guaranteed by U.S. | $6,875,000 | 2,556 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,084,000 | 2,467 |
| CMOs issued by government agencies or sponsored agencies | $1,084,000 | 2,192 |
| 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) | $8,507,000 | 1,429 |
| Available-for-sale securities (fair market value) | $21,483,000 | 3,796 |
| Total debt securities | $26,134,000 | 3,765 |
| 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 | $31,497,000 | 3,386 |
| U.S. Government securities | $22,151,000 | 3,495 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,151,000 | 3,389 |
| Securities issued by states & political subdivisions | $5,542,000 | 2,926 |
| 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 | $3,804,000 | 559 |
| 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 | $8,436,000 | 2,858 |
| Certificates of participation in pools of residential mortgages | $7,216,000 | 2,518 |
| Issued or guaranteed by U.S. | $7,216,000 | 2,504 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,220,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $1,220,000 | 2,104 |
| 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) | $9,309,000 | 1,408 |
| Available-for-sale securities (fair market value) | $22,188,000 | 3,742 |
| Total debt securities | $27,693,000 | 3,647 |
| 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 | $32,054,000 | 3,334 |
| U.S. Government securities | $22,944,000 | 3,413 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,944,000 | 3,300 |
| Securities issued by states & political subdivisions | $5,124,000 | 3,045 |
| Other domestic debt securities | $249,000 | 2,727 |
| 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 | $249,000 | 2,137 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,737,000 | 571 |
| 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 | $8,983,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $7,657,000 | 2,447 |
| Issued or guaranteed by U.S. | $7,657,000 | 2,438 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,326,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $1,326,000 | 2,040 |
| 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) | $9,737,000 | 1,389 |
| Available-for-sale securities (fair market value) | $22,317,000 | 3,705 |
| Total debt securities | $28,317,000 | 3,573 |
| 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 | $32,848,000 | 3,322 |
| U.S. Government securities | $23,617,000 | 3,392 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,617,000 | 3,274 |
| Securities issued by states & political subdivisions | $4,685,000 | 3,186 |
| Other domestic debt securities | $815,000 | 2,167 |
| 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 | $815,000 | 1,648 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,731,000 | 584 |
| 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 | $9,703,000 | 2,709 |
| Certificates of participation in pools of residential mortgages | $8,233,000 | 2,398 |
| Issued or guaranteed by U.S. | $8,233,000 | 2,386 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,470,000 | 2,270 |
| CMOs issued by government agencies or sponsored agencies | $1,470,000 | 1,999 |
| 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) | $10,547,000 | 1,347 |
| Available-for-sale securities (fair market value) | $22,301,000 | 3,741 |
| Total debt securities | $29,117,000 | 3,579 |
| 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 | $34,361,000 | 3,185 |
| U.S. Government securities | $23,957,000 | 3,331 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,957,000 | 3,220 |
| Securities issued by states & political subdivisions | $4,886,000 | 3,117 |
| Other domestic debt securities | $816,000 | 2,252 |
| 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 | $816,000 | 1,754 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,702,000 | 511 |
| 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 | $10,412,000 | 2,634 |
| Certificates of participation in pools of residential mortgages | $8,772,000 | 2,327 |
| Issued or guaranteed by U.S. | $8,772,000 | 2,315 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,640,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $1,640,000 | 1,943 |
| 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) | $11,249,000 | 1,341 |
| Available-for-sale securities (fair market value) | $23,112,000 | 3,651 |
| Total debt securities | $29,659,000 | 3,531 |
| 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 | $36,982,000 | 2,992 |
| U.S. Government securities | $26,236,000 | 3,069 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,236,000 | 2,970 |
| Securities issued by states & political subdivisions | $5,007,000 | 3,063 |
| Other domestic debt securities | $1,069,000 | 2,040 |
| 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 | $1,069,000 | 1,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,670,000 | 515 |
| 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 | $11,074,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | $9,205,000 | 2,301 |
| Issued or guaranteed by U.S. | $9,205,000 | 2,290 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,869,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $1,869,000 | 1,873 |
| 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) | $12,417,000 | 1,271 |
| Available-for-sale securities (fair market value) | $24,565,000 | 3,496 |
| Total debt securities | $32,312,000 | 3,288 |
| 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 | $38,520,000 | 2,934 |
| U.S. Government securities | $28,034,000 | 2,948 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,034,000 | 2,844 |
| Securities issued by states & political subdivisions | $4,507,000 | 3,205 |
| Other domestic debt securities | $1,323,000 | 1,977 |
| 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 | $1,323,000 | 1,550 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,656,000 | 541 |
| 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 | $10,443,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $8,322,000 | 2,489 |
| Issued or guaranteed by U.S. | $8,322,000 | 2,478 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,121,000 | 2,070 |
| CMOs issued by government agencies or sponsored agencies | $2,121,000 | 1,838 |
| 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) | $14,085,000 | 1,197 |
| Available-for-sale securities (fair market value) | $24,435,000 | 3,545 |
| Total debt securities | $33,864,000 | 3,220 |
| 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 | $34,800,000 | 3,231 |
| U.S. Government securities | $24,657,000 | 3,324 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,657,000 | 3,193 |
| Securities issued by states & political subdivisions | $3,957,000 | 3,417 |
| Other domestic debt securities | $1,575,000 | 1,908 |
| 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 | $1,575,000 | 1,513 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,611,000 | 557 |
| 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 | $7,082,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $4,636,000 | 3,376 |
| Issued or guaranteed by U.S. | $4,636,000 | 3,367 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,446,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $2,446,000 | 1,801 |
| 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) | $10,829,000 | 1,424 |
| Available-for-sale securities (fair market value) | $23,971,000 | 3,660 |
| Total debt securities | $30,189,000 | 3,547 |
| 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 | $34,599,000 | 3,264 |
| U.S. Government securities | $24,196,000 | 3,368 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,196,000 | 3,238 |
| Securities issued by states & political subdivisions | $3,958,000 | 3,435 |
| Other domestic debt securities | $1,833,000 | 1,867 |
| 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 | $1,833,000 | 1,490 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,612,000 | 582 |
| 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 | $6,056,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $3,275,000 | 3,902 |
| Issued or guaranteed by U.S. | $3,275,000 | 3,893 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,781,000 | 1,959 |
| CMOs issued by government agencies or sponsored agencies | $2,781,000 | 1,745 |
| 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) | $9,899,000 | 1,493 |
| Available-for-sale securities (fair market value) | $24,700,000 | 3,613 |
| Total debt securities | $29,987,000 | 3,567 |
| 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 | $34,284,000 | 3,274 |
| U.S. Government securities | $23,895,000 | 3,396 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,895,000 | 3,272 |
| Securities issued by states & political subdivisions | $3,951,000 | 3,440 |
| Other domestic debt securities | $1,843,000 | 1,876 |
| 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 | $1,843,000 | 1,532 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,595,000 | 602 |
| 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 | $5,484,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $2,385,000 | 4,309 |
| Issued or guaranteed by U.S. | $2,385,000 | 4,298 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,099,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $3,099,000 | 1,669 |
| 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) | $9,921,000 | 1,483 |
| Available-for-sale securities (fair market value) | $24,363,000 | 3,618 |
| Total debt securities | $29,689,000 | 3,583 |
| 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 | $31,887,000 | 3,501 |
| U.S. Government securities | $21,831,000 | 3,704 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,831,000 | 3,569 |
| Securities issued by states & political subdivisions | $2,713,000 | 3,954 |
| Other domestic debt securities | $2,780,000 | 1,633 |
| 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 | $2,780,000 | 1,295 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,563,000 | 636 |
| 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 | $5,467,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $1,957,000 | 4,596 |
| Issued or guaranteed by U.S. | $1,957,000 | 4,581 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,510,000 | 1,828 |
| CMOs issued by government agencies or sponsored agencies | $3,510,000 | 1,617 |
| 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) | $11,286,000 | 1,392 |
| Available-for-sale securities (fair market value) | $20,601,000 | 4,096 |
| Total debt securities | $27,324,000 | 3,858 |
| 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 | $31,152,000 | 3,556 |
| U.S. Government securities | $21,632,000 | 3,638 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,632,000 | 3,516 |
| Securities issued by states & political subdivisions | $1,734,000 | 4,536 |
| Other domestic debt securities | $3,187,000 | 1,610 |
| 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 | $3,187,000 | 1,275 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,599,000 | 675 |
| 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 | $5,664,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | $1,550,000 | 4,874 |
| Issued or guaranteed by U.S. | $1,550,000 | 4,859 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,114,000 | 1,758 |
| CMOs issued by government agencies or sponsored agencies | $4,114,000 | 1,546 |
| 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) | $11,179,000 | 1,363 |
| Available-for-sale securities (fair market value) | $19,973,000 | 4,168 |
| Total debt securities | $26,553,000 | 3,920 |
| 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 | $28,857,000 | 3,822 |
| U.S. Government securities | $19,611,000 | 3,958 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,611,000 | 3,817 |
| Securities issued by states & political subdivisions | $1,149,000 | 5,062 |
| Other domestic debt securities | $3,532,000 | 1,553 |
| 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 | $3,532,000 | 1,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,565,000 | 667 |
| 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 | $4,255,000 | 4,289 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,598 |
| Issued or guaranteed by U.S. | $47,000 | 6,577 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,208,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $4,208,000 | 1,626 |
| 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) | $9,649,000 | 1,501 |
| Available-for-sale securities (fair market value) | $19,208,000 | 4,305 |
| Total debt securities | $24,292,000 | 4,219 |
| 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 | $29,324,000 | 3,699 |
| U.S. Government securities | $18,442,000 | 3,999 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,442,000 | 3,845 |
| Securities issued by states & political subdivisions | $1,923,000 | 4,459 |
| Other domestic debt securities | $4,374,000 | 1,450 |
| 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 | $4,374,000 | 1,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,585,000 | 717 |
| 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 | $5,268,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $105,000 | 6,452 |
| Issued or guaranteed by U.S. | $105,000 | 6,426 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,163,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $5,163,000 | 1,481 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,820,000 | 1,322 |
| Available-for-sale securities (fair market value) | $17,504,000 | 4,466 |
| Total debt securities | $24,739,000 | 4,087 |
| 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 | $29,112,000 | 3,635 |
| U.S. Government securities | $18,235,000 | 3,935 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,235,000 | 3,779 |
| Securities issued by states & political subdivisions | $1,938,000 | 4,424 |
| Other domestic debt securities | $4,374,000 | 1,503 |
| 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 | $4,374,000 | 1,232 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,565,000 | 737 |
| 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 | $6,052,000 | 3,859 |
| Certificates of participation in pools of residential mortgages | $130,000 | 6,406 |
| Issued or guaranteed by U.S. | $130,000 | 6,386 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,922,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $5,922,000 | 1,498 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,137,000 | 1,351 |
| Available-for-sale securities (fair market value) | $17,975,000 | 4,352 |
| Total debt securities | $24,547,000 | 4,012 |
| 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 | $31,130,000 | 3,431 |
| U.S. Government securities | $20,276,000 | 3,664 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,276,000 | 3,500 |
| Securities issued by states & political subdivisions | $1,953,000 | 4,326 |
| Other domestic debt securities | $4,369,000 | 1,516 |
| 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 | $4,369,000 | 1,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,532,000 | 745 |
| 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 | $6,879,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $134,000 | 6,416 |
| Issued or guaranteed by U.S. | $134,000 | 6,396 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,745,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $6,745,000 | 1,455 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,698,000 | 1,320 |
| Available-for-sale securities (fair market value) | $19,432,000 | 4,110 |
| Total debt securities | $26,598,000 | 3,763 |
| 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 | $32,199,000 | 3,338 |
| U.S. Government securities | $21,866,000 | 3,460 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,866,000 | 3,305 |
| Securities issued by states & political subdivisions | $1,967,000 | 4,323 |
| Other domestic debt securities | $4,355,000 | 1,509 |
| 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 | $4,355,000 | 1,259 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,011,000 | 785 |
| 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 | $7,579,000 | 3,466 |
| Certificates of participation in pools of residential mortgages | $195,000 | 6,271 |
| Issued or guaranteed by U.S. | $195,000 | 6,251 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,384,000 | 1,499 |
| CMOs issued by government agencies or sponsored agencies | $7,384,000 | 1,397 |
| 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) | $12,683,000 | 1,306 |
| Available-for-sale securities (fair market value) | $19,516,000 | 4,071 |
| Total debt securities | $28,188,000 | 3,606 |
| 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 | $30,692,000 | 3,277 |
| U.S. Government securities | $20,167,000 | 3,493 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,167,000 | 3,327 |
| Securities issued by states & political subdivisions | $599,000 | 5,766 |
| Other domestic debt securities | $6,011,000 | 1,271 |
| 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 | $6,011,000 | 1,014 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,915,000 | 778 |
| 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 | $9,125,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $264,000 | 6,104 |
| Issued or guaranteed by U.S. | $264,000 | 6,081 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $8,861,000 | 1,377 |
| CMOs issued by government agencies or sponsored agencies | $8,861,000 | 1,287 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,740,000 | 1,118 |
| Available-for-sale securities (fair market value) | $14,952,000 | 4,610 |
| Total debt securities | $26,777,000 | 3,574 |
| 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 | $27,823,000 | 3,627 |
| U.S. Government securities | $21,754,000 | 3,420 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,754,000 | 3,167 |
| Securities issued by states & political subdivisions | $372,000 | 6,315 |
| Other domestic debt securities | $3,723,000 | 1,408 |
| 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 | $3,723,000 | 1,180 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,974,000 | 1,601 |
| 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 | $9,511,000 | 2,398 |
| Certificates of participation in pools of residential mortgages | $383,000 | 5,660 |
| Issued or guaranteed by U.S. | $383,000 | 5,640 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $9,128,000 | 1,076 |
| CMOs issued by government agencies or sponsored agencies | $9,128,000 | 965 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,311,000 | 1,408 |
| Available-for-sale securities (fair market value) | $12,512,000 | 5,116 |
| Total debt securities | $25,849,000 | 3,751 |
| 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 | $23,376,000 | 4,333 |
| U.S. Government securities | $20,502,000 | 3,776 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,502,000 | 3,412 |
| Securities issued by states & political subdivisions | $422,000 | 6,537 |
| Other domestic debt securities | $985,000 | 2,386 |
| 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 | $985,000 | 2,020 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,467,000 | 1,864 |
| 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 | $9,694,000 | 2,569 |
| Certificates of participation in pools of residential mortgages | $449,000 | 5,837 |
| Issued or guaranteed by U.S. | $449,000 | 5,824 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $9,245,000 | 1,147 |
| CMOs issued by government agencies or sponsored agencies | $9,245,000 | 1,026 |
| 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) | $12,143,000 | 1,884 |
| Available-for-sale securities (fair market value) | $11,233,000 | 5,543 |
| Total debt securities | $21,909,000 | 4,418 |
| 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 | $23,736,000 | 4,313 |
| U.S. Government securities | $20,145,000 | 3,887 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,145,000 | 3,314 |
| Securities issued by states & political subdivisions | $474,000 | 6,644 |
| Other domestic debt securities | $1,249,000 | 2,017 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,249,000 | 1,655 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,868,000 | 1,586 |
| 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 | $10,742,000 | 2,590 |
| Certificates of participation in pools of residential mortgages | $642,000 | 5,745 |
| Issued or guaranteed by U.S. | $642,000 | 5,729 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $10,100,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $10,100,000 | 1,080 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,057,000 | 1,734 |
| Available-for-sale securities (fair market value) | $8,679,000 | 6,146 |
| Total debt securities | $21,868,000 | 4,438 |
| 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 | $29,394,000 | 3,694 |
| U.S. Government securities | $27,958,000 | 3,123 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,958,000 | 2,439 |
| Securities issued by states & political subdivisions | $754,000 | 6,257 |
| Other domestic debt securities | $247,000 | 2,827 |
| 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 | $247,000 | 2,262 |
| Foreign debt securities | NA | NA |
| Equity securities | $435,000 | 3,915 |
| 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 | $12,817,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $984,000 | 5,405 |
| Issued or guaranteed by U.S. | $984,000 | 5,383 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $11,833,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $11,833,000 | 946 |
| 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) | $29,394,000 | 1,196 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $28,959,000 | 3,640 |
| 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 | $31,458,000 | 3,779 |
| U.S. Government securities | $29,391,000 | 3,263 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,391,000 | 2,433 |
| Securities issued by states & political subdivisions | $1,002,000 | 6,087 |
| Other domestic debt securities | $650,000 | 2,432 |
| 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 | $650,000 | 1,855 |
| Foreign debt securities | NA | NA |
| Equity securities | $408,000 | 3,924 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-7,000 | 795 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,203,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $1,339,000 | 5,377 |
| Issued or guaranteed by U.S. | $1,339,000 | 5,360 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $11,864,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $11,864,000 | 1,044 |
| 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) | $24,398,000 | 1,611 |
| Available-for-sale securities (fair market value) | $7,060,000 | 6,961 |
| Total debt securities | $31,043,000 | 3,727 |
| 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 | $36,459,000 | 3,474 |
| U.S. Government securities | $32,692,000 | 3,099 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $32,692,000 | 2,124 |
| Securities issued by states & political subdivisions | $1,141,000 | 6,105 |
| Other domestic debt securities | $2,219,000 | 1,700 |
| 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 | $2,219,000 | 1,306 |
| Foreign debt securities | NA | NA |
| Equity securities | $398,000 | 3,723 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-9,000 | 846 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,928,000 | 2,508 |
| Certificates of participation in pools of residential mortgages | $2,015,000 | 4,896 |
| Issued or guaranteed by U.S. | $2,015,000 | 4,864 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $11,913,000 | 1,234 |
| CMOs issued by government agencies or sponsored agencies | $11,913,000 | 1,168 |
| 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) | $26,826,000 | 1,554 |
| Available-for-sale securities (fair market value) | $9,633,000 | 6,261 |
| Total debt securities | $36,052,000 | 3,421 |
| 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 | $40,853,000 | 3,228 |
| U.S. Government securities | $36,226,000 | 2,875 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $36,226,000 | 1,876 |
| Securities issued by states & political subdivisions | $1,184,000 | 6,316 |
| Other domestic debt securities | $2,975,000 | 1,610 |
| 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 | $2,975,000 | 1,259 |
| Foreign debt securities | NA | NA |
| Equity securities | $366,000 | 3,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-102,000 | 1,171 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,984,000 | 2,373 |
| Certificates of participation in pools of residential mortgages | $4,067,000 | 3,775 |
| Issued or guaranteed by U.S. | $4,067,000 | 3,749 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $11,917,000 | 1,312 |
| CMOs issued by government agencies or sponsored agencies | $11,917,000 | 1,241 |
| 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) | $35,560,000 | 2,080 |
| Available-for-sale securities (fair market value) | $5,293,000 | 6,716 |
| Total debt securities | $40,385,000 | 3,196 |
| 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 | $39,237,000 | 3,530 |
| U.S. Government securities | $31,830,000 | 3,399 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $31,830,000 | 2,176 |
| Securities issued by states & political subdivisions | $787,000 | 7,232 |
| Other domestic debt securities | $4,076,000 | 1,583 |
| 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 | $4,076,000 | 1,194 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,330,000 | 1,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-214,000 | 1,340 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,999,000 | 2,363 |
| Certificates of participation in pools of residential mortgages | $10,238,000 | 2,437 |
| Issued or guaranteed by U.S. | $10,238,000 | 2,410 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $8,761,000 | 1,849 |
| CMOs issued by government agencies or sponsored agencies | $8,761,000 | 1,762 |
| 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 | $36,693,000 | 3,659 |
| 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 | $30,103,000 | 4,442 |
| U.S. Government securities | $23,527,000 | 4,446 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $23,527,000 | 2,821 |
| Securities issued by states & political subdivisions | $1,034,000 | 6,504 |
| Other domestic debt securities | $5,280,000 | 1,628 |
| 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 | $5,280,000 | 1,147 |
| 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 | $-262,000 | 1,629 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,664,000 | 2,331 |
| Certificates of participation in pools of residential mortgages | $13,760,000 | 2,016 |
| Issued or guaranteed by U.S. | $13,760,000 | 1,977 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,904,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $5,904,000 | 2,163 |
| 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 | $29,841,000 | 4,381 |
| 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 |