Home > Rayne Building and Loan Association > Securities
Rayne Building and Loan Association, Securities
| 2023-12-31 | Rank | |
| Total securities | $18,297,000 | 3,650 |
| U.S. Government securities | $9,477,000 | 3,617 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $9,477,000 | 3,275 |
| Securities issued by states & political subdivisions | $8,683,000 | 2,567 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,311,000 | 3,723 |
| Mortgage-backed securities | $7,440,000 | 2,790 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,004,000 | 2,331 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $436,000 | 2,363 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $18,160,000 | 3,410 |
| Total debt securities | $18,159,000 | 3,635 |
| 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 | $17,381,000 | 3,713 |
| U.S. Government securities | $9,317,000 | 3,644 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $9,317,000 | 3,280 |
| Securities issued by states & political subdivisions | $7,964,000 | 2,633 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,321,000 | 3,722 |
| Mortgage-backed securities | $7,351,000 | 2,787 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,913,000 | 2,336 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $438,000 | 2,352 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $17,281,000 | 3,454 |
| Total debt securities | $17,281,000 | 3,696 |
| 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 | $19,098,000 | 3,672 |
| U.S. Government securities | $9,872,000 | 3,646 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $9,872,000 | 3,282 |
| Securities issued by states & political subdivisions | $9,124,000 | 2,584 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,878,000 | 3,648 |
| Mortgage-backed securities | $7,830,000 | 2,790 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,390,000 | 2,320 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $440,000 | 2,361 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $18,996,000 | 3,417 |
| Total debt securities | $18,996,000 | 3,654 |
| 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 | $19,632,000 | 3,726 |
| U.S. Government securities | $10,260,000 | 3,692 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $10,260,000 | 3,271 |
| Securities issued by states & political subdivisions | $9,298,000 | 2,620 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $8,175,000 | 2,808 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,733,000 | 2,345 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $442,000 | 2,397 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $19,558,000 | 3,469 |
| Total debt securities | $19,558,000 | 3,708 |
| 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 | $19,722,000 | 3,754 |
| U.S. Government securities | $10,536,000 | 3,706 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $10,536,000 | 3,271 |
| Securities issued by states & political subdivisions | $9,097,000 | 2,678 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $8,440,000 | 2,821 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,985,000 | 2,331 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $455,000 | 2,406 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $19,633,000 | 3,487 |
| Total debt securities | $19,632,000 | 3,734 |
| 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 | $19,667,000 | 3,767 |
| U.S. Government securities | $10,696,000 | 3,706 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $10,696,000 | 3,261 |
| Securities issued by states & political subdivisions | $8,829,000 | 2,707 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $8,554,000 | 2,820 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,097,000 | 2,342 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $457,000 | 2,430 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $19,525,000 | 3,496 |
| Total debt securities | $19,525,000 | 3,747 |
| 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 | $24,277,000 | 3,613 |
| U.S. Government securities | $13,135,000 | 3,586 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $13,135,000 | 3,123 |
| Securities issued by states & political subdivisions | $11,001,000 | 2,569 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $10,842,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $10,380,000 | 2,217 |
| Issued or guaranteed by U.S. | $10,380,000 | 2,161 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $462,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 2,455 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $24,136,000 | 3,356 |
| Total debt securities | $24,135,000 | 3,600 |
| 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 | $29,246,000 | 3,400 |
| U.S. Government securities | $17,138,000 | 3,235 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $17,138,000 | 2,844 |
| Securities issued by states & political subdivisions | $11,964,000 | 2,496 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $14,419,000 | 2,484 |
| Certificates of participation in pools of residential mortgages | $13,857,000 | 1,995 |
| Issued or guaranteed by U.S. | $13,857,000 | 1,952 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $562,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $562,000 | 2,399 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $29,102,000 | 3,190 |
| Total debt securities | $29,102,000 | 3,389 |
| 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 | $29,652,000 | 3,303 |
| U.S. Government securities | $16,236,000 | 3,172 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $16,236,000 | 2,883 |
| Securities issued by states & political subdivisions | $13,281,000 | 2,440 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $13,298,000 | 2,543 |
| Certificates of participation in pools of residential mortgages | $12,704,000 | 2,078 |
| Issued or guaranteed by U.S. | $12,704,000 | 2,017 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $594,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $594,000 | 2,393 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $29,517,000 | 3,121 |
| Total debt securities | $29,517,000 | 3,287 |
| 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 | $30,180,000 | 3,241 |
| U.S. Government securities | $16,419,000 | 3,093 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $16,419,000 | 2,866 |
| Securities issued by states & political subdivisions | $13,644,000 | 2,402 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $13,374,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $12,749,000 | 2,074 |
| Issued or guaranteed by U.S. | $12,749,000 | 2,019 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $625,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $625,000 | 2,412 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $30,063,000 | 3,062 |
| Total debt securities | $30,062,000 | 3,225 |
| 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 | $30,271,000 | 3,183 |
| U.S. Government securities | $16,806,000 | 3,014 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $16,806,000 | 2,808 |
| Securities issued by states & political subdivisions | $13,343,000 | 2,406 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $14,158,000 | 2,478 |
| Certificates of participation in pools of residential mortgages | $13,520,000 | 1,990 |
| Issued or guaranteed by U.S. | $13,520,000 | 1,941 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $638,000 | 2,446 |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 2,397 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $30,149,000 | 3,013 |
| Total debt securities | $30,149,000 | 3,172 |
| 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 | $27,425,000 | 3,203 |
| U.S. Government securities | $16,276,000 | 2,911 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $16,276,000 | 2,739 |
| Securities issued by states & political subdivisions | $10,893,000 | 2,556 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $13,552,000 | 2,464 |
| Certificates of participation in pools of residential mortgages | $12,888,000 | 1,963 |
| Issued or guaranteed by U.S. | $12,888,000 | 1,909 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $664,000 | 2,408 |
| CMOs issued by government agencies or sponsored agencies | $664,000 | 2,361 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $27,169,000 | 3,030 |
| Total debt securities | $27,169,000 | 3,196 |
| 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 | $23,954,000 | 3,230 |
| U.S. Government securities | $13,421,000 | 2,982 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $13,421,000 | 2,835 |
| Securities issued by states & political subdivisions | $10,124,000 | 2,601 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $11,485,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | $10,776,000 | 2,017 |
| Issued or guaranteed by U.S. | $10,776,000 | 1,964 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $709,000 | 2,407 |
| CMOs issued by government agencies or sponsored agencies | $709,000 | 2,357 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $23,545,000 | 3,056 |
| Total debt securities | $23,545,000 | 3,228 |
| 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 | $20,127,000 | 3,352 |
| U.S. Government securities | $11,832,000 | 3,086 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $11,832,000 | 2,943 |
| Securities issued by states & political subdivisions | $7,893,000 | 2,711 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $10,354,000 | 2,606 |
| Certificates of participation in pools of residential mortgages | $10,133,000 | 2,053 |
| Issued or guaranteed by U.S. | $10,133,000 | 1,991 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $221,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $221,000 | 2,627 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $19,725,000 | 3,162 |
| Total debt securities | $19,724,000 | 3,346 |
| 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 | $21,754,000 | 3,226 |
| U.S. Government securities | $12,896,000 | 3,014 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $12,896,000 | 2,875 |
| Securities issued by states & political subdivisions | $8,485,000 | 2,582 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $11,296,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $11,069,000 | 1,950 |
| Issued or guaranteed by U.S. | $11,069,000 | 1,900 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $227,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 2,647 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $21,381,000 | 3,039 |
| Total debt securities | $21,380,000 | 3,222 |
| 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 | $22,266,000 | 3,174 |
| U.S. Government securities | $13,561,000 | 2,979 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $13,561,000 | 2,828 |
| Securities issued by states & political subdivisions | $8,427,000 | 2,501 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $11,860,000 | 2,507 |
| Certificates of participation in pools of residential mortgages | $11,617,000 | 1,892 |
| Issued or guaranteed by U.S. | $11,617,000 | 1,837 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $243,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 2,637 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $21,988,000 | 2,994 |
| Total debt securities | $21,987,000 | 3,170 |
| 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 | $20,291,000 | 3,341 |
| U.S. Government securities | $12,610,000 | 3,138 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,610,000 | 2,981 |
| Securities issued by states & political subdivisions | $7,132,000 | 2,663 |
| 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 | $549,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $10,623,000 | 2,550 |
| Certificates of participation in pools of residential mortgages | $10,361,000 | 1,958 |
| Issued or guaranteed by U.S. | $10,361,000 | 1,904 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $262,000 | 2,690 |
| CMOs issued by government agencies or sponsored agencies | $262,000 | 2,640 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $20,291,000 | 3,108 |
| Total debt securities | $19,742,000 | 3,347 |
| 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 | $22,252,000 | 3,260 |
| U.S. Government securities | $13,447,000 | 3,098 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $13,447,000 | 2,940 |
| Securities issued by states & political subdivisions | $8,191,000 | 2,522 |
| 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 | $614,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $11,306,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | $11,029,000 | 1,889 |
| Issued or guaranteed by U.S. | $11,029,000 | 1,832 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $277,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 2,646 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $22,252,000 | 3,035 |
| Total debt securities | $21,637,000 | 3,263 |
| 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 | $24,470,000 | 3,188 |
| U.S. Government securities | $15,740,000 | 2,951 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $15,740,000 | 2,787 |
| Securities issued by states & political subdivisions | $8,172,000 | 2,584 |
| 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 | $558,000 | 184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $12,927,000 | 2,380 |
| Certificates of participation in pools of residential mortgages | $12,657,000 | 1,752 |
| Issued or guaranteed by U.S. | $12,657,000 | 1,721 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $270,000 | 2,704 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 2,651 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $24,470,000 | 2,960 |
| Total debt securities | $23,912,000 | 3,201 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $27,519,000 | 3,074 |
| U.S. Government securities | $18,887,000 | 2,765 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $18,887,000 | 2,607 |
| Securities issued by states & political subdivisions | $8,170,000 | 2,654 |
| 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 | $462,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $14,816,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $14,256,000 | 1,631 |
| Issued or guaranteed by U.S. | $14,256,000 | 1,600 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $560,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $560,000 | 2,521 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $27,519,000 | 2,845 |
| Total debt securities | $27,057,000 | 3,090 |
| 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 | $29,365,000 | 3,014 |
| U.S. Government securities | $19,592,000 | 2,723 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $19,592,000 | 2,580 |
| Securities issued by states & political subdivisions | $9,470,000 | 2,562 |
| 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 | $303,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $15,412,000 | 2,177 |
| Certificates of participation in pools of residential mortgages | $14,839,000 | 1,591 |
| Issued or guaranteed by U.S. | $14,839,000 | 1,576 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $573,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $573,000 | 2,524 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $29,365,000 | 2,798 |
| Total debt securities | $29,062,000 | 3,014 |
| 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 | $29,755,000 | 3,019 |
| U.S. Government securities | $20,313,000 | 2,689 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $20,313,000 | 2,544 |
| Securities issued by states & political subdivisions | $9,194,000 | 2,619 |
| 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 | $248,000 | 394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $16,013,000 | 2,152 |
| Certificates of participation in pools of residential mortgages | $15,431,000 | 1,580 |
| Issued or guaranteed by U.S. | $15,431,000 | 1,573 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $582,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 2,524 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $29,755,000 | 2,798 |
| Total debt securities | $29,507,000 | 3,012 |
| 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 | $31,695,000 | 2,979 |
| U.S. Government securities | $21,627,000 | 2,606 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $21,627,000 | 2,470 |
| Securities issued by states & political subdivisions | $9,779,000 | 2,591 |
| 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 | $289,000 | 398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $17,009,000 | 2,098 |
| Certificates of participation in pools of residential mortgages | $16,400,000 | 1,549 |
| Issued or guaranteed by U.S. | $16,400,000 | 1,486 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $609,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $609,000 | 2,537 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $31,695,000 | 2,753 |
| Total debt securities | $31,405,000 | 2,966 |
| 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 | $32,945,000 | 2,944 |
| U.S. Government securities | $22,893,000 | 2,594 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $22,893,000 | 2,466 |
| Securities issued by states & political subdivisions | $9,789,000 | 2,630 |
| 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 | $263,000 | 432 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $18,080,000 | 2,042 |
| Certificates of participation in pools of residential mortgages | $17,448,000 | 1,528 |
| Issued or guaranteed by U.S. | $17,448,000 | 1,525 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $632,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $632,000 | 2,524 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $32,945,000 | 2,713 |
| Total debt securities | $32,681,000 | 2,939 |
| 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 | $33,604,000 | 2,932 |
| U.S. Government securities | $23,754,000 | 2,559 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $23,754,000 | 2,446 |
| Securities issued by states & political subdivisions | $9,442,000 | 2,744 |
| 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 | $408,000 | 637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $18,764,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $18,104,000 | 1,522 |
| Issued or guaranteed by U.S. | $18,104,000 | 1,520 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $660,000 | 2,562 |
| CMOs issued by government agencies or sponsored agencies | $660,000 | 2,501 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $33,604,000 | 2,701 |
| Total debt securities | $33,197,000 | 2,938 |
| 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 | $34,630,000 | 2,932 |
| U.S. Government securities | $24,755,000 | 2,515 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $24,755,000 | 2,413 |
| Securities issued by states & political subdivisions | $9,524,000 | 2,774 |
| 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 | $351,000 | 671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $19,517,000 | 1,989 |
| Certificates of participation in pools of residential mortgages | $18,818,000 | 1,517 |
| Issued or guaranteed by U.S. | $18,818,000 | 1,515 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $699,000 | 2,550 |
| CMOs issued by government agencies or sponsored agencies | $699,000 | 2,493 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $34,630,000 | 2,698 |
| Total debt securities | $34,278,000 | 2,927 |
| 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 | $34,026,000 | 3,002 |
| U.S. Government securities | $24,212,000 | 2,601 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $24,212,000 | 2,497 |
| Securities issued by states & political subdivisions | $9,536,000 | 2,791 |
| 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 | $278,000 | 695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $20,146,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $19,410,000 | 1,526 |
| Issued or guaranteed by U.S. | $19,410,000 | 1,525 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $736,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $736,000 | 2,496 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $34,026,000 | 2,760 |
| Total debt securities | $33,747,000 | 2,995 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $35,746,000 | 2,947 |
| U.S. Government securities | $25,422,000 | 2,569 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $25,422,000 | 2,468 |
| Securities issued by states & political subdivisions | $10,008,000 | 2,770 |
| 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 | $316,000 | 697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $21,154,000 | 1,947 |
| Certificates of participation in pools of residential mortgages | $20,398,000 | 1,505 |
| Issued or guaranteed by U.S. | $20,398,000 | 1,505 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $756,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $756,000 | 2,528 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $35,746,000 | 2,703 |
| Total debt securities | $35,429,000 | 2,939 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $34,701,000 | 2,981 |
| U.S. Government securities | $24,831,000 | 2,574 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $24,831,000 | 2,465 |
| Securities issued by states & political subdivisions | $9,466,000 | 2,859 |
| 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 | $404,000 | 678 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $20,808,000 | 1,966 |
| Certificates of participation in pools of residential mortgages | $20,022,000 | 1,528 |
| Issued or guaranteed by U.S. | $20,022,000 | 1,528 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $786,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $786,000 | 2,513 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $34,701,000 | 2,726 |
| Total debt securities | $34,296,000 | 2,983 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $36,211,000 | 2,894 |
| U.S. Government securities | $25,881,000 | 2,516 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $25,881,000 | 2,417 |
| Securities issued by states & political subdivisions | $10,148,000 | 2,784 |
| 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 | $182,000 | 744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $21,672,000 | 1,945 |
| Certificates of participation in pools of residential mortgages | $20,780,000 | 1,517 |
| Issued or guaranteed by U.S. | $20,780,000 | 1,517 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $892,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $892,000 | 2,496 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $36,211,000 | 2,649 |
| Total debt securities | $36,029,000 | 2,880 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $37,878,000 | 2,861 |
| U.S. Government securities | $27,418,000 | 2,501 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $27,418,000 | 2,399 |
| Securities issued by states & political subdivisions | $10,232,000 | 2,785 |
| 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 | $228,000 | 749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $23,106,000 | 1,894 |
| Certificates of participation in pools of residential mortgages | $22,175,000 | 1,464 |
| Issued or guaranteed by U.S. | $22,175,000 | 1,460 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $931,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $931,000 | 2,494 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $37,878,000 | 2,620 |
| Total debt securities | $37,651,000 | 2,853 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $35,939,000 | 3,012 |
| U.S. Government securities | $25,868,000 | 2,651 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $25,868,000 | 2,558 |
| Securities issued by states & political subdivisions | $9,911,000 | 2,800 |
| 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 | $160,000 | 775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $22,494,000 | 1,940 |
| Certificates of participation in pools of residential mortgages | $21,545,000 | 1,484 |
| Issued or guaranteed by U.S. | $21,545,000 | 1,483 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $949,000 | 2,580 |
| CMOs issued by government agencies or sponsored agencies | $949,000 | 2,507 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $35,939,000 | 2,750 |
| Total debt securities | $35,779,000 | 2,999 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $36,762,000 | 2,992 |
| U.S. Government securities | $26,855,000 | 2,611 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $26,855,000 | 2,516 |
| Securities issued by states & political subdivisions | $9,727,000 | 2,833 |
| 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 | $180,000 | 772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $22,439,000 | 1,945 |
| Certificates of participation in pools of residential mortgages | $21,997,000 | 1,477 |
| Issued or guaranteed by U.S. | $21,997,000 | 1,476 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $442,000 | 1,075 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $442,000 | 687 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $36,762,000 | 2,725 |
| Total debt securities | $36,581,000 | 2,979 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $36,463,000 | 3,050 |
| U.S. Government securities | $26,596,000 | 2,669 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $26,596,000 | 2,578 |
| Securities issued by states & political subdivisions | $9,611,000 | 2,879 |
| 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 | $256,000 | 763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $23,124,000 | 1,913 |
| Certificates of participation in pools of residential mortgages | $22,677,000 | 1,449 |
| Issued or guaranteed by U.S. | $22,677,000 | 1,449 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $447,000 | 1,031 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $447,000 | 655 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $36,463,000 | 2,783 |
| Total debt securities | $36,207,000 | 3,036 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $35,830,000 | 3,153 |
| U.S. Government securities | $26,320,000 | 2,770 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $26,320,000 | 2,684 |
| Securities issued by states & political subdivisions | $9,299,000 | 2,926 |
| 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 | $211,000 | 785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $22,778,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $22,334,000 | 1,509 |
| Issued or guaranteed by U.S. | $22,334,000 | 1,509 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $444,000 | 987 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $444,000 | 631 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $35,830,000 | 2,875 |
| Total debt securities | $35,617,000 | 3,132 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $35,782,000 | 3,190 |
| U.S. Government securities | $26,428,000 | 2,808 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $26,428,000 | 2,725 |
| Securities issued by states & political subdivisions | $9,125,000 | 2,946 |
| 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 | $229,000 | 794 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $23,334,000 | 2,017 |
| Certificates of participation in pools of residential mortgages | $22,870,000 | 1,501 |
| Issued or guaranteed by U.S. | $22,870,000 | 1,501 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $464,000 | 962 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $464,000 | 602 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $35,782,000 | 2,916 |
| Total debt securities | $35,552,000 | 3,179 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $35,859,000 | 3,218 |
| U.S. Government securities | $26,563,000 | 2,810 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $26,563,000 | 2,721 |
| Securities issued by states & political subdivisions | $9,081,000 | 2,967 |
| 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 | $215,000 | 801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $23,979,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $23,515,000 | 1,495 |
| Issued or guaranteed by U.S. | $23,515,000 | 1,493 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $464,000 | 940 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $464,000 | 570 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $35,859,000 | 2,936 |
| Total debt securities | $35,645,000 | 3,213 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| 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 | $36,525,000 | 3,267 |
| U.S. Government securities | $27,596,000 | 2,843 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $27,596,000 | 2,751 |
| Securities issued by states & political subdivisions | $8,451,000 | 3,104 |
| 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 | $478,000 | 728 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $25,494,000 | 1,986 |
| Certificates of participation in pools of residential mortgages | $25,019,000 | 1,453 |
| Issued or guaranteed by U.S. | $25,019,000 | 1,453 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $475,000 | 906 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $475,000 | 538 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $36,525,000 | 2,976 |
| Total debt securities | $36,046,000 | 3,273 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| 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 | $35,295,000 | 3,363 |
| U.S. Government securities | $26,394,000 | 2,978 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $26,394,000 | 2,885 |
| Securities issued by states & political subdivisions | $8,363,000 | 3,162 |
| 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 | $538,000 | 699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $24,286,000 | 2,093 |
| Certificates of participation in pools of residential mortgages | $23,812,000 | 1,546 |
| Issued or guaranteed by U.S. | $23,812,000 | 1,546 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $474,000 | 897 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $474,000 | 525 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $35,295,000 | 3,071 |
| Total debt securities | $34,757,000 | 3,366 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| 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 | $34,767,000 | 3,407 |
| U.S. Government securities | $25,991,000 | 3,013 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $25,991,000 | 2,937 |
| Securities issued by states & political subdivisions | $8,235,000 | 3,182 |
| 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 | $541,000 | 704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $23,906,000 | 2,107 |
| Certificates of participation in pools of residential mortgages | $23,432,000 | 1,578 |
| Issued or guaranteed by U.S. | $23,432,000 | 1,577 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $474,000 | 880 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $474,000 | 493 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $34,767,000 | 3,113 |
| Total debt securities | $34,225,000 | 3,415 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $32,400,000 | 3,546 |
| U.S. Government securities | $23,985,000 | 3,135 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,985,000 | 3,064 |
| Securities issued by states & political subdivisions | $7,981,000 | 3,219 |
| 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 | $434,000 | 781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $21,905,000 | 2,217 |
| Certificates of participation in pools of residential mortgages | $21,905,000 | 1,658 |
| Issued or guaranteed by U.S. | $21,905,000 | 1,657 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $32,400,000 | 3,256 |
| Total debt securities | $31,966,000 | 3,540 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| 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 | $32,486,000 | 3,548 |
| U.S. Government securities | $24,181,000 | 3,162 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,181,000 | 3,083 |
| Securities issued by states & political subdivisions | $8,041,000 | 3,213 |
| 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 | $264,000 | 850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $21,998,000 | 2,239 |
| Certificates of participation in pools of residential mortgages | $21,998,000 | 1,662 |
| Issued or guaranteed by U.S. | $21,998,000 | 1,659 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $32,486,000 | 3,262 |
| Total debt securities | $32,221,000 | 3,531 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| 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 | $32,092,000 | 3,566 |
| U.S. Government securities | $24,223,000 | 3,155 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $24,223,000 | 3,074 |
| Securities issued by states & political subdivisions | $7,649,000 | 3,279 |
| 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 | $220,000 | 886 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $21,919,000 | 2,242 |
| Certificates of participation in pools of residential mortgages | $21,919,000 | 1,667 |
| Issued or guaranteed by U.S. | $21,919,000 | 1,665 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $32,092,000 | 3,289 |
| Total debt securities | $31,871,000 | 3,541 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| 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 | $29,426,000 | 3,760 |
| U.S. Government securities | $22,883,000 | 3,278 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,883,000 | 3,199 |
| Securities issued by states & political subdivisions | $6,394,000 | 3,489 |
| 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 | $149,000 | 940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $21,468,000 | 2,308 |
| Certificates of participation in pools of residential mortgages | $21,468,000 | 1,736 |
| Issued or guaranteed by U.S. | $21,468,000 | 1,735 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $29,426,000 | 3,485 |
| Total debt securities | $29,278,000 | 3,736 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| 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 | $30,317,000 | 3,656 |
| U.S. Government securities | $24,359,000 | 3,116 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $24,359,000 | 3,049 |
| Securities issued by states & political subdivisions | $5,882,000 | 3,551 |
| 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 | $76,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $22,421,000 | 2,255 |
| Certificates of participation in pools of residential mortgages | $22,421,000 | 1,643 |
| Issued or guaranteed by U.S. | $22,421,000 | 1,641 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $30,317,000 | 3,385 |
| Total debt securities | $30,242,000 | 3,624 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| 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 | $30,059,000 | 3,714 |
| U.S. Government securities | $24,106,000 | 3,209 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $24,106,000 | 3,147 |
| Securities issued by states & political subdivisions | $5,912,000 | 3,537 |
| 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 | $41,000 | 1,045 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $22,108,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | $22,108,000 | 1,737 |
| Issued or guaranteed by U.S. | $22,108,000 | 1,736 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $30,059,000 | 3,433 |
| Total debt securities | $30,017,000 | 3,690 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| 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 | $29,342,000 | 3,756 |
| U.S. Government securities | $23,975,000 | 3,265 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $23,975,000 | 3,200 |
| Securities issued by states & political subdivisions | $5,276,000 | 3,634 |
| 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 | $91,000 | 989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $21,941,000 | 2,396 |
| Certificates of participation in pools of residential mortgages | $21,941,000 | 1,765 |
| Issued or guaranteed by U.S. | $21,941,000 | 1,764 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $29,342,000 | 3,487 |
| Total debt securities | $29,250,000 | 3,735 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $27,466,000 | 3,923 |
| U.S. Government securities | $23,184,000 | 3,403 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $23,184,000 | 3,335 |
| Securities issued by states & political subdivisions | $4,219,000 | 3,807 |
| 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 | $63,000 | 1,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $21,130,000 | 2,467 |
| Certificates of participation in pools of residential mortgages | $21,130,000 | 1,805 |
| Issued or guaranteed by U.S. | $21,130,000 | 1,803 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $27,466,000 | 3,620 |
| Total debt securities | $27,403,000 | 3,902 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $28,537,000 | 3,797 |
| U.S. Government securities | $23,182,000 | 3,337 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,182,000 | 3,264 |
| Securities issued by states & political subdivisions | $3,886,000 | 3,872 |
| Other domestic debt securities | $1,411,000 | 1,780 |
| Privately issued residential mortgage-backed securities | $1,411,000 | 691 |
| 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 | $58,000 | 1,013 |
| 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 | $23,585,000 | 2,230 |
| Certificates of participation in pools of residential mortgages | $23,585,000 | 1,567 |
| Issued or guaranteed by U.S. | $22,174,000 | 1,650 |
| Privately issued | $1,411,000 | 56 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 2,902 |
| Available-for-sale securities (fair market value) | $28,536,000 | 3,499 |
| Total debt securities | $28,479,000 | 3,774 |
| 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 | $28,366,000 | 3,731 |
| U.S. Government securities | $25,361,000 | 3,072 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,361,000 | 2,996 |
| Securities issued by states & political subdivisions | $1,481,000 | 4,683 |
| Other domestic debt securities | $1,440,000 | 1,776 |
| Privately issued residential mortgage-backed securities | $1,440,000 | 725 |
| 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 | $84,000 | 1,025 |
| 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 | $24,786,000 | 2,101 |
| Certificates of participation in pools of residential mortgages | $24,786,000 | 1,450 |
| Issued or guaranteed by U.S. | $23,346,000 | 1,511 |
| Privately issued | $1,440,000 | 69 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $28,366,000 | 3,438 |
| Total debt securities | $28,282,000 | 3,703 |
| 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 | $28,208,000 | 3,765 |
| U.S. Government securities | $26,080,000 | 3,094 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,080,000 | 3,013 |
| Securities issued by states & political subdivisions | $529,000 | 5,241 |
| Other domestic debt securities | $1,488,000 | 1,712 |
| Privately issued residential mortgage-backed securities | $1,488,000 | 731 |
| 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 | $111,000 | 992 |
| 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 | $24,821,000 | 2,060 |
| Certificates of participation in pools of residential mortgages | $24,821,000 | 1,423 |
| Issued or guaranteed by U.S. | $23,333,000 | 1,486 |
| Privately issued | $1,488,000 | 68 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $951,000 | 2,174 |
| Available-for-sale securities (fair market value) | $27,257,000 | 3,532 |
| Total debt securities | $28,097,000 | 3,741 |
| 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 | $24,570,000 | 4,063 |
| U.S. Government securities | $23,984,000 | 3,260 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,984,000 | 3,169 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $546,000 | 2,246 |
| Privately issued residential mortgage-backed securities | $546,000 | 992 |
| 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 | $40,000 | 1,139 |
| 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 | $21,865,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $21,865,000 | 1,519 |
| Issued or guaranteed by U.S. | $21,319,000 | 1,548 |
| Privately issued | $546,000 | 93 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $24,570,000 | 3,742 |
| Total debt securities | $24,530,000 | 4,034 |
| 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 | $23,793,000 | 4,023 |
| U.S. Government securities | $23,141,000 | 3,168 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,141,000 | 3,069 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $619,000 | 2,349 |
| Privately issued residential mortgage-backed securities | $619,000 | 1,024 |
| 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 | $33,000 | 1,138 |
| 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 | $22,069,000 | 2,099 |
| Certificates of participation in pools of residential mortgages | $22,069,000 | 1,459 |
| Issued or guaranteed by U.S. | $21,450,000 | 1,476 |
| Privately issued | $619,000 | 93 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $23,793,000 | 3,702 |
| Total debt securities | $23,760,000 | 3,989 |
| 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 | $21,941,000 | 4,141 |
| U.S. Government securities | $21,278,000 | 3,295 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,278,000 | 3,200 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $639,000 | 2,418 |
| Privately issued residential mortgage-backed securities | $639,000 | 1,095 |
| 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 | $24,000 | 1,216 |
| 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 | $21,167,000 | 2,131 |
| Certificates of participation in pools of residential mortgages | $21,167,000 | 1,470 |
| Issued or guaranteed by U.S. | $20,528,000 | 1,509 |
| Privately issued | $639,000 | 94 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $21,941,000 | 3,804 |
| Total debt securities | $21,917,000 | 4,106 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $20,235,000 | 4,362 |
| U.S. Government securities | $19,518,000 | 3,545 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,518,000 | 3,458 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $673,000 | 2,398 |
| Privately issued residential mortgage-backed securities | $673,000 | 1,128 |
| 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 | $44,000 | 1,192 |
| 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 | $20,191,000 | 2,188 |
| Certificates of participation in pools of residential mortgages | $20,191,000 | 1,528 |
| Issued or guaranteed by U.S. | $19,518,000 | 1,578 |
| Privately issued | $673,000 | 95 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $20,235,000 | 3,964 |
| Total debt securities | $20,191,000 | 4,323 |
| 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 | $20,425,000 | 4,405 |
| U.S. Government securities | $19,628,000 | 3,594 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,628,000 | 3,509 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $701,000 | 2,435 |
| Privately issued residential mortgage-backed securities | $701,000 | 1,156 |
| 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 | $96,000 | 1,147 |
| 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 | $20,329,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $20,329,000 | 1,612 |
| Issued or guaranteed by U.S. | $19,628,000 | 1,652 |
| Privately issued | $701,000 | 95 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,242 |
| Available-for-sale securities (fair market value) | $20,424,000 | 3,995 |
| Total debt securities | $20,329,000 | 4,383 |
| 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 | $17,021,000 | 4,756 |
| U.S. Government securities | $16,201,000 | 3,951 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,201,000 | 3,871 |
| Securities issued by states & political subdivisions | $44,000 | 5,812 |
| Other domestic debt securities | $718,000 | 2,494 |
| Privately issued residential mortgage-backed securities | $718,000 | 1,190 |
| 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 | $58,000 | 1,264 |
| 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 | $16,919,000 | 2,539 |
| Certificates of participation in pools of residential mortgages | $16,919,000 | 1,902 |
| Issued or guaranteed by U.S. | $16,201,000 | 1,955 |
| Privately issued | $718,000 | 97 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,000 | 3,168 |
| Available-for-sale securities (fair market value) | $16,977,000 | 4,330 |
| Total debt securities | $16,963,000 | 4,725 |
| 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 | $14,580,000 | 5,117 |
| U.S. Government securities | $13,731,000 | 4,325 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,731,000 | 4,239 |
| Securities issued by states & political subdivisions | $44,000 | 5,849 |
| Other domestic debt securities | $735,000 | 2,575 |
| Privately issued residential mortgage-backed securities | $735,000 | 1,248 |
| 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 | $70,000 | 1,323 |
| 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 | $12,467,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $12,467,000 | 2,350 |
| Issued or guaranteed by U.S. | $11,732,000 | 2,428 |
| Privately issued | $735,000 | 111 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $59,000 | 3,219 |
| Available-for-sale securities (fair market value) | $14,521,000 | 4,694 |
| Total debt securities | $14,510,000 | 5,078 |
| 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 | $13,939,000 | 5,201 |
| U.S. Government securities | $13,114,000 | 4,424 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,114,000 | 4,330 |
| Securities issued by states & political subdivisions | $44,000 | 5,900 |
| Other domestic debt securities | $750,000 | 2,601 |
| Privately issued residential mortgage-backed securities | $750,000 | 1,267 |
| 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 | $31,000 | 1,436 |
| 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 | $11,868,000 | 3,112 |
| Certificates of participation in pools of residential mortgages | $11,868,000 | 2,474 |
| Issued or guaranteed by U.S. | $11,118,000 | 2,546 |
| Privately issued | $750,000 | 116 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $59,000 | 3,263 |
| Available-for-sale securities (fair market value) | $13,880,000 | 4,758 |
| Total debt securities | $13,908,000 | 5,163 |
| 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 | $12,823,000 | 5,419 |
| U.S. Government securities | $12,730,000 | 4,578 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,730,000 | 4,498 |
| Securities issued by states & political subdivisions | $44,000 | 5,854 |
| Other domestic debt securities | $10,000 | 3,294 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,617 |
| 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 | $39,000 | 1,409 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,748,000 | 3,313 |
| Certificates of participation in pools of residential mortgages | $10,748,000 | 2,663 |
| Issued or guaranteed by U.S. | $10,738,000 | 2,651 |
| Privately issued | $10,000 | 181 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,000 | 3,335 |
| Available-for-sale securities (fair market value) | $12,778,000 | 4,944 |
| Total debt securities | $12,784,000 | 5,380 |
| 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 | $13,342,000 | 5,356 |
| U.S. Government securities | $13,209,000 | 4,538 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,209,000 | 4,453 |
| Securities issued by states & political subdivisions | $86,000 | 5,770 |
| Other domestic debt securities | $10,000 | 3,220 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,574 |
| 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 | $37,000 | 1,409 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,220,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | $11,220,000 | 2,578 |
| Issued or guaranteed by U.S. | $11,210,000 | 2,563 |
| Privately issued | $10,000 | 180 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $87,000 | 3,275 |
| Available-for-sale securities (fair market value) | $13,255,000 | 4,850 |
| Total debt securities | $13,305,000 | 5,320 |
| 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 | $13,526,000 | 5,277 |
| U.S. Government securities | $13,308,000 | 4,482 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,308,000 | 4,402 |
| Securities issued by states & political subdivisions | $86,000 | 5,789 |
| Other domestic debt securities | $11,000 | 3,181 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,545 |
| 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 | $121,000 | 1,311 |
| 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 | $11,355,000 | 3,081 |
| Certificates of participation in pools of residential mortgages | $11,355,000 | 2,476 |
| Issued or guaranteed by U.S. | $11,344,000 | 2,460 |
| Privately issued | $11,000 | 183 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $86,000 | 3,296 |
| Available-for-sale securities (fair market value) | $13,440,000 | 4,773 |
| Total debt securities | $13,405,000 | 5,249 |
| 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 | $15,178,000 | 5,102 |
| U.S. Government securities | $13,617,000 | 4,460 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,617,000 | 4,385 |
| Securities issued by states & political subdivisions | $86,000 | 5,846 |
| Other domestic debt securities | $11,000 | 3,144 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,520 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,464,000 | 875 |
| 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 | $11,688,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $11,688,000 | 2,416 |
| Issued or guaranteed by U.S. | $11,677,000 | 2,401 |
| Privately issued | $11,000 | 194 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $86,000 | 3,314 |
| Available-for-sale securities (fair market value) | $15,092,000 | 4,608 |
| Total debt securities | $13,714,000 | 5,240 |
| 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 | $15,185,000 | 5,087 |
| U.S. Government securities | $13,389,000 | 4,492 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,389,000 | 4,417 |
| Securities issued by states & political subdivisions | $86,000 | 5,852 |
| Other domestic debt securities | $12,000 | 3,109 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,504 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,698,000 | 870 |
| 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 | $11,454,000 | 2,976 |
| Certificates of participation in pools of residential mortgages | $11,454,000 | 2,352 |
| Issued or guaranteed by U.S. | $11,442,000 | 2,343 |
| Privately issued | $12,000 | 195 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $86,000 | 3,351 |
| Available-for-sale securities (fair market value) | $15,099,000 | 4,612 |
| Total debt securities | $13,487,000 | 5,279 |
| 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 | $18,100,000 | 4,705 |
| U.S. Government securities | $15,808,000 | 4,161 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,808,000 | 4,071 |
| Securities issued by states & political subdivisions | $127,000 | 5,813 |
| Other domestic debt securities | $12,000 | 2,955 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,411 |
| 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 | $2,153,000 | 729 |
| 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 | $8,173,000 | 3,200 |
| Certificates of participation in pools of residential mortgages | $8,173,000 | 2,556 |
| Issued or guaranteed by U.S. | $8,161,000 | 2,545 |
| Privately issued | $12,000 | 182 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $268,000 | 3,135 |
| Available-for-sale securities (fair market value) | $17,832,000 | 4,210 |
| Total debt securities | $15,947,000 | 4,969 |
| 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 | $18,075,000 | 4,729 |
| U.S. Government securities | $16,063,000 | 4,201 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,063,000 | 4,113 |
| Securities issued by states & political subdivisions | $127,000 | 5,850 |
| Other domestic debt securities | $14,000 | 2,920 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,376 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,871,000 | 782 |
| 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 | $8,505,000 | 2,982 |
| Certificates of participation in pools of residential mortgages | $8,505,000 | 2,343 |
| Issued or guaranteed by U.S. | $8,491,000 | 2,333 |
| Privately issued | $14,000 | 186 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $266,000 | 3,212 |
| Available-for-sale securities (fair market value) | $17,809,000 | 4,237 |
| Total debt securities | $16,204,000 | 4,947 |
| 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 | $17,309,000 | 4,846 |
| U.S. Government securities | $15,343,000 | 4,338 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,343,000 | 4,230 |
| Securities issued by states & political subdivisions | $127,000 | 5,904 |
| Other domestic debt securities | $17,000 | 2,866 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,329 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,822,000 | 794 |
| 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 | $7,954,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $7,954,000 | 2,366 |
| Issued or guaranteed by U.S. | $7,937,000 | 2,359 |
| Privately issued | $17,000 | 192 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $126,000 | 3,433 |
| Available-for-sale securities (fair market value) | $17,183,000 | 4,301 |
| Total debt securities | $15,487,000 | 5,088 |
| 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 | $17,506,000 | 4,848 |
| U.S. Government securities | $15,616,000 | 4,326 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,616,000 | 4,220 |
| Securities issued by states & political subdivisions | $127,000 | 5,967 |
| Other domestic debt securities | $18,000 | 2,895 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,745,000 | 834 |
| 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 | $8,200,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $8,200,000 | 2,320 |
| Issued or guaranteed by U.S. | $8,182,000 | 2,313 |
| Privately issued | $18,000 | 202 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $128,000 | 3,508 |
| Available-for-sale securities (fair market value) | $17,378,000 | 4,290 |
| Total debt securities | $15,761,000 | 5,093 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $18,158,000 | 4,814 |
| U.S. Government securities | $15,982,000 | 4,325 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,982,000 | 4,214 |
| Securities issued by states & political subdivisions | $167,000 | 5,951 |
| Other domestic debt securities | $18,000 | 2,941 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,287 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,991,000 | 797 |
| 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 | $8,616,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $8,616,000 | 2,278 |
| Issued or guaranteed by U.S. | $8,598,000 | 2,266 |
| Privately issued | $18,000 | 193 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $167,000 | 3,532 |
| Available-for-sale securities (fair market value) | $17,991,000 | 4,265 |
| Total debt securities | $16,167,000 | 5,075 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $18,544,000 | 4,781 |
| U.S. Government securities | $16,413,000 | 4,306 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,413,000 | 4,181 |
| Securities issued by states & political subdivisions | $167,000 | 6,019 |
| Other domestic debt securities | $19,000 | 2,989 |
| Privately issued residential mortgage-backed securities | $19,000 | 1,277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,945,000 | 822 |
| 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 | $9,073,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $9,073,000 | 2,225 |
| Issued or guaranteed by U.S. | $9,054,000 | 2,211 |
| Privately issued | $19,000 | 200 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $167,000 | 3,610 |
| Available-for-sale securities (fair market value) | $18,377,000 | 4,207 |
| Total debt securities | $16,599,000 | 5,049 |
| 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 | $17,846,000 | 4,868 |
| U.S. Government securities | $15,985,000 | 4,357 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,985,000 | 4,229 |
| Securities issued by states & political subdivisions | $167,000 | 6,057 |
| Other domestic debt securities | $22,000 | 3,050 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,672,000 | 860 |
| 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 | $8,763,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $8,763,000 | 2,268 |
| Issued or guaranteed by U.S. | $8,741,000 | 2,262 |
| Privately issued | $22,000 | 195 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $167,000 | 3,663 |
| Available-for-sale securities (fair market value) | $17,679,000 | 4,259 |
| Total debt securities | $16,174,000 | 5,089 |
| 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 | $18,584,000 | 4,811 |
| U.S. Government securities | $16,568,000 | 4,304 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,568,000 | 4,170 |
| Securities issued by states & political subdivisions | $167,000 | 6,076 |
| Other domestic debt securities | $22,000 | 3,128 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,827,000 | 853 |
| 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 | $9,305,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $9,305,000 | 2,252 |
| Issued or guaranteed by U.S. | $9,283,000 | 2,244 |
| Privately issued | $22,000 | 192 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $166,000 | 3,739 |
| Available-for-sale securities (fair market value) | $18,418,000 | 4,201 |
| Total debt securities | $16,757,000 | 5,032 |
| 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 | $19,462,000 | 4,699 |
| U.S. Government securities | $17,242,000 | 4,189 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,242,000 | 4,055 |
| Securities issued by states & political subdivisions | $209,000 | 6,022 |
| Other domestic debt securities | $54,000 | 3,178 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,957,000 | 848 |
| 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 | $9,931,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $9,931,000 | 2,166 |
| Issued or guaranteed by U.S. | $9,877,000 | 2,168 |
| Privately issued | $54,000 | 189 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $209,000 | 3,733 |
| Available-for-sale securities (fair market value) | $19,253,000 | 4,082 |
| Total debt securities | $17,505,000 | 4,925 |
| 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 | $19,796,000 | 4,635 |
| U.S. Government securities | $17,840,000 | 4,057 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,840,000 | 3,936 |
| Securities issued by states & political subdivisions | $209,000 | 6,065 |
| Other domestic debt securities | $56,000 | 3,238 |
| Privately issued residential mortgage-backed securities | $56,000 | 1,160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,691,000 | 911 |
| 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 | $10,529,000 | 2,652 |
| Certificates of participation in pools of residential mortgages | $10,529,000 | 2,130 |
| Issued or guaranteed by U.S. | $10,473,000 | 2,124 |
| Privately issued | $56,000 | 193 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $208,000 | 3,798 |
| Available-for-sale securities (fair market value) | $19,588,000 | 4,034 |
| Total debt securities | $18,105,000 | 4,827 |
| 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 | $20,926,000 | 4,509 |
| U.S. Government securities | $18,706,000 | 3,966 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,706,000 | 3,841 |
| Securities issued by states & political subdivisions | $209,000 | 6,073 |
| Other domestic debt securities | $57,000 | 3,284 |
| Privately issued residential mortgage-backed securities | $57,000 | 1,129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,954,000 | 875 |
| 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 | $11,322,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $11,322,000 | 2,100 |
| Issued or guaranteed by U.S. | $11,265,000 | 2,097 |
| Privately issued | $57,000 | 197 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $209,000 | 3,841 |
| Available-for-sale securities (fair market value) | $20,717,000 | 3,938 |
| Total debt securities | $18,972,000 | 4,723 |
| 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 | $21,479,000 | 4,512 |
| U.S. Government securities | $19,317,000 | 3,978 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,317,000 | 3,836 |
| Securities issued by states & political subdivisions | $209,000 | 6,103 |
| Other domestic debt securities | $60,000 | 3,330 |
| Privately issued residential mortgage-backed securities | $60,000 | 1,116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,893,000 | 923 |
| 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 | $12,045,000 | 2,606 |
| Certificates of participation in pools of residential mortgages | $12,045,000 | 2,068 |
| Issued or guaranteed by U.S. | $11,985,000 | 2,066 |
| Privately issued | $60,000 | 179 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $208,000 | 3,903 |
| Available-for-sale securities (fair market value) | $21,271,000 | 3,946 |
| Total debt securities | $19,586,000 | 4,709 |
| 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 | $22,680,000 | 4,402 |
| U.S. Government securities | $20,123,000 | 3,862 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,123,000 | 3,725 |
| Securities issued by states & political subdivisions | $255,000 | 6,046 |
| Other domestic debt securities | $95,000 | 3,344 |
| Privately issued residential mortgage-backed securities | $95,000 | 1,063 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,207,000 | 865 |
| 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 | $12,795,000 | 2,565 |
| Certificates of participation in pools of residential mortgages | $12,795,000 | 2,028 |
| Issued or guaranteed by U.S. | $12,700,000 | 2,031 |
| Privately issued | $95,000 | 167 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $255,000 | 3,892 |
| Available-for-sale securities (fair market value) | $22,425,000 | 3,836 |
| Total debt securities | $20,473,000 | 4,594 |
| 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 | $23,522,000 | 4,281 |
| U.S. Government securities | $21,173,000 | 3,711 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,173,000 | 3,587 |
| Securities issued by states & political subdivisions | $255,000 | 6,101 |
| Other domestic debt securities | $140,000 | 3,322 |
| Privately issued residential mortgage-backed securities | $140,000 | 992 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,954,000 | 956 |
| 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 | $12,364,000 | 2,631 |
| Certificates of participation in pools of residential mortgages | $11,355,000 | 2,184 |
| Issued or guaranteed by U.S. | $11,215,000 | 2,191 |
| Privately issued | $140,000 | 167 |
| Collaterized mortgage obligations | $1,009,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $1,009,000 | 2,410 |
| 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) | $256,000 | 3,958 |
| Available-for-sale securities (fair market value) | $23,266,000 | 3,733 |
| Total debt securities | $21,568,000 | 4,446 |
| 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 | $22,347,000 | 4,485 |
| U.S. Government securities | $20,043,000 | 3,881 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,043,000 | 3,742 |
| Securities issued by states & political subdivisions | $255,000 | 6,138 |
| Other domestic debt securities | $153,000 | 3,396 |
| Privately issued residential mortgage-backed securities | $153,000 | 973 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,896,000 | 997 |
| 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 | $11,399,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $10,395,000 | 2,362 |
| Issued or guaranteed by U.S. | $10,242,000 | 2,372 |
| Privately issued | $153,000 | 159 |
| Collaterized mortgage obligations | $1,004,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $1,004,000 | 2,458 |
| 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) | $255,000 | 3,991 |
| Available-for-sale securities (fair market value) | $22,092,000 | 3,915 |
| Total debt securities | $20,451,000 | 4,667 |
| 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 | $23,056,000 | 4,378 |
| U.S. Government securities | $20,831,000 | 3,745 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,831,000 | 3,614 |
| Securities issued by states & political subdivisions | $300,000 | 6,059 |
| Other domestic debt securities | $156,000 | 3,491 |
| Privately issued residential mortgage-backed securities | $156,000 | 1,038 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,769,000 | 1,097 |
| 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 | $10,983,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $9,987,000 | 2,409 |
| Issued or guaranteed by U.S. | $9,831,000 | 2,425 |
| Privately issued | $156,000 | 172 |
| Collaterized mortgage obligations | $996,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $996,000 | 2,548 |
| 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) | $300,000 | 3,988 |
| Available-for-sale securities (fair market value) | $22,756,000 | 3,835 |
| Total debt securities | $21,287,000 | 4,515 |
| 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 | $21,791,000 | 4,584 |
| U.S. Government securities | $19,574,000 | 3,960 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,574,000 | 3,819 |
| Securities issued by states & political subdivisions | $300,000 | 6,124 |
| Other domestic debt securities | $170,000 | 3,519 |
| Privately issued residential mortgage-backed securities | $170,000 | 886 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,747,000 | 1,093 |
| 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 | $8,822,000 | 3,205 |
| Certificates of participation in pools of residential mortgages | $7,822,000 | 2,788 |
| Issued or guaranteed by U.S. | $7,652,000 | 2,814 |
| Privately issued | $170,000 | 181 |
| Collaterized mortgage obligations | $1,000,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,657 |
| 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) | $301,000 | 4,039 |
| Available-for-sale securities (fair market value) | $21,490,000 | 4,008 |
| Total debt securities | $20,044,000 | 4,731 |
| 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 | $22,197,000 | 4,471 |
| U.S. Government securities | $20,117,000 | 3,773 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,117,000 | 3,637 |
| Securities issued by states & political subdivisions | $300,000 | 6,163 |
| Other domestic debt securities | $212,000 | 3,571 |
| Privately issued residential mortgage-backed securities | $212,000 | 925 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,568,000 | 1,183 |
| 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 | $8,361,000 | 3,278 |
| Certificates of participation in pools of residential mortgages | $8,361,000 | 2,665 |
| Issued or guaranteed by U.S. | $8,149,000 | 2,691 |
| Privately issued | $212,000 | 181 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $299,000 | 4,078 |
| Available-for-sale securities (fair market value) | $21,898,000 | 3,901 |
| Total debt securities | $20,629,000 | 4,572 |
| 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 | $18,091,000 | 4,955 |
| U.S. Government securities | $15,739,000 | 4,338 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,739,000 | 4,183 |
| Securities issued by states & political subdivisions | $300,000 | 6,166 |
| Other domestic debt securities | $219,000 | 3,617 |
| Privately issued residential mortgage-backed securities | $219,000 | 969 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,833,000 | 1,136 |
| 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 | $6,951,000 | 3,626 |
| Certificates of participation in pools of residential mortgages | $6,951,000 | 2,942 |
| Issued or guaranteed by U.S. | $6,732,000 | 2,983 |
| Privately issued | $219,000 | 177 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $300,000 | 4,115 |
| Available-for-sale securities (fair market value) | $17,791,000 | 4,375 |
| Total debt securities | $16,258,000 | 5,169 |
| 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 | $13,721,000 | 5,727 |
| U.S. Government securities | $11,569,000 | 5,214 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,569,000 | 5,035 |
| Securities issued by states & political subdivisions | $300,000 | 6,162 |
| Other domestic debt securities | $262,000 | 3,571 |
| Privately issued residential mortgage-backed securities | $262,000 | 969 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,590,000 | 1,177 |
| 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 | $7,679,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $7,679,000 | 2,732 |
| Issued or guaranteed by U.S. | $7,417,000 | 2,771 |
| Privately issued | $262,000 | 172 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $300,000 | 4,180 |
| Available-for-sale securities (fair market value) | $13,421,000 | 5,060 |
| Total debt securities | $12,131,000 | 5,960 |
| 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 | $12,728,000 | 5,907 |
| U.S. Government securities | $10,572,000 | 5,451 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,572,000 | 5,255 |
| Securities issued by states & political subdivisions | $60,000 | 6,703 |
| Other domestic debt securities | $327,000 | 3,540 |
| Privately issued residential mortgage-backed securities | $327,000 | 973 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,769,000 | 1,158 |
| 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 | $6,257,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $6,257,000 | 3,024 |
| Issued or guaranteed by U.S. | $5,930,000 | 3,086 |
| Privately issued | $327,000 | 163 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $60,000 | 4,665 |
| Available-for-sale securities (fair market value) | $12,668,000 | 5,145 |
| Total debt securities | $10,959,000 | 6,199 |
| 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 | $10,958,000 | 6,278 |
| U.S. Government securities | $8,361,000 | 5,980 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,361,000 | 5,747 |
| Securities issued by states & political subdivisions | $60,000 | 6,867 |
| Other domestic debt securities | $578,000 | 3,255 |
| Privately issued residential mortgage-backed securities | $447,000 | 1,004 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $131,000 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,959,000 | 1,066 |
| 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 | $6,494,000 | 3,592 |
| Certificates of participation in pools of residential mortgages | $6,494,000 | 2,744 |
| Issued or guaranteed by U.S. | $6,047,000 | 2,848 |
| Privately issued | $447,000 | 165 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $60,000 | 4,907 |
| Available-for-sale securities (fair market value) | $10,898,000 | 5,408 |
| Total debt securities | $8,999,000 | 6,642 |
| 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 | $12,793,000 | 6,041 |
| U.S. Government securities | $9,792,000 | 5,922 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,792,000 | 5,602 |
| Securities issued by states & political subdivisions | $110,000 | 6,937 |
| Other domestic debt securities | $828,000 | 2,631 |
| Privately issued residential mortgage-backed securities | $638,000 | 839 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $190,000 | 3,045 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,063,000 | 1,551 |
| 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 | $6,227,000 | 3,032 |
| Certificates of participation in pools of residential mortgages | $6,227,000 | 2,322 |
| Issued or guaranteed by U.S. | $5,589,000 | 2,459 |
| Privately issued | $638,000 | 162 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,904,000 | 2,548 |
| Available-for-sale securities (fair market value) | $6,889,000 | 6,635 |
| Total debt securities | $10,730,000 | 6,452 |
| 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 | $14,252,000 | 5,966 |
| U.S. Government securities | $11,664,000 | 5,607 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,664,000 | 5,098 |
| Securities issued by states & political subdivisions | $110,000 | 7,273 |
| Other domestic debt securities | $1,068,000 | 2,284 |
| Privately issued residential mortgage-backed securities | $823,000 | 822 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $245,000 | 2,769 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,410,000 | 1,913 |
| 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 | $8,102,000 | 2,835 |
| Certificates of participation in pools of residential mortgages | $8,102,000 | 2,125 |
| Issued or guaranteed by U.S. | $7,279,000 | 2,245 |
| Privately issued | $823,000 | 148 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,578,000 | 2,475 |
| Available-for-sale securities (fair market value) | $6,674,000 | 6,867 |
| Total debt securities | $12,842,000 | 6,207 |
| 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 | $15,743,000 | 5,655 |
| U.S. Government securities | $12,313,000 | 5,439 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,313,000 | 4,659 |
| Securities issued by states & political subdivisions | $155,000 | 7,396 |
| Other domestic debt securities | $1,345,000 | 1,987 |
| Privately issued residential mortgage-backed securities | $1,040,000 | 695 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $305,000 | 2,478 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,930,000 | 1,561 |
| 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 | $10,926,000 | 2,561 |
| Certificates of participation in pools of residential mortgages | $10,926,000 | 1,852 |
| Issued or guaranteed by U.S. | $9,886,000 | 1,991 |
| Privately issued | $1,040,000 | 164 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,640,000 | 2,380 |
| Available-for-sale securities (fair market value) | $6,103,000 | 6,967 |
| Total debt securities | $13,813,000 | 5,953 |
| 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 | $21,476,000 | 4,664 |
| U.S. Government securities | $18,227,000 | 4,380 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,227,000 | 3,457 |
| Securities issued by states & political subdivisions | $155,000 | 7,651 |
| Other domestic debt securities | $1,838,000 | 1,422 |
| Privately issued residential mortgage-backed securities | $1,488,000 | 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 | $350,000 | 2,076 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,256,000 | 2,005 |
| 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 | $14,439,000 | 2,081 |
| Certificates of participation in pools of residential mortgages | $14,439,000 | 1,524 |
| Issued or guaranteed by U.S. | $12,951,000 | 1,629 |
| Privately issued | $1,488,000 | 179 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,949,000 | 2,117 |
| Available-for-sale securities (fair market value) | $6,527,000 | 6,868 |
| Total debt securities | $20,220,000 | 4,764 |
| 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 | $26,339,000 | 4,341 |
| U.S. Government securities | $22,817,000 | 4,017 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,817,000 | 3,013 |
| Securities issued by states & political subdivisions | $155,000 | 8,069 |
| Other domestic debt securities | $2,132,000 | 1,454 |
| Privately issued residential mortgage-backed securities | $1,742,000 | 583 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $390,000 | 2,269 |
| Foreign debt securities | NA | NA |
| Equity securities | $826,000 | 2,609 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-409,000 | 1,197 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,959,000 | 2,007 |
| Certificates of participation in pools of residential mortgages | $17,959,000 | 1,441 |
| Issued or guaranteed by U.S. | $16,217,000 | 1,539 |
| Privately issued | $1,742,000 | 212 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,178,000 | 2,039 |
| Available-for-sale securities (fair market value) | $8,161,000 | 6,570 |
| Total debt securities | $25,104,000 | 4,389 |
| 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 | $28,828,000 | 4,201 |
| U.S. Government securities | $26,096,000 | 3,773 |
| U.S. Treasury securities | $891,000 | 8,839 |
| U.S. Government agency obligations | $25,205,000 | 2,735 |
| Securities issued by states & political subdivisions | $155,000 | 8,407 |
| Other domestic debt securities | $2,044,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $2,044,000 | 611 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,000 | 7,514 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-504,000 | 1,292 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,249,000 | 1,806 |
| Certificates of participation in pools of residential mortgages | $22,249,000 | 1,233 |
| Issued or guaranteed by U.S. | $20,205,000 | 1,292 |
| Privately issued | $2,044,000 | 229 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,010,000 | 2,015 |
| Available-for-sale securities (fair market value) | $8,818,000 | 6,527 |
| Total debt securities | $28,295,000 | 4,164 |
| 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 | $29,765,000 | 4,293 |
| U.S. Government securities | $27,009,000 | 3,820 |
| U.S. Treasury securities | $618,000 | 10,227 |
| U.S. Government agency obligations | $26,391,000 | 2,539 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $2,142,000 | 1,954 |
| Privately issued residential mortgage-backed securities | $2,142,000 | 634 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,000 | 7,524 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-585,000 | 1,398 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,283,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $24,283,000 | 1,202 |
| Issued or guaranteed by U.S. | $22,141,000 | 1,261 |
| Privately issued | $2,142,000 | 212 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,038,000 | 2,865 |
| Available-for-sale securities (fair market value) | $4,727,000 | 7,045 |
| Total debt securities | $29,151,000 | 4,284 |
| 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 | $34,298,000 | 3,994 |
| U.S. Government securities | $30,092,000 | 3,579 |
| U.S. Treasury securities | $571,000 | 10,685 |
| U.S. Government agency obligations | $29,521,000 | 2,328 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $3,391,000 | 1,764 |
| Privately issued residential mortgage-backed securities | $3,391,000 | 625 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,000 | 7,401 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-786,000 | 1,550 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,912,000 | 1,676 |
| Certificates of participation in pools of residential mortgages | $29,912,000 | 1,100 |
| Issued or guaranteed by U.S. | $26,521,000 | 1,177 |
| Privately issued | $3,391,000 | 251 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $33,483,000 | 3,983 |
| 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 | $36,657,000 | 3,730 |
| U.S. Government securities | $31,874,000 | 3,374 |
| U.S. Treasury securities | $528,000 | 11,163 |
| U.S. Government agency obligations | $31,346,000 | 2,153 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $5,549,000 | 1,575 |
| Privately issued residential mortgage-backed securities | $3,761,000 | 802 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,788,000 | 2,201 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,000 | 7,181 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $795,000 | 57 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,107,000 | 1,491 |
| Certificates of participation in pools of residential mortgages | $35,107,000 | 984 |
| Issued or guaranteed by U.S. | $31,346,000 | 1,033 |
| Privately issued | $3,761,000 | 269 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $37,423,000 | 3,590 |
| 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 |