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Security Federal Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $47,267,000 | 2,670 |
| U.S. Government securities | $20,884,000 | 2,901 |
| U.S. Treasury securities | $6,698,000 | 1,654 |
| U.S. Government agency obligations | $14,186,000 | 2,944 |
| Securities issued by states & political subdivisions | $23,367,000 | 1,640 |
| Other domestic debt securities | $2,938,000 | 1,594 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $564,000 | 621 |
| Other domestic debt securities - All other | $2,374,000 | 1,272 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,133,000 | 2,849 |
| Mortgage-backed securities | $14,186,000 | 2,307 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,119,000 | 2,434 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,049,000 | 1,692 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,642,000 | 899 |
| Other commercial mortgage-backed securities | $2,376,000 | 902 |
| Held to maturity securities (book value) | $1,000 | 1,744 |
| Available-for-sale securities (fair market value) | $47,188,000 | 2,444 |
| Total debt securities | $47,187,000 | 2,654 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 656 |
| Fair value | $1,285,000 | 707 |
| 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 | $41,545,000 | 2,818 |
| U.S. Government securities | $16,501,000 | 3,183 |
| U.S. Treasury securities | $7,101,000 | 1,662 |
| U.S. Government agency obligations | $9,400,000 | 3,271 |
| Securities issued by states & political subdivisions | $22,054,000 | 1,665 |
| Other domestic debt securities | $2,929,000 | 1,579 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $563,000 | 616 |
| Other domestic debt securities - All other | $2,366,000 | 1,265 |
| 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 | $8,292,000 | 3,034 |
| Mortgage-backed securities | $9,400,000 | 2,600 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,790,000 | 2,724 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $662,000 | 2,261 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,616,000 | 891 |
| Other commercial mortgage-backed securities | $2,332,000 | 888 |
| Held to maturity securities (book value) | $1,000 | 1,770 |
| Available-for-sale securities (fair market value) | $41,483,000 | 2,576 |
| Total debt securities | $41,483,000 | 2,802 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 678 |
| Fair value | $1,275,000 | 720 |
| 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 | $43,264,000 | 2,831 |
| U.S. Government securities | $16,776,000 | 3,228 |
| U.S. Treasury securities | $7,093,000 | 1,688 |
| U.S. Government agency obligations | $9,683,000 | 3,298 |
| Securities issued by states & political subdivisions | $23,391,000 | 1,676 |
| Other domestic debt securities | $3,036,000 | 1,569 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $591,000 | 602 |
| Other domestic debt securities - All other | $2,445,000 | 1,266 |
| 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 | $2,229,000 | 3,599 |
| Mortgage-backed securities | $9,683,000 | 2,607 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,920,000 | 2,730 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $696,000 | 2,250 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,710,000 | 867 |
| Other commercial mortgage-backed securities | $2,357,000 | 892 |
| Held to maturity securities (book value) | $1,000 | 1,782 |
| Available-for-sale securities (fair market value) | $43,202,000 | 2,594 |
| Total debt securities | $43,202,000 | 2,818 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 716 |
| Fair value | $1,311,000 | 765 |
| 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 | $55,530,000 | 2,586 |
| U.S. Government securities | $21,076,000 | 3,041 |
| U.S. Treasury securities | $10,111,000 | 1,493 |
| U.S. Government agency obligations | $10,965,000 | 3,225 |
| Securities issued by states & political subdivisions | $31,160,000 | 1,406 |
| Other domestic debt securities | $3,239,000 | 1,584 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $607,000 | 599 |
| Other domestic debt securities - All other | $2,632,000 | 1,269 |
| 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 | $1,664,000 | 3,666 |
| Mortgage-backed securities | $9,970,000 | 2,645 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,085,000 | 2,756 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $736,000 | 2,280 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,758,000 | 895 |
| Other commercial mortgage-backed securities | $2,391,000 | 908 |
| Held to maturity securities (book value) | $1,000 | 1,839 |
| Available-for-sale securities (fair market value) | $55,474,000 | 2,347 |
| Total debt securities | $55,474,000 | 2,565 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 748 |
| Fair value | $1,409,000 | 773 |
| 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 | $56,378,000 | 2,597 |
| U.S. Government securities | $21,095,000 | 3,056 |
| U.S. Treasury securities | $10,022,000 | 1,546 |
| U.S. Government agency obligations | $11,073,000 | 3,218 |
| Securities issued by states & political subdivisions | $31,962,000 | 1,417 |
| Other domestic debt securities | $3,275,000 | 1,607 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $611,000 | 612 |
| Other domestic debt securities - All other | $2,664,000 | 1,268 |
| 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 | $2,259,000 | 3,530 |
| Mortgage-backed securities | $10,085,000 | 2,673 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,163,000 | 2,754 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $778,000 | 2,277 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,753,000 | 893 |
| Other commercial mortgage-backed securities | $2,391,000 | 911 |
| Held to maturity securities (book value) | $1,000 | 1,867 |
| Available-for-sale securities (fair market value) | $56,331,000 | 2,357 |
| Total debt securities | $56,330,000 | 2,575 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 856 |
| Fair value | $1,030,000 | 856 |
| 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 | $62,594,000 | 2,477 |
| U.S. Government securities | $22,345,000 | 3,010 |
| U.S. Treasury securities | $10,515,000 | 1,542 |
| U.S. Government agency obligations | $11,830,000 | 3,177 |
| Securities issued by states & political subdivisions | $37,465,000 | 1,242 |
| Other domestic debt securities | $2,736,000 | 1,656 |
| 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 | $2,736,000 | 1,264 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,269,000 | 3,377 |
| Mortgage-backed securities | $10,844,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,214,000 | 2,778 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $816,000 | 2,281 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,746,000 | 921 |
| Other commercial mortgage-backed securities | $3,068,000 | 879 |
| Held to maturity securities (book value) | $1,000 | 1,868 |
| Available-for-sale securities (fair market value) | $62,545,000 | 2,238 |
| Total debt securities | $62,547,000 | 2,460 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 850 |
| Fair value | $1,050,000 | 846 |
| 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 | $63,254,000 | 2,490 |
| U.S. Government securities | $21,882,000 | 3,064 |
| U.S. Treasury securities | $10,599,000 | 1,523 |
| U.S. Government agency obligations | $11,283,000 | 3,254 |
| Securities issued by states & political subdivisions | $38,435,000 | 1,269 |
| Other domestic debt securities | $2,892,000 | 1,544 |
| 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 | $2,892,000 | 1,249 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,303,000 | 3,376 |
| Mortgage-backed securities | $10,288,000 | 2,725 |
| Certificates of participation in pools of residential mortgages | $4,372,000 | 2,872 |
| Issued or guaranteed by U.S. | $4,372,000 | 2,791 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $880,000 | 2,347 |
| CMOs issued by government agencies or sponsored agencies | $880,000 | 2,275 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $5,036,000 | 1,163 |
| Commercial mortgage pass-through securities | $1,734,000 | 1,073 |
| Other commercial mortgage-backed securities | $3,302,000 | 923 |
| Held to maturity securities (book value) | $1,000 | 1,806 |
| Available-for-sale securities (fair market value) | $63,208,000 | 2,293 |
| Total debt securities | $63,209,000 | 2,479 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 829 |
| Fair value | $1,093,000 | 826 |
| 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 | $55,379,000 | 2,637 |
| U.S. Government securities | $11,088,000 | 3,640 |
| U.S. Treasury securities | $6,307,000 | 1,670 |
| U.S. Government agency obligations | $4,781,000 | 3,796 |
| Securities issued by states & political subdivisions | $41,148,000 | 1,230 |
| Other domestic debt securities | $3,090,000 | 1,505 |
| 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 | $3,090,000 | 1,204 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,345,000 | 3,361 |
| Mortgage-backed securities | $4,781,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | $382,000 | 3,664 |
| Issued or guaranteed by U.S. | $382,000 | 3,587 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $968,000 | 2,318 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 2,253 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $3,431,000 | 1,317 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $3,431,000 | 903 |
| Held to maturity securities (book value) | $1,000 | 1,735 |
| Available-for-sale securities (fair market value) | $55,325,000 | 2,446 |
| Total debt securities | $55,326,000 | 2,622 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 732 |
| Fair value | $1,151,000 | 727 |
| 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 | $47,516,000 | 2,751 |
| U.S. Government securities | $2,903,000 | 4,199 |
| U.S. Treasury securities | $959,000 | 2,041 |
| U.S. Government agency obligations | $1,944,000 | 4,099 |
| Securities issued by states & political subdivisions | $43,354,000 | 1,225 |
| Other domestic debt securities | $1,202,000 | 1,802 |
| 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 | $1,202,000 | 1,483 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,926,000 | 3,290 |
| Mortgage-backed securities | $1,944,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $416,000 | 3,669 |
| Issued or guaranteed by U.S. | $416,000 | 3,585 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,000 | 2,873 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,814 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,526,000 | 1,560 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,526,000 | 1,093 |
| Held to maturity securities (book value) | $1,000 | 1,662 |
| Available-for-sale securities (fair market value) | $47,458,000 | 2,590 |
| Total debt securities | $47,458,000 | 2,736 |
| Structured notes | ||
| Amortized cost | $700,000 | 806 |
| Fair value | $698,000 | 804 |
| 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 | $41,288,000 | 2,883 |
| U.S. Government securities | $3,005,000 | 4,199 |
| U.S. Treasury securities | $967,000 | 1,821 |
| U.S. Government agency obligations | $2,038,000 | 4,122 |
| Securities issued by states & political subdivisions | $37,722,000 | 1,338 |
| Other domestic debt securities | $513,000 | 1,948 |
| 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 | $513,000 | 1,621 |
| 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 | $3,963,000 | 3,299 |
| Mortgage-backed securities | $2,038,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $455,000 | 3,706 |
| Issued or guaranteed by U.S. | $455,000 | 3,623 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,835 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,580,000 | 1,572 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $1,580,000 | 1,086 |
| Held to maturity securities (book value) | $1,000 | 1,683 |
| Available-for-sale securities (fair market value) | $41,239,000 | 2,719 |
| Total debt securities | $41,242,000 | 2,865 |
| 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 | $38,879,000 | 2,887 |
| U.S. Government securities | $3,036,000 | 4,196 |
| U.S. Treasury securities | $949,000 | 1,720 |
| U.S. Government agency obligations | $2,087,000 | 4,150 |
| Securities issued by states & political subdivisions | $35,292,000 | 1,372 |
| Other domestic debt securities | $506,000 | 1,949 |
| 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 | $506,000 | 1,584 |
| 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 | $3,967,000 | 3,303 |
| Mortgage-backed securities | $2,087,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $502,000 | 3,701 |
| Issued or guaranteed by U.S. | $502,000 | 3,611 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,827 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,581,000 | 1,561 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $1,581,000 | 1,068 |
| Held to maturity securities (book value) | $1,000 | 1,671 |
| Available-for-sale securities (fair market value) | $38,833,000 | 2,727 |
| Total debt securities | $38,834,000 | 2,871 |
| 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 | $32,521,000 | 3,008 |
| U.S. Government securities | $3,028,000 | 4,142 |
| U.S. Treasury securities | $925,000 | 1,436 |
| U.S. Government agency obligations | $2,103,000 | 4,116 |
| Securities issued by states & political subdivisions | $29,452,000 | 1,507 |
| 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 | $4,002,000 | 3,277 |
| Mortgage-backed securities | $2,103,000 | 3,557 |
| Certificates of participation in pools of residential mortgages | $513,000 | 3,693 |
| Issued or guaranteed by U.S. | $513,000 | 3,603 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,794 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,585,000 | 1,543 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,585,000 | 1,034 |
| Held to maturity securities (book value) | $1,000 | 1,673 |
| Available-for-sale securities (fair market value) | $32,479,000 | 2,828 |
| Total debt securities | $32,481,000 | 2,989 |
| 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 | $30,043,000 | 3,002 |
| U.S. Government securities | $1,160,000 | 4,356 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,160,000 | 4,232 |
| Securities issued by states & political subdivisions | $28,852,000 | 1,485 |
| 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 | $4,042,000 | 3,268 |
| Mortgage-backed securities | $1,160,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $557,000 | 3,663 |
| Issued or guaranteed by U.S. | $557,000 | 3,581 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,795 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $598,000 | 1,762 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $598,000 | 1,208 |
| Held to maturity securities (book value) | $2,000 | 1,659 |
| Available-for-sale securities (fair market value) | $30,010,000 | 2,823 |
| Total debt securities | $30,013,000 | 2,981 |
| 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 | $26,018,000 | 3,077 |
| U.S. Government securities | $1,204,000 | 4,373 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,204,000 | 4,243 |
| Securities issued by states & political subdivisions | $24,787,000 | 1,543 |
| 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 | $4,062,000 | 3,285 |
| Mortgage-backed securities | $1,204,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $596,000 | 3,655 |
| Issued or guaranteed by U.S. | $596,000 | 3,571 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,799 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $602,000 | 1,746 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $602,000 | 1,182 |
| Held to maturity securities (book value) | $2,000 | 1,664 |
| Available-for-sale securities (fair market value) | $25,989,000 | 2,888 |
| Total debt securities | $25,991,000 | 3,056 |
| 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 | $25,857,000 | 3,056 |
| U.S. Government securities | $1,235,000 | 4,392 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,235,000 | 4,268 |
| Securities issued by states & political subdivisions | $24,594,000 | 1,464 |
| 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 | $4,063,000 | 3,327 |
| Mortgage-backed securities | $1,235,000 | 3,745 |
| Certificates of participation in pools of residential mortgages | $626,000 | 3,644 |
| Issued or guaranteed by U.S. | $626,000 | 3,560 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,000 | 2,851 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,798 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $602,000 | 1,738 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $602,000 | 1,159 |
| Held to maturity securities (book value) | $2,000 | 1,680 |
| Available-for-sale securities (fair market value) | $25,827,000 | 2,862 |
| Total debt securities | $25,829,000 | 3,036 |
| 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 | $23,562,000 | 3,122 |
| U.S. Government securities | $1,305,000 | 4,449 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,305,000 | 4,328 |
| Securities issued by states & political subdivisions | $22,257,000 | 1,439 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,864,000 | 3,356 |
| Mortgage-backed securities | $1,305,000 | 3,751 |
| Certificates of participation in pools of residential mortgages | $661,000 | 3,651 |
| Issued or guaranteed by U.S. | $661,000 | 3,557 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $8,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,791 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $636,000 | 1,709 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $636,000 | 1,136 |
| Held to maturity securities (book value) | $2,000 | 1,698 |
| Available-for-sale securities (fair market value) | $23,560,000 | 2,924 |
| Total debt securities | $23,563,000 | 3,101 |
| 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 | $23,642,000 | 3,169 |
| U.S. Government securities | $1,359,000 | 4,538 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,359,000 | 4,398 |
| Securities issued by states & political subdivisions | $22,283,000 | 1,404 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,027,000 | 3,376 |
| Mortgage-backed securities | $1,359,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | $715,000 | 3,640 |
| Issued or guaranteed by U.S. | $715,000 | 3,554 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $9,000 | 2,870 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,809 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $635,000 | 1,689 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $635,000 | 1,103 |
| Held to maturity securities (book value) | $2,000 | 1,743 |
| Available-for-sale securities (fair market value) | $23,640,000 | 2,953 |
| Total debt securities | $23,641,000 | 3,149 |
| 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 | $30,834,000 | 2,832 |
| U.S. Government securities | $3,350,000 | 4,288 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,350,000 | 4,126 |
| Securities issued by states & political subdivisions | $27,484,000 | 1,188 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,026,000 | 3,446 |
| Mortgage-backed securities | $2,600,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $1,941,000 | 3,258 |
| Issued or guaranteed by U.S. | $1,941,000 | 3,154 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $19,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 2,811 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $640,000 | 1,669 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $640,000 | 1,068 |
| Held to maturity securities (book value) | $2,000 | 1,817 |
| Available-for-sale securities (fair market value) | $30,832,000 | 2,631 |
| Total debt securities | $30,832,000 | 2,815 |
| 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 | $32,853,000 | 2,789 |
| U.S. Government securities | $4,085,000 | 4,241 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,085,000 | 4,081 |
| Securities issued by states & political subdivisions | $28,768,000 | 1,165 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,356,000 | 3,270 |
| Mortgage-backed securities | $3,337,000 | 3,391 |
| Certificates of participation in pools of residential mortgages | $2,087,000 | 3,219 |
| Issued or guaranteed by U.S. | $2,087,000 | 3,131 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $29,000 | 2,866 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 2,809 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,221,000 | 1,476 |
| Commercial mortgage pass-through securities | $499,000 | 1,259 |
| Other commercial mortgage-backed securities | $722,000 | 1,040 |
| Held to maturity securities (book value) | $2,000 | 1,859 |
| Available-for-sale securities (fair market value) | $32,851,000 | 2,596 |
| Total debt securities | $32,852,000 | 2,770 |
| 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 | $32,474,000 | 2,845 |
| U.S. Government securities | $4,232,000 | 4,277 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,232,000 | 4,115 |
| Securities issued by states & political subdivisions | $28,242,000 | 1,222 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,340,000 | 3,332 |
| Mortgage-backed securities | $3,487,000 | 3,386 |
| Certificates of participation in pools of residential mortgages | $2,253,000 | 3,192 |
| Issued or guaranteed by U.S. | $2,253,000 | 3,101 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $37,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 2,814 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,197,000 | 1,410 |
| Commercial mortgage pass-through securities | $497,000 | 1,233 |
| Other commercial mortgage-backed securities | $700,000 | 967 |
| Held to maturity securities (book value) | $2,000 | 1,887 |
| Available-for-sale securities (fair market value) | $32,472,000 | 2,640 |
| Total debt securities | $32,474,000 | 2,829 |
| 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 | $32,840,000 | 2,868 |
| U.S. Government securities | $4,394,000 | 4,286 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,394,000 | 4,129 |
| Securities issued by states & political subdivisions | $28,446,000 | 1,236 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,584,000 | 3,322 |
| Mortgage-backed securities | $3,653,000 | 3,374 |
| Certificates of participation in pools of residential mortgages | $2,421,000 | 3,165 |
| Issued or guaranteed by U.S. | $2,421,000 | 3,094 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $45,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 2,820 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,187,000 | 1,383 |
| Commercial mortgage pass-through securities | $496,000 | 1,216 |
| Other commercial mortgage-backed securities | $691,000 | 919 |
| Held to maturity securities (book value) | $2,000 | 1,935 |
| Available-for-sale securities (fair market value) | $32,838,000 | 2,651 |
| Total debt securities | $32,840,000 | 2,850 |
| 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 | $32,719,000 | 2,884 |
| U.S. Government securities | $4,527,000 | 4,319 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,527,000 | 4,174 |
| Securities issued by states & political subdivisions | $28,192,000 | 1,253 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,567,000 | 3,356 |
| Mortgage-backed securities | $3,788,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $2,562,000 | 3,177 |
| Issued or guaranteed by U.S. | $2,562,000 | 3,146 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $54,000 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 2,824 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,172,000 | 1,365 |
| Commercial mortgage pass-through securities | $495,000 | 1,191 |
| Other commercial mortgage-backed securities | $677,000 | 926 |
| Held to maturity securities (book value) | $2,000 | 1,973 |
| Available-for-sale securities (fair market value) | $32,717,000 | 2,667 |
| Total debt securities | $32,719,000 | 2,864 |
| 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 | $40,304,000 | 2,590 |
| U.S. Government securities | $4,717,000 | 4,338 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,717,000 | 4,186 |
| Securities issued by states & political subdivisions | $35,587,000 | 1,045 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,636,000 | 3,381 |
| Mortgage-backed securities | $3,979,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $2,735,000 | 3,171 |
| Issued or guaranteed by U.S. | $2,735,000 | 3,010 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $66,000 | 2,904 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 2,836 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,178,000 | 1,333 |
| Commercial mortgage pass-through securities | $495,000 | 1,170 |
| Other commercial mortgage-backed securities | $683,000 | 913 |
| Held to maturity securities (book value) | $2,000 | 2,003 |
| Available-for-sale securities (fair market value) | $40,302,000 | 2,398 |
| Total debt securities | $40,302,000 | 2,571 |
| 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 | $40,473,000 | 2,608 |
| U.S. Government securities | $4,908,000 | 4,380 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,908,000 | 4,234 |
| Securities issued by states & political subdivisions | $35,565,000 | 1,055 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,655,000 | 3,428 |
| Mortgage-backed securities | $4,172,000 | 3,391 |
| Certificates of participation in pools of residential mortgages | $2,915,000 | 3,181 |
| Issued or guaranteed by U.S. | $2,915,000 | 3,175 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $80,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 2,824 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,177,000 | 1,177 |
| Commercial mortgage pass-through securities | $495,000 | 954 |
| Other commercial mortgage-backed securities | $682,000 | 896 |
| Held to maturity securities (book value) | $2,000 | 2,035 |
| Available-for-sale securities (fair market value) | $40,471,000 | 2,408 |
| Total debt securities | $40,473,000 | 2,591 |
| 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 | $42,233,000 | 2,569 |
| U.S. Government securities | $5,173,000 | 4,387 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,173,000 | 4,248 |
| Securities issued by states & political subdivisions | $37,060,000 | 1,058 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,730,000 | 3,465 |
| Mortgage-backed securities | $4,432,000 | 3,378 |
| Certificates of participation in pools of residential mortgages | $3,143,000 | 3,175 |
| Issued or guaranteed by U.S. | $3,143,000 | 3,169 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $92,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 2,815 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,197,000 | 1,158 |
| Commercial mortgage pass-through securities | $498,000 | 952 |
| Other commercial mortgage-backed securities | $699,000 | 865 |
| Held to maturity securities (book value) | $3,000 | 2,066 |
| Available-for-sale securities (fair market value) | $42,230,000 | 2,374 |
| Total debt securities | $42,233,000 | 2,552 |
| 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 | $42,779,000 | 2,577 |
| U.S. Government securities | $5,429,000 | 4,404 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,429,000 | 4,281 |
| Securities issued by states & political subdivisions | $37,350,000 | 1,072 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,298,000 | 3,753 |
| Mortgage-backed securities | $4,684,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $3,357,000 | 3,186 |
| Issued or guaranteed by U.S. | $3,357,000 | 3,182 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $119,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 2,823 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,208,000 | 1,147 |
| Commercial mortgage pass-through securities | $501,000 | 943 |
| Other commercial mortgage-backed securities | $707,000 | 850 |
| Held to maturity securities (book value) | $3,000 | 2,118 |
| Available-for-sale securities (fair market value) | $42,776,000 | 2,372 |
| Total debt securities | $42,779,000 | 2,561 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $42,313,000 | 2,633 |
| U.S. Government securities | $5,702,000 | 4,407 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,702,000 | 4,284 |
| Securities issued by states & political subdivisions | $36,611,000 | 1,100 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,330,000 | 3,782 |
| Mortgage-backed securities | $4,957,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $3,574,000 | 3,169 |
| Issued or guaranteed by U.S. | $3,574,000 | 3,165 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $178,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 2,802 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,205,000 | 1,110 |
| Commercial mortgage pass-through securities | $502,000 | 913 |
| Other commercial mortgage-backed securities | $703,000 | 813 |
| Held to maturity securities (book value) | $1,836,000 | 1,546 |
| Available-for-sale securities (fair market value) | $40,477,000 | 2,483 |
| Total debt securities | $42,313,000 | 2,618 |
| 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 | $40,840,000 | 2,721 |
| U.S. Government securities | $5,197,000 | 4,534 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,197,000 | 4,407 |
| Securities issued by states & political subdivisions | $35,643,000 | 1,127 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,112,000 | 4,069 |
| Mortgage-backed securities | $4,454,000 | 3,500 |
| Certificates of participation in pools of residential mortgages | $3,742,000 | 3,198 |
| Issued or guaranteed by U.S. | $3,742,000 | 3,195 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $211,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 2,817 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $501,000 | 1,275 |
| Commercial mortgage pass-through securities | $501,000 | 870 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,838,000 | 1,569 |
| Available-for-sale securities (fair market value) | $39,002,000 | 2,563 |
| Total debt securities | $40,840,000 | 2,702 |
| 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 | $38,387,000 | 2,807 |
| U.S. Government securities | $5,368,000 | 4,515 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,368,000 | 4,384 |
| Securities issued by states & political subdivisions | $33,012,000 | 1,213 |
| 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 | $7,000 | 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 | $3,101,000 | 4,101 |
| Mortgage-backed securities | $4,625,000 | 3,485 |
| Certificates of participation in pools of residential mortgages | $3,871,000 | 3,188 |
| Issued or guaranteed by U.S. | $3,871,000 | 3,184 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $251,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 2,784 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $503,000 | 1,230 |
| Commercial mortgage pass-through securities | $503,000 | 842 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $5,000 | 2,204 |
| Available-for-sale securities (fair market value) | $38,382,000 | 2,575 |
| Total debt securities | $38,380,000 | 2,791 |
| 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 | $37,671,000 | 2,829 |
| U.S. Government securities | $4,648,000 | 4,650 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,648,000 | 4,532 |
| Securities issued by states & political subdivisions | $33,016,000 | 1,217 |
| 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 | $7,000 | 1,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,211,000 | 4,124 |
| Mortgage-backed securities | $3,894,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $3,069,000 | 3,396 |
| Issued or guaranteed by U.S. | $3,069,000 | 3,394 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $316,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $316,000 | 2,769 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $509,000 | 1,186 |
| Commercial mortgage pass-through securities | $509,000 | 783 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $5,000 | 2,231 |
| Available-for-sale securities (fair market value) | $37,666,000 | 2,595 |
| Total debt securities | $37,664,000 | 2,815 |
| 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 | $38,824,000 | 2,816 |
| U.S. Government securities | $4,868,000 | 4,717 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,868,000 | 4,597 |
| Securities issued by states & political subdivisions | $33,949,000 | 1,185 |
| 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 | $7,000 | 1,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,248,000 | 4,205 |
| Mortgage-backed securities | $4,112,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $3,214,000 | 3,397 |
| Issued or guaranteed by U.S. | $3,214,000 | 3,393 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $385,000 | 2,852 |
| CMOs issued by government agencies or sponsored agencies | $385,000 | 2,752 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $513,000 | 1,118 |
| Commercial mortgage pass-through securities | $513,000 | 740 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $7,000 | 2,280 |
| Available-for-sale securities (fair market value) | $38,817,000 | 2,578 |
| Total debt securities | $38,817,000 | 2,795 |
| 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 | $38,837,000 | 2,875 |
| U.S. Government securities | $5,116,000 | 4,760 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,116,000 | 4,646 |
| Securities issued by states & political subdivisions | $33,714,000 | 1,165 |
| 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 | $7,000 | 1,072 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,652,000 | 4,163 |
| Mortgage-backed securities | $4,368,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $3,367,000 | 3,389 |
| Issued or guaranteed by U.S. | $3,367,000 | 3,388 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $493,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $493,000 | 2,724 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $508,000 | 1,088 |
| Commercial mortgage pass-through securities | $508,000 | 718 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $8,000 | 2,323 |
| Available-for-sale securities (fair market value) | $38,829,000 | 2,620 |
| Total debt securities | $38,830,000 | 2,860 |
| 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 | $25,728,000 | 3,618 |
| U.S. Government securities | $5,324,000 | 4,796 |
| U.S. Treasury securities | $735,000 | 1,162 |
| U.S. Government agency obligations | $4,589,000 | 4,805 |
| Securities issued by states & political subdivisions | $20,236,000 | 1,859 |
| 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 | $161,000 | 299 |
| Equity securities | $7,000 | 1,075 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,216,000 | 4,063 |
| Mortgage-backed securities | $4,589,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $3,480,000 | 3,371 |
| Issued or guaranteed by U.S. | $3,480,000 | 3,368 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $606,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 2,694 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $503,000 | 1,043 |
| Commercial mortgage pass-through securities | $503,000 | 689 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $8,000 | 2,370 |
| Available-for-sale securities (fair market value) | $25,720,000 | 3,317 |
| Total debt securities | $25,721,000 | 3,596 |
| 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 | $26,680,000 | 3,623 |
| U.S. Government securities | $5,724,000 | 4,832 |
| U.S. Treasury securities | $738,000 | 1,092 |
| U.S. Government agency obligations | $4,986,000 | 4,846 |
| Securities issued by states & political subdivisions | $20,786,000 | 1,819 |
| 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 | $163,000 | 302 |
| Equity securities | $7,000 | 1,098 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,780,000 | 3,831 |
| Mortgage-backed securities | $4,986,000 | 3,557 |
| Certificates of participation in pools of residential mortgages | $3,764,000 | 3,356 |
| Issued or guaranteed by U.S. | $3,764,000 | 3,352 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $711,000 | 2,770 |
| CMOs issued by government agencies or sponsored agencies | $711,000 | 2,684 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $511,000 | 996 |
| Commercial mortgage pass-through securities | $511,000 | 664 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $10,000 | 2,377 |
| Available-for-sale securities (fair market value) | $26,670,000 | 3,309 |
| Total debt securities | $26,673,000 | 3,597 |
| 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 | $26,714,000 | 3,687 |
| U.S. Government securities | $6,046,000 | 4,897 |
| U.S. Treasury securities | $735,000 | 1,125 |
| U.S. Government agency obligations | $5,311,000 | 4,897 |
| Securities issued by states & political subdivisions | $20,496,000 | 1,805 |
| 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 | $165,000 | 308 |
| Equity securities | $7,000 | 1,109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,799,000 | 3,873 |
| Mortgage-backed securities | $5,311,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $3,997,000 | 3,387 |
| Issued or guaranteed by U.S. | $3,997,000 | 3,384 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $806,000 | 2,776 |
| CMOs issued by government agencies or sponsored agencies | $806,000 | 2,692 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $508,000 | 952 |
| Commercial mortgage pass-through securities | $508,000 | 627 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $11,000 | 2,419 |
| Available-for-sale securities (fair market value) | $26,703,000 | 3,374 |
| Total debt securities | $26,707,000 | 3,657 |
| 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 | $25,019,000 | 3,858 |
| U.S. Government securities | $6,520,000 | 4,896 |
| U.S. Treasury securities | $734,000 | 1,110 |
| U.S. Government agency obligations | $5,786,000 | 4,904 |
| Securities issued by states & political subdivisions | $18,325,000 | 1,952 |
| 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 | $167,000 | 307 |
| Equity securities | $7,000 | 1,123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,291,000 | 3,794 |
| Mortgage-backed securities | $5,786,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $4,171,000 | 3,416 |
| Issued or guaranteed by U.S. | $4,171,000 | 3,414 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,109,000 | 2,672 |
| CMOs issued by government agencies or sponsored agencies | $1,109,000 | 2,584 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $506,000 | 935 |
| Commercial mortgage pass-through securities | $506,000 | 616 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $13,000 | 2,426 |
| Available-for-sale securities (fair market value) | $25,006,000 | 3,512 |
| Total debt securities | $25,012,000 | 3,835 |
| 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 | $26,625,000 | 3,771 |
| U.S. Government securities | $7,156,000 | 4,867 |
| U.S. Treasury securities | $726,000 | 1,141 |
| U.S. Government agency obligations | $6,430,000 | 4,879 |
| Securities issued by states & political subdivisions | $19,287,000 | 1,871 |
| Other domestic debt securities | $7,000 | 2,377 |
| Privately issued residential mortgage-backed securities | $7,000 | 783 |
| 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 | $168,000 | 289 |
| Equity securities | $7,000 | 1,130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,858,000 | 3,724 |
| Mortgage-backed securities | $6,437,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $4,334,000 | 3,439 |
| Issued or guaranteed by U.S. | $4,334,000 | 3,434 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,599,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $1,592,000 | 2,467 |
| Privately issued | $7,000 | 739 |
| Commercial mortgage-backed securities | $504,000 | 913 |
| Commercial mortgage pass-through securities | $504,000 | 619 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $15,000 | 2,456 |
| Available-for-sale securities (fair market value) | $26,610,000 | 3,445 |
| Total debt securities | $26,618,000 | 3,746 |
| 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 | $27,308,000 | 3,806 |
| U.S. Government securities | $8,361,000 | 4,771 |
| U.S. Treasury securities | $718,000 | 1,153 |
| U.S. Government agency obligations | $7,643,000 | 4,780 |
| Securities issued by states & political subdivisions | $18,762,000 | 1,938 |
| Other domestic debt securities | $8,000 | 2,436 |
| Privately issued residential mortgage-backed securities | $8,000 | 816 |
| 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 | $170,000 | 281 |
| Equity securities | $7,000 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,926,000 | 3,778 |
| Mortgage-backed securities | $7,651,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $4,464,000 | 3,488 |
| Issued or guaranteed by U.S. | $4,464,000 | 3,487 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,686,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $2,678,000 | 2,176 |
| Privately issued | $8,000 | 776 |
| Commercial mortgage-backed securities | $501,000 | 883 |
| Commercial mortgage pass-through securities | $501,000 | 610 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $16,000 | 2,493 |
| Available-for-sale securities (fair market value) | $27,292,000 | 3,470 |
| Total debt securities | $27,301,000 | 3,779 |
| 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 | $30,783,000 | 3,635 |
| U.S. Government securities | $4,653,000 | 5,438 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,653,000 | 5,326 |
| Securities issued by states & political subdivisions | $25,910,000 | 1,484 |
| Other domestic debt securities | $41,000 | 2,468 |
| Privately issued residential mortgage-backed securities | $41,000 | 790 |
| 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 | $172,000 | 284 |
| Equity securities | $7,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,305,000 | 3,721 |
| Mortgage-backed securities | $4,694,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | $947,000 | 4,580 |
| Issued or guaranteed by U.S. | $947,000 | 4,577 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,742,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $3,701,000 | 1,997 |
| Privately issued | $41,000 | 757 |
| Commercial mortgage-backed securities | $5,000 | 1,010 |
| Commercial mortgage pass-through securities | $5,000 | 729 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $18,000 | 2,524 |
| Available-for-sale securities (fair market value) | $30,765,000 | 3,317 |
| Total debt securities | $30,776,000 | 3,603 |
| 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 | $31,118,000 | 3,630 |
| U.S. Government securities | $5,284,000 | 5,381 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,284,000 | 5,269 |
| Securities issued by states & political subdivisions | $25,611,000 | 1,492 |
| Other domestic debt securities | $42,000 | 2,532 |
| Privately issued residential mortgage-backed securities | $42,000 | 814 |
| 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 | $174,000 | 284 |
| Equity securities | $7,000 | 1,188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,321,000 | 3,759 |
| Mortgage-backed securities | $5,326,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $979,000 | 4,597 |
| Issued or guaranteed by U.S. | $979,000 | 4,593 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,342,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $4,300,000 | 1,885 |
| Privately issued | $42,000 | 781 |
| Commercial mortgage-backed securities | $5,000 | 1,000 |
| Commercial mortgage pass-through securities | $5,000 | 730 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $20,000 | 2,538 |
| Available-for-sale securities (fair market value) | $31,098,000 | 3,315 |
| Total debt securities | $31,111,000 | 3,599 |
| 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 | $36,198,000 | 3,327 |
| U.S. Government securities | $6,292,000 | 5,201 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,292,000 | 5,099 |
| Securities issued by states & political subdivisions | $29,681,000 | 1,310 |
| Other domestic debt securities | $43,000 | 2,592 |
| Privately issued residential mortgage-backed securities | $43,000 | 852 |
| 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 | $175,000 | 285 |
| Equity securities | $7,000 | 1,209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,946,000 | 3,625 |
| Mortgage-backed securities | $6,335,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $1,030,000 | 4,594 |
| Issued or guaranteed by U.S. | $1,030,000 | 4,589 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,299,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $5,256,000 | 1,738 |
| Privately issued | $43,000 | 815 |
| Commercial mortgage-backed securities | $6,000 | 942 |
| Commercial mortgage pass-through securities | $6,000 | 678 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $347,000 | 2,257 |
| Available-for-sale securities (fair market value) | $35,851,000 | 3,055 |
| Total debt securities | $36,191,000 | 3,301 |
| 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 | $36,607,000 | 3,327 |
| U.S. Government securities | $7,266,000 | 5,084 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,266,000 | 4,991 |
| Securities issued by states & political subdivisions | $29,114,000 | 1,324 |
| Other domestic debt securities | $44,000 | 2,662 |
| Privately issued residential mortgage-backed securities | $44,000 | 882 |
| 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 | $176,000 | 294 |
| Equity securities | $7,000 | 1,210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,060,000 | 3,617 |
| Mortgage-backed securities | $6,809,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $1,130,000 | 4,593 |
| Issued or guaranteed by U.S. | $1,130,000 | 4,589 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,673,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $5,629,000 | 1,712 |
| Privately issued | $44,000 | 845 |
| Commercial mortgage-backed securities | $6,000 | 927 |
| Commercial mortgage pass-through securities | $6,000 | 657 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $349,000 | 2,248 |
| Available-for-sale securities (fair market value) | $36,258,000 | 3,063 |
| Total debt securities | $36,600,000 | 3,296 |
| 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 | $35,200,000 | 3,373 |
| U.S. Government securities | $7,896,000 | 4,973 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,896,000 | 4,866 |
| Securities issued by states & political subdivisions | $27,033,000 | 1,399 |
| Other domestic debt securities | $87,000 | 2,690 |
| Privately issued residential mortgage-backed securities | $87,000 | 859 |
| 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 | $177,000 | 282 |
| Equity securities | $7,000 | 1,213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,021,000 | 3,437 |
| Mortgage-backed securities | $7,482,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $1,245,000 | 4,531 |
| Issued or guaranteed by U.S. | $1,245,000 | 4,527 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,230,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $6,143,000 | 1,688 |
| Privately issued | $87,000 | 820 |
| Commercial mortgage-backed securities | $7,000 | 901 |
| Commercial mortgage pass-through securities | $7,000 | 656 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $351,000 | 2,187 |
| Available-for-sale securities (fair market value) | $34,849,000 | 3,128 |
| Total debt securities | $35,193,000 | 3,344 |
| 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 | $37,513,000 | 3,288 |
| U.S. Government securities | $10,119,000 | 4,712 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,119,000 | 4,606 |
| Securities issued by states & political subdivisions | $27,119,000 | 1,376 |
| Other domestic debt securities | $89,000 | 2,688 |
| Privately issued residential mortgage-backed securities | $89,000 | 905 |
| 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 | $179,000 | 288 |
| Equity securities | $7,000 | 1,224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,529,000 | 3,391 |
| Mortgage-backed securities | $8,704,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | $1,421,000 | 4,505 |
| Issued or guaranteed by U.S. | $1,421,000 | 4,503 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,275,000 | 1,694 |
| CMOs issued by government agencies or sponsored agencies | $7,186,000 | 1,606 |
| Privately issued | $89,000 | 867 |
| Commercial mortgage-backed securities | $8,000 | 823 |
| Commercial mortgage pass-through securities | $8,000 | 612 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $354,000 | 2,172 |
| Available-for-sale securities (fair market value) | $37,159,000 | 3,050 |
| Total debt securities | $37,506,000 | 3,258 |
| 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 | $46,438,000 | 2,791 |
| U.S. Government securities | $23,166,000 | 3,216 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,166,000 | 3,146 |
| Securities issued by states & political subdivisions | $22,993,000 | 1,579 |
| Other domestic debt securities | $92,000 | 2,686 |
| Privately issued residential mortgage-backed securities | $92,000 | 935 |
| 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 | $180,000 | 282 |
| Equity securities | $7,000 | 1,204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,826,000 | 3,044 |
| Mortgage-backed securities | $13,813,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | $3,628,000 | 3,852 |
| Issued or guaranteed by U.S. | $3,628,000 | 3,849 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,177,000 | 1,494 |
| CMOs issued by government agencies or sponsored agencies | $10,085,000 | 1,406 |
| Privately issued | $92,000 | 899 |
| Commercial mortgage-backed securities | $8,000 | 716 |
| Commercial mortgage pass-through securities | $8,000 | 546 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $356,000 | 2,200 |
| Available-for-sale securities (fair market value) | $46,082,000 | 2,591 |
| Total debt securities | $46,431,000 | 2,760 |
| 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 | $44,756,000 | 2,903 |
| U.S. Government securities | $22,860,000 | 3,310 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $22,860,000 | 3,245 |
| Securities issued by states & political subdivisions | $21,506,000 | 1,632 |
| Other domestic debt securities | $383,000 | 2,498 |
| Privately issued residential mortgage-backed securities | $202,000 | 894 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $181,000 | 2,088 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $7,000 | 1,215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,889,000 | 3,036 |
| Mortgage-backed securities | $12,594,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | $4,013,000 | 3,895 |
| Issued or guaranteed by U.S. | $4,013,000 | 3,893 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $8,572,000 | 1,692 |
| CMOs issued by government agencies or sponsored agencies | $8,370,000 | 1,616 |
| Privately issued | $202,000 | 859 |
| Commercial mortgage-backed securities | $9,000 | 685 |
| Commercial mortgage pass-through securities | $9,000 | 512 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $358,000 | 2,244 |
| Available-for-sale securities (fair market value) | $44,398,000 | 2,698 |
| Total debt securities | $44,749,000 | 2,882 |
| 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 | $37,840,000 | 3,247 |
| U.S. Government securities | $21,570,000 | 3,479 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $21,570,000 | 3,404 |
| Securities issued by states & political subdivisions | $15,551,000 | 2,090 |
| Other domestic debt securities | $712,000 | 2,230 |
| Privately issued residential mortgage-backed securities | $534,000 | 790 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $178,000 | 2,086 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $7,000 | 1,228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,817,000 | 3,095 |
| Mortgage-backed securities | $11,659,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $4,290,000 | 3,867 |
| Issued or guaranteed by U.S. | $4,290,000 | 3,865 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,360,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $6,826,000 | 1,778 |
| Privately issued | $534,000 | 762 |
| Commercial mortgage-backed securities | $9,000 | 648 |
| Commercial mortgage pass-through securities | $9,000 | 477 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $360,000 | 2,267 |
| Available-for-sale securities (fair market value) | $37,480,000 | 3,013 |
| Total debt securities | $37,832,000 | 3,227 |
| 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 | $39,007,000 | 3,218 |
| U.S. Government securities | $22,820,000 | 3,438 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $22,820,000 | 3,373 |
| Securities issued by states & political subdivisions | $15,089,000 | 2,068 |
| Other domestic debt securities | $1,091,000 | 1,933 |
| Privately issued residential mortgage-backed securities | $912,000 | 711 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $179,000 | 2,084 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $7,000 | 1,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,004,000 | 3,548 |
| Mortgage-backed securities | $12,471,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $4,586,000 | 3,803 |
| Issued or guaranteed by U.S. | $4,586,000 | 3,799 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,875,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $6,963,000 | 1,792 |
| Privately issued | $912,000 | 689 |
| Commercial mortgage-backed securities | $10,000 | 614 |
| Commercial mortgage pass-through securities | $10,000 | 450 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $363,000 | 2,317 |
| Available-for-sale securities (fair market value) | $38,644,000 | 2,980 |
| Total debt securities | $38,999,000 | 3,187 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $1,004,000 | 2,228 |
| 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 | $35,010,000 | 3,343 |
| U.S. Government securities | $13,718,000 | 4,378 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,718,000 | 4,290 |
| Securities issued by states & political subdivisions | $15,600,000 | 1,986 |
| Other domestic debt securities | $5,692,000 | 976 |
| Privately issued residential mortgage-backed securities | $5,514,000 | 400 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $178,000 | 2,006 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| 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 | $9,346,000 | 3,508 |
| Certificates of participation in pools of residential mortgages | $3,832,000 | 3,887 |
| Issued or guaranteed by U.S. | $3,832,000 | 3,882 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,514,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $5,514,000 | 386 |
| 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) | $1,641,000 | 1,884 |
| Available-for-sale securities (fair market value) | $33,369,000 | 3,174 |
| Total debt securities | $35,010,000 | 3,320 |
| 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 | $25,317,000 | 3,993 |
| U.S. Government securities | $8,674,000 | 5,156 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,674,000 | 5,054 |
| Securities issued by states & political subdivisions | $14,572,000 | 2,011 |
| Other domestic debt securities | $2,071,000 | 1,561 |
| Privately issued residential mortgage-backed securities | $1,896,000 | 661 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $175,000 | 1,973 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| 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 | $3,917,000 | 4,414 |
| Certificates of participation in pools of residential mortgages | $2,021,000 | 4,390 |
| Issued or guaranteed by U.S. | $2,021,000 | 4,377 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,896,000 | 2,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $1,896,000 | 624 |
| 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) | $1,621,000 | 1,922 |
| Available-for-sale securities (fair market value) | $23,696,000 | 3,798 |
| Total debt securities | $25,317,000 | 3,952 |
| 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 | $29,188,000 | 3,689 |
| U.S. Government securities | $12,326,000 | 4,683 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,326,000 | 4,565 |
| Securities issued by states & political subdivisions | $14,109,000 | 2,016 |
| Other domestic debt securities | $2,753,000 | 1,341 |
| Privately issued residential mortgage-backed securities | $2,573,000 | 600 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $180,000 | 1,902 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| 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 | $4,752,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $2,179,000 | 4,325 |
| Issued or guaranteed by U.S. | $2,179,000 | 4,314 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,573,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $2,573,000 | 569 |
| 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) | $1,012,000 | 2,138 |
| Available-for-sale securities (fair market value) | $28,176,000 | 3,466 |
| Total debt securities | $29,188,000 | 3,656 |
| 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 | $24,745,000 | 4,044 |
| U.S. Government securities | $10,073,000 | 5,013 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,073,000 | 4,892 |
| Securities issued by states & political subdivisions | $11,523,000 | 2,280 |
| Other domestic debt securities | $3,149,000 | 1,294 |
| Privately issued residential mortgage-backed securities | $2,971,000 | 594 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $178,000 | 1,946 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| 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 | $5,237,000 | 4,025 |
| Certificates of participation in pools of residential mortgages | $2,266,000 | 4,244 |
| Issued or guaranteed by U.S. | $2,266,000 | 4,234 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,971,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $2,971,000 | 568 |
| 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) | $7,807,000 | 1,160 |
| Available-for-sale securities (fair market value) | $16,938,000 | 4,497 |
| Total debt securities | $24,745,000 | 4,010 |
| 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 | $24,185,000 | 3,987 |
| U.S. Government securities | $8,847,000 | 5,079 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,847,000 | 4,966 |
| Securities issued by states & political subdivisions | $11,968,000 | 2,174 |
| Other domestic debt securities | $3,370,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $3,193,000 | 612 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $177,000 | 1,957 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| 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 | $5,655,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | $2,462,000 | 4,075 |
| Issued or guaranteed by U.S. | $2,462,000 | 4,066 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,193,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $3,193,000 | 582 |
| 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) | $274,000 | 2,575 |
| Available-for-sale securities (fair market value) | $23,911,000 | 3,689 |
| Total debt securities | $24,185,000 | 3,954 |
| 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 | $21,188,000 | 4,219 |
| U.S. Government securities | $6,697,000 | 5,489 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,697,000 | 5,367 |
| Securities issued by states & political subdivisions | $10,460,000 | 2,314 |
| Other domestic debt securities | $4,031,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $3,850,000 | 632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $181,000 | 1,991 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,521,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $2,671,000 | 3,984 |
| Issued or guaranteed by U.S. | $2,671,000 | 3,975 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,850,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $3,850,000 | 601 |
| 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) | $1,078,000 | 2,183 |
| Available-for-sale securities (fair market value) | $20,110,000 | 3,973 |
| Total debt securities | $21,188,000 | 4,181 |
| 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 | $20,043,000 | 4,384 |
| U.S. Government securities | $3,986,000 | 6,308 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,986,000 | 6,193 |
| Securities issued by states & political subdivisions | $11,295,000 | 2,099 |
| Other domestic debt securities | $4,762,000 | 1,173 |
| Privately issued residential mortgage-backed securities | $4,278,000 | 636 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $484,000 | 1,721 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,255,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $2,977,000 | 3,929 |
| Issued or guaranteed by U.S. | $2,977,000 | 3,921 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,278,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $4,278,000 | 609 |
| 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) | $1,170,000 | 2,215 |
| Available-for-sale securities (fair market value) | $18,873,000 | 4,111 |
| Total debt securities | $20,043,000 | 4,342 |
| 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 | $19,859,000 | 4,472 |
| U.S. Government securities | $4,212,000 | 6,324 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,212,000 | 6,213 |
| Securities issued by states & political subdivisions | $10,193,000 | 2,198 |
| Other domestic debt securities | $5,454,000 | 1,136 |
| Privately issued residential mortgage-backed securities | $4,965,000 | 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 | $489,000 | 1,724 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,187,000 | 3,471 |
| Certificates of participation in pools of residential mortgages | $3,222,000 | 3,981 |
| Issued or guaranteed by U.S. | $3,222,000 | 3,972 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,965,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $4,965,000 | 593 |
| 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) | $668,000 | 2,486 |
| Available-for-sale securities (fair market value) | $19,191,000 | 4,123 |
| Total debt securities | $19,859,000 | 4,433 |
| 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 | $20,831,000 | 4,323 |
| U.S. Government securities | $4,507,000 | 6,237 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,507,000 | 6,133 |
| Securities issued by states & political subdivisions | $10,464,000 | 2,176 |
| Other domestic debt securities | $5,860,000 | 1,136 |
| Privately issued residential mortgage-backed securities | $5,362,000 | 627 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $498,000 | 1,751 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| 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 | $8,870,000 | 3,422 |
| Certificates of participation in pools of residential mortgages | $3,508,000 | 3,966 |
| Issued or guaranteed by U.S. | $3,508,000 | 3,958 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,362,000 | 1,795 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $5,362,000 | 603 |
| 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) | $401,000 | 2,726 |
| Available-for-sale securities (fair market value) | $20,430,000 | 3,962 |
| Total debt securities | $20,831,000 | 4,290 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $19,508,000 | 4,496 |
| U.S. Government securities | $3,619,000 | 6,548 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,619,000 | 6,456 |
| Securities issued by states & political subdivisions | $9,762,000 | 2,307 |
| Other domestic debt securities | $6,127,000 | 1,166 |
| Privately issued residential mortgage-backed securities | $5,638,000 | 659 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $489,000 | 1,852 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| 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 | $9,257,000 | 3,446 |
| Certificates of participation in pools of residential mortgages | $3,619,000 | 4,010 |
| Issued or guaranteed by U.S. | $3,619,000 | 4,001 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,638,000 | 1,751 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $5,638,000 | 633 |
| 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) | $404,000 | 2,798 |
| Available-for-sale securities (fair market value) | $19,104,000 | 4,116 |
| Total debt securities | $19,508,000 | 4,457 |
| 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 | $18,701,000 | 4,589 |
| U.S. Government securities | $3,897,000 | 6,495 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,897,000 | 6,406 |
| Securities issued by states & political subdivisions | $8,123,000 | 2,516 |
| Other domestic debt securities | $6,681,000 | 1,141 |
| Privately issued residential mortgage-backed securities | $6,189,000 | 643 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $492,000 | 1,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| 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 | $10,086,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | $3,897,000 | 3,979 |
| Issued or guaranteed by U.S. | $3,897,000 | 3,965 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $6,189,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $6,189,000 | 620 |
| 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) | $326,000 | 2,894 |
| Available-for-sale securities (fair market value) | $18,375,000 | 4,181 |
| Total debt securities | $18,701,000 | 4,548 |
| 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 | $19,292,000 | 4,519 |
| U.S. Government securities | $4,547,000 | 6,421 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,547,000 | 6,341 |
| Securities issued by states & political subdivisions | $6,717,000 | 2,718 |
| Other domestic debt securities | $8,028,000 | 998 |
| Privately issued residential mortgage-backed securities | $7,052,000 | 624 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $976,000 | 1,585 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,599,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $4,547,000 | 3,891 |
| Issued or guaranteed by U.S. | $4,547,000 | 3,878 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,052,000 | 1,599 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $7,052,000 | 596 |
| 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) | $112,000 | 3,189 |
| Available-for-sale securities (fair market value) | $19,180,000 | 4,079 |
| Total debt securities | $19,292,000 | 4,481 |
| 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 | $21,489,000 | 4,270 |
| U.S. Government securities | $4,795,000 | 6,463 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,795,000 | 6,369 |
| Securities issued by states & political subdivisions | $6,714,000 | 2,683 |
| Other domestic debt securities | $9,980,000 | 832 |
| Privately issued residential mortgage-backed securities | $7,465,000 | 586 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,515,000 | 978 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| 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 | $12,260,000 | 3,069 |
| Certificates of participation in pools of residential mortgages | $4,795,000 | 3,795 |
| Issued or guaranteed by U.S. | $4,795,000 | 3,782 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,465,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $7,465,000 | 559 |
| 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) | $901,000 | 2,587 |
| Available-for-sale securities (fair market value) | $20,588,000 | 3,921 |
| Total debt securities | $21,489,000 | 4,229 |
| 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 | $24,856,000 | 3,830 |
| U.S. Government securities | $8,558,000 | 5,433 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,558,000 | 5,350 |
| Securities issued by states & political subdivisions | $6,774,000 | 2,660 |
| Other domestic debt securities | $9,524,000 | 856 |
| Privately issued residential mortgage-backed securities | $8,053,000 | 568 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,471,000 | 1,276 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,099,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $5,046,000 | 3,642 |
| Issued or guaranteed by U.S. | $5,046,000 | 3,630 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,053,000 | 1,400 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $8,053,000 | 542 |
| 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) | $157,000 | 3,177 |
| Available-for-sale securities (fair market value) | $24,699,000 | 3,433 |
| Total debt securities | $24,856,000 | 3,801 |
| 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 | $29,555,000 | 3,486 |
| U.S. Government securities | $8,964,000 | 5,342 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,964,000 | 5,263 |
| Securities issued by states & political subdivisions | $7,041,000 | 2,622 |
| Other domestic debt securities | $13,550,000 | 727 |
| Privately issued residential mortgage-backed securities | $8,466,000 | 554 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,084,000 | 690 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| 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 | $13,904,000 | 2,753 |
| Certificates of participation in pools of residential mortgages | $5,438,000 | 3,519 |
| Issued or guaranteed by U.S. | $5,438,000 | 3,503 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,466,000 | 1,371 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $8,466,000 | 525 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,959,000 | 1,794 |
| Available-for-sale securities (fair market value) | $25,596,000 | 3,408 |
| Total debt securities | $29,555,000 | 3,444 |
| 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 | $19,540,000 | 4,485 |
| U.S. Government securities | $3,589,000 | 6,894 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,589,000 | 6,792 |
| Securities issued by states & political subdivisions | $7,129,000 | 2,613 |
| Other domestic debt securities | $8,822,000 | 903 |
| Privately issued residential mortgage-backed securities | $7,331,000 | 566 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,491,000 | 1,309 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| 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 | $10,920,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $3,589,000 | 3,988 |
| Issued or guaranteed by U.S. | $3,589,000 | 3,974 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,331,000 | 1,439 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $7,331,000 | 538 |
| 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) | $819,000 | 2,684 |
| Available-for-sale securities (fair market value) | $18,721,000 | 4,103 |
| Total debt securities | $19,540,000 | 4,423 |
| 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 | $22,819,000 | 4,111 |
| U.S. Government securities | $5,948,000 | 6,310 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,948,000 | 6,211 |
| Securities issued by states & political subdivisions | $7,124,000 | 2,590 |
| Other domestic debt securities | $9,747,000 | 802 |
| Privately issued residential mortgage-backed securities | $7,761,000 | 516 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,986,000 | 1,070 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| 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 | $11,455,000 | 2,709 |
| Certificates of participation in pools of residential mortgages | $3,694,000 | 3,638 |
| Issued or guaranteed by U.S. | $3,694,000 | 3,622 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,761,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $7,761,000 | 489 |
| 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) | $749,000 | 2,805 |
| Available-for-sale securities (fair market value) | $22,070,000 | 3,728 |
| Total debt securities | $22,819,000 | 4,053 |
| 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 | $23,475,000 | 4,053 |
| U.S. Government securities | $6,071,000 | 6,356 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,071,000 | 6,248 |
| Securities issued by states & political subdivisions | $7,150,000 | 2,538 |
| Other domestic debt securities | $10,254,000 | 734 |
| Privately issued residential mortgage-backed securities | $8,283,000 | 461 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,971,000 | 1,062 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,104,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | $3,821,000 | 3,429 |
| Issued or guaranteed by U.S. | $3,821,000 | 3,415 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,283,000 | 1,234 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $8,283,000 | 438 |
| 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) | $650,000 | 2,925 |
| Available-for-sale securities (fair market value) | $22,825,000 | 3,645 |
| Total debt securities | $23,475,000 | 4,002 |
| 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 | $24,296,000 | 3,948 |
| U.S. Government securities | $6,247,000 | 6,358 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,247,000 | 6,240 |
| Securities issued by states & political subdivisions | $7,156,000 | 2,536 |
| Other domestic debt securities | $10,893,000 | 671 |
| Privately issued residential mortgage-backed securities | $8,931,000 | 430 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,962,000 | 1,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| 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 | $12,938,000 | 2,303 |
| Certificates of participation in pools of residential mortgages | $4,007,000 | 3,321 |
| Issued or guaranteed by U.S. | $4,007,000 | 3,308 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,931,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $8,931,000 | 409 |
| 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) | $383,000 | 3,136 |
| Available-for-sale securities (fair market value) | $23,913,000 | 3,513 |
| Total debt securities | $24,296,000 | 3,898 |
| 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 | $26,671,000 | 3,733 |
| U.S. Government securities | $7,661,000 | 5,982 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,661,000 | 5,867 |
| Securities issued by states & political subdivisions | $7,247,000 | 2,523 |
| Other domestic debt securities | $11,763,000 | 663 |
| Privately issued residential mortgage-backed securities | $9,764,000 | 405 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,999,000 | 1,031 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| 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 | $12,922,000 | 2,309 |
| Certificates of participation in pools of residential mortgages | $3,158,000 | 3,646 |
| Issued or guaranteed by U.S. | $3,158,000 | 3,629 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $9,764,000 | 1,077 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $9,764,000 | 381 |
| 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) | $730,000 | 2,946 |
| Available-for-sale securities (fair market value) | $25,941,000 | 3,334 |
| Total debt securities | $26,671,000 | 3,689 |
| 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 | $25,326,000 | 3,898 |
| U.S. Government securities | $7,618,000 | 6,034 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,618,000 | 5,911 |
| Securities issued by states & political subdivisions | $7,289,000 | 2,517 |
| Other domestic debt securities | $10,419,000 | 682 |
| Privately issued residential mortgage-backed securities | $8,422,000 | 431 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,997,000 | 1,051 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| 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 | $10,697,000 | 2,556 |
| Certificates of participation in pools of residential mortgages | $2,275,000 | 4,030 |
| Issued or guaranteed by U.S. | $2,275,000 | 4,019 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $8,422,000 | 1,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $8,422,000 | 409 |
| 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) | $640,000 | 3,062 |
| Available-for-sale securities (fair market value) | $24,686,000 | 3,472 |
| Total debt securities | $25,326,000 | 3,847 |
| 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 | $22,632,000 | 4,232 |
| U.S. Government securities | $9,135,000 | 5,717 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,135,000 | 5,598 |
| Securities issued by states & political subdivisions | $7,337,000 | 2,502 |
| Other domestic debt securities | $6,160,000 | 932 |
| Privately issued residential mortgage-backed securities | $4,670,000 | 538 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,490,000 | 1,214 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,023,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $2,353,000 | 3,982 |
| Issued or guaranteed by U.S. | $2,353,000 | 3,961 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,670,000 | 1,533 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $4,670,000 | 506 |
| 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) | $746,000 | 3,067 |
| Available-for-sale securities (fair market value) | $21,886,000 | 3,776 |
| Total debt securities | $22,632,000 | 4,183 |
| 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 | $21,913,000 | 4,313 |
| U.S. Government securities | $9,056,000 | 5,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,056,000 | 5,630 |
| Securities issued by states & political subdivisions | $7,329,000 | 2,488 |
| Other domestic debt securities | $5,528,000 | 980 |
| Privately issued residential mortgage-backed securities | $4,172,000 | 540 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,356,000 | 1,289 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,664,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $2,492,000 | 3,916 |
| Issued or guaranteed by U.S. | $2,492,000 | 3,901 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,172,000 | 1,590 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $4,172,000 | 509 |
| 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) | $1,341,000 | 2,797 |
| Available-for-sale securities (fair market value) | $20,572,000 | 3,922 |
| Total debt securities | $21,913,000 | 4,248 |
| 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 | $21,889,000 | 4,370 |
| U.S. Government securities | $10,056,000 | 5,552 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,056,000 | 5,416 |
| Securities issued by states & political subdivisions | $6,280,000 | 2,712 |
| Other domestic debt securities | $5,553,000 | 1,001 |
| Privately issued residential mortgage-backed securities | $4,573,000 | 530 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $980,000 | 1,554 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| 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 | $6,045,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $1,472,000 | 4,533 |
| Issued or guaranteed by U.S. | $1,472,000 | 4,514 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,573,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $4,573,000 | 499 |
| 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) | $869,000 | 3,083 |
| Available-for-sale securities (fair market value) | $21,020,000 | 3,872 |
| Total debt securities | $21,889,000 | 4,306 |
| 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 | $18,402,000 | 4,854 |
| U.S. Government securities | $10,283,000 | 5,511 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,283,000 | 5,371 |
| Securities issued by states & political subdivisions | $4,071,000 | 3,400 |
| Other domestic debt securities | $4,048,000 | 1,176 |
| Privately issued residential mortgage-backed securities | $3,064,000 | 587 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $984,000 | 1,665 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| 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 | $4,625,000 | 3,790 |
| Certificates of participation in pools of residential mortgages | $1,561,000 | 4,513 |
| Issued or guaranteed by U.S. | $1,561,000 | 4,495 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,064,000 | 1,796 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $3,064,000 | 551 |
| 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) | $899,000 | 3,144 |
| Available-for-sale securities (fair market value) | $17,503,000 | 4,311 |
| Total debt securities | $18,402,000 | 4,806 |
| 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 | $21,359,000 | 4,431 |
| U.S. Government securities | $12,757,000 | 4,953 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,757,000 | 4,806 |
| Securities issued by states & political subdivisions | $4,114,000 | 3,373 |
| Other domestic debt securities | $4,488,000 | 1,132 |
| Privately issued residential mortgage-backed securities | $3,488,000 | 556 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,672 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,206,000 | 3,671 |
| Certificates of participation in pools of residential mortgages | $1,718,000 | 4,462 |
| Issued or guaranteed by U.S. | $1,718,000 | 4,447 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,488,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $3,488,000 | 519 |
| 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) | $5,700,000 | 1,866 |
| Available-for-sale securities (fair market value) | $15,659,000 | 4,599 |
| Total debt securities | $21,359,000 | 4,370 |
| 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 | $28,188,000 | 3,738 |
| U.S. Government securities | $13,118,000 | 4,924 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,118,000 | 4,779 |
| Securities issued by states & political subdivisions | $4,641,000 | 3,163 |
| Other domestic debt securities | $10,429,000 | 740 |
| Privately issued residential mortgage-backed securities | $3,709,000 | 541 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,720,000 | 622 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,573,000 | 3,649 |
| Certificates of participation in pools of residential mortgages | $1,864,000 | 4,449 |
| Issued or guaranteed by U.S. | $1,864,000 | 4,431 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,709,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $3,709,000 | 507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,282,000 | 1,709 |
| Available-for-sale securities (fair market value) | $20,906,000 | 3,917 |
| Total debt securities | $28,188,000 | 3,687 |
| 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 | $28,554,000 | 3,748 |
| U.S. Government securities | $13,289,000 | 4,933 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,289,000 | 4,791 |
| Securities issued by states & political subdivisions | $3,468,000 | 3,600 |
| Other domestic debt securities | $11,797,000 | 700 |
| Privately issued residential mortgage-backed securities | $4,595,000 | 493 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,202,000 | 634 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| 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 | $6,548,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $1,953,000 | 4,474 |
| Issued or guaranteed by U.S. | $1,953,000 | 4,460 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,595,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $4,595,000 | 459 |
| 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) | $1,079,000 | 3,152 |
| Available-for-sale securities (fair market value) | $27,475,000 | 3,334 |
| Total debt securities | $28,554,000 | 3,697 |
| 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 | $28,507,000 | 3,763 |
| U.S. Government securities | $13,665,000 | 4,885 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,665,000 | 4,734 |
| Securities issued by states & political subdivisions | $2,636,000 | 3,991 |
| Other domestic debt securities | $12,206,000 | 715 |
| Privately issued residential mortgage-backed securities | $4,903,000 | 474 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,303,000 | 661 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,965,000 | 3,473 |
| Certificates of participation in pools of residential mortgages | $2,062,000 | 4,435 |
| Issued or guaranteed by U.S. | $2,062,000 | 4,420 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,903,000 | 1,582 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $4,903,000 | 441 |
| 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) | $1,469,000 | 2,999 |
| Available-for-sale securities (fair market value) | $27,038,000 | 3,367 |
| Total debt securities | $28,507,000 | 3,701 |
| 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 | $31,620,000 | 3,476 |
| U.S. Government securities | $14,142,000 | 4,787 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,142,000 | 4,643 |
| Securities issued by states & political subdivisions | $4,423,000 | 3,254 |
| Other domestic debt securities | $13,055,000 | 692 |
| Privately issued residential mortgage-backed securities | $5,247,000 | 434 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,808,000 | 644 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,450,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $2,203,000 | 4,403 |
| Issued or guaranteed by U.S. | $2,203,000 | 4,390 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,247,000 | 1,512 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $5,247,000 | 403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,340,000 | 1,743 |
| Available-for-sale securities (fair market value) | $24,280,000 | 3,624 |
| Total debt securities | $31,620,000 | 3,410 |
| 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 | $28,936,000 | 3,752 |
| U.S. Government securities | $15,517,000 | 4,599 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,517,000 | 4,438 |
| Securities issued by states & political subdivisions | $1,123,000 | 5,042 |
| Other domestic debt securities | $12,296,000 | 730 |
| Privately issued residential mortgage-backed securities | $5,486,000 | 421 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,810,000 | 736 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| 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 | $7,812,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | $2,326,000 | 4,386 |
| Issued or guaranteed by U.S. | $2,326,000 | 4,372 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,486,000 | 1,504 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $5,486,000 | 397 |
| 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) | $863,000 | 3,425 |
| Available-for-sale securities (fair market value) | $28,073,000 | 3,315 |
| Total debt securities | $28,936,000 | 3,689 |
| 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 | $23,175,000 | 4,364 |
| U.S. Government securities | $12,056,000 | 5,227 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,056,000 | 5,079 |
| Securities issued by states & political subdivisions | $994,000 | 5,173 |
| Other domestic debt securities | $10,125,000 | 852 |
| Privately issued residential mortgage-backed securities | $4,265,000 | 484 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,860,000 | 875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,688,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $1,423,000 | 4,962 |
| Issued or guaranteed by U.S. | $1,423,000 | 4,947 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,265,000 | 1,732 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $4,265,000 | 452 |
| 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) | $893,000 | 3,423 |
| Available-for-sale securities (fair market value) | $22,282,000 | 3,896 |
| Total debt securities | $23,175,000 | 4,290 |
| 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 | $24,956,000 | 4,218 |
| U.S. Government securities | $15,382,000 | 4,615 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,382,000 | 4,472 |
| Securities issued by states & political subdivisions | $1,179,000 | 5,036 |
| Other domestic debt securities | $8,395,000 | 945 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,395,000 | 728 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| 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 | $6,021,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $1,523,000 | 4,902 |
| Issued or guaranteed by U.S. | $1,523,000 | 4,883 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,498,000 | 1,698 |
| CMOs issued by government agencies or sponsored agencies | $4,498,000 | 1,585 |
| 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) | $1,147,000 | 3,274 |
| Available-for-sale securities (fair market value) | $23,809,000 | 3,766 |
| Total debt securities | $24,956,000 | 4,149 |
| 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 | $23,755,000 | 4,286 |
| U.S. Government securities | $15,140,000 | 4,528 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,140,000 | 4,368 |
| Securities issued by states & political subdivisions | $1,679,000 | 4,641 |
| Other domestic debt securities | $7,040,000 | 1,101 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,040,000 | 878 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $104,000 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,914,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $597,000 | 5,700 |
| Issued or guaranteed by U.S. | $597,000 | 5,678 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,317,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $3,317,000 | 1,812 |
| 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) | $1,138,000 | 3,323 |
| Available-for-sale securities (fair market value) | $22,617,000 | 3,825 |
| Total debt securities | $23,859,000 | 4,183 |
| 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 | $24,397,000 | 4,109 |
| U.S. Government securities | $15,903,000 | 4,309 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,903,000 | 4,152 |
| Securities issued by states & political subdivisions | $1,294,000 | 4,924 |
| Other domestic debt securities | $7,304,000 | 1,106 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,304,000 | 858 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $104,000 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,054,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $686,000 | 5,651 |
| Issued or guaranteed by U.S. | $686,000 | 5,629 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $6,368,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $6,368,000 | 1,452 |
| 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) | $3,313,000 | 2,459 |
| Available-for-sale securities (fair market value) | $21,084,000 | 3,942 |
| Total debt securities | $24,501,000 | 4,015 |
| 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 | $28,571,000 | 3,648 |
| U.S. Government securities | $19,543,000 | 3,763 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,543,000 | 3,601 |
| Securities issued by states & political subdivisions | $1,294,000 | 4,864 |
| Other domestic debt securities | $7,838,000 | 1,082 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,838,000 | 852 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $104,000 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,948,000 | 2,780 |
| Certificates of participation in pools of residential mortgages | $755,000 | 5,598 |
| Issued or guaranteed by U.S. | $755,000 | 5,579 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $11,193,000 | 1,188 |
| CMOs issued by government agencies or sponsored agencies | $11,193,000 | 1,093 |
| 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) | $5,457,000 | 2,054 |
| Available-for-sale securities (fair market value) | $23,114,000 | 3,659 |
| Total debt securities | $28,675,000 | 3,561 |
| 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 | $27,113,000 | 3,772 |
| U.S. Government securities | $20,803,000 | 3,591 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,803,000 | 3,421 |
| Securities issued by states & political subdivisions | $1,519,000 | 4,662 |
| Other domestic debt securities | $4,791,000 | 1,433 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,791,000 | 1,180 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,248,000 | 2,713 |
| Certificates of participation in pools of residential mortgages | $819,000 | 5,520 |
| Issued or guaranteed by U.S. | $819,000 | 5,502 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $11,429,000 | 1,178 |
| CMOs issued by government agencies or sponsored agencies | $11,429,000 | 1,081 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,064,000 | 1,693 |
| Available-for-sale securities (fair market value) | $19,049,000 | 4,131 |
| Total debt securities | $27,113,000 | 3,693 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $27,802,000 | 3,558 |
| U.S. Government securities | $20,592,000 | 3,439 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,592,000 | 3,264 |
| Securities issued by states & political subdivisions | $2,115,000 | 4,252 |
| Other domestic debt securities | $5,095,000 | 1,407 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,095,000 | 1,122 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,322,000 | 2,676 |
| Certificates of participation in pools of residential mortgages | $1,128,000 | 5,108 |
| Issued or guaranteed by U.S. | $1,128,000 | 5,085 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $10,194,000 | 1,271 |
| CMOs issued by government agencies or sponsored agencies | $10,194,000 | 1,191 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,147,000 | 1,362 |
| Available-for-sale securities (fair market value) | $15,655,000 | 4,496 |
| Total debt securities | $27,802,000 | 3,471 |
| 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 | $32,288,000 | 3,253 |
| U.S. Government securities | $27,460,000 | 2,843 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,460,000 | 2,646 |
| Securities issued by states & political subdivisions | $2,075,000 | 4,349 |
| Other domestic debt securities | $2,753,000 | 1,664 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,753,000 | 1,408 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,208,000 | 4,649 |
| Certificates of participation in pools of residential mortgages | $808,000 | 5,007 |
| Issued or guaranteed by U.S. | $808,000 | 4,993 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,400,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $1,400,000 | 2,442 |
| 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) | $30,206,000 | 809 |
| Available-for-sale securities (fair market value) | $2,082,000 | 8,144 |
| Total debt securities | $32,288,000 | 3,152 |
| 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 | $30,343,000 | 3,551 |
| U.S. Government securities | $27,503,000 | 2,972 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,503,000 | 2,667 |
| Securities issued by states & political subdivisions | $2,840,000 | 4,024 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,581,000 | 5,370 |
| Certificates of participation in pools of residential mortgages | $950,000 | 5,093 |
| Issued or guaranteed by U.S. | $950,000 | 5,080 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $631,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $631,000 | 3,207 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,024,000 | 911 |
| Available-for-sale securities (fair market value) | $1,319,000 | 8,648 |
| Total debt securities | $30,343,000 | 3,446 |
| 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 | $26,383,000 | 4,008 |
| U.S. Government securities | $24,863,000 | 3,316 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,863,000 | 2,801 |
| Securities issued by states & political subdivisions | $1,520,000 | 5,153 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,425,000 | 5,054 |
| Certificates of participation in pools of residential mortgages | $1,310,000 | 4,941 |
| Issued or guaranteed by U.S. | $1,310,000 | 4,924 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,115,000 | 3,141 |
| CMOs issued by government agencies or sponsored agencies | $1,115,000 | 3,003 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,930,000 | 1,221 |
| Available-for-sale securities (fair market value) | $3,453,000 | 7,937 |
| Total debt securities | $26,383,000 | 3,897 |
| 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 | $22,611,000 | 4,511 |
| U.S. Government securities | $21,841,000 | 3,821 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,841,000 | 2,989 |
| Securities issued by states & political subdivisions | $270,000 | 7,287 |
| Other domestic debt securities | $500,000 | 2,342 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,863 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,806,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $2,264,000 | 4,201 |
| Issued or guaranteed by U.S. | $2,264,000 | 4,187 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,542,000 | 2,962 |
| CMOs issued by government agencies or sponsored agencies | $1,542,000 | 2,847 |
| 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) | $14,019,000 | 2,208 |
| Available-for-sale securities (fair market value) | $8,592,000 | 6,172 |
| Total debt securities | $22,611,000 | 4,406 |
| 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 | $13,283,000 | 6,909 |
| U.S. Government securities | $11,986,000 | 6,331 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,986,000 | 4,930 |
| Securities issued by states & political subdivisions | $757,000 | 6,537 |
| Other domestic debt securities | $500,000 | 2,676 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,041 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-40,000 | 920 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,162,000 | 4,167 |
| Certificates of participation in pools of residential mortgages | $3,317,000 | 3,924 |
| Issued or guaranteed by U.S. | $3,317,000 | 3,902 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,845,000 | 3,195 |
| CMOs issued by government agencies or sponsored agencies | $1,845,000 | 3,061 |
| 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) | $4,729,000 | 4,821 |
| Available-for-sale securities (fair market value) | $8,554,000 | 6,440 |
| Total debt securities | $13,243,000 | 6,796 |
| 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 | $17,656,000 | 6,066 |
| U.S. Government securities | $15,907,000 | 5,507 |
| U.S. Treasury securities | $3,016,000 | 6,015 |
| U.S. Government agency obligations | $12,891,000 | 4,663 |
| Securities issued by states & political subdivisions | $1,200,000 | 6,011 |
| Other domestic debt securities | $505,000 | 3,162 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $505,000 | 2,468 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-44,000 | 984 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,593,000 | 4,251 |
| Certificates of participation in pools of residential mortgages | $3,889,000 | 3,736 |
| Issued or guaranteed by U.S. | $3,889,000 | 3,706 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,704,000 | 3,671 |
| CMOs issued by government agencies or sponsored agencies | $1,704,000 | 3,510 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,087,000 | 3,155 |
| Available-for-sale securities (fair market value) | $6,569,000 | 7,318 |
| Total debt securities | $17,612,000 | 5,944 |
| 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 | $24,056,000 | 5,138 |
| U.S. Government securities | $22,065,000 | 4,560 |
| U.S. Treasury securities | $5,907,000 | 5,012 |
| U.S. Government agency obligations | $16,158,000 | 3,800 |
| Securities issued by states & political subdivisions | $1,955,000 | 5,257 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-36,000 | 1,031 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,858,000 | 4,038 |
| Certificates of participation in pools of residential mortgages | $4,420,000 | 3,617 |
| Issued or guaranteed by U.S. | $4,420,000 | 3,591 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,438,000 | 3,347 |
| CMOs issued by government agencies or sponsored agencies | $2,438,000 | 3,188 |
| 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) | $18,556,000 | 3,665 |
| Available-for-sale securities (fair market value) | $5,500,000 | 6,598 |
| Total debt securities | $24,020,000 | 5,060 |
| 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 | $29,577,000 | 4,542 |
| U.S. Government securities | $27,710,000 | 3,864 |
| U.S. Treasury securities | $5,968,000 | 5,146 |
| U.S. Government agency obligations | $21,742,000 | 3,079 |
| Securities issued by states & political subdivisions | $1,820,000 | 5,552 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-47,000 | 1,123 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,232,000 | 3,818 |
| Certificates of participation in pools of residential mortgages | $5,298,000 | 3,643 |
| Issued or guaranteed by U.S. | $5,298,000 | 3,607 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,934,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $3,934,000 | 2,850 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $29,530,000 | 4,433 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $30,439,000 | 4,404 |
| U.S. Government securities | $30,139,000 | 3,543 |
| U.S. Treasury securities | $10,966,000 | 3,277 |
| U.S. Government agency obligations | $19,173,000 | 3,359 |
| Securities issued by states & political subdivisions | $300,000 | 8,339 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,873,000 | 3,537 |
| Certificates of participation in pools of residential mortgages | $10,873,000 | 2,382 |
| Issued or guaranteed by U.S. | $10,873,000 | 2,339 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $30,439,000 | 4,303 |
| 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 |