Home > Security State Bank of Oklahoma > Securities
Security State Bank of Oklahoma, Securities
| 2023-12-31 | Rank | |
| Total securities | $132,765,000 | 1,390 |
| U.S. Government securities | $70,628,000 | 1,501 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $70,628,000 | 1,277 |
| Securities issued by states & political subdivisions | $53,969,000 | 830 |
| Other domestic debt securities | $8,168,000 | 1,133 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $8,168,000 | 732 |
| 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 | $105,032,000 | 867 |
| Mortgage-backed securities | $56,547,000 | 1,167 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $54,392,000 | 784 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,155,000 | 1,851 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $132,765,000 | 1,218 |
| Total debt securities | $132,765,000 | 1,375 |
| Structured notes | ||
| Amortized cost | $1,183,000 | 738 |
| Fair value | $1,160,000 | 728 |
| 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 | $124,864,000 | 1,445 |
| U.S. Government securities | $67,312,000 | 1,539 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $67,312,000 | 1,309 |
| Securities issued by states & political subdivisions | $49,282,000 | 880 |
| Other domestic debt securities | $8,270,000 | 1,108 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $8,270,000 | 721 |
| 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 | $97,599,000 | 898 |
| Mortgage-backed securities | $52,499,000 | 1,201 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,064,000 | 817 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,435,000 | 1,776 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $124,864,000 | 1,259 |
| Total debt securities | $124,864,000 | 1,428 |
| Structured notes | ||
| Amortized cost | $2,181,000 | 547 |
| Fair value | $2,126,000 | 525 |
| 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 | $123,969,000 | 1,492 |
| U.S. Government securities | $70,128,000 | 1,542 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $70,128,000 | 1,303 |
| Securities issued by states & political subdivisions | $45,493,000 | 984 |
| Other domestic debt securities | $8,348,000 | 1,109 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $8,348,000 | 722 |
| 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 | $96,680,000 | 900 |
| Mortgage-backed securities | $55,121,000 | 1,197 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,556,000 | 803 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,565,000 | 1,975 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $123,969,000 | 1,300 |
| Total debt securities | $123,969,000 | 1,476 |
| Structured notes | ||
| Amortized cost | $2,179,000 | 588 |
| Fair value | $2,121,000 | 573 |
| 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 | $122,033,000 | 1,580 |
| U.S. Government securities | $66,797,000 | 1,659 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $66,797,000 | 1,366 |
| Securities issued by states & political subdivisions | $46,704,000 | 1,008 |
| Other domestic debt securities | $8,532,000 | 1,151 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $8,532,000 | 749 |
| 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 | $86,701,000 | 906 |
| Mortgage-backed securities | $53,452,000 | 1,285 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $52,297,000 | 853 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,155,000 | 2,123 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $122,033,000 | 1,383 |
| Total debt securities | $122,032,000 | 1,566 |
| Structured notes | ||
| Amortized cost | $2,177,000 | 616 |
| Fair value | $2,138,000 | 603 |
| 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 | $117,964,000 | 1,629 |
| U.S. Government securities | $64,813,000 | 1,697 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $64,813,000 | 1,381 |
| Securities issued by states & political subdivisions | $44,854,000 | 1,069 |
| Other domestic debt securities | $8,297,000 | 1,189 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $8,297,000 | 773 |
| 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 | $82,645,000 | 863 |
| Mortgage-backed securities | $55,424,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $54,221,000 | 836 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,203,000 | 2,135 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $117,964,000 | 1,428 |
| Total debt securities | $117,964,000 | 1,617 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 654 |
| Fair value | $1,967,000 | 643 |
| 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 | $112,874,000 | 1,688 |
| U.S. Government securities | $61,766,000 | 1,772 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $61,766,000 | 1,441 |
| Securities issued by states & political subdivisions | $42,831,000 | 1,120 |
| Other domestic debt securities | $8,277,000 | 1,152 |
| 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 | $8,277,000 | 775 |
| 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 | $23,047,000 | 1,945 |
| Mortgage-backed securities | $54,369,000 | 1,290 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,078,000 | 859 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,291,000 | 2,128 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $112,874,000 | 1,495 |
| Total debt securities | $112,874,000 | 1,673 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,973,000 | 636 |
| 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 | $44,189,000 | 2,965 |
| U.S. Government securities | $12,098,000 | 3,635 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $12,098,000 | 3,190 |
| Securities issued by states & political subdivisions | $25,310,000 | 1,730 |
| Other domestic debt securities | $6,781,000 | 1,184 |
| 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 | $6,781,000 | 883 |
| 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 | $22,723,000 | 1,957 |
| Mortgage-backed securities | $11,278,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | $9,869,000 | 2,268 |
| Issued or guaranteed by U.S. | $9,869,000 | 2,208 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,409,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $1,409,000 | 2,118 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $44,189,000 | 2,739 |
| Total debt securities | $44,189,000 | 2,948 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $46,042,000 | 2,873 |
| U.S. Government securities | $13,564,000 | 3,489 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $13,564,000 | 3,078 |
| Securities issued by states & political subdivisions | $27,975,000 | 1,653 |
| Other domestic debt securities | $4,503,000 | 1,360 |
| 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 | $4,503,000 | 1,064 |
| 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 | $26,340,000 | 1,765 |
| Mortgage-backed securities | $12,674,000 | 2,575 |
| Certificates of participation in pools of residential mortgages | $11,061,000 | 2,191 |
| Issued or guaranteed by U.S. | $11,061,000 | 2,141 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,613,000 | 2,136 |
| CMOs issued by government agencies or sponsored agencies | $1,613,000 | 2,071 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $46,042,000 | 2,677 |
| Total debt securities | $46,043,000 | 2,857 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $47,250,000 | 2,760 |
| U.S. Government securities | $13,749,000 | 3,316 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $13,749,000 | 3,029 |
| Securities issued by states & political subdivisions | $29,185,000 | 1,643 |
| Other domestic debt securities | $4,316,000 | 1,343 |
| 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 | $4,316,000 | 1,025 |
| 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 | $28,486,000 | 1,661 |
| Mortgage-backed securities | $13,749,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $11,880,000 | 2,133 |
| Issued or guaranteed by U.S. | $11,880,000 | 2,072 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,869,000 | 2,072 |
| CMOs issued by government agencies or sponsored agencies | $1,869,000 | 2,016 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $47,250,000 | 2,595 |
| Total debt securities | $47,250,000 | 2,742 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $49,272,000 | 2,642 |
| U.S. Government securities | $15,219,000 | 3,178 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $15,219,000 | 2,935 |
| Securities issued by states & political subdivisions | $29,722,000 | 1,595 |
| Other domestic debt securities | $4,331,000 | 1,287 |
| 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 | $4,331,000 | 961 |
| 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 | $28,692,000 | 1,621 |
| Mortgage-backed securities | $15,219,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $13,088,000 | 2,054 |
| Issued or guaranteed by U.S. | $13,088,000 | 2,000 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,131,000 | 2,027 |
| CMOs issued by government agencies or sponsored agencies | $2,131,000 | 1,974 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $49,272,000 | 2,485 |
| Total debt securities | $49,273,000 | 2,625 |
| 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 | $48,386,000 | 2,612 |
| U.S. Government securities | $16,662,000 | 3,018 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $16,662,000 | 2,813 |
| Securities issued by states & political subdivisions | $27,414,000 | 1,651 |
| Other domestic debt securities | $4,310,000 | 1,259 |
| 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 | $4,310,000 | 920 |
| 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 | $28,925,000 | 1,594 |
| Mortgage-backed securities | $16,662,000 | 2,333 |
| Certificates of participation in pools of residential mortgages | $14,205,000 | 1,937 |
| Issued or guaranteed by U.S. | $14,205,000 | 1,891 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,457,000 | 1,929 |
| CMOs issued by government agencies or sponsored agencies | $2,457,000 | 1,878 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $48,386,000 | 2,452 |
| Total debt securities | $48,386,000 | 2,592 |
| 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 | $50,448,000 | 2,428 |
| U.S. Government securities | $18,560,000 | 2,769 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $18,560,000 | 2,596 |
| Securities issued by states & political subdivisions | $27,695,000 | 1,588 |
| Other domestic debt securities | $4,193,000 | 1,221 |
| 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 | $4,193,000 | 865 |
| 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 | $29,933,000 | 1,524 |
| Mortgage-backed securities | $18,560,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $15,660,000 | 1,792 |
| Issued or guaranteed by U.S. | $15,660,000 | 1,737 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,900,000 | 1,809 |
| CMOs issued by government agencies or sponsored agencies | $2,900,000 | 1,765 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $50,448,000 | 2,283 |
| Total debt securities | $50,448,000 | 2,412 |
| 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 | $53,184,000 | 2,242 |
| U.S. Government securities | $20,449,000 | 2,498 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $20,449,000 | 2,375 |
| Securities issued by states & political subdivisions | $28,506,000 | 1,499 |
| Other domestic debt securities | $4,229,000 | 1,156 |
| 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 | $4,229,000 | 820 |
| 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 | $31,966,000 | 1,448 |
| Mortgage-backed securities | $20,449,000 | 1,994 |
| Certificates of participation in pools of residential mortgages | $17,083,000 | 1,611 |
| Issued or guaranteed by U.S. | $17,083,000 | 1,572 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,366,000 | 1,763 |
| CMOs issued by government agencies or sponsored agencies | $3,366,000 | 1,718 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $53,184,000 | 2,103 |
| Total debt securities | $53,174,000 | 2,220 |
| 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 | $54,705,000 | 2,075 |
| U.S. Government securities | $23,498,000 | 2,293 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $23,498,000 | 2,179 |
| Securities issued by states & political subdivisions | $27,037,000 | 1,443 |
| Other domestic debt securities | $4,170,000 | 1,109 |
| 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 | $4,170,000 | 773 |
| 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 | $23,278,000 | 1,721 |
| Mortgage-backed securities | $23,498,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $19,016,000 | 1,464 |
| Issued or guaranteed by U.S. | $19,016,000 | 1,427 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,482,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $4,482,000 | 1,588 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $54,705,000 | 1,942 |
| Total debt securities | $54,705,000 | 2,058 |
| 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 | $52,546,000 | 2,092 |
| U.S. Government securities | $22,073,000 | 2,372 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $22,073,000 | 2,247 |
| Securities issued by states & political subdivisions | $26,439,000 | 1,373 |
| Other domestic debt securities | $4,034,000 | 1,072 |
| 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 | $4,034,000 | 762 |
| 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 | $23,015,000 | 1,753 |
| Mortgage-backed securities | $22,073,000 | 1,896 |
| Certificates of participation in pools of residential mortgages | $16,710,000 | 1,573 |
| Issued or guaranteed by U.S. | $16,710,000 | 1,529 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,363,000 | 1,555 |
| CMOs issued by government agencies or sponsored agencies | $5,363,000 | 1,516 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $52,546,000 | 1,951 |
| Total debt securities | $52,545,000 | 2,071 |
| 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 | $32,061,000 | 2,744 |
| U.S. Government securities | $15,128,000 | 2,845 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $15,128,000 | 2,697 |
| Securities issued by states & political subdivisions | $16,933,000 | 1,750 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,498,000 | 1,712 |
| Mortgage-backed securities | $15,128,000 | 2,259 |
| Certificates of participation in pools of residential mortgages | $10,174,000 | 2,032 |
| Issued or guaranteed by U.S. | $10,174,000 | 1,974 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,954,000 | 1,622 |
| CMOs issued by government agencies or sponsored agencies | $4,954,000 | 1,581 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $32,061,000 | 2,576 |
| Total debt securities | $32,061,000 | 2,725 |
| 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 | $32,643,000 | 2,732 |
| U.S. Government securities | $16,138,000 | 2,831 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $16,138,000 | 2,669 |
| Securities issued by states & political subdivisions | $16,505,000 | 1,746 |
| 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 | $23,540,000 | 1,673 |
| Mortgage-backed securities | $16,138,000 | 2,156 |
| Certificates of participation in pools of residential mortgages | $10,836,000 | 1,920 |
| Issued or guaranteed by U.S. | $10,836,000 | 1,867 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $5,302,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $5,302,000 | 1,528 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $32,643,000 | 2,557 |
| Total debt securities | $32,643,000 | 2,714 |
| 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 | $33,931,000 | 2,699 |
| U.S. Government securities | $17,237,000 | 2,802 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $17,237,000 | 2,643 |
| Securities issued by states & political subdivisions | $16,694,000 | 1,739 |
| 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 | $24,845,000 | 1,617 |
| Mortgage-backed securities | $17,237,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $11,496,000 | 1,850 |
| Issued or guaranteed by U.S. | $11,496,000 | 1,795 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $5,741,000 | 1,528 |
| CMOs issued by government agencies or sponsored agencies | $5,741,000 | 1,490 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $33,931,000 | 2,516 |
| Total debt securities | $33,930,000 | 2,683 |
| 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 | $35,491,000 | 2,677 |
| U.S. Government securities | $8,118,000 | 3,729 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $8,118,000 | 3,557 |
| Securities issued by states & political subdivisions | $16,522,000 | 1,787 |
| Other domestic debt securities | $10,851,000 | 595 |
| Privately issued residential mortgage-backed securities | $10,851,000 | 145 |
| 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 | $26,192,000 | 1,611 |
| Mortgage-backed securities | $18,969,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $12,259,000 | 1,781 |
| Issued or guaranteed by U.S. | $1,408,000 | 3,328 |
| Privately issued | $10,851,000 | 41 |
| Collaterized mortgage obligations | $6,294,000 | 1,462 |
| CMOs issued by government agencies or sponsored agencies | $6,294,000 | 1,418 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $416,000 | 1,723 |
| Commercial mortgage pass-through securities | $416,000 | 1,295 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $35,491,000 | 2,495 |
| Total debt securities | $35,491,000 | 2,660 |
| 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 | $35,544,000 | 2,710 |
| U.S. Government securities | $8,345,000 | 3,746 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,345,000 | 3,576 |
| Securities issued by states & political subdivisions | $15,901,000 | 1,885 |
| Other domestic debt securities | $11,298,000 | 574 |
| Privately issued residential mortgage-backed securities | $11,298,000 | 137 |
| 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 | $27,233,000 | 1,591 |
| Mortgage-backed securities | $19,643,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $12,745,000 | 1,732 |
| Issued or guaranteed by U.S. | $1,447,000 | 3,338 |
| Privately issued | $11,298,000 | 39 |
| Collaterized mortgage obligations | $6,488,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $6,488,000 | 1,390 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $410,000 | 1,658 |
| Commercial mortgage pass-through securities | $410,000 | 1,279 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $35,544,000 | 2,515 |
| Total debt securities | $35,544,000 | 2,690 |
| 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 | $35,639,000 | 2,730 |
| U.S. Government securities | $8,669,000 | 3,738 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $8,669,000 | 3,572 |
| Securities issued by states & political subdivisions | $15,224,000 | 1,982 |
| Other domestic debt securities | $11,746,000 | 557 |
| Privately issued residential mortgage-backed securities | $11,746,000 | 122 |
| 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 | $26,911,000 | 1,603 |
| Mortgage-backed securities | $19,941,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $13,266,000 | 1,700 |
| Issued or guaranteed by U.S. | $1,520,000 | 3,344 |
| Privately issued | $11,746,000 | 28 |
| Collaterized mortgage obligations | $6,675,000 | 1,406 |
| CMOs issued by government agencies or sponsored agencies | $6,675,000 | 1,360 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $35,639,000 | 2,534 |
| Total debt securities | $35,639,000 | 2,710 |
| 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 | $36,596,000 | 2,699 |
| U.S. Government securities | $8,967,000 | 3,755 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $8,967,000 | 3,599 |
| Securities issued by states & political subdivisions | $15,369,000 | 2,004 |
| Other domestic debt securities | $12,260,000 | 515 |
| Privately issued residential mortgage-backed securities | $12,260,000 | 105 |
| 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 | $20,471,000 | 1,895 |
| Mortgage-backed securities | $20,757,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | $13,854,000 | 1,691 |
| Issued or guaranteed by U.S. | $1,594,000 | 3,409 |
| Privately issued | $12,260,000 | 16 |
| Collaterized mortgage obligations | $6,903,000 | 1,364 |
| CMOs issued by government agencies or sponsored agencies | $6,903,000 | 1,319 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $36,596,000 | 2,499 |
| Total debt securities | $36,595,000 | 2,683 |
| 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 | $36,519,000 | 2,743 |
| U.S. Government securities | $8,349,000 | 3,821 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $8,349,000 | 3,663 |
| Securities issued by states & political subdivisions | $15,188,000 | 2,067 |
| Other domestic debt securities | $12,982,000 | 559 |
| Privately issued residential mortgage-backed securities | $12,982,000 | 173 |
| 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 | $20,727,000 | 1,920 |
| Mortgage-backed securities | $20,786,000 | 1,893 |
| Certificates of participation in pools of residential mortgages | $14,690,000 | 1,673 |
| Issued or guaranteed by U.S. | $1,708,000 | 3,287 |
| Privately issued | $12,982,000 | 85 |
| Collaterized mortgage obligations | $6,096,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $6,096,000 | 1,399 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $36,519,000 | 2,540 |
| Total debt securities | $36,519,000 | 2,729 |
| 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 | $25,875,000 | 3,284 |
| U.S. Government securities | $13,238,000 | 3,348 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $13,238,000 | 3,198 |
| Securities issued by states & political subdivisions | $12,637,000 | 2,333 |
| 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 | $17,465,000 | 2,159 |
| Mortgage-backed securities | $12,690,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $9,427,000 | 2,145 |
| Issued or guaranteed by U.S. | $9,427,000 | 2,143 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,263,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $3,263,000 | 1,775 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $25,875,000 | 3,033 |
| Total debt securities | $25,875,000 | 3,262 |
| 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 | $26,035,000 | 3,345 |
| U.S. Government securities | $13,116,000 | 3,377 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $13,116,000 | 3,238 |
| Securities issued by states & political subdivisions | $12,919,000 | 2,376 |
| 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 | $18,267,000 | 2,125 |
| Mortgage-backed securities | $12,493,000 | 2,476 |
| Certificates of participation in pools of residential mortgages | $9,991,000 | 2,129 |
| Issued or guaranteed by U.S. | $9,991,000 | 2,128 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,502,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $2,502,000 | 1,891 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $26,035,000 | 3,090 |
| Total debt securities | $26,035,000 | 3,317 |
| 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 | $27,073,000 | 3,309 |
| U.S. Government securities | $13,990,000 | 3,331 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $13,990,000 | 3,203 |
| Securities issued by states & political subdivisions | $13,083,000 | 2,391 |
| 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 | $19,130,000 | 2,114 |
| Mortgage-backed securities | $13,362,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | $10,711,000 | 2,092 |
| Issued or guaranteed by U.S. | $10,711,000 | 2,091 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,651,000 | 1,937 |
| CMOs issued by government agencies or sponsored agencies | $2,651,000 | 1,876 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $27,073,000 | 3,050 |
| Total debt securities | $27,074,000 | 3,285 |
| 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 | $28,533,000 | 3,283 |
| U.S. Government securities | $13,689,000 | 3,410 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $13,689,000 | 3,284 |
| Securities issued by states & political subdivisions | $14,844,000 | 2,259 |
| 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 | $19,968,000 | 2,088 |
| Mortgage-backed securities | $12,976,000 | 2,494 |
| Certificates of participation in pools of residential mortgages | $10,805,000 | 2,121 |
| Issued or guaranteed by U.S. | $10,805,000 | 2,120 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,690,000 | 2,207 |
| CMOs issued by government agencies or sponsored agencies | $1,690,000 | 2,142 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $481,000 | 1,336 |
| Commercial mortgage pass-through securities | $481,000 | 943 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $28,533,000 | 3,019 |
| Total debt securities | $28,534,000 | 3,262 |
| 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 | $29,462,000 | 3,251 |
| U.S. Government securities | $14,948,000 | 3,328 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $14,948,000 | 3,205 |
| Securities issued by states & political subdivisions | $14,514,000 | 2,293 |
| 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 | $21,740,000 | 1,982 |
| Mortgage-backed securities | $14,041,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $11,777,000 | 2,088 |
| Issued or guaranteed by U.S. | $11,777,000 | 2,088 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,783,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $1,783,000 | 2,153 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $481,000 | 1,309 |
| Commercial mortgage pass-through securities | $481,000 | 896 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $29,462,000 | 2,987 |
| Total debt securities | $29,462,000 | 3,231 |
| 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 | $30,300,000 | 3,182 |
| U.S. Government securities | $15,856,000 | 3,227 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,856,000 | 3,106 |
| Securities issued by states & political subdivisions | $14,444,000 | 2,312 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,208,000 | 1,952 |
| Mortgage-backed securities | $14,792,000 | 2,362 |
| Certificates of participation in pools of residential mortgages | $12,433,000 | 2,025 |
| Issued or guaranteed by U.S. | $12,433,000 | 2,024 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,874,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $1,874,000 | 2,124 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $485,000 | 1,253 |
| Commercial mortgage pass-through securities | $485,000 | 862 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $30,300,000 | 2,924 |
| Total debt securities | $30,300,000 | 3,164 |
| 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 | $32,186,000 | 3,089 |
| U.S. Government securities | $17,240,000 | 3,106 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $17,240,000 | 3,000 |
| Securities issued by states & political subdivisions | $14,946,000 | 2,278 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,613,000 | 1,899 |
| Mortgage-backed securities | $16,149,000 | 2,262 |
| Certificates of participation in pools of residential mortgages | $13,610,000 | 1,938 |
| Issued or guaranteed by U.S. | $13,610,000 | 1,938 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,042,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $2,042,000 | 2,097 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $497,000 | 1,202 |
| Commercial mortgage pass-through securities | $497,000 | 796 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $32,186,000 | 2,831 |
| Total debt securities | $32,186,000 | 3,070 |
| 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 | $33,755,000 | 3,071 |
| U.S. Government securities | $18,463,000 | 3,083 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $18,463,000 | 2,970 |
| Securities issued by states & political subdivisions | $15,292,000 | 2,253 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,692,000 | 2,167 |
| Mortgage-backed securities | $17,260,000 | 2,226 |
| Certificates of participation in pools of residential mortgages | $15,006,000 | 1,864 |
| Issued or guaranteed by U.S. | $15,006,000 | 1,860 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,254,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $2,254,000 | 2,049 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $33,755,000 | 2,810 |
| Total debt securities | $33,755,000 | 3,049 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $34,647,000 | 3,078 |
| U.S. Government securities | $19,572,000 | 3,072 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $19,572,000 | 2,964 |
| Securities issued by states & political subdivisions | $15,075,000 | 2,265 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,728,000 | 2,113 |
| Mortgage-backed securities | $18,372,000 | 2,153 |
| Certificates of participation in pools of residential mortgages | $15,894,000 | 1,792 |
| Issued or guaranteed by U.S. | $15,894,000 | 1,791 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,478,000 | 2,086 |
| CMOs issued by government agencies or sponsored agencies | $2,478,000 | 2,020 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $34,647,000 | 2,802 |
| Total debt securities | $34,647,000 | 3,058 |
| 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 | $35,397,000 | 3,076 |
| U.S. Government securities | $21,124,000 | 2,985 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,124,000 | 2,875 |
| Securities issued by states & political subdivisions | $14,273,000 | 2,346 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,856,000 | 2,174 |
| Mortgage-backed securities | $19,275,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | $16,626,000 | 1,758 |
| Issued or guaranteed by U.S. | $16,626,000 | 1,756 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,649,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $2,649,000 | 2,007 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $35,397,000 | 2,801 |
| Total debt securities | $35,397,000 | 3,056 |
| 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 | $45,873,000 | 2,631 |
| U.S. Government securities | $25,449,000 | 2,733 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $25,449,000 | 2,641 |
| Securities issued by states & political subdivisions | $20,424,000 | 1,841 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,047,000 | 2,394 |
| Mortgage-backed securities | $22,342,000 | 1,949 |
| Certificates of participation in pools of residential mortgages | $18,739,000 | 1,642 |
| Issued or guaranteed by U.S. | $18,739,000 | 1,642 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,603,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $3,603,000 | 1,828 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $45,873,000 | 2,411 |
| Total debt securities | $45,873,000 | 2,613 |
| 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 | $51,700,000 | 2,474 |
| U.S. Government securities | $30,576,000 | 2,524 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $30,576,000 | 2,438 |
| Securities issued by states & political subdivisions | $21,124,000 | 1,767 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,151,000 | 2,135 |
| Mortgage-backed securities | $23,810,000 | 1,936 |
| Certificates of participation in pools of residential mortgages | $20,108,000 | 1,615 |
| Issued or guaranteed by U.S. | $20,108,000 | 1,615 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,702,000 | 1,931 |
| CMOs issued by government agencies or sponsored agencies | $3,702,000 | 1,864 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $51,700,000 | 2,256 |
| Total debt securities | $51,699,000 | 2,447 |
| 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 | $61,896,000 | 2,190 |
| U.S. Government securities | $39,786,000 | 2,156 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $39,786,000 | 2,070 |
| Securities issued by states & political subdivisions | $21,314,000 | 1,736 |
| Other domestic debt securities | $796,000 | 1,791 |
| Privately issued residential mortgage-backed securities | $796,000 | 417 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,728,000 | 2,067 |
| Mortgage-backed securities | $30,731,000 | 1,666 |
| Certificates of participation in pools of residential mortgages | $24,729,000 | 1,424 |
| Issued or guaranteed by U.S. | $24,729,000 | 1,424 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,002,000 | 1,623 |
| CMOs issued by government agencies or sponsored agencies | $5,206,000 | 1,667 |
| Privately issued | $796,000 | 394 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $61,896,000 | 1,979 |
| Total debt securities | $61,895,000 | 2,166 |
| 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 | $37,827,000 | 3,122 |
| U.S. Government securities | $20,348,000 | 3,327 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $20,348,000 | 3,220 |
| Securities issued by states & political subdivisions | $17,479,000 | 2,026 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,555,000 | 2,340 |
| Mortgage-backed securities | $15,498,000 | 2,524 |
| Certificates of participation in pools of residential mortgages | $13,486,000 | 2,151 |
| Issued or guaranteed by U.S. | $13,486,000 | 2,149 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,012,000 | 2,404 |
| CMOs issued by government agencies or sponsored agencies | $2,012,000 | 2,326 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $37,827,000 | 2,855 |
| Total debt securities | $37,828,000 | 3,095 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $36,900,000 | 3,239 |
| U.S. Government securities | $20,333,000 | 3,410 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $20,333,000 | 3,296 |
| Securities issued by states & political subdivisions | $16,567,000 | 2,118 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,979,000 | 2,408 |
| Mortgage-backed securities | $15,535,000 | 2,597 |
| Certificates of participation in pools of residential mortgages | $14,051,000 | 2,171 |
| Issued or guaranteed by U.S. | $14,051,000 | 2,170 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,484,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $1,484,000 | 2,541 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $36,900,000 | 2,955 |
| Total debt securities | $36,900,000 | 3,214 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $35,602,000 | 3,341 |
| U.S. Government securities | $18,855,000 | 3,569 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,855,000 | 3,461 |
| Securities issued by states & political subdivisions | $16,747,000 | 2,116 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,591,000 | 2,369 |
| Mortgage-backed securities | $13,997,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $12,988,000 | 2,299 |
| Issued or guaranteed by U.S. | $12,988,000 | 2,298 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,009,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $1,009,000 | 2,759 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $35,602,000 | 3,050 |
| Total debt securities | $35,602,000 | 3,315 |
| 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 | $33,828,000 | 3,460 |
| U.S. Government securities | $21,730,000 | 3,350 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $21,730,000 | 3,253 |
| Securities issued by states & political subdivisions | $12,098,000 | 2,611 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,427,000 | 2,383 |
| Mortgage-backed securities | $16,930,000 | 2,545 |
| Certificates of participation in pools of residential mortgages | $15,885,000 | 2,057 |
| Issued or guaranteed by U.S. | $15,885,000 | 2,056 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,045,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $1,045,000 | 2,756 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $33,828,000 | 3,159 |
| Total debt securities | $33,828,000 | 3,434 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $32,945,000 | 3,515 |
| U.S. Government securities | $21,041,000 | 3,390 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,041,000 | 3,299 |
| Securities issued by states & political subdivisions | $11,904,000 | 2,631 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,987,000 | 2,398 |
| Mortgage-backed securities | $16,215,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $16,215,000 | 2,048 |
| Issued or guaranteed by U.S. | $16,215,000 | 2,047 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $32,945,000 | 3,224 |
| Total debt securities | $32,945,000 | 3,480 |
| 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 | $37,436,000 | 3,281 |
| U.S. Government securities | $25,385,000 | 3,077 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,385,000 | 2,998 |
| Securities issued by states & political subdivisions | $12,051,000 | 2,602 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,222,000 | 2,367 |
| Mortgage-backed securities | $18,286,000 | 2,468 |
| Certificates of participation in pools of residential mortgages | $18,012,000 | 1,927 |
| Issued or guaranteed by U.S. | $18,012,000 | 1,924 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $274,000 | 3,326 |
| CMOs issued by government agencies or sponsored agencies | $274,000 | 3,198 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $37,436,000 | 3,007 |
| Total debt securities | $37,436,000 | 3,252 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,385 |
| Fair value | $1,472,000 | 1,401 |
| 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 | $37,978,000 | 3,235 |
| U.S. Government securities | $26,469,000 | 2,986 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $26,469,000 | 2,913 |
| Securities issued by states & political subdivisions | $11,509,000 | 2,669 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,042,000 | 2,441 |
| Mortgage-backed securities | $19,169,000 | 2,424 |
| Certificates of participation in pools of residential mortgages | $18,836,000 | 1,861 |
| Issued or guaranteed by U.S. | $18,836,000 | 1,859 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $333,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $333,000 | 3,184 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $37,978,000 | 2,969 |
| Total debt securities | $37,982,000 | 3,204 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,355 |
| Fair value | $1,493,000 | 1,361 |
| 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 | $26,221,000 | 3,984 |
| U.S. Government securities | $15,815,000 | 3,967 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,815,000 | 3,873 |
| Securities issued by states & political subdivisions | $10,406,000 | 2,796 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,502,000 | 2,420 |
| Mortgage-backed securities | $10,060,000 | 3,274 |
| Certificates of participation in pools of residential mortgages | $9,939,000 | 2,668 |
| Issued or guaranteed by U.S. | $9,939,000 | 2,667 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $121,000 | 3,518 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 3,357 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $26,221,000 | 3,678 |
| Total debt securities | $26,221,000 | 3,959 |
| Structured notes | ||
| Amortized cost | $2,001,000 | 1,186 |
| Fair value | $2,005,000 | 1,206 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $24,844,000 | 4,051 |
| U.S. Government securities | $14,383,000 | 4,075 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,383,000 | 3,978 |
| Securities issued by states & political subdivisions | $10,461,000 | 2,761 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,043,000 | 2,345 |
| Mortgage-backed securities | $9,323,000 | 3,386 |
| Certificates of participation in pools of residential mortgages | $9,178,000 | 2,766 |
| Issued or guaranteed by U.S. | $9,178,000 | 2,764 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $145,000 | 3,540 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 3,387 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $24,844,000 | 3,733 |
| Total debt securities | $24,844,000 | 4,022 |
| Structured notes | ||
| Amortized cost | $2,502,000 | 1,113 |
| Fair value | $2,512,000 | 1,122 |
| 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 | $27,333,000 | 3,894 |
| U.S. Government securities | $16,343,000 | 3,957 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $16,343,000 | 3,876 |
| Securities issued by states & political subdivisions | $10,990,000 | 2,661 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,197,000 | 2,367 |
| Mortgage-backed securities | $10,275,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $10,102,000 | 2,767 |
| Issued or guaranteed by U.S. | $10,102,000 | 2,765 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $173,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 3,427 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $27,333,000 | 3,591 |
| Total debt securities | $27,333,000 | 3,863 |
| Structured notes | ||
| Amortized cost | $3,003,000 | 1,055 |
| Fair value | $3,017,000 | 1,062 |
| 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 | $26,215,000 | 3,998 |
| U.S. Government securities | $16,214,000 | 4,040 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,214,000 | 3,955 |
| Securities issued by states & political subdivisions | $10,001,000 | 2,753 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,446,000 | 2,400 |
| Mortgage-backed securities | $10,097,000 | 3,450 |
| Certificates of participation in pools of residential mortgages | $9,895,000 | 2,844 |
| Issued or guaranteed by U.S. | $9,895,000 | 2,844 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $202,000 | 3,582 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 3,417 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $26,215,000 | 3,694 |
| Total debt securities | $26,215,000 | 3,968 |
| Structured notes | ||
| Amortized cost | $3,004,000 | 1,217 |
| Fair value | $3,022,000 | 1,220 |
| 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 | $26,928,000 | 3,977 |
| U.S. Government securities | $17,374,000 | 3,984 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $17,374,000 | 3,901 |
| Securities issued by states & political subdivisions | $9,554,000 | 2,741 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,649,000 | 2,299 |
| Mortgage-backed securities | $11,031,000 | 3,376 |
| Certificates of participation in pools of residential mortgages | $10,808,000 | 2,734 |
| Issued or guaranteed by U.S. | $10,808,000 | 2,732 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $223,000 | 3,611 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 3,436 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $26,928,000 | 3,663 |
| Total debt securities | $26,928,000 | 3,943 |
| Structured notes | ||
| Amortized cost | $3,003,000 | 1,384 |
| Fair value | $3,001,000 | 1,406 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $28,698,000 | 3,778 |
| U.S. Government securities | $18,811,000 | 3,767 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $18,811,000 | 3,694 |
| Securities issued by states & political subdivisions | $9,887,000 | 2,647 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,573,000 | 2,188 |
| Mortgage-backed securities | $11,910,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $11,662,000 | 2,521 |
| Issued or guaranteed by U.S. | $11,662,000 | 2,518 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $248,000 | 3,545 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 3,281 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $28,698,000 | 3,484 |
| Total debt securities | $28,698,000 | 3,752 |
| Structured notes | ||
| Amortized cost | $3,995,000 | 1,200 |
| Fair value | $4,020,000 | 1,147 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $28,905,000 | 3,692 |
| U.S. Government securities | $18,988,000 | 3,700 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $18,988,000 | 3,615 |
| Securities issued by states & political subdivisions | $9,917,000 | 2,588 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,808,000 | 2,063 |
| Mortgage-backed securities | $13,064,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $12,792,000 | 2,329 |
| Issued or guaranteed by U.S. | $12,792,000 | 2,324 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $272,000 | 3,513 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 3,240 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $28,905,000 | 3,402 |
| Total debt securities | $28,905,000 | 3,661 |
| Structured notes | ||
| Amortized cost | $3,490,000 | 1,356 |
| Fair value | $3,526,000 | 1,317 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $29,438,000 | 3,672 |
| U.S. Government securities | $21,074,000 | 3,545 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $21,074,000 | 3,458 |
| Securities issued by states & political subdivisions | $8,364,000 | 2,778 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,624,000 | 1,995 |
| Mortgage-backed securities | $13,349,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $13,349,000 | 2,212 |
| Issued or guaranteed by U.S. | $13,349,000 | 2,208 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $29,438,000 | 3,370 |
| Total debt securities | $29,438,000 | 3,641 |
| Structured notes | ||
| Amortized cost | $3,990,000 | 1,405 |
| Fair value | $4,039,000 | 1,339 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $23,131,000 | 4,213 |
| U.S. Government securities | $15,771,000 | 4,131 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,771,000 | 4,008 |
| Securities issued by states & political subdivisions | $7,360,000 | 2,903 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,793,000 | 2,820 |
| Mortgage-backed securities | $7,610,000 | 3,618 |
| Certificates of participation in pools of residential mortgages | $7,610,000 | 2,934 |
| Issued or guaranteed by U.S. | $7,610,000 | 2,927 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $23,131,000 | 3,872 |
| Total debt securities | $23,131,000 | 4,177 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,773 |
| Fair value | $2,763,000 | 1,766 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $18,256,000 | 4,608 |
| U.S. Government securities | $11,301,000 | 4,649 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,301,000 | 4,526 |
| Securities issued by states & political subdivisions | $6,955,000 | 2,982 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,205,000 | 2,851 |
| Mortgage-backed securities | $6,558,000 | 3,708 |
| Certificates of participation in pools of residential mortgages | $6,558,000 | 3,004 |
| Issued or guaranteed by U.S. | $6,558,000 | 2,995 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $18,256,000 | 4,220 |
| Total debt securities | $18,256,000 | 4,573 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,782 |
| Fair value | $2,231,000 | 1,788 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $19,965,000 | 4,366 |
| U.S. Government securities | $12,741,000 | 4,368 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,741,000 | 4,255 |
| Securities issued by states & political subdivisions | $7,224,000 | 2,864 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,164,000 | 2,879 |
| Mortgage-backed securities | $6,161,000 | 3,775 |
| Certificates of participation in pools of residential mortgages | $6,015,000 | 3,074 |
| Issued or guaranteed by U.S. | $6,015,000 | 3,067 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $146,000 | 3,568 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 3,248 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $19,965,000 | 3,992 |
| Total debt securities | $19,965,000 | 4,324 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,140 |
| Fair value | $1,518,000 | 2,150 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $20,389,000 | 4,343 |
| U.S. Government securities | $13,323,000 | 4,347 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $13,323,000 | 4,236 |
| Securities issued by states & political subdivisions | $7,066,000 | 2,770 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,198,000 | 2,921 |
| Mortgage-backed securities | $5,920,000 | 3,825 |
| Certificates of participation in pools of residential mortgages | $5,757,000 | 3,179 |
| Issued or guaranteed by U.S. | $5,757,000 | 3,170 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $163,000 | 3,475 |
| CMOs issued by government agencies or sponsored agencies | $163,000 | 3,154 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $20,389,000 | 3,941 |
| Total debt securities | $20,389,000 | 4,302 |
| Structured notes | ||
| Amortized cost | $1,485,000 | 2,317 |
| Fair value | $1,516,000 | 2,243 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $19,361,000 | 4,523 |
| U.S. Government securities | $12,191,000 | 4,577 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,191,000 | 4,463 |
| Securities issued by states & political subdivisions | $7,170,000 | 2,727 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,316,000 | 2,858 |
| Mortgage-backed securities | $6,341,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | $6,157,000 | 3,198 |
| Issued or guaranteed by U.S. | $6,157,000 | 3,190 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $184,000 | 3,445 |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 3,109 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $19,361,000 | 4,114 |
| Total debt securities | $19,361,000 | 4,485 |
| Structured notes | ||
| Amortized cost | $485,000 | 2,819 |
| Fair value | $502,000 | 2,684 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $19,974,000 | 4,400 |
| U.S. Government securities | $12,797,000 | 4,471 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,797,000 | 4,380 |
| Securities issued by states & political subdivisions | $7,177,000 | 2,741 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,112,000 | 2,773 |
| Mortgage-backed securities | $6,965,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $6,762,000 | 3,132 |
| Issued or guaranteed by U.S. | $6,762,000 | 3,124 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $203,000 | 3,442 |
| CMOs issued by government agencies or sponsored agencies | $203,000 | 3,096 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $19,974,000 | 4,002 |
| Total debt securities | $19,974,000 | 4,365 |
| Structured notes | ||
| Amortized cost | $484,000 | 2,562 |
| Fair value | $474,000 | 2,562 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $20,310,000 | 4,405 |
| U.S. Government securities | $13,029,000 | 4,439 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,029,000 | 4,348 |
| Securities issued by states & political subdivisions | $7,281,000 | 2,719 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,904,000 | 2,796 |
| Mortgage-backed securities | $7,672,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $7,445,000 | 3,080 |
| Issued or guaranteed by U.S. | $7,445,000 | 3,070 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $227,000 | 3,439 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 3,086 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $20,310,000 | 3,981 |
| Total debt securities | $20,310,000 | 4,368 |
| Structured notes | ||
| Amortized cost | $484,000 | 2,185 |
| Fair value | $481,000 | 2,184 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $24,040,000 | 3,957 |
| U.S. Government securities | $17,055,000 | 3,830 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,055,000 | 3,742 |
| Securities issued by states & political subdivisions | $6,985,000 | 2,741 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,460,000 | 2,639 |
| Mortgage-backed securities | $9,142,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $8,890,000 | 2,877 |
| Issued or guaranteed by U.S. | $8,890,000 | 2,863 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $252,000 | 3,410 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 3,049 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $24,040,000 | 3,567 |
| Total debt securities | $24,040,000 | 3,922 |
| Structured notes | ||
| Amortized cost | $834,000 | 1,362 |
| Fair value | $825,000 | 1,361 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $21,900,000 | 4,213 |
| U.S. Government securities | $16,046,000 | 4,030 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,046,000 | 3,954 |
| Securities issued by states & political subdivisions | $5,854,000 | 2,935 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,265,000 | 2,608 |
| Mortgage-backed securities | $7,903,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | $7,632,000 | 3,160 |
| Issued or guaranteed by U.S. | $7,632,000 | 3,149 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $271,000 | 3,416 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 3,046 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $21,900,000 | 3,780 |
| Total debt securities | $21,900,000 | 4,177 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $22,906,000 | 4,102 |
| U.S. Government securities | $17,838,000 | 3,833 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $17,838,000 | 3,758 |
| Securities issued by states & political subdivisions | $5,068,000 | 3,095 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,116,000 | 2,557 |
| Mortgage-backed securities | $9,272,000 | 3,457 |
| Certificates of participation in pools of residential mortgages | $8,934,000 | 2,880 |
| Issued or guaranteed by U.S. | $8,934,000 | 2,866 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $338,000 | 3,303 |
| CMOs issued by government agencies or sponsored agencies | $338,000 | 2,981 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $22,906,000 | 3,661 |
| Total debt securities | $22,906,000 | 4,064 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $22,209,000 | 4,116 |
| U.S. Government securities | $17,155,000 | 3,884 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $17,155,000 | 3,809 |
| Securities issued by states & political subdivisions | $5,054,000 | 3,078 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,989,000 | 2,633 |
| Mortgage-backed securities | $9,333,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | $8,998,000 | 2,802 |
| Issued or guaranteed by U.S. | $8,998,000 | 2,788 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $335,000 | 3,244 |
| CMOs issued by government agencies or sponsored agencies | $335,000 | 2,904 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $22,209,000 | 3,658 |
| Total debt securities | $22,209,000 | 4,082 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $22,498,000 | 4,143 |
| U.S. Government securities | $17,612,000 | 3,858 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $17,612,000 | 3,794 |
| Securities issued by states & political subdivisions | $4,886,000 | 3,138 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,972,000 | 2,484 |
| Mortgage-backed securities | $9,720,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $9,376,000 | 2,736 |
| Issued or guaranteed by U.S. | $9,376,000 | 2,721 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $344,000 | 3,250 |
| CMOs issued by government agencies or sponsored agencies | $344,000 | 2,913 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $22,498,000 | 3,683 |
| Total debt securities | $22,499,000 | 4,099 |
| Structured notes | ||
| Amortized cost | $699,000 | 1,252 |
| Fair value | $701,000 | 1,244 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $25,007,000 | 3,880 |
| U.S. Government securities | $20,460,000 | 3,460 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $20,460,000 | 3,398 |
| Securities issued by states & political subdivisions | $4,547,000 | 3,244 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,235,000 | 2,284 |
| Mortgage-backed securities | $10,784,000 | 3,078 |
| Certificates of participation in pools of residential mortgages | $10,409,000 | 2,503 |
| Issued or guaranteed by U.S. | $10,409,000 | 2,489 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $375,000 | 3,209 |
| CMOs issued by government agencies or sponsored agencies | $375,000 | 2,867 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $25,007,000 | 3,467 |
| Total debt securities | $25,007,000 | 3,827 |
| Structured notes | ||
| Amortized cost | $730,000 | 1,344 |
| Fair value | $736,000 | 1,346 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $25,239,000 | 3,859 |
| U.S. Government securities | $20,748,000 | 3,494 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $20,748,000 | 3,421 |
| Securities issued by states & political subdivisions | $4,491,000 | 3,253 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,215,000 | 2,372 |
| Mortgage-backed securities | $9,664,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | $9,263,000 | 2,381 |
| Issued or guaranteed by U.S. | $9,263,000 | 2,368 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $401,000 | 3,096 |
| CMOs issued by government agencies or sponsored agencies | $401,000 | 2,773 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $25,239,000 | 3,423 |
| Total debt securities | $25,239,000 | 3,802 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,642 |
| Fair value | $1,000,000 | 1,579 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $25,450,000 | 3,843 |
| U.S. Government securities | $21,014,000 | 3,506 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $21,014,000 | 3,435 |
| Securities issued by states & political subdivisions | $4,436,000 | 3,265 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,669,000 | 2,712 |
| Mortgage-backed securities | $9,830,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | $9,401,000 | 2,205 |
| Issued or guaranteed by U.S. | $9,401,000 | 2,196 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $429,000 | 3,026 |
| CMOs issued by government agencies or sponsored agencies | $429,000 | 2,703 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $25,450,000 | 3,396 |
| Total debt securities | $25,450,000 | 3,791 |
| Structured notes | ||
| Amortized cost | $1,022,000 | 1,690 |
| Fair value | $1,017,000 | 1,691 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $21,097,000 | 4,333 |
| U.S. Government securities | $17,342,000 | 4,025 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $17,342,000 | 3,925 |
| Securities issued by states & political subdivisions | $3,755,000 | 3,486 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,043,000 | 2,783 |
| Mortgage-backed securities | $7,053,000 | 3,165 |
| Certificates of participation in pools of residential mortgages | $6,597,000 | 2,635 |
| Issued or guaranteed by U.S. | $6,597,000 | 2,622 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $456,000 | 2,982 |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 2,673 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $21,097,000 | 3,814 |
| Total debt securities | $21,097,000 | 4,289 |
| Structured notes | ||
| Amortized cost | $1,047,000 | 1,762 |
| Fair value | $1,029,000 | 1,764 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $21,586,000 | 4,293 |
| U.S. Government securities | $17,568,000 | 4,015 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $17,568,000 | 3,917 |
| Securities issued by states & political subdivisions | $4,018,000 | 3,415 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,357,000 | 2,906 |
| Mortgage-backed securities | $6,960,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $6,475,000 | 2,649 |
| Issued or guaranteed by U.S. | $6,475,000 | 2,640 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $485,000 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $485,000 | 2,624 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $21,586,000 | 3,776 |
| Total debt securities | $21,586,000 | 4,242 |
| Structured notes | ||
| Amortized cost | $1,078,000 | 1,825 |
| Fair value | $1,066,000 | 1,826 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $21,858,000 | 4,294 |
| U.S. Government securities | $17,839,000 | 4,018 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $17,839,000 | 3,921 |
| Securities issued by states & political subdivisions | $4,019,000 | 3,424 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,313,000 | 3,361 |
| Mortgage-backed securities | $6,275,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $5,777,000 | 2,824 |
| Issued or guaranteed by U.S. | $5,777,000 | 2,809 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $498,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 2,590 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $21,858,000 | 3,756 |
| Total debt securities | $21,858,000 | 4,244 |
| Structured notes | ||
| Amortized cost | $1,853,000 | 1,589 |
| Fair value | $1,837,000 | 1,587 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $19,474,000 | 4,652 |
| U.S. Government securities | $15,200,000 | 4,510 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $15,200,000 | 4,383 |
| Securities issued by states & political subdivisions | $4,274,000 | 3,315 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,024,000 | 3,798 |
| Mortgage-backed securities | $3,952,000 | 3,962 |
| Certificates of participation in pools of residential mortgages | $3,952,000 | 3,346 |
| Issued or guaranteed by U.S. | $3,952,000 | 3,329 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $19,474,000 | 4,069 |
| Total debt securities | $19,474,000 | 4,598 |
| Structured notes | ||
| Amortized cost | $2,634,000 | 1,317 |
| Fair value | $2,610,000 | 1,309 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $15,111,000 | 5,315 |
| U.S. Government securities | $11,506,000 | 5,234 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,506,000 | 5,095 |
| Securities issued by states & political subdivisions | $3,605,000 | 3,552 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,344,000 | 3,350 |
| Mortgage-backed securities | $2,101,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $2,101,000 | 4,124 |
| Issued or guaranteed by U.S. | $2,101,000 | 4,110 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $15,111,000 | 4,657 |
| Total debt securities | $15,111,000 | 5,259 |
| Structured notes | ||
| Amortized cost | $4,185,000 | 982 |
| Fair value | $4,120,000 | 980 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $14,229,000 | 5,489 |
| U.S. Government securities | $10,811,000 | 5,411 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,811,000 | 5,275 |
| Securities issued by states & political subdivisions | $3,418,000 | 3,635 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,570,000 | 3,900 |
| Mortgage-backed securities | $1,344,000 | 5,130 |
| Certificates of participation in pools of residential mortgages | $1,344,000 | 4,616 |
| Issued or guaranteed by U.S. | $1,344,000 | 4,597 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $14,229,000 | 4,827 |
| Total debt securities | $14,229,000 | 5,437 |
| Structured notes | ||
| Amortized cost | $4,701,000 | 930 |
| Fair value | $4,645,000 | 925 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $12,672,000 | 5,788 |
| U.S. Government securities | $10,674,000 | 5,419 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,674,000 | 5,285 |
| Securities issued by states & political subdivisions | $1,998,000 | 4,363 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,399,000 | 3,497 |
| Mortgage-backed securities | $788,000 | 5,578 |
| Certificates of participation in pools of residential mortgages | $788,000 | 5,106 |
| Issued or guaranteed by U.S. | $788,000 | 5,087 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $12,672,000 | 5,106 |
| Total debt securities | $12,672,000 | 5,735 |
| Structured notes | ||
| Amortized cost | $3,393,000 | 1,194 |
| Fair value | $3,345,000 | 1,191 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $12,796,000 | 5,756 |
| U.S. Government securities | $10,787,000 | 5,373 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,787,000 | 5,229 |
| Securities issued by states & political subdivisions | $2,009,000 | 4,359 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,860,000 | 3,595 |
| Mortgage-backed securities | $319,000 | 6,070 |
| Certificates of participation in pools of residential mortgages | $319,000 | 5,667 |
| Issued or guaranteed by U.S. | $319,000 | 5,645 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $12,796,000 | 5,072 |
| Total debt securities | $12,796,000 | 5,690 |
| Structured notes | ||
| Amortized cost | $3,416,000 | 1,159 |
| Fair value | $3,386,000 | 1,158 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $13,383,000 | 5,689 |
| U.S. Government securities | $11,579,000 | 5,240 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,579,000 | 5,089 |
| Securities issued by states & political subdivisions | $1,804,000 | 4,472 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,080,000 | 3,545 |
| Mortgage-backed securities | $556,000 | 5,844 |
| Certificates of participation in pools of residential mortgages | $556,000 | 5,398 |
| Issued or guaranteed by U.S. | $556,000 | 5,372 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $13,383,000 | 4,996 |
| Total debt securities | $13,383,000 | 5,619 |
| Structured notes | ||
| Amortized cost | $3,949,000 | 1,062 |
| Fair value | $3,925,000 | 1,063 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $15,259,000 | 5,417 |
| U.S. Government securities | $14,215,000 | 4,763 |
| U.S. Treasury securities | $983,000 | 1,359 |
| U.S. Government agency obligations | $13,232,000 | 4,806 |
| Securities issued by states & political subdivisions | $1,029,000 | 5,076 |
| Other domestic debt securities | $15,000 | 3,401 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,000 | 2,850 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,714,000 | 3,066 |
| Mortgage-backed securities | $234,000 | 6,311 |
| Certificates of participation in pools of residential mortgages | $234,000 | 5,917 |
| Issued or guaranteed by U.S. | $234,000 | 5,896 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $15,259,000 | 4,754 |
| Total debt securities | $15,259,000 | 5,355 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,362 |
| Fair value | $2,454,000 | 1,395 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $14,513,000 | 5,592 |
| U.S. Government securities | $13,460,000 | 4,926 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,460,000 | 4,774 |
| Securities issued by states & political subdivisions | $1,038,000 | 5,085 |
| Other domestic debt securities | $15,000 | 3,455 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,000 | 2,929 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,800,000 | 3,015 |
| Mortgage-backed securities | $260,000 | 6,301 |
| Certificates of participation in pools of residential mortgages | $260,000 | 5,898 |
| Issued or guaranteed by U.S. | $260,000 | 5,884 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $14,513,000 | 4,901 |
| Total debt securities | $14,513,000 | 5,523 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,330 |
| Fair value | $2,487,000 | 1,347 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $13,482,000 | 5,808 |
| U.S. Government securities | $12,741,000 | 5,086 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,741,000 | 4,932 |
| Securities issued by states & political subdivisions | $726,000 | 5,418 |
| Other domestic debt securities | $15,000 | 3,522 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,000 | 3,004 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,331,000 | 3,683 |
| Mortgage-backed securities | $279,000 | 6,325 |
| Certificates of participation in pools of residential mortgages | $279,000 | 5,903 |
| Issued or guaranteed by U.S. | $279,000 | 5,890 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $13,482,000 | 5,080 |
| Total debt securities | $13,482,000 | 5,736 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,168 |
| Fair value | $3,240,000 | 1,175 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $17,296,000 | 5,200 |
| U.S. Government securities | $16,530,000 | 4,407 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $16,530,000 | 4,260 |
| Securities issued by states & political subdivisions | $751,000 | 5,428 |
| Other domestic debt securities | $15,000 | 3,625 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,000 | 3,108 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,330,000 | 3,216 |
| Mortgage-backed securities | $315,000 | 6,353 |
| Certificates of participation in pools of residential mortgages | $315,000 | 5,921 |
| Issued or guaranteed by U.S. | $315,000 | 5,909 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $17,296,000 | 4,538 |
| Total debt securities | $17,296,000 | 5,127 |
| Structured notes | ||
| Amortized cost | $3,248,000 | 1,149 |
| Fair value | $3,229,000 | 1,139 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $16,579,000 | 5,265 |
| U.S. Government securities | $15,796,000 | 4,501 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,796,000 | 4,353 |
| Securities issued by states & political subdivisions | $766,000 | 5,412 |
| Other domestic debt securities | $17,000 | 3,718 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,000 | 372 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,000 | 3,186 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,233,000 | 2,721 |
| Mortgage-backed securities | $68,000 | 6,824 |
| Certificates of participation in pools of residential mortgages | $68,000 | 6,461 |
| Issued or guaranteed by U.S. | $68,000 | 6,442 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $16,579,000 | 4,636 |
| Total debt securities | $16,579,000 | 5,184 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,641 |
| Fair value | $1,258,000 | 1,651 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $15,560,000 | 5,525 |
| U.S. Government securities | $14,756,000 | 4,737 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,756,000 | 4,598 |
| Securities issued by states & political subdivisions | $764,000 | 5,470 |
| Other domestic debt securities | $40,000 | 3,721 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,000 | 392 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,000 | 3,308 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,149,000 | 2,803 |
| Mortgage-backed securities | $77,000 | 6,839 |
| Certificates of participation in pools of residential mortgages | $77,000 | 6,487 |
| Issued or guaranteed by U.S. | $77,000 | 6,465 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $15,560,000 | 4,823 |
| Total debt securities | $15,560,000 | 5,428 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $500,000 | 2,122 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $15,135,000 | 5,521 |
| U.S. Government securities | $14,326,000 | 4,665 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $14,326,000 | 4,512 |
| Securities issued by states & political subdivisions | $765,000 | 5,503 |
| Other domestic debt securities | $44,000 | 3,827 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,000 | 407 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,000 | 3,415 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,516,000 | 3,182 |
| Mortgage-backed securities | $101,000 | 6,825 |
| Certificates of participation in pools of residential mortgages | $101,000 | 6,468 |
| Issued or guaranteed by U.S. | $101,000 | 6,442 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $15,135,000 | 4,815 |
| Total debt securities | $15,135,000 | 5,432 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $13,618,000 | 5,756 |
| U.S. Government securities | $12,697,000 | 4,948 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,697,000 | 4,788 |
| Securities issued by states & political subdivisions | $854,000 | 5,391 |
| Other domestic debt securities | $67,000 | 3,838 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,000 | 427 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $53,000 | 3,420 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,182,000 | 3,214 |
| Mortgage-backed securities | $123,000 | 6,829 |
| Certificates of participation in pools of residential mortgages | $123,000 | 6,430 |
| Issued or guaranteed by U.S. | $123,000 | 6,410 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $13,618,000 | 5,019 |
| Total debt securities | $13,618,000 | 5,659 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $13,414,000 | 5,786 |
| U.S. Government securities | $12,434,000 | 5,004 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,434,000 | 4,823 |
| Securities issued by states & political subdivisions | $907,000 | 5,272 |
| Other domestic debt securities | $73,000 | 3,892 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,000 | 434 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $53,000 | 3,464 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,391,000 | 3,006 |
| Mortgage-backed securities | $145,000 | 6,811 |
| Certificates of participation in pools of residential mortgages | $145,000 | 6,387 |
| Issued or guaranteed by U.S. | $145,000 | 6,367 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| 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) | $907,000 | 3,585 |
| Available-for-sale securities (fair market value) | $12,507,000 | 5,223 |
| Total debt securities | $13,414,000 | 5,690 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $12,177,000 | 6,027 |
| U.S. Government securities | $11,191,000 | 5,300 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,191,000 | 5,120 |
| Securities issued by states & political subdivisions | $907,000 | 5,288 |
| Other domestic debt securities | $79,000 | 3,934 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,000 | 456 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $52,000 | 3,500 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,769,000 | 3,110 |
| Mortgage-backed securities | $196,000 | 6,742 |
| Certificates of participation in pools of residential mortgages | $176,000 | 6,304 |
| Issued or guaranteed by U.S. | $176,000 | 6,283 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $20,000 | 4,318 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 4,122 |
| Privately issued | $0 | 1,253 |
| 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) | $907,000 | 3,659 |
| Available-for-sale securities (fair market value) | $11,270,000 | 5,443 |
| Total debt securities | $12,177,000 | 5,932 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $13,423,000 | 5,712 |
| U.S. Government securities | $12,514,000 | 4,894 |
| U.S. Treasury securities | $637,000 | 2,275 |
| U.S. Government agency obligations | $11,877,000 | 4,835 |
| Securities issued by states & political subdivisions | $775,000 | 5,528 |
| Other domestic debt securities | $134,000 | 3,881 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $60,000 | 489 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $74,000 | 3,470 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,783,000 | 3,001 |
| Mortgage-backed securities | $547,000 | 6,289 |
| Certificates of participation in pools of residential mortgages | $311,000 | 6,014 |
| Issued or guaranteed by U.S. | $311,000 | 5,990 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $236,000 | 4,072 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 3,892 |
| Privately issued | $0 | 1,359 |
| 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) | $775,000 | 4,011 |
| Available-for-sale securities (fair market value) | $12,648,000 | 5,022 |
| Total debt securities | $13,423,000 | 5,617 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $12,667,000 | 6,074 |
| U.S. Government securities | $11,457,000 | 5,405 |
| U.S. Treasury securities | $3,139,000 | 1,446 |
| U.S. Government agency obligations | $8,318,000 | 6,047 |
| Securities issued by states & political subdivisions | $831,000 | 5,581 |
| Other domestic debt securities | $180,000 | 3,483 |
| 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 | $180,000 | 3,048 |
| Foreign debt securities | NA | NA |
| Equity securities | $199,000 | 5,806 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,759,000 | 3,235 |
| Mortgage-backed securities | $844,000 | 5,700 |
| Certificates of participation in pools of residential mortgages | $529,000 | 5,366 |
| Issued or guaranteed by U.S. | $529,000 | 5,350 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $315,000 | 3,592 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 3,419 |
| Privately issued | $0 | 1,355 |
| 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) | $831,000 | 4,606 |
| Available-for-sale securities (fair market value) | $11,836,000 | 5,260 |
| Total debt securities | $12,468,000 | 6,007 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,970,000 | 6,789 |
| U.S. Government securities | $9,514,000 | 6,263 |
| U.S. Treasury securities | $1,251,000 | 3,335 |
| U.S. Government agency obligations | $8,263,000 | 6,148 |
| Securities issued by states & political subdivisions | $957,000 | 5,684 |
| Other domestic debt securities | $298,000 | 3,135 |
| 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 | $298,000 | 2,672 |
| Foreign debt securities | NA | NA |
| Equity securities | $201,000 | 5,688 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,232,000 | 3,095 |
| Mortgage-backed securities | $1,036,000 | 5,816 |
| Certificates of participation in pools of residential mortgages | $639,000 | 5,517 |
| Issued or guaranteed by U.S. | $639,000 | 5,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $397,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $397,000 | 3,532 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $957,000 | 4,909 |
| Available-for-sale securities (fair market value) | $10,013,000 | 5,854 |
| Total debt securities | $10,769,000 | 6,734 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $12,272,000 | 6,468 |
| U.S. Government securities | $11,120,000 | 5,742 |
| U.S. Treasury securities | $2,034,000 | 3,810 |
| U.S. Government agency obligations | $9,086,000 | 5,555 |
| Securities issued by states & political subdivisions | $561,000 | 6,459 |
| Other domestic debt securities | $390,000 | 2,910 |
| 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 | $390,000 | 2,423 |
| Foreign debt securities | NA | NA |
| Equity securities | $201,000 | 5,423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,616,000 | 3,678 |
| Mortgage-backed securities | $1,738,000 | 5,494 |
| Certificates of participation in pools of residential mortgages | $1,673,000 | 4,630 |
| Issued or guaranteed by U.S. | $1,673,000 | 4,609 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $65,000 | 4,579 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 4,375 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $561,000 | 5,808 |
| Available-for-sale securities (fair market value) | $11,711,000 | 5,333 |
| Total debt securities | $12,071,000 | 6,397 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,584,000 | 6,361 |
| U.S. Government securities | $12,567,000 | 5,658 |
| U.S. Treasury securities | $4,770,000 | 3,314 |
| U.S. Government agency obligations | $7,797,000 | 6,049 |
| Securities issued by states & political subdivisions | $665,000 | 6,423 |
| Other domestic debt securities | $150,000 | 3,060 |
| 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 | $150,000 | 2,438 |
| Foreign debt securities | NA | NA |
| Equity securities | $202,000 | 5,391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,777,000 | 4,612 |
| Mortgage-backed securities | $2,053,000 | 5,371 |
| Certificates of participation in pools of residential mortgages | $1,954,000 | 4,431 |
| Issued or guaranteed by U.S. | $1,954,000 | 4,415 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $99,000 | 4,784 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 4,582 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $665,000 | 6,611 |
| Available-for-sale securities (fair market value) | $12,919,000 | 4,949 |
| Total debt securities | $13,382,000 | 6,284 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $14,581,000 | 6,539 |
| U.S. Government securities | $13,212,000 | 5,972 |
| U.S. Treasury securities | $5,504,000 | 3,566 |
| U.S. Government agency obligations | $7,708,000 | 6,399 |
| Securities issued by states & political subdivisions | $1,167,000 | 5,837 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $202,000 | 5,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,755,000 | 5,304 |
| Mortgage-backed securities | $1,057,000 | 6,755 |
| Certificates of participation in pools of residential mortgages | $920,000 | 5,950 |
| Issued or guaranteed by U.S. | $920,000 | 5,935 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $137,000 | 5,160 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 4,941 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,167,000 | 6,875 |
| Available-for-sale securities (fair market value) | $13,414,000 | 5,085 |
| Total debt securities | $14,379,000 | 6,455 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $14,787,000 | 6,760 |
| U.S. Government securities | $12,294,000 | 6,483 |
| U.S. Treasury securities | $4,522,000 | 4,896 |
| U.S. Government agency obligations | $7,772,000 | 6,361 |
| Securities issued by states & political subdivisions | $2,493,000 | 4,391 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,813,000 | 3,879 |
| Mortgage-backed securities | $2,245,000 | 6,047 |
| Certificates of participation in pools of residential mortgages | $1,039,000 | 6,022 |
| Issued or guaranteed by U.S. | $1,039,000 | 5,990 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,206,000 | 4,027 |
| CMOs issued by government agencies or sponsored agencies | $1,206,000 | 3,878 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,522,000 | 7,003 |
| Available-for-sale securities (fair market value) | $13,265,000 | 5,228 |
| Total debt securities | $14,787,000 | 6,642 |
| Structured notes | ||
| Amortized cost | $750,000 | 3,114 |
| Fair value | $753,000 | 3,111 |
| 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 | $14,793,000 | 7,171 |
| U.S. Government securities | $12,610,000 | 6,763 |
| U.S. Treasury securities | $2,925,000 | 7,247 |
| U.S. Government agency obligations | $9,685,000 | 5,485 |
| Securities issued by states & political subdivisions | $2,183,000 | 4,954 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,997,000 | 5,352 |
| Mortgage-backed securities | $3,668,000 | 5,423 |
| Certificates of participation in pools of residential mortgages | $1,312,000 | 5,974 |
| Issued or guaranteed by U.S. | $1,312,000 | 5,947 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,356,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $2,356,000 | 3,244 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,430,000 | 9,026 |
| Available-for-sale securities (fair market value) | $11,363,000 | 4,393 |
| Total debt securities | $14,793,000 | 7,070 |
| 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 | $15,271,000 | 7,311 |
| U.S. Government securities | $14,130,000 | 6,505 |
| U.S. Treasury securities | $4,153,000 | 6,293 |
| U.S. Government agency obligations | $9,977,000 | 5,579 |
| Securities issued by states & political subdivisions | $1,141,000 | 6,548 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,057,000 | 4,585 |
| Mortgage-backed securities | $3,314,000 | 6,209 |
| Certificates of participation in pools of residential mortgages | $1,804,000 | 5,969 |
| Issued or guaranteed by U.S. | $1,804,000 | 5,918 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,510,000 | 4,439 |
| CMOs issued by government agencies or sponsored agencies | $1,510,000 | 4,248 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,271,000 | 7,157 |
| 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 | $15,801,000 | 7,129 |
| U.S. Government securities | $15,726,000 | 6,041 |
| U.S. Treasury securities | $5,317,000 | 5,561 |
| U.S. Government agency obligations | $10,409,000 | 5,379 |
| Securities issued by states & political subdivisions | $75,000 | 9,452 |
| 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 | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,961,000 | 6,057 |
| Mortgage-backed securities | $4,010,000 | 6,032 |
| Certificates of participation in pools of residential mortgages | $2,747,000 | 5,380 |
| Issued or guaranteed by U.S. | $2,747,000 | 5,323 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,263,000 | 4,709 |
| CMOs issued by government agencies or sponsored agencies | $1,263,000 | 4,345 |
| Privately issued | $0 | 3,547 |
| 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 | $15,801,000 | 7,018 |
| 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 |