Home > Southwest Bank > Securities
Southwest Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $122,602,000 | 1,474 |
| U.S. Government securities | $106,648,000 | 1,100 |
| U.S. Treasury securities | $42,461,000 | 531 |
| U.S. Government agency obligations | $64,187,000 | 1,360 |
| Securities issued by states & political subdivisions | $15,954,000 | 2,019 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,104,000 | 1,014 |
| Mortgage-backed securities | $33,877,000 | 1,600 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,877,000 | 1,088 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| 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) | $122,602,000 | 1,290 |
| Total debt securities | $122,601,000 | 1,460 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $119,925,000 | 1,486 |
| U.S. Government securities | $104,500,000 | 1,117 |
| U.S. Treasury securities | $41,559,000 | 557 |
| U.S. Government agency obligations | $62,941,000 | 1,363 |
| Securities issued by states & political subdivisions | $15,425,000 | 2,040 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,841,000 | 1,168 |
| Mortgage-backed securities | $33,488,000 | 1,585 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,488,000 | 1,087 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| 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) | $119,925,000 | 1,300 |
| Total debt securities | $119,925,000 | 1,471 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $123,231,000 | 1,502 |
| U.S. Government securities | $106,971,000 | 1,124 |
| U.S. Treasury securities | $41,852,000 | 560 |
| U.S. Government agency obligations | $65,119,000 | 1,372 |
| Securities issued by states & political subdivisions | $16,260,000 | 2,040 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,907,000 | 2,687 |
| Mortgage-backed securities | $35,493,000 | 1,574 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $35,493,000 | 1,077 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| 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) | $123,231,000 | 1,309 |
| Total debt securities | $123,232,000 | 1,486 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $127,260,000 | 1,533 |
| U.S. Government securities | $110,956,000 | 1,147 |
| U.S. Treasury securities | $44,151,000 | 576 |
| U.S. Government agency obligations | $66,805,000 | 1,365 |
| Securities issued by states & political subdivisions | $16,304,000 | 2,091 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,074,000 | 2,485 |
| Mortgage-backed securities | $37,158,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $37,158,000 | 1,083 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| 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) | $127,260,000 | 1,332 |
| Total debt securities | $127,260,000 | 1,516 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $134,891,000 | 1,487 |
| U.S. Government securities | $116,606,000 | 1,112 |
| U.S. Treasury securities | $48,674,000 | 566 |
| U.S. Government agency obligations | $67,932,000 | 1,343 |
| Securities issued by states & political subdivisions | $18,285,000 | 2,028 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,155,000 | 2,392 |
| Mortgage-backed securities | $38,528,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $38,528,000 | 1,070 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| 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) | $134,891,000 | 1,295 |
| Total debt securities | $134,891,000 | 1,472 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $135,989,000 | 1,488 |
| U.S. Government securities | $117,791,000 | 1,125 |
| U.S. Treasury securities | $48,586,000 | 578 |
| U.S. Government agency obligations | $69,205,000 | 1,340 |
| Securities issued by states & political subdivisions | $18,157,000 | 2,030 |
| Other domestic debt securities | $41,000 | 2,396 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $41,000 | 526 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,165,000 | 2,331 |
| Mortgage-backed securities | $39,811,000 | 1,543 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $39,811,000 | 1,055 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| 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) | $1,000 | 1,868 |
| Available-for-sale securities (fair market value) | $135,988,000 | 1,299 |
| Total debt securities | $135,987,000 | 1,472 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $125,877,000 | 1,591 |
| U.S. Government securities | $107,879,000 | 1,208 |
| U.S. Treasury securities | $44,481,000 | 603 |
| U.S. Government agency obligations | $63,398,000 | 1,450 |
| Securities issued by states & political subdivisions | $17,896,000 | 2,101 |
| Other domestic debt securities | $102,000 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $102,000 | 519 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,481,000 | 2,325 |
| Mortgage-backed securities | $33,276,000 | 1,757 |
| Certificates of participation in pools of residential mortgages | $33,276,000 | 1,257 |
| Issued or guaranteed by U.S. | $33,276,000 | 1,232 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| 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) | $1,000 | 1,806 |
| Available-for-sale securities (fair market value) | $125,876,000 | 1,418 |
| Total debt securities | $125,877,000 | 1,578 |
| 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 | $126,834,000 | 1,548 |
| U.S. Government securities | $107,623,000 | 1,190 |
| U.S. Treasury securities | $41,569,000 | 557 |
| U.S. Government agency obligations | $66,054,000 | 1,422 |
| Securities issued by states & political subdivisions | $19,054,000 | 2,043 |
| Other domestic debt securities | $157,000 | 2,197 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $157,000 | 520 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,062,000 | 2,236 |
| Mortgage-backed securities | $38,344,000 | 1,645 |
| Certificates of participation in pools of residential mortgages | $38,344,000 | 1,155 |
| Issued or guaranteed by U.S. | $38,344,000 | 1,137 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| 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) | $1,000 | 1,735 |
| Available-for-sale securities (fair market value) | $126,833,000 | 1,413 |
| Total debt securities | $126,832,000 | 1,536 |
| 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 | $101,409,000 | 1,766 |
| U.S. Government securities | $80,044,000 | 1,387 |
| U.S. Treasury securities | $22,246,000 | 646 |
| U.S. Government agency obligations | $57,798,000 | 1,519 |
| Securities issued by states & political subdivisions | $21,151,000 | 1,990 |
| Other domestic debt securities | $214,000 | 2,156 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $214,000 | 519 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,601,000 | 2,202 |
| Mortgage-backed securities | $35,246,000 | 1,699 |
| Certificates of participation in pools of residential mortgages | $35,246,000 | 1,214 |
| Issued or guaranteed by U.S. | $35,246,000 | 1,189 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| 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) | $1,000 | 1,662 |
| Available-for-sale securities (fair market value) | $101,408,000 | 1,637 |
| Total debt securities | $101,410,000 | 1,748 |
| 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 | $72,499,000 | 2,115 |
| U.S. Government securities | $60,193,000 | 1,611 |
| U.S. Treasury securities | $22,498,000 | 522 |
| U.S. Government agency obligations | $37,695,000 | 1,949 |
| Securities issued by states & political subdivisions | $12,054,000 | 2,514 |
| Other domestic debt securities | $252,000 | 2,081 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $252,000 | 525 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,824,000 | 2,506 |
| Mortgage-backed securities | $22,666,000 | 2,084 |
| Certificates of participation in pools of residential mortgages | $22,666,000 | 1,573 |
| Issued or guaranteed by U.S. | $22,666,000 | 1,537 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| 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) | $1,000 | 1,683 |
| Available-for-sale securities (fair market value) | $72,498,000 | 1,985 |
| Total debt securities | $72,500,000 | 2,102 |
| 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 | $65,743,000 | 2,198 |
| U.S. Government securities | $53,679,000 | 1,648 |
| U.S. Treasury securities | $17,447,000 | 542 |
| U.S. Government agency obligations | $36,232,000 | 1,958 |
| Securities issued by states & political subdivisions | $11,772,000 | 2,505 |
| Other domestic debt securities | $292,000 | 2,068 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $292,000 | 533 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,297,000 | 2,438 |
| Mortgage-backed securities | $24,237,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | $24,237,000 | 1,464 |
| Issued or guaranteed by U.S. | $24,237,000 | 1,430 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| 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) | $1,000 | 1,671 |
| Available-for-sale securities (fair market value) | $65,742,000 | 2,066 |
| Total debt securities | $65,741,000 | 2,181 |
| 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 | $50,209,000 | 2,439 |
| U.S. Government securities | $39,914,000 | 1,883 |
| U.S. Treasury securities | $19,494,000 | 380 |
| U.S. Government agency obligations | $20,420,000 | 2,487 |
| Securities issued by states & political subdivisions | $9,968,000 | 2,657 |
| Other domestic debt securities | $327,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $327,000 | 533 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,016,000 | 2,234 |
| Mortgage-backed securities | $20,420,000 | 2,069 |
| Certificates of participation in pools of residential mortgages | $20,420,000 | 1,545 |
| Issued or guaranteed by U.S. | $20,420,000 | 1,500 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| 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) | $1,000 | 1,673 |
| Available-for-sale securities (fair market value) | $50,208,000 | 2,292 |
| Total debt securities | $50,208,000 | 2,423 |
| 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 | $43,044,000 | 2,539 |
| U.S. Government securities | $32,023,000 | 2,000 |
| U.S. Treasury securities | $14,370,000 | 348 |
| U.S. Government agency obligations | $17,653,000 | 2,535 |
| Securities issued by states & political subdivisions | $10,607,000 | 2,551 |
| Other domestic debt securities | $414,000 | 1,935 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $414,000 | 500 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,808,000 | 2,095 |
| Mortgage-backed securities | $17,653,000 | 2,135 |
| Certificates of participation in pools of residential mortgages | $17,653,000 | 1,575 |
| Issued or guaranteed by U.S. | $17,653,000 | 1,536 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| 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) | $1,000 | 1,668 |
| Available-for-sale securities (fair market value) | $43,043,000 | 2,371 |
| Total debt securities | $43,044,000 | 2,515 |
| 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 | $47,016,000 | 2,314 |
| U.S. Government securities | $36,717,000 | 1,764 |
| U.S. Treasury securities | $16,438,000 | 314 |
| U.S. Government agency obligations | $20,279,000 | 2,347 |
| Securities issued by states & political subdivisions | $9,781,000 | 2,506 |
| Other domestic debt securities | $518,000 | 1,828 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $518,000 | 477 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,969,000 | 2,013 |
| Mortgage-backed securities | $20,279,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $20,279,000 | 1,401 |
| Issued or guaranteed by U.S. | $20,279,000 | 1,365 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| 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) | $1,000 | 1,671 |
| Available-for-sale securities (fair market value) | $47,015,000 | 2,160 |
| Total debt securities | $47,015,000 | 2,291 |
| 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 | $49,816,000 | 2,172 |
| U.S. Government securities | $39,984,000 | 1,679 |
| U.S. Treasury securities | $16,494,000 | 322 |
| U.S. Government agency obligations | $23,490,000 | 2,180 |
| Securities issued by states & political subdivisions | $9,832,000 | 2,442 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,147,000 | 1,954 |
| Mortgage-backed securities | $22,884,000 | 1,861 |
| Certificates of participation in pools of residential mortgages | $22,884,000 | 1,254 |
| Issued or guaranteed by U.S. | $22,884,000 | 1,219 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| 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) | $1,000 | 1,685 |
| Available-for-sale securities (fair market value) | $49,815,000 | 2,023 |
| Total debt securities | $49,815,000 | 2,151 |
| 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 | $54,052,000 | 1,992 |
| U.S. Government securities | $44,413,000 | 1,570 |
| U.S. Treasury securities | $18,513,000 | 293 |
| U.S. Government agency obligations | $25,900,000 | 2,077 |
| Securities issued by states & political subdivisions | $9,639,000 | 2,358 |
| 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 | $20,081,000 | 1,845 |
| Mortgage-backed securities | $25,193,000 | 1,766 |
| Certificates of participation in pools of residential mortgages | $25,193,000 | 1,166 |
| Issued or guaranteed by U.S. | $25,193,000 | 1,133 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| 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) | $1,000 | 1,700 |
| Available-for-sale securities (fair market value) | $54,051,000 | 1,851 |
| Total debt securities | $54,052,000 | 1,973 |
| 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 | $57,217,000 | 1,912 |
| U.S. Government securities | $45,103,000 | 1,572 |
| U.S. Treasury securities | $18,188,000 | 303 |
| U.S. Government agency obligations | $26,915,000 | 2,080 |
| Securities issued by states & political subdivisions | $12,114,000 | 2,098 |
| 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 | $6,635,000 | 2,976 |
| Mortgage-backed securities | $26,097,000 | 1,693 |
| Certificates of participation in pools of residential mortgages | $26,097,000 | 1,101 |
| Issued or guaranteed by U.S. | $26,097,000 | 1,077 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| 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) | $1,000 | 1,747 |
| Available-for-sale securities (fair market value) | $57,216,000 | 1,769 |
| Total debt securities | $57,215,000 | 1,893 |
| 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 | $61,362,000 | 1,806 |
| U.S. Government securities | $49,268,000 | 1,474 |
| U.S. Treasury securities | $20,183,000 | 276 |
| U.S. Government agency obligations | $29,085,000 | 2,003 |
| Securities issued by states & political subdivisions | $12,094,000 | 2,117 |
| 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 | $6,648,000 | 3,040 |
| Mortgage-backed securities | $28,135,000 | 1,582 |
| Certificates of participation in pools of residential mortgages | $28,135,000 | 1,012 |
| Issued or guaranteed by U.S. | $28,135,000 | 984 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| 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) | $1,000 | 1,822 |
| Available-for-sale securities (fair market value) | $61,361,000 | 1,666 |
| Total debt securities | $61,363,000 | 1,783 |
| 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 | $65,646,000 | 1,742 |
| U.S. Government securities | $52,776,000 | 1,402 |
| U.S. Treasury securities | $20,155,000 | 281 |
| U.S. Government agency obligations | $32,621,000 | 1,893 |
| Securities issued by states & political subdivisions | $12,870,000 | 2,080 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,625,000 | 2,863 |
| Mortgage-backed securities | $29,533,000 | 1,514 |
| Certificates of participation in pools of residential mortgages | $29,533,000 | 976 |
| Issued or guaranteed by U.S. | $29,533,000 | 966 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,000 | 1,867 |
| Available-for-sale securities (fair market value) | $65,645,000 | 1,607 |
| Total debt securities | $65,647,000 | 1,728 |
| 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 | $58,009,000 | 1,929 |
| U.S. Government securities | $44,966,000 | 1,595 |
| U.S. Treasury securities | $19,840,000 | 289 |
| U.S. Government agency obligations | $25,126,000 | 2,237 |
| Securities issued by states & political subdivisions | $13,043,000 | 2,124 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,471,000 | 2,915 |
| Mortgage-backed securities | $21,923,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $21,923,000 | 1,221 |
| Issued or guaranteed by U.S. | $21,923,000 | 1,207 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,000 | 1,897 |
| Available-for-sale securities (fair market value) | $58,008,000 | 1,788 |
| Total debt securities | $58,009,000 | 1,914 |
| 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 | $63,739,000 | 1,819 |
| U.S. Government securities | $50,336,000 | 1,470 |
| U.S. Treasury securities | $19,755,000 | 288 |
| U.S. Government agency obligations | $30,581,000 | 2,001 |
| Securities issued by states & political subdivisions | $13,403,000 | 2,146 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,079,000 | 3,409 |
| Mortgage-backed securities | $22,599,000 | 1,787 |
| Certificates of participation in pools of residential mortgages | $22,599,000 | 1,204 |
| Issued or guaranteed by U.S. | $22,599,000 | 1,195 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| 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) | $1,000 | 1,947 |
| Available-for-sale securities (fair market value) | $63,738,000 | 1,678 |
| Total debt securities | $63,738,000 | 1,805 |
| 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 | $66,459,000 | 1,781 |
| U.S. Government securities | $53,087,000 | 1,416 |
| U.S. Treasury securities | $21,578,000 | 266 |
| U.S. Government agency obligations | $31,509,000 | 1,985 |
| Securities issued by states & political subdivisions | $13,372,000 | 2,167 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,179,000 | 3,422 |
| Mortgage-backed securities | $23,318,000 | 1,752 |
| Certificates of participation in pools of residential mortgages | $23,318,000 | 1,188 |
| Issued or guaranteed by U.S. | $23,318,000 | 1,182 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| 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) | $1,000 | 1,984 |
| Available-for-sale securities (fair market value) | $66,458,000 | 1,636 |
| Total debt securities | $66,460,000 | 1,764 |
| 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 | $63,687,000 | 1,862 |
| U.S. Government securities | $49,729,000 | 1,485 |
| U.S. Treasury securities | $16,795,000 | 298 |
| U.S. Government agency obligations | $32,934,000 | 1,929 |
| Securities issued by states & political subdivisions | $13,958,000 | 2,161 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,305,000 | 3,429 |
| Mortgage-backed securities | $24,491,000 | 1,726 |
| Certificates of participation in pools of residential mortgages | $24,491,000 | 1,189 |
| Issued or guaranteed by U.S. | $24,491,000 | 1,153 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $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) | $1,000 | 2,014 |
| Available-for-sale securities (fair market value) | $63,686,000 | 1,714 |
| Total debt securities | $63,687,000 | 1,846 |
| 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 | $50,133,000 | 2,264 |
| U.S. Government securities | $36,100,000 | 1,943 |
| U.S. Treasury securities | $10,895,000 | 389 |
| U.S. Government agency obligations | $25,205,000 | 2,362 |
| Securities issued by states & political subdivisions | $14,033,000 | 2,192 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,448,000 | 3,454 |
| Mortgage-backed securities | $19,524,000 | 1,965 |
| Certificates of participation in pools of residential mortgages | $19,524,000 | 1,438 |
| Issued or guaranteed by U.S. | $19,524,000 | 1,434 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,000 | 2,047 |
| Available-for-sale securities (fair market value) | $50,132,000 | 2,075 |
| Total debt securities | $50,132,000 | 2,244 |
| 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 | $43,366,000 | 2,527 |
| U.S. Government securities | $27,450,000 | 2,358 |
| U.S. Treasury securities | $5,985,000 | 517 |
| U.S. Government agency obligations | $21,465,000 | 2,567 |
| Securities issued by states & political subdivisions | $15,916,000 | 2,107 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,620,000 | 3,484 |
| Mortgage-backed securities | $15,526,000 | 2,244 |
| Certificates of participation in pools of residential mortgages | $15,526,000 | 1,680 |
| Issued or guaranteed by U.S. | $15,526,000 | 1,679 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,000 | 2,080 |
| Available-for-sale securities (fair market value) | $43,365,000 | 2,331 |
| Total debt securities | $43,369,000 | 2,509 |
| 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 | $43,020,000 | 2,568 |
| U.S. Government securities | $26,793,000 | 2,413 |
| U.S. Treasury securities | $6,040,000 | 492 |
| U.S. Government agency obligations | $20,753,000 | 2,665 |
| Securities issued by states & political subdivisions | $16,227,000 | 2,112 |
| 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 | $3,797,000 | 3,858 |
| Mortgage-backed securities | $16,561,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $16,561,000 | 1,648 |
| Issued or guaranteed by U.S. | $16,561,000 | 1,646 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,000 | 2,134 |
| Available-for-sale securities (fair market value) | $43,019,000 | 2,364 |
| Total debt securities | $43,019,000 | 2,551 |
| 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 | $45,475,000 | 2,516 |
| U.S. Government securities | $27,843,000 | 2,401 |
| U.S. Treasury securities | $6,043,000 | 502 |
| U.S. Government agency obligations | $21,800,000 | 2,623 |
| Securities issued by states & political subdivisions | $17,632,000 | 2,023 |
| 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 | $3,793,000 | 3,885 |
| Mortgage-backed securities | $17,491,000 | 2,148 |
| Certificates of participation in pools of residential mortgages | $17,491,000 | 1,636 |
| Issued or guaranteed by U.S. | $17,491,000 | 1,635 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,000 | 2,165 |
| Available-for-sale securities (fair market value) | $45,474,000 | 2,305 |
| Total debt securities | $45,474,000 | 2,497 |
| 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 | $46,080,000 | 2,524 |
| U.S. Government securities | $28,610,000 | 2,383 |
| U.S. Treasury securities | $6,035,000 | 538 |
| U.S. Government agency obligations | $22,575,000 | 2,617 |
| Securities issued by states & political subdivisions | $17,470,000 | 2,042 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,291,000 | 4,032 |
| Mortgage-backed securities | $22,575,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $18,152,000 | 1,632 |
| Issued or guaranteed by U.S. | $18,152,000 | 1,632 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,423,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $4,423,000 | 1,622 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $2,000 | 2,195 |
| Available-for-sale securities (fair market value) | $46,078,000 | 2,297 |
| Total debt securities | $46,082,000 | 2,509 |
| 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 | $47,059,000 | 2,469 |
| U.S. Government securities | $29,553,000 | 2,324 |
| U.S. Treasury securities | $6,031,000 | 534 |
| U.S. Government agency obligations | $23,522,000 | 2,533 |
| Securities issued by states & political subdivisions | $17,506,000 | 2,052 |
| 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 | $3,293,000 | 4,070 |
| Mortgage-backed securities | $23,522,000 | 1,846 |
| Certificates of participation in pools of residential mortgages | $18,986,000 | 1,596 |
| Issued or guaranteed by U.S. | $18,986,000 | 1,596 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,536,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $4,536,000 | 1,577 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $2,000 | 2,220 |
| Available-for-sale securities (fair market value) | $47,057,000 | 2,249 |
| Total debt securities | $47,059,000 | 2,446 |
| 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 | $49,601,000 | 2,375 |
| U.S. Government securities | $26,958,000 | 2,466 |
| U.S. Treasury securities | $6,147,000 | 460 |
| U.S. Government agency obligations | $20,811,000 | 2,727 |
| Securities issued by states & political subdivisions | $17,998,000 | 2,022 |
| Other domestic debt securities | $4,645,000 | 912 |
| 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 | $4,645,000 | 689 |
| 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 | $4,365,000 | 3,884 |
| Mortgage-backed securities | $20,811,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $20,811,000 | 1,515 |
| Issued or guaranteed by U.S. | $20,811,000 | 1,515 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $2,000 | 2,246 |
| Available-for-sale securities (fair market value) | $49,599,000 | 2,167 |
| Total debt securities | $49,599,000 | 2,348 |
| 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 | $51,967,000 | 2,339 |
| U.S. Government securities | $28,160,000 | 2,460 |
| U.S. Treasury securities | $6,161,000 | 469 |
| U.S. Government agency obligations | $21,999,000 | 2,702 |
| Securities issued by states & political subdivisions | $19,046,000 | 1,939 |
| Other domestic debt securities | $4,761,000 | 901 |
| 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 | $4,761,000 | 668 |
| 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 | $4,376,000 | 3,950 |
| Mortgage-backed securities | $21,999,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | $21,999,000 | 1,472 |
| Issued or guaranteed by U.S. | $21,999,000 | 1,468 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $2,000 | 2,305 |
| Available-for-sale securities (fair market value) | $51,965,000 | 2,130 |
| Total debt securities | $51,969,000 | 2,313 |
| 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 | $53,215,000 | 2,321 |
| U.S. Government securities | $29,070,000 | 2,474 |
| U.S. Treasury securities | $6,122,000 | 477 |
| U.S. Government agency obligations | $22,948,000 | 2,713 |
| Securities issued by states & political subdivisions | $19,270,000 | 1,903 |
| Other domestic debt securities | $4,875,000 | 896 |
| 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 | $4,875,000 | 672 |
| 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 | $4,380,000 | 3,994 |
| Mortgage-backed securities | $22,948,000 | 1,915 |
| Certificates of participation in pools of residential mortgages | $22,948,000 | 1,426 |
| Issued or guaranteed by U.S. | $22,948,000 | 1,425 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $2,000 | 2,350 |
| Available-for-sale securities (fair market value) | $53,213,000 | 2,111 |
| Total debt securities | $53,216,000 | 2,298 |
| 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 | $50,980,000 | 2,425 |
| U.S. Government securities | $34,545,000 | 2,232 |
| U.S. Treasury securities | $6,056,000 | 511 |
| U.S. Government agency obligations | $28,489,000 | 2,430 |
| Securities issued by states & political subdivisions | $16,435,000 | 2,147 |
| 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 | $4,374,000 | 4,033 |
| Mortgage-backed securities | $28,489,000 | 1,673 |
| Certificates of participation in pools of residential mortgages | $23,589,000 | 1,404 |
| Issued or guaranteed by U.S. | $23,589,000 | 1,403 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,900,000 | 1,644 |
| CMOs issued by government agencies or sponsored agencies | $4,900,000 | 1,582 |
| 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) | $2,000 | 2,397 |
| Available-for-sale securities (fair market value) | $50,978,000 | 2,208 |
| Total debt securities | $50,979,000 | 2,403 |
| 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 | $42,369,000 | 2,773 |
| U.S. Government securities | $25,986,000 | 2,710 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $25,986,000 | 2,621 |
| Securities issued by states & political subdivisions | $16,383,000 | 2,144 |
| 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 | $4,376,000 | 4,083 |
| Mortgage-backed securities | $25,986,000 | 1,787 |
| Certificates of participation in pools of residential mortgages | $21,094,000 | 1,528 |
| Issued or guaranteed by U.S. | $21,094,000 | 1,528 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,892,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $4,892,000 | 1,606 |
| 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) | $3,000 | 2,412 |
| Available-for-sale securities (fair market value) | $42,366,000 | 2,544 |
| Total debt securities | $42,368,000 | 2,751 |
| 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 | $47,196,000 | 2,633 |
| U.S. Government securities | $27,845,000 | 2,679 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $27,845,000 | 2,589 |
| Securities issued by states & political subdivisions | $18,852,000 | 1,924 |
| Other domestic debt securities | $499,000 | 1,930 |
| 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 | $499,000 | 1,561 |
| 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 | $4,366,000 | 4,131 |
| Mortgage-backed securities | $26,850,000 | 1,804 |
| Certificates of participation in pools of residential mortgages | $21,965,000 | 1,523 |
| Issued or guaranteed by U.S. | $21,965,000 | 1,523 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,885,000 | 1,741 |
| CMOs issued by government agencies or sponsored agencies | $4,885,000 | 1,673 |
| 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) | $3,000 | 2,451 |
| Available-for-sale securities (fair market value) | $47,193,000 | 2,409 |
| Total debt securities | $47,195,000 | 2,616 |
| 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 | $48,429,000 | 2,616 |
| U.S. Government securities | $30,083,000 | 2,587 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $30,083,000 | 2,499 |
| Securities issued by states & political subdivisions | $17,846,000 | 1,986 |
| Other domestic debt securities | $500,000 | 1,965 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $500,000 | 1,570 |
| 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 | $4,376,000 | 4,197 |
| Mortgage-backed securities | $28,084,000 | 1,781 |
| Certificates of participation in pools of residential mortgages | $23,206,000 | 1,485 |
| Issued or guaranteed by U.S. | $23,206,000 | 1,485 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,878,000 | 1,777 |
| CMOs issued by government agencies or sponsored agencies | $4,878,000 | 1,711 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $3,000 | 2,465 |
| Available-for-sale securities (fair market value) | $48,426,000 | 2,387 |
| Total debt securities | $48,429,000 | 2,593 |
| 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 | $52,058,000 | 2,512 |
| U.S. Government securities | $30,851,000 | 2,571 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $30,851,000 | 2,491 |
| Securities issued by states & political subdivisions | $20,709,000 | 1,771 |
| Other domestic debt securities | $498,000 | 2,014 |
| 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 | $498,000 | 1,628 |
| 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 | $4,003,000 | 4,354 |
| Mortgage-backed securities | $23,987,000 | 2,015 |
| Certificates of participation in pools of residential mortgages | $23,987,000 | 1,465 |
| Issued or guaranteed by U.S. | $23,987,000 | 1,463 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $3,000 | 2,501 |
| Available-for-sale securities (fair market value) | $52,055,000 | 2,281 |
| Total debt securities | $52,058,000 | 2,487 |
| 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 | $57,072,000 | 2,395 |
| U.S. Government securities | $35,550,000 | 2,411 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $35,550,000 | 2,337 |
| Securities issued by states & political subdivisions | $21,021,000 | 1,763 |
| Other domestic debt securities | $501,000 | 2,052 |
| 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 | $501,000 | 1,632 |
| 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 | $4,179,000 | 4,355 |
| Mortgage-backed securities | $24,683,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $24,683,000 | 1,476 |
| Issued or guaranteed by U.S. | $24,683,000 | 1,476 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $3,000 | 2,545 |
| Available-for-sale securities (fair market value) | $57,069,000 | 2,161 |
| Total debt securities | $57,072,000 | 2,372 |
| 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 | $60,180,000 | 2,307 |
| U.S. Government securities | $37,207,000 | 2,360 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $37,207,000 | 2,293 |
| Securities issued by states & political subdivisions | $22,472,000 | 1,668 |
| Other domestic debt securities | $501,000 | 2,088 |
| 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 | $501,000 | 1,671 |
| 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 | $4,172,000 | 4,409 |
| Mortgage-backed securities | $30,700,000 | 1,808 |
| Certificates of participation in pools of residential mortgages | $25,843,000 | 1,462 |
| Issued or guaranteed by U.S. | $25,843,000 | 1,462 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,857,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $4,857,000 | 1,792 |
| 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) | $4,000 | 2,574 |
| Available-for-sale securities (fair market value) | $60,176,000 | 2,079 |
| Total debt securities | $60,180,000 | 2,287 |
| 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 | $72,087,000 | 2,019 |
| U.S. Government securities | $48,019,000 | 1,954 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $48,019,000 | 1,896 |
| Securities issued by states & political subdivisions | $22,557,000 | 1,657 |
| Other domestic debt securities | $1,511,000 | 1,622 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,511,000 | 1,262 |
| 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 | $4,028,000 | 4,462 |
| Mortgage-backed securities | $24,636,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $24,636,000 | 1,518 |
| Issued or guaranteed by U.S. | $24,636,000 | 1,517 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $4,000 | 2,596 |
| Available-for-sale securities (fair market value) | $72,083,000 | 1,821 |
| Total debt securities | $72,086,000 | 1,996 |
| 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 | $66,937,000 | 2,126 |
| U.S. Government securities | $41,191,000 | 2,209 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $41,191,000 | 2,141 |
| Securities issued by states & political subdivisions | $24,226,000 | 1,561 |
| Other domestic debt securities | $1,520,000 | 1,656 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,520,000 | 1,278 |
| 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 | $4,031,000 | 4,454 |
| Mortgage-backed securities | $20,838,000 | 2,279 |
| Certificates of participation in pools of residential mortgages | $20,838,000 | 1,711 |
| Issued or guaranteed by U.S. | $20,838,000 | 1,710 |
| 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) | $4,000 | 2,618 |
| Available-for-sale securities (fair market value) | $66,933,000 | 1,912 |
| Total debt securities | $66,937,000 | 2,101 |
| 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 | $48,830,000 | 2,755 |
| U.S. Government securities | $30,192,000 | 2,760 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,192,000 | 2,690 |
| Securities issued by states & political subdivisions | $16,608,000 | 2,137 |
| Other domestic debt securities | $2,030,000 | 1,534 |
| 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 | $2,030,000 | 1,179 |
| 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 | $4,043,000 | 4,491 |
| Mortgage-backed securities | $15,649,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $15,649,000 | 2,106 |
| Issued or guaranteed by U.S. | $15,649,000 | 2,104 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $4,000 | 2,626 |
| Available-for-sale securities (fair market value) | $48,826,000 | 2,505 |
| Total debt securities | $48,828,000 | 2,731 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $45,953,000 | 2,859 |
| U.S. Government securities | $28,784,000 | 2,846 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $28,784,000 | 2,780 |
| Securities issued by states & political subdivisions | $14,630,000 | 2,312 |
| Other domestic debt securities | $2,539,000 | 1,424 |
| 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 | $2,539,000 | 1,078 |
| 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 | $4,049,000 | 4,506 |
| Mortgage-backed securities | $13,751,000 | 2,832 |
| Certificates of participation in pools of residential mortgages | $13,751,000 | 2,252 |
| Issued or guaranteed by U.S. | $13,751,000 | 2,251 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $5,000 | 2,572 |
| Available-for-sale securities (fair market value) | $45,948,000 | 2,626 |
| Total debt securities | $45,952,000 | 2,831 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $49,692,000 | 2,714 |
| U.S. Government securities | $31,827,000 | 2,704 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $31,827,000 | 2,642 |
| Securities issued by states & political subdivisions | $14,276,000 | 2,333 |
| Other domestic debt securities | $3,589,000 | 1,227 |
| 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 | $3,589,000 | 884 |
| 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 | $4,085,000 | 4,527 |
| Mortgage-backed securities | $15,275,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | $15,275,000 | 2,150 |
| Issued or guaranteed by U.S. | $15,275,000 | 2,150 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $5,000 | 2,577 |
| Available-for-sale securities (fair market value) | $49,687,000 | 2,511 |
| Total debt securities | $49,691,000 | 2,687 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $47,477,000 | 2,741 |
| U.S. Government securities | $29,615,000 | 2,758 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $29,615,000 | 2,692 |
| Securities issued by states & political subdivisions | $14,252,000 | 2,297 |
| Other domestic debt securities | $3,610,000 | 1,197 |
| 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 | $3,610,000 | 855 |
| 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 | $4,117,000 | 4,508 |
| Mortgage-backed securities | $14,988,000 | 2,781 |
| Certificates of participation in pools of residential mortgages | $14,988,000 | 2,150 |
| Issued or guaranteed by U.S. | $14,988,000 | 2,148 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $5,000 | 2,608 |
| Available-for-sale securities (fair market value) | $47,472,000 | 2,532 |
| Total debt securities | $47,477,000 | 2,712 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $42,754,000 | 3,001 |
| U.S. Government securities | $26,357,000 | 3,027 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,357,000 | 2,972 |
| Securities issued by states & political subdivisions | $10,743,000 | 2,695 |
| Other domestic debt securities | $5,654,000 | 983 |
| 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 | $5,654,000 | 690 |
| 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 | $3,829,000 | 4,667 |
| Mortgage-backed securities | $16,813,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | $16,813,000 | 2,093 |
| Issued or guaranteed by U.S. | $16,813,000 | 2,092 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $6,000 | 2,660 |
| Available-for-sale securities (fair market value) | $42,748,000 | 2,772 |
| Total debt securities | $42,753,000 | 2,977 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,551 |
| Fair value | $1,506,000 | 1,561 |
| 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 | $38,281,000 | 3,227 |
| U.S. Government securities | $24,647,000 | 3,218 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $24,647,000 | 3,151 |
| Securities issued by states & political subdivisions | $7,973,000 | 3,075 |
| Other domestic debt securities | $5,661,000 | 1,002 |
| 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 | $5,661,000 | 695 |
| 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 | $3,894,000 | 4,675 |
| Mortgage-backed securities | $18,212,000 | 2,672 |
| Certificates of participation in pools of residential mortgages | $18,212,000 | 2,016 |
| Issued or guaranteed by U.S. | $18,212,000 | 2,016 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $6,000 | 2,687 |
| Available-for-sale securities (fair market value) | $38,275,000 | 2,984 |
| Total debt securities | $38,281,000 | 3,208 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,729 |
| Fair value | $1,503,000 | 1,758 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $39,229,000 | 3,205 |
| U.S. Government securities | $27,441,000 | 3,052 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $27,441,000 | 2,996 |
| Securities issued by states & political subdivisions | $6,066,000 | 3,365 |
| Other domestic debt securities | $5,722,000 | 987 |
| 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 | $5,722,000 | 685 |
| 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 | $5,937,000 | 4,152 |
| Mortgage-backed securities | $17,419,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $17,419,000 | 2,072 |
| Issued or guaranteed by U.S. | $17,419,000 | 2,070 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $6,000 | 2,750 |
| Available-for-sale securities (fair market value) | $39,223,000 | 2,953 |
| Total debt securities | $39,228,000 | 3,176 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 1,118 |
| Fair value | $4,546,000 | 1,103 |
| 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 | $48,447,000 | 2,659 |
| U.S. Government securities | $36,605,000 | 2,393 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $36,605,000 | 2,335 |
| Securities issued by states & political subdivisions | $5,665,000 | 3,424 |
| Other domestic debt securities | $6,177,000 | 946 |
| 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 | $6,177,000 | 604 |
| 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 | $7,003,000 | 3,732 |
| Mortgage-backed securities | $14,530,000 | 2,923 |
| Certificates of participation in pools of residential mortgages | $14,530,000 | 2,223 |
| Issued or guaranteed by U.S. | $14,530,000 | 2,217 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $6,000 | 2,869 |
| Available-for-sale securities (fair market value) | $48,441,000 | 2,414 |
| Total debt securities | $48,446,000 | 2,634 |
| Structured notes | ||
| Amortized cost | $17,528,000 | 321 |
| Fair value | $17,600,000 | 321 |
| 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 | $44,530,000 | 2,767 |
| U.S. Government securities | $34,030,000 | 2,489 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $34,030,000 | 2,428 |
| Securities issued by states & political subdivisions | $4,256,000 | 3,715 |
| Other domestic debt securities | $6,244,000 | 919 |
| 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 | $6,244,000 | 571 |
| 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 | $7,044,000 | 3,708 |
| Mortgage-backed securities | $13,971,000 | 2,906 |
| Certificates of participation in pools of residential mortgages | $13,971,000 | 2,206 |
| Issued or guaranteed by U.S. | $13,971,000 | 2,199 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $7,000 | 2,900 |
| Available-for-sale securities (fair market value) | $44,523,000 | 2,523 |
| Total debt securities | $44,530,000 | 2,741 |
| Structured notes | ||
| Amortized cost | $19,524,000 | 276 |
| Fair value | $19,592,000 | 277 |
| 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 | $45,904,000 | 2,718 |
| U.S. Government securities | $37,551,000 | 2,347 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $37,551,000 | 2,282 |
| Securities issued by states & political subdivisions | $2,082,000 | 4,417 |
| Other domestic debt securities | $6,271,000 | 894 |
| 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 | $6,271,000 | 526 |
| 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 | $7,315,000 | 3,703 |
| Mortgage-backed securities | $12,886,000 | 2,976 |
| Certificates of participation in pools of residential mortgages | $12,886,000 | 2,264 |
| Issued or guaranteed by U.S. | $12,886,000 | 2,259 |
| 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) | $7,000 | 2,956 |
| Available-for-sale securities (fair market value) | $45,897,000 | 2,475 |
| Total debt securities | $45,904,000 | 2,698 |
| Structured notes | ||
| Amortized cost | $23,797,000 | 256 |
| Fair value | $23,645,000 | 257 |
| 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 | $50,245,000 | 2,513 |
| U.S. Government securities | $41,942,000 | 2,132 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $41,942,000 | 2,067 |
| Securities issued by states & political subdivisions | $2,041,000 | 4,409 |
| Other domestic debt securities | $6,262,000 | 938 |
| 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 | $6,262,000 | 530 |
| 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 | $7,183,000 | 3,728 |
| Mortgage-backed securities | $13,821,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | $13,821,000 | 2,106 |
| Issued or guaranteed by U.S. | $13,821,000 | 2,102 |
| 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) | $7,000 | 2,973 |
| Available-for-sale securities (fair market value) | $50,238,000 | 2,273 |
| Total debt securities | $50,244,000 | 2,491 |
| Structured notes | ||
| Amortized cost | $27,796,000 | 234 |
| Fair value | $27,097,000 | 235 |
| 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 | $46,558,000 | 2,563 |
| U.S. Government securities | $37,704,000 | 2,209 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $37,704,000 | 2,137 |
| Securities issued by states & political subdivisions | $2,028,000 | 4,397 |
| Other domestic debt securities | $6,826,000 | 953 |
| 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 | $6,826,000 | 494 |
| 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 | $7,291,000 | 3,664 |
| Mortgage-backed securities | $15,067,000 | 2,607 |
| Certificates of participation in pools of residential mortgages | $15,067,000 | 1,914 |
| Issued or guaranteed by U.S. | $15,067,000 | 1,908 |
| 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) | $8,000 | 2,997 |
| Available-for-sale securities (fair market value) | $46,550,000 | 2,304 |
| Total debt securities | $46,557,000 | 2,537 |
| Structured notes | ||
| Amortized cost | $19,349,000 | 337 |
| Fair value | $18,592,000 | 350 |
| 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 | $41,586,000 | 2,776 |
| U.S. Government securities | $33,493,000 | 2,402 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $33,493,000 | 2,320 |
| Securities issued by states & political subdivisions | $2,132,000 | 4,283 |
| Other domestic debt securities | $5,961,000 | 1,044 |
| 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 | $5,961,000 | 539 |
| 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 | $10,528,000 | 3,135 |
| Mortgage-backed securities | $17,003,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $17,003,000 | 1,724 |
| Issued or guaranteed by U.S. | $17,003,000 | 1,719 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $8,000 | 3,072 |
| Available-for-sale securities (fair market value) | $41,578,000 | 2,491 |
| Total debt securities | $41,586,000 | 2,748 |
| Structured notes | ||
| Amortized cost | $7,350,000 | 825 |
| Fair value | $7,385,000 | 825 |
| 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 | $37,707,000 | 2,962 |
| U.S. Government securities | $31,030,000 | 2,615 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $31,030,000 | 2,533 |
| Securities issued by states & political subdivisions | $1,802,000 | 4,405 |
| Other domestic debt securities | $4,875,000 | 1,161 |
| 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 | $4,875,000 | 582 |
| 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 | $9,838,000 | 3,265 |
| Mortgage-backed securities | $15,430,000 | 2,533 |
| Certificates of participation in pools of residential mortgages | $15,430,000 | 1,865 |
| Issued or guaranteed by U.S. | $15,430,000 | 1,858 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $8,000 | 3,141 |
| Available-for-sale securities (fair market value) | $37,699,000 | 2,667 |
| Total debt securities | $37,707,000 | 2,935 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 1,086 |
| Fair value | $5,524,000 | 1,096 |
| 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 | $38,372,000 | 2,950 |
| U.S. Government securities | $31,702,000 | 2,599 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $31,702,000 | 2,532 |
| Securities issued by states & political subdivisions | $1,808,000 | 4,389 |
| Other domestic debt securities | $4,862,000 | 1,200 |
| 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 | $4,862,000 | 601 |
| 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 | $9,852,000 | 3,348 |
| Mortgage-backed securities | $16,658,000 | 2,501 |
| Certificates of participation in pools of residential mortgages | $16,658,000 | 1,850 |
| Issued or guaranteed by U.S. | $16,658,000 | 1,847 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $8,000 | 3,187 |
| Available-for-sale securities (fair market value) | $38,364,000 | 2,645 |
| Total debt securities | $38,371,000 | 2,926 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,740 |
| Fair value | $2,001,000 | 1,790 |
| 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 | $44,721,000 | 2,614 |
| U.S. Government securities | $38,071,000 | 2,197 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $38,071,000 | 2,134 |
| Securities issued by states & political subdivisions | $1,797,000 | 4,428 |
| Other domestic debt securities | $4,853,000 | 1,252 |
| 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 | $4,853,000 | 618 |
| 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 | $9,696,000 | 3,388 |
| Mortgage-backed securities | $18,022,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $18,022,000 | 1,820 |
| Issued or guaranteed by U.S. | $18,022,000 | 1,814 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $9,000 | 3,252 |
| Available-for-sale securities (fair market value) | $44,712,000 | 2,326 |
| Total debt securities | $44,722,000 | 2,589 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,485 |
| Fair value | $2,009,000 | 1,492 |
| 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 | $47,601,000 | 2,482 |
| U.S. Government securities | $40,450,000 | 2,080 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $40,450,000 | 2,018 |
| Securities issued by states & political subdivisions | $1,867,000 | 4,433 |
| Other domestic debt securities | $5,284,000 | 1,259 |
| 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 | $5,284,000 | 616 |
| 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 | $11,088,000 | 3,163 |
| Mortgage-backed securities | $14,722,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | $14,722,000 | 2,150 |
| Issued or guaranteed by U.S. | $14,722,000 | 2,139 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $9,000 | 3,344 |
| Available-for-sale securities (fair market value) | $47,592,000 | 2,195 |
| Total debt securities | $47,601,000 | 2,448 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $2,010,000 | 1,108 |
| 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 | $49,356,000 | 2,348 |
| U.S. Government securities | $42,566,000 | 1,934 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $42,566,000 | 1,890 |
| Securities issued by states & political subdivisions | $1,754,000 | 4,464 |
| Other domestic debt securities | $5,036,000 | 1,329 |
| 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 | $5,036,000 | 668 |
| 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 | $10,892,000 | 3,203 |
| Mortgage-backed securities | $15,803,000 | 2,690 |
| Certificates of participation in pools of residential mortgages | $15,803,000 | 2,104 |
| Issued or guaranteed by U.S. | $15,803,000 | 2,092 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $9,000 | 3,394 |
| Available-for-sale securities (fair market value) | $49,347,000 | 2,067 |
| Total debt securities | $49,355,000 | 2,314 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 744 |
| Fair value | $2,001,000 | 761 |
| 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 | $52,457,000 | 2,236 |
| U.S. Government securities | $50,217,000 | 1,676 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $50,217,000 | 1,640 |
| Securities issued by states & political subdivisions | $1,773,000 | 4,381 |
| Other domestic debt securities | $467,000 | 2,797 |
| 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 | $467,000 | 1,998 |
| 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 | $11,761,000 | 3,127 |
| Mortgage-backed securities | $23,358,000 | 2,162 |
| Certificates of participation in pools of residential mortgages | $23,358,000 | 1,612 |
| Issued or guaranteed by U.S. | $23,358,000 | 1,600 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,000 | 3,427 |
| Available-for-sale securities (fair market value) | $52,447,000 | 1,967 |
| Total debt securities | $52,447,000 | 2,212 |
| 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 | $47,444,000 | 2,421 |
| U.S. Government securities | $45,709,000 | 1,845 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $45,709,000 | 1,814 |
| Securities issued by states & political subdivisions | $1,735,000 | 4,357 |
| 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 | $13,299,000 | 2,945 |
| Mortgage-backed securities | $22,555,000 | 2,174 |
| Certificates of participation in pools of residential mortgages | $22,555,000 | 1,629 |
| Issued or guaranteed by U.S. | $22,555,000 | 1,620 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,000 | 3,443 |
| Available-for-sale securities (fair market value) | $47,434,000 | 2,135 |
| Total debt securities | $47,444,000 | 2,389 |
| 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 | $48,050,000 | 2,339 |
| U.S. Government securities | $46,330,000 | 1,770 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $46,330,000 | 1,741 |
| Securities issued by states & political subdivisions | $1,720,000 | 4,363 |
| 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 | $12,384,000 | 3,075 |
| Mortgage-backed securities | $21,686,000 | 2,139 |
| Certificates of participation in pools of residential mortgages | $21,686,000 | 1,607 |
| Issued or guaranteed by U.S. | $21,686,000 | 1,597 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,000 | 3,475 |
| Available-for-sale securities (fair market value) | $48,039,000 | 2,046 |
| Total debt securities | $48,050,000 | 2,311 |
| 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 | $48,671,000 | 2,371 |
| U.S. Government securities | $46,953,000 | 1,767 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $46,953,000 | 1,738 |
| Securities issued by states & political subdivisions | $1,718,000 | 4,398 |
| 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 | $7,166,000 | 3,945 |
| Mortgage-backed securities | $22,424,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $22,424,000 | 1,549 |
| Issued or guaranteed by U.S. | $22,424,000 | 1,541 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,000 | 3,504 |
| Available-for-sale securities (fair market value) | $48,660,000 | 2,087 |
| Total debt securities | $48,671,000 | 2,321 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| 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 | $50,937,000 | 2,272 |
| U.S. Government securities | $49,169,000 | 1,687 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $49,169,000 | 1,658 |
| Securities issued by states & political subdivisions | $1,768,000 | 4,378 |
| 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 | $7,506,000 | 3,848 |
| Mortgage-backed securities | $21,785,000 | 2,047 |
| Certificates of participation in pools of residential mortgages | $21,785,000 | 1,524 |
| Issued or guaranteed by U.S. | $21,785,000 | 1,512 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,000 | 3,536 |
| Available-for-sale securities (fair market value) | $50,926,000 | 1,999 |
| Total debt securities | $50,937,000 | 2,217 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| 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 | $52,060,000 | 2,213 |
| U.S. Government securities | $50,322,000 | 1,664 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $50,322,000 | 1,631 |
| Securities issued by states & political subdivisions | $1,738,000 | 4,402 |
| 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 | $1,221,000 | 6,051 |
| Mortgage-backed securities | $22,471,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $22,471,000 | 1,288 |
| Issued or guaranteed by U.S. | $22,471,000 | 1,278 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,000 | 3,590 |
| Available-for-sale securities (fair market value) | $52,048,000 | 1,934 |
| Total debt securities | $52,060,000 | 2,169 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $44,260,000 | 2,560 |
| U.S. Government securities | $42,553,000 | 1,966 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $42,553,000 | 1,923 |
| Securities issued by states & political subdivisions | $1,707,000 | 4,430 |
| 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 | $2,010,000 | 5,675 |
| Mortgage-backed securities | $14,189,000 | 2,245 |
| Certificates of participation in pools of residential mortgages | $14,189,000 | 1,697 |
| Issued or guaranteed by U.S. | $14,189,000 | 1,687 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,000 | 3,646 |
| Available-for-sale securities (fair market value) | $44,248,000 | 2,234 |
| Total debt securities | $44,260,000 | 2,518 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $46,646,000 | 2,420 |
| U.S. Government securities | $44,469,000 | 1,897 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $44,469,000 | 1,845 |
| Securities issued by states & political subdivisions | $1,677,000 | 4,453 |
| Other domestic debt securities | $500,000 | 2,274 |
| 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 | $500,000 | 1,652 |
| 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 | $1,978,000 | 5,766 |
| Mortgage-backed securities | $14,545,000 | 2,155 |
| Certificates of participation in pools of residential mortgages | $14,545,000 | 1,625 |
| Issued or guaranteed by U.S. | $14,545,000 | 1,619 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,000 | 3,688 |
| Available-for-sale securities (fair market value) | $46,634,000 | 2,099 |
| Total debt securities | $46,645,000 | 2,381 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $46,925,000 | 2,432 |
| U.S. Government securities | $44,434,000 | 1,926 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $44,434,000 | 1,867 |
| Securities issued by states & political subdivisions | $1,491,000 | 4,588 |
| Other domestic debt securities | $1,000,000 | 1,912 |
| 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 | $1,000,000 | 1,357 |
| 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 | $2,004,000 | 5,734 |
| Mortgage-backed securities | $14,118,000 | 2,189 |
| Certificates of participation in pools of residential mortgages | $14,118,000 | 1,666 |
| Issued or guaranteed by U.S. | $14,118,000 | 1,660 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,000 | 3,758 |
| Available-for-sale securities (fair market value) | $46,912,000 | 2,109 |
| Total debt securities | $46,926,000 | 2,384 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $43,421,000 | 2,623 |
| U.S. Government securities | $40,928,000 | 2,081 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $40,928,000 | 2,022 |
| Securities issued by states & political subdivisions | $1,492,000 | 4,599 |
| Other domestic debt securities | $1,001,000 | 1,913 |
| 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 | $1,001,000 | 1,367 |
| 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 | $2,000,000 | 5,744 |
| Mortgage-backed securities | $14,649,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | $14,649,000 | 1,625 |
| Issued or guaranteed by U.S. | $14,649,000 | 1,618 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,000 | 3,843 |
| Available-for-sale securities (fair market value) | $43,407,000 | 2,278 |
| Total debt securities | $43,422,000 | 2,586 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $38,092,000 | 2,944 |
| U.S. Government securities | $37,095,000 | 2,316 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $37,095,000 | 2,249 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $997,000 | 1,959 |
| 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 | $997,000 | 1,425 |
| 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 | $1,977,000 | 5,832 |
| Mortgage-backed securities | $10,327,000 | 2,601 |
| Certificates of participation in pools of residential mortgages | $10,327,000 | 2,063 |
| Issued or guaranteed by U.S. | $10,327,000 | 2,051 |
| 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) | $15,000 | 3,927 |
| Available-for-sale securities (fair market value) | $38,077,000 | 2,536 |
| Total debt securities | $38,094,000 | 2,906 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $35,391,000 | 3,107 |
| U.S. Government securities | $34,403,000 | 2,479 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $34,403,000 | 2,404 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $988,000 | 1,996 |
| 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 | $988,000 | 1,478 |
| 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 | $1,956,000 | 5,874 |
| Mortgage-backed securities | $10,888,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $10,888,000 | 1,994 |
| Issued or guaranteed by U.S. | $10,888,000 | 1,983 |
| 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) | $17,000 | 3,972 |
| Available-for-sale securities (fair market value) | $35,374,000 | 2,681 |
| Total debt securities | $35,392,000 | 3,066 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $33,242,000 | 3,287 |
| U.S. Government securities | $32,266,000 | 2,631 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $32,266,000 | 2,556 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $976,000 | 2,062 |
| 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 | $976,000 | 1,561 |
| 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 | $1,976,000 | 5,843 |
| Mortgage-backed securities | $11,557,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $11,557,000 | 1,959 |
| Issued or guaranteed by U.S. | $11,557,000 | 1,948 |
| 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) | $19,000 | 4,033 |
| Available-for-sale securities (fair market value) | $33,223,000 | 2,836 |
| Total debt securities | $33,241,000 | 3,234 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $34,764,000 | 3,163 |
| U.S. Government securities | $33,814,000 | 2,510 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $33,814,000 | 2,430 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $950,000 | 2,174 |
| 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 | $950,000 | 1,695 |
| 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 | $1,981,000 | 5,848 |
| Mortgage-backed securities | $12,064,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $12,064,000 | 1,925 |
| Issued or guaranteed by U.S. | $12,064,000 | 1,912 |
| 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) | $20,000 | 4,112 |
| Available-for-sale securities (fair market value) | $34,744,000 | 2,730 |
| Total debt securities | $34,764,000 | 3,118 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $24,659,000 | 4,039 |
| U.S. Government securities | $23,651,000 | 3,331 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $23,651,000 | 3,207 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,008,000 | 2,100 |
| 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 | $1,008,000 | 1,635 |
| 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 | $1,997,000 | 5,855 |
| Mortgage-backed securities | $10,862,000 | 2,610 |
| Certificates of participation in pools of residential mortgages | $10,862,000 | 2,089 |
| Issued or guaranteed by U.S. | $10,862,000 | 2,078 |
| 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) | $23,000 | 4,165 |
| Available-for-sale securities (fair market value) | $24,636,000 | 3,491 |
| Total debt securities | $24,669,000 | 3,981 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $25,815,000 | 3,968 |
| U.S. Government securities | $24,810,000 | 3,256 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $24,810,000 | 3,136 |
| Securities issued by states & political subdivisions | $5,000 | 6,453 |
| Other domestic debt securities | $1,000,000 | 2,197 |
| 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 | $1,000,000 | 1,752 |
| 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 | $2,013,000 | 5,816 |
| Mortgage-backed securities | $11,928,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $11,928,000 | 2,041 |
| Issued or guaranteed by U.S. | $11,928,000 | 2,029 |
| 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) | $30,000 | 4,190 |
| Available-for-sale securities (fair market value) | $25,785,000 | 3,439 |
| Total debt securities | $25,815,000 | 3,897 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| 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 | $20,664,000 | 4,634 |
| U.S. Government securities | $19,666,000 | 3,921 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,666,000 | 3,783 |
| Securities issued by states & political subdivisions | $5,000 | 6,502 |
| Other domestic debt securities | $993,000 | 2,288 |
| 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 | $993,000 | 1,875 |
| 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 | $2,005,000 | 5,890 |
| Mortgage-backed securities | $11,826,000 | 2,637 |
| Certificates of participation in pools of residential mortgages | $11,826,000 | 2,099 |
| Issued or guaranteed by U.S. | $11,826,000 | 2,089 |
| 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) | $32,000 | 4,251 |
| Available-for-sale securities (fair market value) | $20,632,000 | 4,022 |
| Total debt securities | $20,664,000 | 4,569 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| 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 | $21,578,000 | 4,521 |
| U.S. Government securities | $20,525,000 | 3,816 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,525,000 | 3,678 |
| Securities issued by states & political subdivisions | $5,000 | 6,545 |
| Other domestic debt securities | $1,048,000 | 2,228 |
| 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 | $1,048,000 | 1,821 |
| 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 | $2,031,000 | 5,856 |
| Mortgage-backed securities | $12,578,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $12,578,000 | 2,049 |
| Issued or guaranteed by U.S. | $12,578,000 | 2,040 |
| 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) | $34,000 | 4,317 |
| Available-for-sale securities (fair market value) | $21,544,000 | 3,933 |
| Total debt securities | $21,577,000 | 4,449 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| 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 | $18,327,000 | 4,952 |
| U.S. Government securities | $17,251,000 | 4,206 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $17,251,000 | 4,070 |
| Securities issued by states & political subdivisions | $5,000 | 6,592 |
| Other domestic debt securities | $1,071,000 | 2,244 |
| 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 | $1,071,000 | 1,868 |
| 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 | $2,047,000 | 5,862 |
| Mortgage-backed securities | $10,252,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $10,252,000 | 2,340 |
| Issued or guaranteed by U.S. | $10,252,000 | 2,330 |
| 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) | $38,000 | 4,361 |
| Available-for-sale securities (fair market value) | $18,289,000 | 4,309 |
| Total debt securities | $18,327,000 | 4,889 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| 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 | $17,603,000 | 5,154 |
| U.S. Government securities | $16,542,000 | 4,406 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $16,542,000 | 4,259 |
| Securities issued by states & political subdivisions | $5,000 | 6,636 |
| Other domestic debt securities | $1,056,000 | 2,346 |
| 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 | $1,056,000 | 1,971 |
| 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 | $1,032,000 | 6,501 |
| Mortgage-backed securities | $8,678,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $8,678,000 | 2,586 |
| Issued or guaranteed by U.S. | $8,678,000 | 2,579 |
| 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) | $40,000 | 4,412 |
| Available-for-sale securities (fair market value) | $17,563,000 | 4,505 |
| Total debt securities | $17,604,000 | 5,079 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| 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 | $15,744,000 | 5,420 |
| U.S. Government securities | $15,739,000 | 4,510 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,739,000 | 4,361 |
| Securities issued by states & political subdivisions | $5,000 | 6,632 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| 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 | $2,056,000 | 5,843 |
| Mortgage-backed securities | $8,638,000 | 3,255 |
| Certificates of participation in pools of residential mortgages | $8,638,000 | 2,634 |
| Issued or guaranteed by U.S. | $8,638,000 | 2,623 |
| 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) | $44,000 | 4,448 |
| Available-for-sale securities (fair market value) | $15,700,000 | 4,767 |
| Total debt securities | $15,743,000 | 5,338 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| 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 | $16,127,000 | 5,424 |
| U.S. Government securities | $16,022,000 | 4,506 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $16,022,000 | 4,356 |
| Securities issued by states & political subdivisions | $105,000 | 6,529 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| 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 | $2,058,000 | 5,807 |
| Mortgage-backed securities | $8,985,000 | 3,183 |
| Certificates of participation in pools of residential mortgages | $8,985,000 | 2,583 |
| Issued or guaranteed by U.S. | $8,985,000 | 2,571 |
| 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) | $146,000 | 4,288 |
| Available-for-sale securities (fair market value) | $15,981,000 | 4,754 |
| Total debt securities | $16,126,000 | 5,333 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| 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 | $13,427,000 | 5,828 |
| U.S. Government securities | $13,322,000 | 4,857 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,322,000 | 4,706 |
| Securities issued by states & political subdivisions | $105,000 | 6,572 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| 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 | $1,054,000 | 6,475 |
| Mortgage-backed securities | $7,286,000 | 3,482 |
| Certificates of participation in pools of residential mortgages | $7,286,000 | 2,880 |
| Issued or guaranteed by U.S. | $7,286,000 | 2,867 |
| 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) | $151,000 | 4,300 |
| Available-for-sale securities (fair market value) | $13,276,000 | 5,130 |
| Total debt securities | $13,427,000 | 5,740 |
| 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 | $7,724,000 | 7,013 |
| U.S. Government securities | $7,609,000 | 6,223 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,609,000 | 6,046 |
| Securities issued by states & political subdivisions | $115,000 | 6,560 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| 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 | $1,060,000 | 6,488 |
| Mortgage-backed securities | $3,529,000 | 4,602 |
| Certificates of participation in pools of residential mortgages | $3,529,000 | 3,929 |
| Issued or guaranteed by U.S. | $3,529,000 | 3,918 |
| 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) | $164,000 | 4,323 |
| Available-for-sale securities (fair market value) | $7,560,000 | 6,285 |
| Total debt securities | $7,723,000 | 6,916 |
| 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 | $4,750,000 | 7,886 |
| U.S. Government securities | $4,535,000 | 7,318 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,535,000 | 7,115 |
| Securities issued by states & political subdivisions | $215,000 | 6,335 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| 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 | $1,067,000 | 6,515 |
| Mortgage-backed securities | $489,000 | 6,357 |
| Certificates of participation in pools of residential mortgages | $489,000 | 5,871 |
| Issued or guaranteed by U.S. | $489,000 | 5,852 |
| 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) | $271,000 | 4,232 |
| Available-for-sale securities (fair market value) | $4,479,000 | 7,113 |
| Total debt securities | $4,750,000 | 7,811 |
| 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 | $4,797,000 | 7,885 |
| U.S. Government securities | $4,581,000 | 7,316 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,581,000 | 7,110 |
| Securities issued by states & political subdivisions | $216,000 | 6,343 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| 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 | $1,078,000 | 6,517 |
| Mortgage-backed securities | $545,000 | 6,294 |
| Certificates of participation in pools of residential mortgages | $545,000 | 5,774 |
| Issued or guaranteed by U.S. | $545,000 | 5,755 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $285,000 | 4,281 |
| Available-for-sale securities (fair market value) | $4,512,000 | 7,093 |
| Total debt securities | $4,797,000 | 7,804 |
| 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 | $2,081,000 | 8,827 |
| U.S. Government securities | $1,822,000 | 8,581 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,822,000 | 8,380 |
| Securities issued by states & political subdivisions | $259,000 | 6,393 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| 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 | $1,105,000 | 6,618 |
| Mortgage-backed securities | $814,000 | 6,052 |
| Certificates of participation in pools of residential mortgages | $814,000 | 5,384 |
| Issued or guaranteed by U.S. | $814,000 | 5,365 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $364,000 | 4,450 |
| Available-for-sale securities (fair market value) | $1,717,000 | 8,032 |
| Total debt securities | $2,081,000 | 8,744 |
| 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 | $5,202,000 | 8,293 |
| U.S. Government securities | $4,840,000 | 7,829 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,840,000 | 7,490 |
| Securities issued by states & political subdivisions | $262,000 | 6,547 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 6,800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,645,000 | 5,300 |
| Mortgage-backed securities | $145,000 | 6,754 |
| Certificates of participation in pools of residential mortgages | $145,000 | 6,222 |
| Issued or guaranteed by U.S. | $145,000 | 6,200 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $3,907,000 | 3,081 |
| Available-for-sale securities (fair market value) | $1,295,000 | 8,417 |
| Total debt securities | $5,102,000 | 8,189 |
| 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 | $4,033,000 | 9,004 |
| U.S. Government securities | $3,679,000 | 8,660 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,679,000 | 8,151 |
| Securities issued by states & political subdivisions | $354,000 | 6,656 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,679,000 | 5,277 |
| Mortgage-backed securities | $179,000 | 7,032 |
| Certificates of participation in pools of residential mortgages | $179,000 | 6,443 |
| Issued or guaranteed by U.S. | $179,000 | 6,426 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $4,033,000 | 3,372 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $4,033,000 | 8,896 |
| 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 | $5,084,000 | 8,731 |
| U.S. Government securities | $4,738,000 | 8,166 |
| U.S. Treasury securities | $1,500,000 | 4,490 |
| U.S. Government agency obligations | $3,238,000 | 8,083 |
| Securities issued by states & political subdivisions | $346,000 | 6,890 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,738,000 | 4,435 |
| Mortgage-backed securities | $229,000 | 7,149 |
| Certificates of participation in pools of residential mortgages | $229,000 | 6,547 |
| Issued or guaranteed by U.S. | $229,000 | 6,525 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $4,091,000 | 3,733 |
| Available-for-sale securities (fair market value) | $993,000 | 8,888 |
| Total debt securities | $5,084,000 | 8,608 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 593 |
| Fair value | $993,000 | 688 |
| 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 | $5,159,000 | 9,167 |
| U.S. Government securities | $4,811,000 | 8,689 |
| U.S. Treasury securities | $2,494,000 | 4,741 |
| U.S. Government agency obligations | $2,317,000 | 8,839 |
| Securities issued by states & political subdivisions | $348,000 | 7,078 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,816,000 | 5,135 |
| Mortgage-backed securities | $323,000 | 7,313 |
| Certificates of participation in pools of residential mortgages | $323,000 | 6,557 |
| Issued or guaranteed by U.S. | $323,000 | 6,535 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $4,180,000 | 4,479 |
| Available-for-sale securities (fair market value) | $979,000 | 9,235 |
| Total debt securities | $5,159,000 | 9,033 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $979,000 | 1,417 |
| 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 | $3,729,000 | 10,277 |
| U.S. Government securities | $3,378,000 | 9,953 |
| U.S. Treasury securities | $1,516,000 | 6,486 |
| U.S. Government agency obligations | $1,862,000 | 9,586 |
| Securities issued by states & political subdivisions | $351,000 | 7,441 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,862,000 | 5,982 |
| Mortgage-backed securities | $397,000 | 7,756 |
| Certificates of participation in pools of residential mortgages | $397,000 | 6,919 |
| Issued or guaranteed by U.S. | $397,000 | 6,900 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $2,764,000 | 5,790 |
| Available-for-sale securities (fair market value) | $965,000 | 9,543 |
| Total debt securities | $3,728,000 | 10,185 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,319 |
| Fair value | $1,463,000 | 1,397 |
| 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 | $3,333,000 | 10,901 |
| U.S. Government securities | $2,980,000 | 10,596 |
| U.S. Treasury securities | $1,002,000 | 8,547 |
| U.S. Government agency obligations | $1,978,000 | 9,767 |
| Securities issued by states & political subdivisions | $353,000 | 7,729 |
| 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 | $2,980,000 | 5,997 |
| Mortgage-backed securities | $500,000 | 7,997 |
| Certificates of participation in pools of residential mortgages | $500,000 | 6,995 |
| Issued or guaranteed by U.S. | $500,000 | 6,962 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $2,355,000 | 6,405 |
| Available-for-sale securities (fair market value) | $978,000 | 9,996 |
| Total debt securities | $3,333,000 | 10,788 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,027 |
| Fair value | $1,474,000 | 2,104 |
| 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 | $3,523,000 | 11,474 |
| U.S. Government securities | $3,067,000 | 11,199 |
| U.S. Treasury securities | $1,005,000 | 9,552 |
| U.S. Government agency obligations | $2,062,000 | 9,862 |
| Securities issued by states & political subdivisions | $455,000 | 7,828 |
| 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 | $0 | 10,127 |
| Mortgage-backed securities | $562,000 | 8,408 |
| Certificates of participation in pools of residential mortgages | $562,000 | 7,238 |
| Issued or guaranteed by U.S. | $562,000 | 7,211 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $3,523,000 | 8,952 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $3,522,000 | 11,374 |
| 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 | $3,665,000 | 11,879 |
| U.S. Government securities | $3,207,000 | 11,530 |
| U.S. Treasury securities | $1,007,000 | 9,904 |
| U.S. Government agency obligations | $2,200,000 | 10,058 |
| Securities issued by states & political subdivisions | $458,000 | 8,018 |
| 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 | $2,707,000 | 6,249 |
| Mortgage-backed securities | $700,000 | 8,888 |
| Certificates of participation in pools of residential mortgages | $700,000 | 7,620 |
| Issued or guaranteed by U.S. | $700,000 | 7,572 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $3,665,000 | 11,754 |
| 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 | $3,951,000 | 12,151 |
| U.S. Government securities | $3,851,000 | 11,561 |
| U.S. Treasury securities | $1,010,000 | 10,286 |
| U.S. Government agency obligations | $2,841,000 | 9,687 |
| Securities issued by states & political subdivisions | $100,000 | 9,256 |
| 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 | $3,052,000 | 5,920 |
| Mortgage-backed securities | $1,042,000 | 8,841 |
| Certificates of participation in pools of residential mortgages | $1,042,000 | 7,445 |
| Issued or guaranteed by U.S. | $1,042,000 | 7,390 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $3,951,000 | 12,032 |
| 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 |