Home > Southwest Heritage Bank > Securities
Southwest Heritage Bank, Securities
| 2024-03-31 | Rank | |
| Total securities | $107,871,000 | 1,599 |
| U.S. Government securities | $75,465,000 | 1,432 |
| U.S. Treasury securities | $2,770,000 | 2,110 |
| U.S. Government agency obligations | $72,695,000 | 1,271 |
| Securities issued by states & political subdivisions | $20,251,000 | 1,734 |
| Other domestic debt securities | $12,301,000 | 900 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $6,647,000 | 822 |
| Foreign debt securities | $0 | 306 |
| 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 | $62,870,000 | 1,252 |
| Mortgage-backed securities | $69,764,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,407,000 | 1,303 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,361,000 | 880 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,903,000 | 574 |
| Other commercial mortgage-backed securities | $22,093,000 | 304 |
| Held to maturity securities (book value) | $5,791,000 | 1,131 |
| Available-for-sale securities (fair market value) | $102,226,000 | 1,467 |
| Total debt securities | $108,017,000 | 1,580 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $62,374,000 | 2,314 |
| U.S. Government securities | $27,798,000 | 2,569 |
| U.S. Treasury securities | $2,792,000 | 2,157 |
| U.S. Government agency obligations | $25,006,000 | 2,348 |
| Securities issued by states & political subdivisions | $20,328,000 | 1,767 |
| Other domestic debt securities | $14,363,000 | 843 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $2,005,000 | 463 |
| Other domestic debt securities - All other | $6,632,000 | 829 |
| 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 | $33,429,000 | 1,858 |
| Mortgage-backed securities | $30,732,000 | 1,673 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,644,000 | 1,922 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,225,000 | 967 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $270,000 | 1,470 |
| Other commercial mortgage-backed securities | $6,593,000 | 632 |
| Held to maturity securities (book value) | $5,799,000 | 1,140 |
| Available-for-sale securities (fair market value) | $56,690,000 | 2,222 |
| Total debt securities | $62,490,000 | 2,293 |
| 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 | $59,127,000 | 2,362 |
| U.S. Government securities | $27,250,000 | 2,582 |
| U.S. Treasury securities | $2,704,000 | 2,221 |
| U.S. Government agency obligations | $24,546,000 | 2,350 |
| Securities issued by states & political subdivisions | $19,469,000 | 1,791 |
| Other domestic debt securities | $12,451,000 | 903 |
| 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 | $6,624,000 | 829 |
| 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 | $19,777,000 | 2,352 |
| Mortgage-backed securities | $30,373,000 | 1,661 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,436,000 | 1,908 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,988,000 | 961 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $281,000 | 1,448 |
| Other commercial mortgage-backed securities | $6,668,000 | 614 |
| Held to maturity securities (book value) | $5,808,000 | 1,154 |
| Available-for-sale securities (fair market value) | $53,362,000 | 2,267 |
| Total debt securities | $59,169,000 | 2,346 |
| 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 | $61,753,000 | 2,377 |
| U.S. Government securities | $29,293,000 | 2,542 |
| U.S. Treasury securities | $2,728,000 | 2,252 |
| U.S. Government agency obligations | $26,565,000 | 2,314 |
| Securities issued by states & political subdivisions | $19,977,000 | 1,828 |
| Other domestic debt securities | $12,524,000 | 907 |
| 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 | $6,628,000 | 844 |
| 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 | $7,306,000 | 3,093 |
| Mortgage-backed securities | $32,461,000 | 1,637 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,401,000 | 1,891 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,991,000 | 936 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $316,000 | 1,433 |
| Other commercial mortgage-backed securities | $6,753,000 | 614 |
| Held to maturity securities (book value) | $5,816,000 | 1,163 |
| Available-for-sale securities (fair market value) | $55,978,000 | 2,268 |
| Total debt securities | $61,793,000 | 2,357 |
| 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 | $63,635,000 | 2,416 |
| U.S. Government securities | $30,801,000 | 2,564 |
| U.S. Treasury securities | $2,769,000 | 2,324 |
| U.S. Government agency obligations | $28,032,000 | 2,257 |
| Securities issued by states & political subdivisions | $20,261,000 | 1,873 |
| Other domestic debt securities | $12,619,000 | 947 |
| 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 | $6,680,000 | 875 |
| 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 | $7,603,000 | 2,997 |
| Mortgage-backed securities | $33,971,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,065,000 | 1,898 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,759,000 | 939 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $337,000 | 1,447 |
| Other commercial mortgage-backed securities | $6,810,000 | 624 |
| Held to maturity securities (book value) | $5,824,000 | 1,206 |
| Available-for-sale securities (fair market value) | $57,857,000 | 2,302 |
| Total debt securities | $63,679,000 | 2,397 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $64,414,000 | 2,442 |
| U.S. Government securities | $31,323,000 | 2,555 |
| U.S. Treasury securities | $2,717,000 | 2,357 |
| U.S. Government agency obligations | $28,606,000 | 2,230 |
| Securities issued by states & political subdivisions | $20,151,000 | 1,922 |
| Other domestic debt securities | $12,940,000 | 956 |
| 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 | $6,644,000 | 889 |
| 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 | $8,193,000 | 2,877 |
| Mortgage-backed securities | $34,902,000 | 1,643 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,360,000 | 1,890 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,011,000 | 933 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $370,000 | 1,436 |
| Other commercial mortgage-backed securities | $7,161,000 | 609 |
| Held to maturity securities (book value) | $5,832,000 | 1,224 |
| Available-for-sale securities (fair market value) | $58,582,000 | 2,317 |
| Total debt securities | $64,414,000 | 2,423 |
| 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 | $65,428,000 | 2,418 |
| U.S. Government securities | $32,324,000 | 2,549 |
| U.S. Treasury securities | $2,693,000 | 2,392 |
| U.S. Government agency obligations | $29,631,000 | 2,220 |
| Securities issued by states & political subdivisions | $20,204,000 | 1,919 |
| Other domestic debt securities | $12,900,000 | 920 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $6,642,000 | 882 |
| 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 | $12,675,000 | 2,483 |
| Mortgage-backed securities | $35,889,000 | 1,625 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,688,000 | 1,888 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,697,000 | 926 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $392,000 | 1,446 |
| Other commercial mortgage-backed securities | $7,112,000 | 644 |
| Held to maturity securities (book value) | $5,840,000 | 1,198 |
| Available-for-sale securities (fair market value) | $59,588,000 | 2,297 |
| Total debt securities | $65,428,000 | 2,399 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $70,259,000 | 2,331 |
| U.S. Government securities | $35,709,000 | 2,451 |
| U.S. Treasury securities | $2,814,000 | 2,343 |
| U.S. Government agency obligations | $32,895,000 | 2,148 |
| Securities issued by states & political subdivisions | $21,300,000 | 1,916 |
| Other domestic debt securities | $13,250,000 | 866 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $6,730,000 | 884 |
| 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 | $13,835,000 | 2,420 |
| Mortgage-backed securities | $39,415,000 | 1,588 |
| Certificates of participation in pools of residential mortgages | $15,261,000 | 1,891 |
| Issued or guaranteed by U.S. | $15,261,000 | 1,849 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $16,261,000 | 970 |
| CMOs issued by government agencies or sponsored agencies | $16,261,000 | 889 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $7,893,000 | 968 |
| Commercial mortgage pass-through securities | $471,000 | 1,397 |
| Other commercial mortgage-backed securities | $7,422,000 | 681 |
| Held to maturity securities (book value) | $5,848,000 | 1,123 |
| Available-for-sale securities (fair market value) | $64,411,000 | 2,261 |
| Total debt securities | $70,259,000 | 2,320 |
| 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 | $75,092,000 | 2,203 |
| U.S. Government securities | $39,022,000 | 2,296 |
| U.S. Treasury securities | $2,884,000 | 2,096 |
| U.S. Government agency obligations | $36,138,000 | 2,064 |
| Securities issued by states & political subdivisions | $22,513,000 | 1,873 |
| Other domestic debt securities | $13,557,000 | 839 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $6,767,000 | 864 |
| 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 | $15,022,000 | 2,313 |
| Mortgage-backed securities | $42,928,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $16,630,000 | 1,837 |
| Issued or guaranteed by U.S. | $16,630,000 | 1,800 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $18,058,000 | 911 |
| CMOs issued by government agencies or sponsored agencies | $18,058,000 | 844 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $8,240,000 | 956 |
| Commercial mortgage pass-through securities | $502,000 | 1,361 |
| Other commercial mortgage-backed securities | $7,738,000 | 669 |
| Held to maturity securities (book value) | $5,856,000 | 1,028 |
| Available-for-sale securities (fair market value) | $69,236,000 | 2,163 |
| Total debt securities | $75,092,000 | 2,192 |
| 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 | $73,282,000 | 2,176 |
| U.S. Government securities | $38,764,000 | 2,156 |
| U.S. Treasury securities | $3,051,000 | 1,600 |
| U.S. Government agency obligations | $35,713,000 | 2,038 |
| Securities issued by states & political subdivisions | $24,035,000 | 1,848 |
| Other domestic debt securities | $10,483,000 | 924 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,349,000 | 848 |
| 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 | $16,418,000 | 2,213 |
| Mortgage-backed securities | $39,847,000 | 1,578 |
| Certificates of participation in pools of residential mortgages | $16,413,000 | 1,869 |
| Issued or guaranteed by U.S. | $16,413,000 | 1,821 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $18,707,000 | 857 |
| CMOs issued by government agencies or sponsored agencies | $18,707,000 | 805 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $4,727,000 | 1,178 |
| Commercial mortgage pass-through securities | $593,000 | 1,322 |
| Other commercial mortgage-backed securities | $4,134,000 | 830 |
| Held to maturity securities (book value) | $5,365,000 | 945 |
| Available-for-sale securities (fair market value) | $67,917,000 | 2,136 |
| Total debt securities | $73,284,000 | 2,162 |
| 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 | $68,853,000 | 2,200 |
| U.S. Government securities | $35,079,000 | 2,200 |
| U.S. Treasury securities | $3,082,000 | 1,369 |
| U.S. Government agency obligations | $31,997,000 | 2,142 |
| Securities issued by states & political subdivisions | $23,795,000 | 1,822 |
| Other domestic debt securities | $9,979,000 | 901 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $7,885,000 | 714 |
| 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 | $17,724,000 | 2,106 |
| Mortgage-backed securities | $34,091,000 | 1,714 |
| Certificates of participation in pools of residential mortgages | $17,742,000 | 1,780 |
| Issued or guaranteed by U.S. | $17,742,000 | 1,735 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $13,623,000 | 1,000 |
| CMOs issued by government agencies or sponsored agencies | $13,623,000 | 955 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,726,000 | 1,380 |
| Commercial mortgage pass-through securities | $632,000 | 1,327 |
| Other commercial mortgage-backed securities | $2,094,000 | 1,023 |
| Held to maturity securities (book value) | $6,895,000 | 846 |
| Available-for-sale securities (fair market value) | $61,958,000 | 2,196 |
| Total debt securities | $68,853,000 | 2,186 |
| 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 | $58,560,000 | 2,343 |
| U.S. Government securities | $27,964,000 | 2,413 |
| U.S. Treasury securities | $1,095,000 | 1,601 |
| U.S. Government agency obligations | $26,869,000 | 2,291 |
| Securities issued by states & political subdivisions | $22,814,000 | 1,856 |
| Other domestic debt securities | $7,782,000 | 986 |
| Privately issued residential mortgage-backed securities | $543,000 | 487 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $7,239,000 | 699 |
| 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 | $20,107,000 | 1,951 |
| Mortgage-backed securities | $27,412,000 | 1,882 |
| Certificates of participation in pools of residential mortgages | $19,058,000 | 1,688 |
| Issued or guaranteed by U.S. | $19,058,000 | 1,648 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $7,637,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $7,094,000 | 1,282 |
| Privately issued | $543,000 | 317 |
| Commercial mortgage-backed securities | $717,000 | 1,791 |
| Commercial mortgage pass-through securities | $717,000 | 1,307 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $58,560,000 | 2,202 |
| Total debt securities | $58,559,000 | 2,322 |
| 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 | $52,229,000 | 2,379 |
| U.S. Government securities | $24,583,000 | 2,429 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $24,583,000 | 2,272 |
| Securities issued by states & political subdivisions | $24,027,000 | 1,739 |
| Other domestic debt securities | $3,619,000 | 1,284 |
| Privately issued residential mortgage-backed securities | $557,000 | 489 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $3,062,000 | 982 |
| 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 | $24,932,000 | 1,707 |
| Mortgage-backed securities | $25,140,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $15,690,000 | 1,789 |
| Issued or guaranteed by U.S. | $15,690,000 | 1,733 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,700,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $8,143,000 | 1,161 |
| Privately issued | $557,000 | 311 |
| Commercial mortgage-backed securities | $750,000 | 1,764 |
| Commercial mortgage pass-through securities | $750,000 | 1,291 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $52,229,000 | 2,230 |
| Total debt securities | $52,230,000 | 2,361 |
| 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 | $54,343,000 | 2,195 |
| U.S. Government securities | $27,145,000 | 2,178 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $27,145,000 | 2,062 |
| Securities issued by states & political subdivisions | $24,842,000 | 1,648 |
| Other domestic debt securities | $2,356,000 | 1,376 |
| Privately issued residential mortgage-backed securities | $556,000 | 466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,800,000 | 1,130 |
| 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 | $25,019,000 | 1,674 |
| Mortgage-backed securities | $27,701,000 | 1,725 |
| Certificates of participation in pools of residential mortgages | $17,067,000 | 1,613 |
| Issued or guaranteed by U.S. | $17,067,000 | 1,574 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $9,812,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $9,256,000 | 1,118 |
| Privately issued | $556,000 | 303 |
| Commercial mortgage-backed securities | $822,000 | 1,708 |
| Commercial mortgage pass-through securities | $822,000 | 1,235 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $54,343,000 | 2,062 |
| Total debt securities | $54,344,000 | 2,176 |
| 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 | $53,958,000 | 2,107 |
| U.S. Government securities | $29,809,000 | 2,008 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $29,809,000 | 1,905 |
| Securities issued by states & political subdivisions | $23,569,000 | 1,601 |
| Other domestic debt securities | $580,000 | 1,799 |
| Privately issued residential mortgage-backed securities | $580,000 | 461 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,644,000 | 1,584 |
| Mortgage-backed securities | $30,389,000 | 1,604 |
| Certificates of participation in pools of residential mortgages | $18,362,000 | 1,501 |
| Issued or guaranteed by U.S. | $18,362,000 | 1,463 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $11,178,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $10,598,000 | 1,058 |
| Privately issued | $580,000 | 290 |
| Commercial mortgage-backed securities | $849,000 | 1,680 |
| Commercial mortgage pass-through securities | $849,000 | 1,209 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $53,958,000 | 1,972 |
| Total debt securities | $53,960,000 | 2,086 |
| 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 | $63,568,000 | 1,831 |
| U.S. Government securities | $32,210,000 | 1,920 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $32,210,000 | 1,820 |
| Securities issued by states & political subdivisions | $30,755,000 | 1,222 |
| Other domestic debt securities | $603,000 | 1,742 |
| Privately issued residential mortgage-backed securities | $603,000 | 436 |
| 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 | $18,161,000 | 1,996 |
| Mortgage-backed securities | $32,813,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $19,561,000 | 1,401 |
| Issued or guaranteed by U.S. | $19,561,000 | 1,363 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,328,000 | 1,038 |
| CMOs issued by government agencies or sponsored agencies | $11,725,000 | 1,031 |
| Privately issued | $603,000 | 270 |
| Commercial mortgage-backed securities | $924,000 | 1,647 |
| Commercial mortgage pass-through securities | $924,000 | 1,185 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $63,568,000 | 1,712 |
| Total debt securities | $63,568,000 | 1,817 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $61,375,000 | 1,812 |
| U.S. Government securities | $34,870,000 | 1,836 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $34,870,000 | 1,741 |
| Securities issued by states & political subdivisions | $25,897,000 | 1,289 |
| Other domestic debt securities | $608,000 | 1,668 |
| Privately issued residential mortgage-backed securities | $608,000 | 449 |
| 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 | $4,040,000 | 3,322 |
| Mortgage-backed securities | $35,478,000 | 1,438 |
| Certificates of participation in pools of residential mortgages | $21,299,000 | 1,320 |
| Issued or guaranteed by U.S. | $21,299,000 | 1,282 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $13,226,000 | 1,012 |
| CMOs issued by government agencies or sponsored agencies | $12,618,000 | 1,008 |
| Privately issued | $608,000 | 274 |
| Commercial mortgage-backed securities | $953,000 | 1,621 |
| Commercial mortgage pass-through securities | $953,000 | 1,147 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $61,375,000 | 1,684 |
| Total debt securities | $61,374,000 | 1,799 |
| 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 | $44,517,000 | 2,284 |
| U.S. Government securities | $31,470,000 | 2,001 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $31,470,000 | 1,891 |
| Securities issued by states & political subdivisions | $12,419,000 | 2,072 |
| Other domestic debt securities | $628,000 | 1,627 |
| Privately issued residential mortgage-backed securities | $628,000 | 426 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,200,000 | 3,345 |
| Mortgage-backed securities | $32,098,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $17,491,000 | 1,446 |
| Issued or guaranteed by U.S. | $17,491,000 | 1,407 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $13,528,000 | 991 |
| CMOs issued by government agencies or sponsored agencies | $12,900,000 | 981 |
| Privately issued | $628,000 | 267 |
| Commercial mortgage-backed securities | $1,079,000 | 1,525 |
| Commercial mortgage pass-through securities | $1,079,000 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $44,517,000 | 2,123 |
| Total debt securities | $44,517,000 | 2,268 |
| 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 | $40,572,000 | 2,434 |
| U.S. Government securities | $31,507,000 | 2,019 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $31,507,000 | 1,915 |
| Securities issued by states & political subdivisions | $8,407,000 | 2,505 |
| Other domestic debt securities | $658,000 | 1,654 |
| Privately issued residential mortgage-backed securities | $658,000 | 441 |
| 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 | $3,407,000 | 3,569 |
| Mortgage-backed securities | $32,165,000 | 1,459 |
| Certificates of participation in pools of residential mortgages | $16,697,000 | 1,463 |
| Issued or guaranteed by U.S. | $16,697,000 | 1,421 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $14,310,000 | 969 |
| CMOs issued by government agencies or sponsored agencies | $13,652,000 | 965 |
| Privately issued | $658,000 | 253 |
| Commercial mortgage-backed securities | $1,158,000 | 1,491 |
| Commercial mortgage pass-through securities | $1,158,000 | 1,043 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $40,572,000 | 2,256 |
| Total debt securities | $40,573,000 | 2,418 |
| 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 | $34,670,000 | 2,709 |
| U.S. Government securities | $27,322,000 | 2,235 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $27,322,000 | 2,121 |
| Securities issued by states & political subdivisions | $6,696,000 | 2,797 |
| Other domestic debt securities | $652,000 | 1,647 |
| Privately issued residential mortgage-backed securities | $652,000 | 403 |
| 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 | $3,537,000 | 3,591 |
| Mortgage-backed securities | $27,974,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | $13,699,000 | 1,671 |
| Issued or guaranteed by U.S. | $13,699,000 | 1,641 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $13,000,000 | 1,011 |
| CMOs issued by government agencies or sponsored agencies | $12,348,000 | 1,010 |
| Privately issued | $652,000 | 260 |
| Commercial mortgage-backed securities | $1,275,000 | 1,467 |
| Commercial mortgage pass-through securities | $1,275,000 | 1,022 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $34,670,000 | 2,521 |
| Total debt securities | $34,670,000 | 2,691 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $32,571,000 | 2,838 |
| U.S. Government securities | $28,188,000 | 2,214 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $28,188,000 | 2,090 |
| Securities issued by states & political subdivisions | $3,717,000 | 3,360 |
| Other domestic debt securities | $666,000 | 1,651 |
| Privately issued residential mortgage-backed securities | $666,000 | 406 |
| 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 | $3,739,000 | 3,605 |
| Mortgage-backed securities | $28,854,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $14,190,000 | 1,638 |
| Issued or guaranteed by U.S. | $14,190,000 | 1,607 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $13,353,000 | 992 |
| CMOs issued by government agencies or sponsored agencies | $12,687,000 | 987 |
| Privately issued | $666,000 | 263 |
| Commercial mortgage-backed securities | $1,311,000 | 1,386 |
| Commercial mortgage pass-through securities | $1,311,000 | 1,003 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $32,571,000 | 2,633 |
| Total debt securities | $32,572,000 | 2,822 |
| 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 | $33,429,000 | 2,839 |
| U.S. Government securities | $29,066,000 | 2,183 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $29,066,000 | 2,072 |
| Securities issued by states & political subdivisions | $3,674,000 | 3,429 |
| Other domestic debt securities | $689,000 | 1,639 |
| Privately issued residential mortgage-backed securities | $689,000 | 379 |
| 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 | $3,812,000 | 3,622 |
| Mortgage-backed securities | $29,755,000 | 1,507 |
| Certificates of participation in pools of residential mortgages | $14,543,000 | 1,613 |
| Issued or guaranteed by U.S. | $14,543,000 | 1,597 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,767,000 | 958 |
| CMOs issued by government agencies or sponsored agencies | $13,078,000 | 960 |
| Privately issued | $689,000 | 265 |
| Commercial mortgage-backed securities | $1,445,000 | 1,332 |
| Commercial mortgage pass-through securities | $1,445,000 | 969 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $33,429,000 | 2,627 |
| Total debt securities | $33,429,000 | 2,824 |
| 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 | $27,930,000 | 3,106 |
| U.S. Government securities | $24,149,000 | 2,451 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $24,149,000 | 2,338 |
| Securities issued by states & political subdivisions | $3,063,000 | 3,583 |
| Other domestic debt securities | $718,000 | 1,590 |
| Privately issued residential mortgage-backed securities | $718,000 | 323 |
| 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 | $4,028,000 | 3,617 |
| Mortgage-backed securities | $24,867,000 | 1,683 |
| Certificates of participation in pools of residential mortgages | $12,145,000 | 1,819 |
| Issued or guaranteed by U.S. | $12,145,000 | 1,808 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,214,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $10,496,000 | 1,094 |
| Privately issued | $718,000 | 261 |
| Commercial mortgage-backed securities | $1,508,000 | 1,280 |
| Commercial mortgage pass-through securities | $1,508,000 | 934 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $27,930,000 | 2,872 |
| Total debt securities | $27,931,000 | 3,084 |
| 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 | $29,233,000 | 3,079 |
| U.S. Government securities | $25,640,000 | 2,366 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $25,640,000 | 2,259 |
| Securities issued by states & political subdivisions | $2,829,000 | 3,686 |
| Other domestic debt securities | $764,000 | 1,749 |
| Privately issued residential mortgage-backed securities | $764,000 | 533 |
| 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 | $4,237,000 | 3,610 |
| Mortgage-backed securities | $26,404,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | $12,865,000 | 1,808 |
| Issued or guaranteed by U.S. | $12,865,000 | 1,732 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $11,858,000 | 1,037 |
| CMOs issued by government agencies or sponsored agencies | $11,094,000 | 1,055 |
| Privately issued | $764,000 | 270 |
| Commercial mortgage-backed securities | $1,681,000 | 1,226 |
| Commercial mortgage pass-through securities | $1,681,000 | 885 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $29,233,000 | 2,851 |
| Total debt securities | $29,233,000 | 3,062 |
| 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 | $26,096,000 | 3,269 |
| U.S. Government securities | $23,618,000 | 2,553 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $23,618,000 | 2,429 |
| Securities issued by states & political subdivisions | $1,660,000 | 3,999 |
| Other domestic debt securities | $818,000 | 1,564 |
| Privately issued residential mortgage-backed securities | $818,000 | 295 |
| 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 | $4,549,000 | 3,610 |
| Mortgage-backed securities | $22,656,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $12,084,000 | 1,923 |
| Issued or guaranteed by U.S. | $12,084,000 | 1,921 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,572,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $9,754,000 | 1,112 |
| Privately issued | $818,000 | 275 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $26,096,000 | 3,020 |
| Total debt securities | $26,094,000 | 3,249 |
| 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 | $24,400,000 | 3,433 |
| U.S. Government securities | $21,852,000 | 2,670 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $21,852,000 | 2,545 |
| Securities issued by states & political subdivisions | $1,673,000 | 4,072 |
| Other domestic debt securities | $875,000 | 1,564 |
| Privately issued residential mortgage-backed securities | $875,000 | 289 |
| 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 | $4,429,000 | 3,686 |
| Mortgage-backed securities | $20,769,000 | 1,902 |
| Certificates of participation in pools of residential mortgages | $10,740,000 | 2,066 |
| Issued or guaranteed by U.S. | $10,740,000 | 2,065 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $10,029,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $9,154,000 | 1,146 |
| Privately issued | $875,000 | 272 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $24,400,000 | 3,168 |
| Total debt securities | $24,400,000 | 3,407 |
| 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 | $26,716,000 | 3,332 |
| U.S. Government securities | $24,062,000 | 2,556 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $24,062,000 | 2,454 |
| Securities issued by states & political subdivisions | $1,690,000 | 4,120 |
| Other domestic debt securities | $964,000 | 1,549 |
| Privately issued residential mortgage-backed securities | $964,000 | 286 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,743,000 | 3,690 |
| Mortgage-backed securities | $22,998,000 | 1,808 |
| Certificates of participation in pools of residential mortgages | $14,512,000 | 1,796 |
| Issued or guaranteed by U.S. | $14,512,000 | 1,795 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $8,486,000 | 1,226 |
| CMOs issued by government agencies or sponsored agencies | $7,522,000 | 1,252 |
| Privately issued | $964,000 | 270 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $26,716,000 | 3,070 |
| Total debt securities | $26,713,000 | 3,311 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $28,320,000 | 3,295 |
| U.S. Government securities | $25,492,000 | 2,531 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $25,492,000 | 2,430 |
| Securities issued by states & political subdivisions | $1,814,000 | 4,120 |
| Other domestic debt securities | $1,014,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $1,014,000 | 291 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,933,000 | 3,690 |
| Mortgage-backed securities | $24,310,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $15,315,000 | 1,766 |
| Issued or guaranteed by U.S. | $15,315,000 | 1,765 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,995,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $7,981,000 | 1,220 |
| Privately issued | $1,014,000 | 273 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $28,320,000 | 3,030 |
| Total debt securities | $28,319,000 | 3,275 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $29,709,000 | 3,234 |
| U.S. Government securities | $26,781,000 | 2,484 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $26,781,000 | 2,380 |
| Securities issued by states & political subdivisions | $1,829,000 | 4,157 |
| Other domestic debt securities | $1,099,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $1,099,000 | 311 |
| 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 | $5,273,000 | 3,650 |
| Mortgage-backed securities | $25,558,000 | 1,748 |
| Certificates of participation in pools of residential mortgages | $16,032,000 | 1,772 |
| Issued or guaranteed by U.S. | $16,032,000 | 1,772 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,526,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $8,427,000 | 1,194 |
| Privately issued | $1,099,000 | 294 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $29,709,000 | 2,974 |
| Total debt securities | $29,708,000 | 3,215 |
| 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 | $31,499,000 | 3,127 |
| U.S. Government securities | $28,513,000 | 2,372 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $28,513,000 | 2,272 |
| Securities issued by states & political subdivisions | $1,845,000 | 4,188 |
| Other domestic debt securities | $1,141,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $1,141,000 | 314 |
| 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 | $5,093,000 | 3,715 |
| Mortgage-backed securities | $27,128,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $17,039,000 | 1,726 |
| Issued or guaranteed by U.S. | $17,039,000 | 1,725 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,089,000 | 1,130 |
| CMOs issued by government agencies or sponsored agencies | $8,948,000 | 1,139 |
| Privately issued | $1,141,000 | 296 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $31,499,000 | 2,875 |
| Total debt securities | $31,499,000 | 3,112 |
| 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 | $31,914,000 | 3,105 |
| U.S. Government securities | $28,876,000 | 2,353 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $28,876,000 | 2,268 |
| Securities issued by states & political subdivisions | $1,871,000 | 4,189 |
| Other domestic debt securities | $1,167,000 | 1,498 |
| Privately issued residential mortgage-backed securities | $1,167,000 | 317 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,980,000 | 3,975 |
| Mortgage-backed securities | $27,174,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $18,317,000 | 1,638 |
| Issued or guaranteed by U.S. | $18,317,000 | 1,638 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,857,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $7,690,000 | 1,242 |
| Privately issued | $1,167,000 | 303 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $31,914,000 | 2,844 |
| Total debt securities | $31,914,000 | 3,087 |
| 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 | $34,270,000 | 3,050 |
| U.S. Government securities | $31,140,000 | 2,293 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $31,140,000 | 2,201 |
| Securities issued by states & political subdivisions | $1,903,000 | 4,204 |
| Other domestic debt securities | $1,227,000 | 1,505 |
| Privately issued residential mortgage-backed securities | $1,227,000 | 321 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,304,000 | 3,590 |
| Mortgage-backed securities | $29,234,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $19,737,000 | 1,575 |
| Issued or guaranteed by U.S. | $19,737,000 | 1,570 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,497,000 | 1,201 |
| CMOs issued by government agencies or sponsored agencies | $8,270,000 | 1,219 |
| Privately issued | $1,227,000 | 303 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $34,270,000 | 2,786 |
| Total debt securities | $34,269,000 | 3,030 |
| 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 | $29,481,000 | 3,363 |
| U.S. Government securities | $26,267,000 | 2,628 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $26,267,000 | 2,532 |
| Securities issued by states & political subdivisions | $1,907,000 | 4,234 |
| Other domestic debt securities | $1,307,000 | 1,504 |
| Privately issued residential mortgage-backed securities | $1,307,000 | 318 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,687,000 | 3,577 |
| Mortgage-backed securities | $24,272,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | $17,553,000 | 1,699 |
| Issued or guaranteed by U.S. | $17,553,000 | 1,698 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,719,000 | 1,442 |
| CMOs issued by government agencies or sponsored agencies | $5,412,000 | 1,505 |
| Privately issued | $1,307,000 | 303 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $29,481,000 | 3,086 |
| Total debt securities | $29,482,000 | 3,342 |
| 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 | $28,631,000 | 3,443 |
| U.S. Government securities | $25,365,000 | 2,692 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $25,365,000 | 2,595 |
| Securities issued by states & political subdivisions | $1,901,000 | 4,273 |
| Other domestic debt securities | $1,365,000 | 1,478 |
| Privately issued residential mortgage-backed securities | $1,365,000 | 310 |
| 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 | $5,347,000 | 3,843 |
| Mortgage-backed securities | $23,271,000 | 1,906 |
| Certificates of participation in pools of residential mortgages | $17,370,000 | 1,709 |
| Issued or guaranteed by U.S. | $17,370,000 | 1,707 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,901,000 | 1,536 |
| CMOs issued by government agencies or sponsored agencies | $4,536,000 | 1,642 |
| Privately issued | $1,365,000 | 296 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $28,631,000 | 3,161 |
| Total debt securities | $28,632,000 | 3,417 |
| 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 | $30,489,000 | 3,382 |
| U.S. Government securities | $27,138,000 | 2,638 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $27,138,000 | 2,549 |
| Securities issued by states & political subdivisions | $1,922,000 | 4,335 |
| Other domestic debt securities | $1,429,000 | 1,458 |
| Privately issued residential mortgage-backed securities | $1,429,000 | 301 |
| 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 | $2,971,000 | 4,446 |
| Mortgage-backed securities | $24,826,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $18,539,000 | 1,652 |
| Issued or guaranteed by U.S. | $18,539,000 | 1,652 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,287,000 | 1,498 |
| CMOs issued by government agencies or sponsored agencies | $4,858,000 | 1,608 |
| Privately issued | $1,429,000 | 287 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $30,489,000 | 3,092 |
| Total debt securities | $30,491,000 | 3,355 |
| 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 | $32,923,000 | 3,310 |
| U.S. Government securities | $29,016,000 | 2,605 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $29,016,000 | 2,517 |
| Securities issued by states & political subdivisions | $2,442,000 | 4,203 |
| Other domestic debt securities | $1,465,000 | 1,469 |
| Privately issued residential mortgage-backed securities | $1,465,000 | 313 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,173,000 | 4,436 |
| Mortgage-backed securities | $26,583,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $20,098,000 | 1,617 |
| Issued or guaranteed by U.S. | $20,098,000 | 1,617 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,485,000 | 1,534 |
| CMOs issued by government agencies or sponsored agencies | $5,020,000 | 1,650 |
| Privately issued | $1,465,000 | 297 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $32,923,000 | 3,021 |
| Total debt securities | $32,924,000 | 3,279 |
| 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 | $34,979,000 | 3,238 |
| U.S. Government securities | $30,967,000 | 2,542 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $30,967,000 | 2,451 |
| Securities issued by states & political subdivisions | $2,439,000 | 4,222 |
| Other domestic debt securities | $1,573,000 | 1,460 |
| Privately issued residential mortgage-backed securities | $1,573,000 | 333 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,259,000 | 4,464 |
| Mortgage-backed securities | $28,387,000 | 1,766 |
| Certificates of participation in pools of residential mortgages | $21,487,000 | 1,564 |
| Issued or guaranteed by U.S. | $21,487,000 | 1,564 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,900,000 | 1,531 |
| CMOs issued by government agencies or sponsored agencies | $5,327,000 | 1,646 |
| Privately issued | $1,573,000 | 316 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $34,979,000 | 2,955 |
| Total debt securities | $34,978,000 | 3,213 |
| 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 | $29,021,000 | 3,621 |
| U.S. Government securities | $24,964,000 | 2,947 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $24,964,000 | 2,853 |
| Securities issued by states & political subdivisions | $2,433,000 | 4,280 |
| Other domestic debt securities | $1,624,000 | 1,457 |
| Privately issued residential mortgage-backed securities | $1,624,000 | 329 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,406,000 | 4,498 |
| Mortgage-backed securities | $21,731,000 | 2,146 |
| Certificates of participation in pools of residential mortgages | $16,255,000 | 1,929 |
| Issued or guaranteed by U.S. | $16,255,000 | 1,927 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,476,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $3,852,000 | 1,916 |
| Privately issued | $1,624,000 | 311 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $29,021,000 | 3,303 |
| Total debt securities | $29,017,000 | 3,601 |
| 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 | $53,840,000 | 2,507 |
| U.S. Government securities | $36,434,000 | 2,384 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $36,434,000 | 2,300 |
| Securities issued by states & political subdivisions | $5,988,000 | 3,496 |
| Other domestic debt securities | $11,418,000 | 562 |
| Privately issued residential mortgage-backed securities | $7,176,000 | 175 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $4,242,000 | 718 |
| 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 | $2,764,000 | 4,741 |
| Mortgage-backed securities | $34,976,000 | 1,622 |
| Certificates of participation in pools of residential mortgages | $23,396,000 | 1,539 |
| Issued or guaranteed by U.S. | $23,396,000 | 1,539 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,580,000 | 1,233 |
| CMOs issued by government agencies or sponsored agencies | $4,404,000 | 1,845 |
| Privately issued | $7,176,000 | 167 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $53,840,000 | 2,275 |
| Total debt securities | $53,837,000 | 2,485 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $1,000,000 | 1,542 |
| 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 | $38,968,000 | 3,174 |
| U.S. Government securities | $38,659,000 | 2,301 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $38,659,000 | 2,232 |
| Securities issued by states & political subdivisions | $309,000 | 5,192 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,794,000 | 4,764 |
| Mortgage-backed securities | $29,828,000 | 1,845 |
| Certificates of participation in pools of residential mortgages | $21,633,000 | 1,673 |
| Issued or guaranteed by U.S. | $21,633,000 | 1,672 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,195,000 | 1,486 |
| CMOs issued by government agencies or sponsored agencies | $8,195,000 | 1,417 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $38,968,000 | 2,884 |
| Total debt securities | $38,959,000 | 3,148 |
| 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 | $39,945,000 | 3,129 |
| U.S. Government securities | $39,635,000 | 2,290 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $39,635,000 | 2,221 |
| Securities issued by states & political subdivisions | $310,000 | 5,230 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,560,000 | 4,857 |
| Mortgage-backed securities | $30,883,000 | 1,821 |
| Certificates of participation in pools of residential mortgages | $22,374,000 | 1,646 |
| Issued or guaranteed by U.S. | $22,374,000 | 1,646 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,509,000 | 1,470 |
| CMOs issued by government agencies or sponsored agencies | $8,509,000 | 1,406 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $39,945,000 | 2,842 |
| Total debt securities | $39,939,000 | 3,098 |
| 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 | $43,410,000 | 2,966 |
| U.S. Government securities | $43,100,000 | 2,131 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $43,100,000 | 2,071 |
| Securities issued by states & political subdivisions | $310,000 | 5,285 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,864,000 | 4,796 |
| Mortgage-backed securities | $34,299,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | $25,536,000 | 1,497 |
| Issued or guaranteed by U.S. | $25,536,000 | 1,496 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $8,763,000 | 1,448 |
| CMOs issued by government agencies or sponsored agencies | $8,763,000 | 1,383 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $43,410,000 | 2,701 |
| Total debt securities | $43,411,000 | 2,937 |
| 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 | $55,404,000 | 2,487 |
| U.S. Government securities | $55,094,000 | 1,736 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $55,094,000 | 1,683 |
| Securities issued by states & political subdivisions | $310,000 | 5,331 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,858,000 | 4,845 |
| Mortgage-backed securities | $46,293,000 | 1,363 |
| Certificates of participation in pools of residential mortgages | $37,887,000 | 1,082 |
| Issued or guaranteed by U.S. | $37,887,000 | 1,081 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $8,406,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $8,406,000 | 1,427 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $55,404,000 | 2,253 |
| Total debt securities | $55,404,000 | 2,465 |
| 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 | $55,333,000 | 2,483 |
| U.S. Government securities | $53,386,000 | 1,768 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $53,386,000 | 1,711 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,947,000 | 473 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,904,000 | 4,848 |
| Mortgage-backed securities | $45,311,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $39,706,000 | 1,042 |
| Issued or guaranteed by U.S. | $39,706,000 | 1,041 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,605,000 | 1,840 |
| CMOs issued by government agencies or sponsored agencies | $5,605,000 | 1,752 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $55,333,000 | 2,259 |
| Total debt securities | $53,387,000 | 2,527 |
| 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 | $51,306,000 | 2,648 |
| U.S. Government securities | $49,318,000 | 1,931 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $49,318,000 | 1,873 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,988,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,958,000 | 4,872 |
| Mortgage-backed securities | $43,063,000 | 1,461 |
| Certificates of participation in pools of residential mortgages | $39,478,000 | 1,061 |
| Issued or guaranteed by U.S. | $39,478,000 | 1,061 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,585,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $3,585,000 | 2,103 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $51,306,000 | 2,448 |
| Total debt securities | $49,318,000 | 2,704 |
| 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 | $44,478,000 | 2,883 |
| U.S. Government securities | $42,480,000 | 2,120 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $42,480,000 | 2,068 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,998,000 | 466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,599,000 | 4,992 |
| Mortgage-backed securities | $38,212,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $33,298,000 | 1,221 |
| Issued or guaranteed by U.S. | $33,298,000 | 1,220 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,914,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $4,914,000 | 1,964 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $44,478,000 | 2,663 |
| Total debt securities | $42,480,000 | 2,959 |
| 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 | $41,869,000 | 3,045 |
| U.S. Government securities | $41,869,000 | 2,198 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $41,869,000 | 2,149 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,179,000 | 5,579 |
| Mortgage-backed securities | $41,869,000 | 1,553 |
| Certificates of participation in pools of residential mortgages | $36,209,000 | 1,198 |
| Issued or guaranteed by U.S. | $36,209,000 | 1,197 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,660,000 | 2,015 |
| CMOs issued by government agencies or sponsored agencies | $5,660,000 | 1,925 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $41,869,000 | 2,817 |
| Total debt securities | $41,869,000 | 3,022 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $41,279,000 | 3,076 |
| U.S. Government securities | $41,279,000 | 2,247 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $41,279,000 | 2,193 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,018,000 | 5,713 |
| Mortgage-backed securities | $40,279,000 | 1,621 |
| Certificates of participation in pools of residential mortgages | $33,873,000 | 1,282 |
| Issued or guaranteed by U.S. | $33,873,000 | 1,281 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,406,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $6,406,000 | 1,823 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $41,279,000 | 2,840 |
| Total debt securities | $41,279,000 | 3,051 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $41,315,000 | 3,075 |
| U.S. Government securities | $41,315,000 | 2,269 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $41,315,000 | 2,213 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,847,000 | 5,432 |
| Mortgage-backed securities | $40,315,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $33,362,000 | 1,270 |
| Issued or guaranteed by U.S. | $33,362,000 | 1,269 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,953,000 | 1,901 |
| CMOs issued by government agencies or sponsored agencies | $6,953,000 | 1,795 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $41,315,000 | 2,838 |
| Total debt securities | $41,315,000 | 3,048 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $28,576,000 | 3,791 |
| U.S. Government securities | $28,576,000 | 2,912 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,576,000 | 2,848 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,576,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $23,295,000 | 1,581 |
| Issued or guaranteed by U.S. | $23,295,000 | 1,576 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,281,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $5,281,000 | 1,903 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $28,576,000 | 3,493 |
| Total debt securities | $28,576,000 | 3,767 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $20,275,000 | 4,474 |
| U.S. Government securities | $20,275,000 | 3,546 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,275,000 | 3,467 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,275,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $17,910,000 | 1,889 |
| Issued or guaranteed by U.S. | $17,910,000 | 1,883 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,365,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $2,365,000 | 2,443 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $20,275,000 | 4,109 |
| Total debt securities | $20,275,000 | 4,439 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $21,248,000 | 4,426 |
| U.S. Government securities | $21,248,000 | 3,524 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,248,000 | 3,434 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,248,000 | 2,275 |
| Certificates of participation in pools of residential mortgages | $18,739,000 | 1,757 |
| Issued or guaranteed by U.S. | $18,739,000 | 1,754 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,509,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $2,509,000 | 2,362 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $21,248,000 | 4,066 |
| Total debt securities | $21,248,000 | 4,396 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $26,598,000 | 3,892 |
| U.S. Government securities | $26,598,000 | 3,042 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,598,000 | 2,949 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,598,000 | 1,953 |
| Certificates of participation in pools of residential mortgages | $23,989,000 | 1,425 |
| Issued or guaranteed by U.S. | $23,989,000 | 1,418 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,609,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $2,609,000 | 2,273 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $26,598,000 | 3,587 |
| Total debt securities | $26,598,000 | 3,859 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $19,867,000 | 4,414 |
| U.S. Government securities | $19,867,000 | 3,486 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,867,000 | 3,387 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,867,000 | 2,239 |
| Certificates of participation in pools of residential mortgages | $18,112,000 | 1,682 |
| Issued or guaranteed by U.S. | $18,112,000 | 1,676 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,755,000 | 2,712 |
| CMOs issued by government agencies or sponsored agencies | $1,755,000 | 2,459 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $19,867,000 | 4,058 |
| Total debt securities | $19,867,000 | 4,382 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $25,018,000 | 3,873 |
| U.S. Government securities | $25,018,000 | 2,973 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,018,000 | 2,881 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,973,000 | 2,090 |
| Certificates of participation in pools of residential mortgages | $19,964,000 | 1,544 |
| Issued or guaranteed by U.S. | $19,964,000 | 1,541 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,009,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $2,009,000 | 2,351 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $25,018,000 | 3,553 |
| Total debt securities | $25,018,000 | 3,838 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $6,881,000 | 6,292 |
| U.S. Government securities | $6,881,000 | 5,591 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,881,000 | 5,473 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,856,000 | 4,294 |
| Certificates of participation in pools of residential mortgages | $3,856,000 | 3,665 |
| Issued or guaranteed by U.S. | $3,856,000 | 3,656 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $6,881,000 | 5,791 |
| Total debt securities | $6,881,000 | 6,254 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $6,322,000 | 6,481 |
| U.S. Government securities | $6,322,000 | 5,794 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,322,000 | 5,685 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,337,000 | 4,503 |
| Certificates of participation in pools of residential mortgages | $3,337,000 | 3,946 |
| Issued or guaranteed by U.S. | $3,337,000 | 3,937 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $6,322,000 | 5,960 |
| Total debt securities | $6,322,000 | 6,440 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $3,519,000 | 7,017 |
| U.S. Government securities | $3,519,000 | 6,527 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,519,000 | 6,433 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,519,000 | 4,525 |
| Certificates of participation in pools of residential mortgages | $3,519,000 | 3,960 |
| Issued or guaranteed by U.S. | $3,519,000 | 3,952 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $3,519,000 | 6,494 |
| Total debt securities | $3,519,000 | 6,979 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $3,751,000 | 7,031 |
| U.S. Government securities | $3,751,000 | 6,507 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,751,000 | 6,414 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,751,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $3,751,000 | 3,967 |
| Issued or guaranteed by U.S. | $3,751,000 | 3,957 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $3,751,000 | 6,500 |
| Total debt securities | $3,751,000 | 6,995 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $4,092,000 | 6,981 |
| U.S. Government securities | $4,092,000 | 6,428 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,092,000 | 6,337 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,092,000 | 4,506 |
| Certificates of participation in pools of residential mortgages | $4,092,000 | 3,922 |
| Issued or guaranteed by U.S. | $4,092,000 | 3,908 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $4,092,000 | 6,449 |
| Total debt securities | $4,092,000 | 6,940 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $4,418,000 | 6,961 |
| U.S. Government securities | $4,418,000 | 6,456 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,418,000 | 6,376 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,418,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $4,418,000 | 3,931 |
| Issued or guaranteed by U.S. | $4,418,000 | 3,919 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $4,418,000 | 6,415 |
| Total debt securities | $4,418,000 | 6,922 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $290,000 | 7,944 |
| U.S. Government securities | $290,000 | 7,746 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $290,000 | 7,667 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $290,000 | 6,011 |
| Certificates of participation in pools of residential mortgages | $290,000 | 5,665 |
| Issued or guaranteed by U.S. | $290,000 | 5,646 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $290,000 | 7,360 |
| Total debt securities | $290,000 | 7,916 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $6,292,000 | 6,636 |
| U.S. Government securities | $6,292,000 | 6,021 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,292,000 | 5,934 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $302,000 | 5,996 |
| Certificates of participation in pools of residential mortgages | $302,000 | 5,655 |
| Issued or guaranteed by U.S. | $302,000 | 5,638 |
| 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) | $5,990,000 | 1,506 |
| Available-for-sale securities (fair market value) | $302,000 | 7,403 |
| Total debt securities | $6,292,000 | 6,593 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $6,295,000 | 6,671 |
| U.S. Government securities | $6,295,000 | 6,055 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,295,000 | 5,967 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $306,000 | 6,008 |
| Certificates of participation in pools of residential mortgages | $306,000 | 5,662 |
| Issued or guaranteed by U.S. | $306,000 | 5,637 |
| 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) | $5,989,000 | 1,509 |
| Available-for-sale securities (fair market value) | $306,000 | 7,461 |
| Total debt securities | $6,295,000 | 6,611 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $11,390,000 | 5,694 |
| U.S. Government securities | $11,390,000 | 4,867 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,390,000 | 4,779 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $322,000 | 6,001 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,637 |
| Issued or guaranteed by U.S. | $322,000 | 5,608 |
| 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) | $5,988,000 | 1,522 |
| Available-for-sale securities (fair market value) | $5,402,000 | 6,339 |
| Total debt securities | $11,390,000 | 5,623 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $11,354,000 | 5,781 |
| U.S. Government securities | $11,354,000 | 4,983 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,354,000 | 4,887 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $351,000 | 5,858 |
| Certificates of participation in pools of residential mortgages | $351,000 | 5,476 |
| Issued or guaranteed by U.S. | $351,000 | 5,455 |
| 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) | $5,988,000 | 1,588 |
| Available-for-sale securities (fair market value) | $5,366,000 | 6,370 |
| Total debt securities | $11,354,000 | 5,716 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $13,353,000 | 5,484 |
| U.S. Government securities | $13,353,000 | 4,704 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,353,000 | 4,604 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $368,000 | 5,785 |
| Certificates of participation in pools of residential mortgages | $368,000 | 5,377 |
| Issued or guaranteed by U.S. | $368,000 | 5,358 |
| 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) | $8,014,000 | 1,411 |
| Available-for-sale securities (fair market value) | $5,339,000 | 6,426 |
| Total debt securities | $13,353,000 | 5,440 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $13,325,000 | 5,502 |
| U.S. Government securities | $13,325,000 | 4,724 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,325,000 | 4,614 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $391,000 | 5,765 |
| Certificates of participation in pools of residential mortgages | $391,000 | 5,365 |
| Issued or guaranteed by U.S. | $391,000 | 5,347 |
| 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) | $7,986,000 | 1,418 |
| Available-for-sale securities (fair market value) | $5,339,000 | 6,443 |
| Total debt securities | $13,325,000 | 5,456 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $13,363,000 | 5,523 |
| U.S. Government securities | $13,363,000 | 4,729 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,363,000 | 4,606 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $412,000 | 5,751 |
| Certificates of participation in pools of residential mortgages | $412,000 | 5,358 |
| Issued or guaranteed by U.S. | $412,000 | 5,335 |
| 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) | $7,984,000 | 1,435 |
| Available-for-sale securities (fair market value) | $5,379,000 | 6,454 |
| Total debt securities | $13,363,000 | 5,477 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $13,388,000 | 5,546 |
| U.S. Government securities | $13,388,000 | 4,777 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,388,000 | 4,649 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $443,000 | 5,730 |
| Certificates of participation in pools of residential mortgages | $443,000 | 5,321 |
| Issued or guaranteed by U.S. | $443,000 | 5,302 |
| 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) | $5,483,000 | 1,763 |
| Available-for-sale securities (fair market value) | $7,905,000 | 5,947 |
| Total debt securities | $13,388,000 | 5,502 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $13,400,000 | 5,587 |
| U.S. Government securities | $13,400,000 | 4,825 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,400,000 | 4,698 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $467,000 | 5,722 |
| Certificates of participation in pools of residential mortgages | $467,000 | 5,315 |
| Issued or guaranteed by U.S. | $467,000 | 5,292 |
| 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) | $5,480,000 | 1,819 |
| Available-for-sale securities (fair market value) | $7,920,000 | 5,976 |
| Total debt securities | $13,400,000 | 5,538 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $20,466,000 | 4,518 |
| U.S. Government securities | $13,369,000 | 4,821 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,369,000 | 4,686 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,097,000 | 364 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $498,000 | 5,717 |
| Certificates of participation in pools of residential mortgages | $498,000 | 5,310 |
| Issued or guaranteed by U.S. | $498,000 | 5,288 |
| 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) | $5,490,000 | 1,842 |
| Available-for-sale securities (fair market value) | $14,976,000 | 4,680 |
| Total debt securities | $13,369,000 | 5,551 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $25,560,000 | 3,971 |
| U.S. Government securities | $13,443,000 | 4,853 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,443,000 | 4,724 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,117,000 | 236 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $532,000 | 5,714 |
| Certificates of participation in pools of residential mortgages | $532,000 | 5,297 |
| Issued or guaranteed by U.S. | $532,000 | 5,278 |
| 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) | $7,979,000 | 1,570 |
| Available-for-sale securities (fair market value) | $17,581,000 | 4,325 |
| Total debt securities | $13,443,000 | 5,596 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $25,671,000 | 3,987 |
| U.S. Government securities | $13,529,000 | 4,830 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,529,000 | 4,682 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,142,000 | 251 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $579,000 | 5,729 |
| Certificates of participation in pools of residential mortgages | $579,000 | 5,286 |
| Issued or guaranteed by U.S. | $579,000 | 5,266 |
| 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) | $7,978,000 | 1,605 |
| Available-for-sale securities (fair market value) | $17,693,000 | 4,283 |
| Total debt securities | $13,529,000 | 5,584 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $17,725,000 | 4,938 |
| U.S. Government securities | $5,636,000 | 6,758 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,636,000 | 6,620 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,089,000 | 256 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $627,000 | 5,733 |
| Certificates of participation in pools of residential mortgages | $627,000 | 5,283 |
| Issued or guaranteed by U.S. | $627,000 | 5,265 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $17,725,000 | 4,280 |
| Total debt securities | $5,636,000 | 7,281 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $26,759,000 | 3,874 |
| U.S. Government securities | $5,775,000 | 6,769 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,775,000 | 6,624 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,984,000 | 148 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $691,000 | 5,729 |
| Certificates of participation in pools of residential mortgages | $691,000 | 5,270 |
| Issued or guaranteed by U.S. | $691,000 | 5,247 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $26,759,000 | 3,357 |
| Total debt securities | $5,775,000 | 7,278 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $30,113,000 | 3,613 |
| U.S. Government securities | $9,218,000 | 5,872 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,218,000 | 5,731 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,895,000 | 155 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $752,000 | 5,763 |
| Certificates of participation in pools of residential mortgages | $752,000 | 5,293 |
| Issued or guaranteed by U.S. | $752,000 | 5,277 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $30,113,000 | 3,114 |
| Total debt securities | $9,218,000 | 6,539 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $30,252,000 | 3,604 |
| U.S. Government securities | $9,444,000 | 5,817 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,444,000 | 5,666 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,808,000 | 171 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $814,000 | 5,768 |
| Certificates of participation in pools of residential mortgages | $814,000 | 5,287 |
| Issued or guaranteed by U.S. | $814,000 | 5,271 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $30,252,000 | 3,114 |
| Total debt securities | $9,444,000 | 6,523 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $30,283,000 | 3,599 |
| U.S. Government securities | $9,592,000 | 5,797 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,592,000 | 5,640 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,691,000 | 177 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $875,000 | 5,742 |
| Certificates of participation in pools of residential mortgages | $875,000 | 5,248 |
| Issued or guaranteed by U.S. | $875,000 | 5,235 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $30,283,000 | 3,110 |
| Total debt securities | $9,592,000 | 6,529 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $33,074,000 | 3,404 |
| U.S. Government securities | $9,483,000 | 5,892 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,483,000 | 5,734 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,591,000 | 169 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $999,000 | 5,713 |
| Certificates of participation in pools of residential mortgages | $999,000 | 5,210 |
| Issued or guaranteed by U.S. | $999,000 | 5,196 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $33,074,000 | 2,928 |
| Total debt securities | $9,483,000 | 6,612 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $38,897,000 | 2,999 |
| U.S. Government securities | $15,294,000 | 4,587 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,294,000 | 4,444 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,603,000 | 186 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,150,000 | 5,653 |
| Certificates of participation in pools of residential mortgages | $1,150,000 | 5,135 |
| Issued or guaranteed by U.S. | $1,150,000 | 5,120 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $38,897,000 | 2,582 |
| Total debt securities | $15,294,000 | 5,420 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $38,595,000 | 3,059 |
| U.S. Government securities | $15,120,000 | 4,661 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,120,000 | 4,519 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,475,000 | 185 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,285,000 | 5,581 |
| Certificates of participation in pools of residential mortgages | $1,285,000 | 5,059 |
| Issued or guaranteed by U.S. | $1,285,000 | 5,040 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,668 |
| Available-for-sale securities (fair market value) | $38,594,000 | 2,636 |
| Total debt securities | $15,120,000 | 5,515 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $37,943,000 | 3,063 |
| U.S. Government securities | $17,588,000 | 4,135 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,588,000 | 3,979 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,355,000 | 228 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,508,000 | 5,461 |
| Certificates of participation in pools of residential mortgages | $1,508,000 | 4,909 |
| Issued or guaranteed by U.S. | $1,508,000 | 4,889 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,692 |
| Available-for-sale securities (fair market value) | $37,942,000 | 2,640 |
| Total debt securities | $17,588,000 | 5,015 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $28,062,000 | 3,718 |
| U.S. Government securities | $12,470,000 | 4,986 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,470,000 | 4,828 |
| Securities issued by states & political subdivisions | $225,000 | 6,317 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,367,000 | 301 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,775,000 | 5,438 |
| Certificates of participation in pools of residential mortgages | $1,775,000 | 4,814 |
| Issued or guaranteed by U.S. | $1,775,000 | 4,799 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $225,000 | 4,234 |
| Available-for-sale securities (fair market value) | $27,837,000 | 3,245 |
| Total debt securities | $12,695,000 | 5,826 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $22,744,000 | 4,296 |
| U.S. Government securities | $7,235,000 | 6,382 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,235,000 | 6,202 |
| Securities issued by states & political subdivisions | $225,000 | 6,308 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,284,000 | 303 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,046,000 | 5,297 |
| Certificates of participation in pools of residential mortgages | $2,046,000 | 4,633 |
| Issued or guaranteed by U.S. | $2,046,000 | 4,615 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $225,000 | 4,293 |
| Available-for-sale securities (fair market value) | $22,519,000 | 3,726 |
| Total debt securities | $7,460,000 | 7,038 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $22,959,000 | 4,243 |
| U.S. Government securities | $7,523,000 | 6,314 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,523,000 | 6,116 |
| Securities issued by states & political subdivisions | $225,000 | 6,323 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,211,000 | 291 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,332,000 | 5,153 |
| Certificates of participation in pools of residential mortgages | $2,332,000 | 4,454 |
| Issued or guaranteed by U.S. | $2,332,000 | 4,439 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $225,000 | 4,374 |
| Available-for-sale securities (fair market value) | $22,734,000 | 3,671 |
| Total debt securities | $7,748,000 | 6,996 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $4,349,000 | 8,132 |
| U.S. Government securities | $3,624,000 | 7,810 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,624,000 | 7,559 |
| Securities issued by states & political subdivisions | $725,000 | 5,608 |
| 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 | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,624,000 | 4,448 |
| Certificates of participation in pools of residential mortgages | $3,624,000 | 3,617 |
| Issued or guaranteed by U.S. | $3,624,000 | 3,600 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $725,000 | 4,059 |
| Available-for-sale securities (fair market value) | $3,624,000 | 7,413 |
| Total debt securities | $4,349,000 | 8,029 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $17,155,000 | 5,137 |
| U.S. Government securities | $15,930,000 | 4,329 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,930,000 | 4,039 |
| Securities issued by states & political subdivisions | $1,225,000 | 5,063 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,541,000 | 4,454 |
| Certificates of participation in pools of residential mortgages | $2,541,000 | 3,618 |
| Issued or guaranteed by U.S. | $2,541,000 | 3,603 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,395,000 | 4,205 |
| Available-for-sale securities (fair market value) | $15,760,000 | 4,472 |
| Total debt securities | $17,155,000 | 5,014 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $20,938,000 | 4,692 |
| U.S. Government securities | $19,017,000 | 4,012 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,017,000 | 3,618 |
| Securities issued by states & political subdivisions | $1,921,000 | 4,682 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,030,000 | 4,474 |
| Certificates of participation in pools of residential mortgages | $3,030,000 | 3,580 |
| Issued or guaranteed by U.S. | $3,030,000 | 3,566 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,215,000 | 3,010 |
| Available-for-sale securities (fair market value) | $15,723,000 | 4,601 |
| Total debt securities | $20,938,000 | 4,563 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $23,564,000 | 4,332 |
| U.S. Government securities | $20,519,000 | 3,827 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,519,000 | 3,259 |
| Securities issued by states & political subdivisions | $3,045,000 | 3,945 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,034,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $4,034,000 | 3,336 |
| Issued or guaranteed by U.S. | $4,034,000 | 3,319 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,542,000 | 3,957 |
| Available-for-sale securities (fair market value) | $20,022,000 | 3,792 |
| Total debt securities | $23,564,000 | 4,227 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $23,059,000 | 4,450 |
| U.S. Government securities | $22,074,000 | 3,790 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,074,000 | 2,965 |
| Securities issued by states & political subdivisions | $985,000 | 5,845 |
| 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 | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,591,000 | 3,644 |
| Certificates of participation in pools of residential mortgages | $5,591,000 | 2,749 |
| Issued or guaranteed by U.S. | $5,591,000 | 2,737 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,274,000 | 5,445 |
| Available-for-sale securities (fair market value) | $20,785,000 | 3,491 |
| Total debt securities | $23,059,000 | 4,348 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $17,975,000 | 5,721 |
| U.S. Government securities | $16,462,000 | 5,113 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,462,000 | 3,884 |
| Securities issued by states & political subdivisions | $1,324,000 | 5,587 |
| 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 | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-189,000 | 1,115 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,483,000 | 3,418 |
| Certificates of participation in pools of residential mortgages | $7,483,000 | 2,556 |
| Issued or guaranteed by U.S. | $7,483,000 | 2,535 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,125,000 | 5,093 |
| Available-for-sale securities (fair market value) | $13,850,000 | 4,978 |
| Total debt securities | $17,786,000 | 5,637 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $25,660,000 | 4,616 |
| U.S. Government securities | $17,599,000 | 5,100 |
| U.S. Treasury securities | $3,505,000 | 5,629 |
| U.S. Government agency obligations | $14,094,000 | 4,374 |
| Securities issued by states & political subdivisions | $1,414,000 | 5,698 |
| 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 | $6,440,000 | 585 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-207,000 | 1,188 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,566,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $7,566,000 | 2,575 |
| Issued or guaranteed by U.S. | $7,566,000 | 2,552 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,460,000 | 5,756 |
| Available-for-sale securities (fair market value) | $22,200,000 | 3,633 |
| Total debt securities | $19,013,000 | 5,638 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $31,469,000 | 4,107 |
| U.S. Government securities | $23,675,000 | 4,301 |
| U.S. Treasury securities | $6,415,000 | 4,732 |
| U.S. Government agency obligations | $17,260,000 | 3,607 |
| Securities issued by states & political subdivisions | $1,499,000 | 5,844 |
| 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 | $6,065,000 | 542 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-230,000 | 1,273 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,764,000 | 3,506 |
| Certificates of participation in pools of residential mortgages | $8,764,000 | 2,440 |
| Issued or guaranteed by U.S. | $8,764,000 | 2,429 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,933,000 | 3,459 |
| Available-for-sale securities (fair market value) | $11,536,000 | 4,350 |
| Total debt securities | $25,174,000 | 4,863 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $34,314,000 | 3,989 |
| U.S. Government securities | $27,149,000 | 3,945 |
| U.S. Treasury securities | $9,423,000 | 3,681 |
| U.S. Government agency obligations | $17,726,000 | 3,654 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | $6,931,000 | 548 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-234,000 | 1,352 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,233,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $9,233,000 | 2,609 |
| Issued or guaranteed by U.S. | $9,233,000 | 2,581 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $27,149,000 | 4,758 |
| 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 | $21,307,000 | 5,858 |
| U.S. Government securities | $14,176,000 | 6,521 |
| U.S. Treasury securities | $9,855,000 | 3,568 |
| U.S. Government agency obligations | $4,321,000 | 8,463 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $1,076,000 | 3,926 |
| 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 | $1,076,000 | 2,819 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,055,000 | 523 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,321,000 | 5,844 |
| Certificates of participation in pools of residential mortgages | $4,321,000 | 4,279 |
| Issued or guaranteed by U.S. | $4,321,000 | 4,229 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,252,000 | 7,156 |
| 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 |