Home > The MassMutual Trust Company > Securities
The MassMutual Trust Company, Securities
| 2024-03-31 | Rank | |
| Total securities | $66,041,000 | 2,218 |
| U.S. Government securities | $27,334,000 | 2,561 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $27,334,000 | 2,249 |
| Securities issued by states & political subdivisions | $0 | 3,753 |
| Other domestic debt securities | $38,707,000 | 474 |
| Privately issued residential mortgage-backed securities | $14,023,000 | 219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,062,000 | 135 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $0 | 1,839 |
| 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 | $0 | 3,935 |
| Mortgage-backed securities | $41,007,000 | 1,428 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,845,000 | 1,358 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,517,000 | 1,817 |
| Privately issued | $14,023,000 | 186 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $622,000 | 1,202 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $66,041,000 | 2,004 |
| Total debt securities | $66,040,000 | 2,196 |
| 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 | $65,937,000 | 2,244 |
| U.S. Government securities | $26,768,000 | 2,610 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $26,768,000 | 2,276 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $39,169,000 | 484 |
| Privately issued residential mortgage-backed securities | $14,219,000 | 233 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,231,000 | 138 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $40,661,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,054,000 | 1,387 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,669,000 | 1,756 |
| Privately issued | $14,219,000 | 191 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $719,000 | 1,164 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $65,937,000 | 2,025 |
| Total debt securities | $65,934,000 | 2,226 |
| 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 | $64,791,000 | 2,238 |
| U.S. Government securities | $24,996,000 | 2,689 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $24,996,000 | 2,328 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $39,795,000 | 457 |
| Privately issued residential mortgage-backed securities | $13,230,000 | 227 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,757,000 | 132 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $37,946,000 | 1,473 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,144,000 | 1,421 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,764,000 | 1,715 |
| Privately issued | $13,230,000 | 186 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $808,000 | 1,137 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $64,791,000 | 2,011 |
| Total debt securities | $64,791,000 | 2,220 |
| 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 | $67,022,000 | 2,258 |
| U.S. Government securities | $22,786,000 | 2,861 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $22,786,000 | 2,488 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $44,236,000 | 429 |
| Privately issued residential mortgage-backed securities | $13,974,000 | 225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,362,000 | 121 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $36,458,000 | 1,549 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,609,000 | 1,550 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,975,000 | 1,692 |
| Privately issued | $13,974,000 | 181 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $900,000 | 1,115 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $67,022,000 | 2,025 |
| Total debt securities | $67,022,000 | 2,241 |
| 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 | $69,044,000 | 2,302 |
| U.S. Government securities | $22,082,000 | 2,983 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $22,082,000 | 2,530 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $46,962,000 | 441 |
| Privately issued residential mortgage-backed securities | $14,728,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $31,232,000 | 123 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $36,555,000 | 1,595 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,694,000 | 1,634 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,131,000 | 1,702 |
| Privately issued | $14,728,000 | 181 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $1,002,000 | 1,103 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $69,044,000 | 2,062 |
| Total debt securities | $69,042,000 | 2,281 |
| 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 | $67,126,000 | 2,380 |
| U.S. Government securities | $21,923,000 | 3,010 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $21,923,000 | 2,544 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $45,203,000 | 452 |
| Privately issued residential mortgage-backed securities | $15,074,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,030,000 | 122 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $36,721,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,274,000 | 1,680 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,274,000 | 1,698 |
| Privately issued | $15,074,000 | 177 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $1,099,000 | 1,089 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $67,126,000 | 2,135 |
| Total debt securities | $67,121,000 | 2,361 |
| 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 | $57,953,000 | 2,562 |
| U.S. Government securities | $12,916,000 | 3,563 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $12,916,000 | 3,080 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $45,037,000 | 433 |
| Privately issued residential mortgage-backed securities | $14,574,000 | 218 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,256,000 | 127 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $27,156,000 | 1,856 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,851,000 | 2,369 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,524,000 | 1,670 |
| Privately issued | $14,574,000 | 176 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,207,000 | 1,108 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $57,953,000 | 2,329 |
| Total debt securities | $57,952,000 | 2,543 |
| 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 | $63,517,000 | 2,485 |
| U.S. Government securities | $14,237,000 | 3,514 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $14,237,000 | 3,034 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $49,280,000 | 388 |
| Privately issued residential mortgage-backed securities | $15,191,000 | 223 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,650,000 | 115 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $29,198,000 | 1,849 |
| Certificates of participation in pools of residential mortgages | $8,728,000 | 2,381 |
| Issued or guaranteed by U.S. | $8,728,000 | 2,317 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $19,031,000 | 896 |
| CMOs issued by government agencies or sponsored agencies | $3,840,000 | 1,663 |
| Privately issued | $15,191,000 | 173 |
| Commercial mortgage-backed securities | $1,439,000 | 1,625 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,439,000 | 1,148 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $63,517,000 | 2,283 |
| Total debt securities | $63,517,000 | 2,472 |
| 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 | $67,194,000 | 2,363 |
| U.S. Government securities | $15,487,000 | 3,355 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $15,487,000 | 2,954 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $51,707,000 | 369 |
| Privately issued residential mortgage-backed securities | $14,434,000 | 216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,662,000 | 114 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $29,760,000 | 1,853 |
| Certificates of participation in pools of residential mortgages | $9,554,000 | 2,322 |
| Issued or guaranteed by U.S. | $9,554,000 | 2,265 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $18,595,000 | 898 |
| CMOs issued by government agencies or sponsored agencies | $4,161,000 | 1,631 |
| Privately issued | $14,434,000 | 170 |
| Commercial mortgage-backed securities | $1,611,000 | 1,580 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,611,000 | 1,109 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $67,194,000 | 2,195 |
| Total debt securities | $67,195,000 | 2,353 |
| 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 | $69,767,000 | 2,250 |
| U.S. Government securities | $17,088,000 | 3,125 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $17,088,000 | 2,835 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $52,679,000 | 355 |
| Privately issued residential mortgage-backed securities | $14,832,000 | 195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,031,000 | 119 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $31,850,000 | 1,803 |
| Certificates of participation in pools of residential mortgages | $10,666,000 | 2,219 |
| Issued or guaranteed by U.S. | $10,666,000 | 2,156 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $19,368,000 | 831 |
| CMOs issued by government agencies or sponsored agencies | $4,536,000 | 1,585 |
| Privately issued | $14,832,000 | 141 |
| Commercial mortgage-backed securities | $1,816,000 | 1,526 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,816,000 | 1,072 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $69,767,000 | 2,107 |
| Total debt securities | $69,768,000 | 2,239 |
| 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 | $70,101,000 | 2,166 |
| U.S. Government securities | $18,709,000 | 2,957 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $18,709,000 | 2,731 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $51,392,000 | 346 |
| Privately issued residential mortgage-backed securities | $12,970,000 | 186 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,387,000 | 122 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $31,732,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $11,711,000 | 2,147 |
| Issued or guaranteed by U.S. | $11,711,000 | 2,090 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $17,986,000 | 853 |
| CMOs issued by government agencies or sponsored agencies | $5,016,000 | 1,535 |
| Privately issued | $12,970,000 | 131 |
| Commercial mortgage-backed securities | $2,035,000 | 1,494 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $2,035,000 | 1,028 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $70,101,000 | 2,031 |
| Total debt securities | $70,100,000 | 2,150 |
| 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 | $69,903,000 | 2,116 |
| U.S. Government securities | $20,447,000 | 2,803 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $20,447,000 | 2,606 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $49,456,000 | 335 |
| Privately issued residential mortgage-backed securities | $13,069,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,994,000 | 131 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $33,770,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $12,618,000 | 2,051 |
| Issued or guaranteed by U.S. | $12,618,000 | 1,996 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $18,759,000 | 799 |
| CMOs issued by government agencies or sponsored agencies | $5,690,000 | 1,416 |
| Privately issued | $13,069,000 | 117 |
| Commercial mortgage-backed securities | $2,393,000 | 1,428 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $2,393,000 | 965 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $69,903,000 | 1,987 |
| Total debt securities | $69,903,000 | 2,101 |
| 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 | $67,958,000 | 2,035 |
| U.S. Government securities | $20,685,000 | 2,628 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $20,685,000 | 2,469 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $47,273,000 | 330 |
| Privately issued residential mortgage-backed securities | $10,966,000 | 189 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,585,000 | 128 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $32,151,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $11,978,000 | 2,036 |
| Issued or guaranteed by U.S. | $11,978,000 | 1,978 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $17,451,000 | 823 |
| CMOs issued by government agencies or sponsored agencies | $6,485,000 | 1,291 |
| Privately issued | $10,966,000 | 116 |
| Commercial mortgage-backed securities | $2,722,000 | 1,354 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $2,722,000 | 899 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $67,958,000 | 1,916 |
| Total debt securities | $67,958,000 | 2,018 |
| 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 | $70,393,000 | 1,847 |
| U.S. Government securities | $23,130,000 | 2,370 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $23,130,000 | 2,248 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $47,263,000 | 320 |
| Privately issued residential mortgage-backed securities | $8,324,000 | 202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,360,000 | 119 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $31,685,000 | 1,616 |
| Certificates of participation in pools of residential mortgages | $13,337,000 | 1,848 |
| Issued or guaranteed by U.S. | $13,337,000 | 1,801 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $15,769,000 | 876 |
| CMOs issued by government agencies or sponsored agencies | $7,445,000 | 1,231 |
| Privately issued | $8,324,000 | 134 |
| Commercial mortgage-backed securities | $2,579,000 | 1,320 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $2,579,000 | 882 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $70,393,000 | 1,727 |
| Total debt securities | $70,393,000 | 1,828 |
| 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 | $74,781,000 | 1,674 |
| U.S. Government securities | $24,111,000 | 2,263 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $24,111,000 | 2,149 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $50,670,000 | 287 |
| Privately issued residential mortgage-backed securities | $10,084,000 | 190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $37,737,000 | 114 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $34,581,000 | 1,491 |
| Certificates of participation in pools of residential mortgages | $12,898,000 | 1,841 |
| Issued or guaranteed by U.S. | $12,898,000 | 1,791 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $18,834,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $8,750,000 | 1,164 |
| Privately issued | $10,084,000 | 120 |
| Commercial mortgage-backed securities | $2,849,000 | 1,259 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $2,849,000 | 834 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $74,781,000 | 1,569 |
| Total debt securities | $74,781,000 | 1,660 |
| 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 | $75,251,000 | 1,616 |
| U.S. Government securities | $26,918,000 | 2,129 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $26,918,000 | 2,021 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $48,333,000 | 298 |
| Privately issued residential mortgage-backed securities | $10,997,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,987,000 | 104 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $35,678,000 | 1,440 |
| Certificates of participation in pools of residential mortgages | $14,174,000 | 1,716 |
| Issued or guaranteed by U.S. | $14,174,000 | 1,668 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $21,155,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $10,158,000 | 1,100 |
| Privately issued | $10,997,000 | 113 |
| Commercial mortgage-backed securities | $349,000 | 1,834 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $349,000 | 1,231 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $75,251,000 | 1,507 |
| Total debt securities | $75,249,000 | 1,602 |
| 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 | $72,967,000 | 1,588 |
| U.S. Government securities | $22,952,000 | 2,339 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $22,952,000 | 2,221 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $50,015,000 | 273 |
| Privately issued residential mortgage-backed securities | $11,445,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $38,211,000 | 99 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $32,162,000 | 1,523 |
| Certificates of participation in pools of residential mortgages | $9,164,000 | 2,127 |
| Issued or guaranteed by U.S. | $9,164,000 | 2,066 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $22,639,000 | 750 |
| CMOs issued by government agencies or sponsored agencies | $11,194,000 | 1,070 |
| Privately issued | $11,445,000 | 105 |
| Commercial mortgage-backed securities | $359,000 | 1,808 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $359,000 | 1,207 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $72,967,000 | 1,472 |
| Total debt securities | $72,966,000 | 1,572 |
| 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 | $73,586,000 | 1,596 |
| U.S. Government securities | $24,497,000 | 2,311 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $24,497,000 | 2,176 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $49,089,000 | 266 |
| Privately issued residential mortgage-backed securities | $11,313,000 | 160 |
| Commercial mortgage-backed securities - Total | $398,000 | 169 |
| Asset backed securities | $37,378,000 | 94 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $33,294,000 | 1,450 |
| Certificates of participation in pools of residential mortgages | $9,492,000 | 2,034 |
| Issued or guaranteed by U.S. | $9,492,000 | 1,979 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $23,404,000 | 735 |
| CMOs issued by government agencies or sponsored agencies | $12,091,000 | 1,031 |
| Privately issued | $11,313,000 | 106 |
| Commercial mortgage-backed securities | $398,000 | 1,776 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $398,000 | 1,167 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $73,586,000 | 1,477 |
| Total debt securities | $73,586,000 | 1,580 |
| 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 | $73,703,000 | 1,594 |
| U.S. Government securities | $26,400,000 | 2,236 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $26,400,000 | 2,116 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $47,303,000 | 273 |
| Privately issued residential mortgage-backed securities | $10,375,000 | 165 |
| Commercial mortgage-backed securities - Total | $422,000 | 168 |
| Asset backed securities | $36,506,000 | 94 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $33,832,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | $10,345,000 | 1,952 |
| Issued or guaranteed by U.S. | $10,345,000 | 1,896 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $23,065,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $12,690,000 | 1,012 |
| Privately issued | $10,375,000 | 108 |
| Commercial mortgage-backed securities | $422,000 | 1,748 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $422,000 | 1,127 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $73,703,000 | 1,475 |
| Total debt securities | $73,704,000 | 1,580 |
| 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 | $73,839,000 | 1,603 |
| U.S. Government securities | $28,030,000 | 2,196 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $28,030,000 | 2,085 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $45,809,000 | 260 |
| Privately issued residential mortgage-backed securities | $9,024,000 | 155 |
| Commercial mortgage-backed securities - Total | $435,000 | 165 |
| Asset backed securities | $36,350,000 | 89 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $34,134,000 | 1,392 |
| Certificates of participation in pools of residential mortgages | $10,974,000 | 1,885 |
| Issued or guaranteed by U.S. | $10,974,000 | 1,850 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $22,725,000 | 722 |
| CMOs issued by government agencies or sponsored agencies | $13,701,000 | 940 |
| Privately issued | $9,024,000 | 114 |
| Commercial mortgage-backed securities | $435,000 | 1,718 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $435,000 | 1,103 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $73,839,000 | 1,483 |
| Total debt securities | $73,842,000 | 1,585 |
| 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 | $72,791,000 | 1,627 |
| U.S. Government securities | $29,224,000 | 2,171 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $29,224,000 | 2,042 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $43,459,000 | 256 |
| Privately issued residential mortgage-backed securities | $6,904,000 | 175 |
| Commercial mortgage-backed securities - Total | $442,000 | 159 |
| Asset backed securities | $36,113,000 | 83 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $32,967,000 | 1,403 |
| Certificates of participation in pools of residential mortgages | $11,509,000 | 1,837 |
| Issued or guaranteed by U.S. | $11,509,000 | 1,798 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $21,016,000 | 748 |
| CMOs issued by government agencies or sponsored agencies | $14,112,000 | 913 |
| Privately issued | $6,904,000 | 125 |
| Commercial mortgage-backed securities | $442,000 | 1,649 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $442,000 | 1,017 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $72,683,000 | 1,496 |
| Total debt securities | $72,685,000 | 1,612 |
| 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 | $71,655,000 | 1,653 |
| U.S. Government securities | $30,552,000 | 2,119 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $30,552,000 | 2,002 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $41,103,000 | 260 |
| Privately issued residential mortgage-backed securities | $5,509,000 | 183 |
| Commercial mortgage-backed securities - Total | $445,000 | 150 |
| Asset backed securities | $35,149,000 | 90 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $32,629,000 | 1,422 |
| Certificates of participation in pools of residential mortgages | $12,036,000 | 1,802 |
| Issued or guaranteed by U.S. | $12,036,000 | 1,780 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $20,148,000 | 767 |
| CMOs issued by government agencies or sponsored agencies | $14,639,000 | 881 |
| Privately issued | $5,509,000 | 139 |
| Commercial mortgage-backed securities | $445,000 | 1,614 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $445,000 | 971 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $71,655,000 | 1,522 |
| Total debt securities | $71,656,000 | 1,639 |
| 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 | $70,701,000 | 1,675 |
| U.S. Government securities | $31,842,000 | 2,090 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $31,842,000 | 1,968 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $38,859,000 | 266 |
| Privately issued residential mortgage-backed securities | $4,822,000 | 166 |
| Commercial mortgage-backed securities - Total | $456,000 | 139 |
| Asset backed securities | $33,581,000 | 86 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $33,014,000 | 1,416 |
| Certificates of participation in pools of residential mortgages | $12,608,000 | 1,782 |
| Issued or guaranteed by U.S. | $12,608,000 | 1,772 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $19,950,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $15,128,000 | 850 |
| Privately issued | $4,822,000 | 147 |
| Commercial mortgage-backed securities | $456,000 | 1,600 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $456,000 | 969 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $70,701,000 | 1,540 |
| Total debt securities | $70,702,000 | 1,661 |
| 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 | $71,405,000 | 1,692 |
| U.S. Government securities | $32,385,000 | 2,055 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $32,385,000 | 1,946 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $39,020,000 | 272 |
| Privately issued residential mortgage-backed securities | $4,663,000 | 295 |
| Commercial mortgage-backed securities - Total | $460,000 | 132 |
| Asset backed securities | $33,897,000 | 85 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $34,657,000 | 1,388 |
| Certificates of participation in pools of residential mortgages | $13,577,000 | 1,750 |
| Issued or guaranteed by U.S. | $13,577,000 | 1,676 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $20,620,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $15,957,000 | 813 |
| Privately issued | $4,663,000 | 154 |
| Commercial mortgage-backed securities | $460,000 | 1,574 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $460,000 | 966 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $71,405,000 | 1,560 |
| Total debt securities | $71,406,000 | 1,678 |
| 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 | $70,957,000 | 1,729 |
| U.S. Government securities | $33,874,000 | 2,041 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $33,874,000 | 1,937 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $37,083,000 | 259 |
| Privately issued residential mortgage-backed securities | $3,305,000 | 183 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $33,778,000 | 84 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $34,489,000 | 1,387 |
| Certificates of participation in pools of residential mortgages | $14,588,000 | 1,711 |
| Issued or guaranteed by U.S. | $14,588,000 | 1,708 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,901,000 | 743 |
| CMOs issued by government agencies or sponsored agencies | $16,596,000 | 795 |
| Privately issued | $3,305,000 | 172 |
| 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) | $70,957,000 | 1,589 |
| Total debt securities | $70,957,000 | 1,712 |
| 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 | $69,015,000 | 1,803 |
| U.S. Government securities | $35,726,000 | 1,963 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $35,726,000 | 1,875 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $33,289,000 | 272 |
| Privately issued residential mortgage-backed securities | $2,258,000 | 205 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $31,031,000 | 84 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $35,022,000 | 1,372 |
| Certificates of participation in pools of residential mortgages | $15,528,000 | 1,679 |
| Issued or guaranteed by U.S. | $15,528,000 | 1,678 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $19,494,000 | 741 |
| CMOs issued by government agencies or sponsored agencies | $17,236,000 | 771 |
| Privately issued | $2,258,000 | 195 |
| 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) | $69,015,000 | 1,671 |
| Total debt securities | $69,015,000 | 1,788 |
| 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 | $69,444,000 | 1,813 |
| U.S. Government securities | $36,821,000 | 1,937 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $36,821,000 | 1,853 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $32,623,000 | 272 |
| Privately issued residential mortgage-backed securities | $2,045,000 | 221 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $30,578,000 | 76 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $35,627,000 | 1,365 |
| Certificates of participation in pools of residential mortgages | $16,552,000 | 1,649 |
| Issued or guaranteed by U.S. | $16,552,000 | 1,647 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $19,075,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $17,030,000 | 766 |
| Privately issued | $2,045,000 | 209 |
| 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) | $69,444,000 | 1,668 |
| Total debt securities | $69,444,000 | 1,799 |
| 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 | $68,817,000 | 1,855 |
| U.S. Government securities | $36,365,000 | 1,991 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $36,365,000 | 1,895 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $32,452,000 | 282 |
| Privately issued residential mortgage-backed securities | $1,844,000 | 243 |
| Commercial mortgage-backed securities - Total | $341,000 | 126 |
| Asset backed securities | $30,267,000 | 72 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $35,347,000 | 1,389 |
| Certificates of participation in pools of residential mortgages | $17,443,000 | 1,643 |
| Issued or guaranteed by U.S. | $17,443,000 | 1,642 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,563,000 | 792 |
| CMOs issued by government agencies or sponsored agencies | $15,719,000 | 822 |
| Privately issued | $1,844,000 | 228 |
| Commercial mortgage-backed securities | $341,000 | 1,363 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $341,000 | 882 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $68,817,000 | 1,708 |
| Total debt securities | $68,817,000 | 1,838 |
| 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 | $67,599,000 | 1,911 |
| U.S. Government securities | $35,055,000 | 2,091 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $35,055,000 | 1,994 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $32,544,000 | 292 |
| Privately issued residential mortgage-backed securities | $2,333,000 | 226 |
| Commercial mortgage-backed securities - Total | $824,000 | 118 |
| Asset backed securities | $29,387,000 | 76 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $34,659,000 | 1,432 |
| Certificates of participation in pools of residential mortgages | $18,266,000 | 1,625 |
| Issued or guaranteed by U.S. | $18,266,000 | 1,625 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,569,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $13,236,000 | 924 |
| Privately issued | $2,333,000 | 215 |
| Commercial mortgage-backed securities | $824,000 | 1,205 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $824,000 | 779 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $67,599,000 | 1,753 |
| Total debt securities | $67,599,000 | 1,891 |
| 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 | $66,899,000 | 1,909 |
| U.S. Government securities | $35,536,000 | 2,047 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $35,536,000 | 1,947 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $31,363,000 | 297 |
| Privately issued residential mortgage-backed securities | $1,305,000 | 300 |
| Commercial mortgage-backed securities - Total | $862,000 | 118 |
| Asset backed securities | $29,196,000 | 75 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $33,804,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $19,163,000 | 1,583 |
| Issued or guaranteed by U.S. | $19,163,000 | 1,583 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $13,779,000 | 954 |
| CMOs issued by government agencies or sponsored agencies | $12,474,000 | 948 |
| Privately issued | $1,305,000 | 283 |
| Commercial mortgage-backed securities | $862,000 | 1,167 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $862,000 | 749 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $66,899,000 | 1,750 |
| Total debt securities | $66,899,000 | 1,889 |
| 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 | $65,632,000 | 1,947 |
| U.S. Government securities | $37,162,000 | 1,976 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $37,162,000 | 1,896 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $28,470,000 | 319 |
| Privately issued residential mortgage-backed securities | $244,000 | 478 |
| Commercial mortgage-backed securities - Total | $1,019,000 | 101 |
| Asset backed securities | $27,207,000 | 80 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $34,221,000 | 1,447 |
| Certificates of participation in pools of residential mortgages | $20,171,000 | 1,549 |
| Issued or guaranteed by U.S. | $20,171,000 | 1,549 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,031,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $12,787,000 | 946 |
| Privately issued | $244,000 | 452 |
| Commercial mortgage-backed securities | $1,019,000 | 1,054 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,019,000 | 683 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $65,632,000 | 1,789 |
| Total debt securities | $65,632,000 | 1,928 |
| 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 | $66,817,000 | 1,944 |
| U.S. Government securities | $37,216,000 | 2,020 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $37,216,000 | 1,938 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $29,601,000 | 316 |
| Privately issued residential mortgage-backed securities | $249,000 | 495 |
| Commercial mortgage-backed securities - Total | $1,515,000 | 107 |
| Asset backed securities | $27,837,000 | 80 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $33,412,000 | 1,490 |
| Certificates of participation in pools of residential mortgages | $19,230,000 | 1,600 |
| Issued or guaranteed by U.S. | $19,230,000 | 1,596 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,667,000 | 1,010 |
| CMOs issued by government agencies or sponsored agencies | $12,418,000 | 971 |
| Privately issued | $249,000 | 464 |
| Commercial mortgage-backed securities | $1,515,000 | 904 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,515,000 | 620 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $66,817,000 | 1,759 |
| Total debt securities | $66,817,000 | 1,920 |
| 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 | $63,982,000 | 2,050 |
| U.S. Government securities | $33,972,000 | 2,224 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $33,972,000 | 2,137 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $30,010,000 | 311 |
| Privately issued residential mortgage-backed securities | $263,000 | 490 |
| Commercial mortgage-backed securities - Total | $1,532,000 | 106 |
| Asset backed securities | $28,215,000 | 78 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $30,762,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $15,983,000 | 1,783 |
| Issued or guaranteed by U.S. | $15,983,000 | 1,782 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,247,000 | 1,003 |
| CMOs issued by government agencies or sponsored agencies | $12,984,000 | 959 |
| Privately issued | $263,000 | 464 |
| Commercial mortgage-backed securities | $1,532,000 | 876 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,532,000 | 592 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $63,982,000 | 1,855 |
| Total debt securities | $63,982,000 | 2,020 |
| 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 | $64,261,000 | 2,057 |
| U.S. Government securities | $33,730,000 | 2,268 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $33,730,000 | 2,184 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $30,531,000 | 303 |
| Privately issued residential mortgage-backed securities | $278,000 | 484 |
| Commercial mortgage-backed securities - Total | $1,546,000 | 95 |
| Asset backed securities | $28,707,000 | 77 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $31,144,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $15,351,000 | 1,847 |
| Issued or guaranteed by U.S. | $15,351,000 | 1,845 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,247,000 | 969 |
| CMOs issued by government agencies or sponsored agencies | $13,969,000 | 935 |
| Privately issued | $278,000 | 461 |
| Commercial mortgage-backed securities | $1,546,000 | 834 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $1,546,000 | 542 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $64,261,000 | 1,879 |
| Total debt securities | $64,261,000 | 2,026 |
| 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 | $65,075,000 | 2,055 |
| U.S. Government securities | $33,729,000 | 2,320 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $33,729,000 | 2,224 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $31,346,000 | 297 |
| Privately issued residential mortgage-backed securities | $92,000 | 607 |
| Commercial mortgage-backed securities - Total | $1,570,000 | 107 |
| Asset backed securities | $29,684,000 | 76 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $32,177,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $16,213,000 | 1,802 |
| Issued or guaranteed by U.S. | $16,213,000 | 1,802 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $14,394,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $14,302,000 | 938 |
| Privately issued | $92,000 | 578 |
| Commercial mortgage-backed securities | $1,570,000 | 796 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $1,570,000 | 518 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $65,075,000 | 1,868 |
| Total debt securities | $65,075,000 | 2,030 |
| 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 | $64,640,000 | 2,101 |
| U.S. Government securities | $33,297,000 | 2,395 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $33,297,000 | 2,301 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $31,343,000 | 293 |
| Privately issued residential mortgage-backed securities | $97,000 | 625 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $31,246,000 | 75 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $31,395,000 | 1,626 |
| Certificates of participation in pools of residential mortgages | $15,765,000 | 1,893 |
| Issued or guaranteed by U.S. | $15,765,000 | 1,893 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,630,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $15,533,000 | 924 |
| Privately issued | $97,000 | 595 |
| 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) | $64,640,000 | 1,898 |
| Total debt securities | $64,640,000 | 2,078 |
| 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 | $62,599,000 | 2,172 |
| U.S. Government securities | $33,460,000 | 2,444 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $33,460,000 | 2,361 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $29,139,000 | 306 |
| Privately issued residential mortgage-backed securities | $107,000 | 663 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $29,032,000 | 74 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $30,552,000 | 1,671 |
| Certificates of participation in pools of residential mortgages | $13,948,000 | 2,049 |
| Issued or guaranteed by U.S. | $13,948,000 | 2,048 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $16,604,000 | 967 |
| CMOs issued by government agencies or sponsored agencies | $16,497,000 | 921 |
| Privately issued | $107,000 | 629 |
| 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) | $62,599,000 | 1,961 |
| Total debt securities | $62,599,000 | 2,151 |
| 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 | $63,734,000 | 2,184 |
| U.S. Government securities | $34,373,000 | 2,427 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $34,373,000 | 2,347 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $29,361,000 | 305 |
| Privately issued residential mortgage-backed securities | $113,000 | 660 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $29,248,000 | 69 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $31,749,000 | 1,677 |
| Certificates of participation in pools of residential mortgages | $14,417,000 | 2,064 |
| Issued or guaranteed by U.S. | $14,417,000 | 2,061 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $17,332,000 | 952 |
| CMOs issued by government agencies or sponsored agencies | $17,219,000 | 910 |
| Privately issued | $113,000 | 625 |
| 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) | $63,734,000 | 1,966 |
| Total debt securities | $63,734,000 | 2,157 |
| 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 | $56,973,000 | 2,398 |
| U.S. Government securities | $31,076,000 | 2,638 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $31,076,000 | 2,561 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $25,897,000 | 338 |
| Privately issued residential mortgage-backed securities | $119,000 | 696 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $25,453,000 | 76 |
| Structured financial products - Total | $325,000 | 217 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $27,652,000 | 1,886 |
| Certificates of participation in pools of residential mortgages | $11,368,000 | 2,424 |
| Issued or guaranteed by U.S. | $11,368,000 | 2,420 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $16,284,000 | 1,018 |
| CMOs issued by government agencies or sponsored agencies | $16,165,000 | 972 |
| Privately issued | $119,000 | 664 |
| 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) | $56,973,000 | 2,164 |
| Total debt securities | $56,973,000 | 2,376 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $57,452,000 | 2,400 |
| U.S. Government securities | $32,199,000 | 2,620 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $32,199,000 | 2,538 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $25,253,000 | 358 |
| Privately issued residential mortgage-backed securities | $123,000 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $24,805,000 | 90 |
| Structured financial products - Total | $325,000 | 223 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $28,103,000 | 1,909 |
| Certificates of participation in pools of residential mortgages | $11,946,000 | 2,396 |
| Issued or guaranteed by U.S. | $11,946,000 | 2,394 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $16,157,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $16,034,000 | 987 |
| Privately issued | $123,000 | 680 |
| 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) | $57,452,000 | 2,172 |
| Total debt securities | $57,452,000 | 2,376 |
| 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 | $56,019,000 | 2,454 |
| U.S. Government securities | $33,420,000 | 2,584 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $33,420,000 | 2,511 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $22,599,000 | 386 |
| Privately issued residential mortgage-backed securities | $126,000 | 735 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $22,473,000 | 97 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $28,383,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $12,390,000 | 2,380 |
| Issued or guaranteed by U.S. | $12,390,000 | 2,379 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $15,993,000 | 1,048 |
| CMOs issued by government agencies or sponsored agencies | $15,867,000 | 1,001 |
| Privately issued | $126,000 | 705 |
| 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) | $56,019,000 | 2,232 |
| Total debt securities | $56,019,000 | 2,435 |
| 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 | $55,847,000 | 2,454 |
| U.S. Government securities | $30,451,000 | 2,724 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,451,000 | 2,652 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $25,396,000 | 382 |
| Privately issued residential mortgage-backed securities | $128,000 | 766 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $25,268,000 | 92 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $27,986,000 | 1,943 |
| Certificates of participation in pools of residential mortgages | $11,100,000 | 2,520 |
| Issued or guaranteed by U.S. | $11,100,000 | 2,520 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $16,886,000 | 1,017 |
| CMOs issued by government agencies or sponsored agencies | $16,758,000 | 970 |
| Privately issued | $128,000 | 732 |
| 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) | $55,847,000 | 2,236 |
| Total debt securities | $55,847,000 | 2,433 |
| 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 | $55,028,000 | 2,501 |
| U.S. Government securities | $33,354,000 | 2,579 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $33,354,000 | 2,513 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $21,674,000 | 433 |
| Privately issued residential mortgage-backed securities | $133,000 | 793 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $21,541,000 | 101 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $29,595,000 | 1,891 |
| Certificates of participation in pools of residential mortgages | $11,364,000 | 2,491 |
| Issued or guaranteed by U.S. | $11,364,000 | 2,489 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $18,231,000 | 995 |
| CMOs issued by government agencies or sponsored agencies | $18,098,000 | 944 |
| Privately issued | $133,000 | 759 |
| 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) | $55,028,000 | 2,266 |
| Total debt securities | $55,028,000 | 2,477 |
| 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 | $57,375,000 | 2,418 |
| U.S. Government securities | $33,869,000 | 2,543 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $33,869,000 | 2,472 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $23,506,000 | 410 |
| Privately issued residential mortgage-backed securities | $137,000 | 813 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $23,369,000 | 101 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $31,920,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $11,655,000 | 2,448 |
| Issued or guaranteed by U.S. | $11,655,000 | 2,446 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $20,265,000 | 940 |
| CMOs issued by government agencies or sponsored agencies | $20,128,000 | 892 |
| Privately issued | $137,000 | 777 |
| 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) | $57,375,000 | 2,199 |
| Total debt securities | $57,375,000 | 2,393 |
| 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 | $57,690,000 | 2,413 |
| U.S. Government securities | $36,764,000 | 2,430 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $36,764,000 | 2,368 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $20,926,000 | 450 |
| Privately issued residential mortgage-backed securities | $143,000 | 852 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $20,783,000 | 95 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $34,333,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $11,759,000 | 2,439 |
| Issued or guaranteed by U.S. | $11,759,000 | 2,438 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $22,574,000 | 915 |
| CMOs issued by government agencies or sponsored agencies | $22,431,000 | 864 |
| Privately issued | $143,000 | 817 |
| 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) | $57,690,000 | 2,227 |
| Total debt securities | $57,690,000 | 2,389 |
| 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 | $52,916,000 | 2,534 |
| U.S. Government securities | $39,900,000 | 2,228 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $39,900,000 | 2,171 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $13,016,000 | 592 |
| Privately issued residential mortgage-backed securities | $148,000 | 890 |
| Commercial mortgage-backed securities - Total | $55,000 | 121 |
| Asset backed securities | $12,813,000 | 108 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $37,415,000 | 1,618 |
| Certificates of participation in pools of residential mortgages | $12,392,000 | 2,385 |
| Issued or guaranteed by U.S. | $12,392,000 | 2,383 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $24,968,000 | 872 |
| CMOs issued by government agencies or sponsored agencies | $24,820,000 | 820 |
| Privately issued | $148,000 | 856 |
| Commercial mortgage-backed securities | $55,000 | 663 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $55,000 | 306 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $52,916,000 | 2,326 |
| Total debt securities | $52,916,000 | 2,510 |
| 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 | $55,347,000 | 2,469 |
| U.S. Government securities | $43,278,000 | 2,150 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $43,278,000 | 2,100 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $12,069,000 | 646 |
| Privately issued residential mortgage-backed securities | $146,000 | 934 |
| Commercial mortgage-backed securities - Total | $311,000 | 112 |
| Asset backed securities | $11,612,000 | 113 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $41,540,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | $13,646,000 | 2,375 |
| Issued or guaranteed by U.S. | $13,646,000 | 2,373 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $27,583,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $27,437,000 | 802 |
| Privately issued | $146,000 | 897 |
| Commercial mortgage-backed securities | $311,000 | 570 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $311,000 | 278 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $55,347,000 | 2,260 |
| Total debt securities | $55,347,000 | 2,446 |
| 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 | $60,880,000 | 2,290 |
| U.S. Government securities | $46,630,000 | 2,010 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $46,630,000 | 1,963 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $14,250,000 | 583 |
| Privately issued residential mortgage-backed securities | $141,000 | 996 |
| Commercial mortgage-backed securities - Total | $601,000 | 107 |
| Asset backed securities | $13,508,000 | 96 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $44,620,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $13,449,000 | 2,424 |
| Issued or guaranteed by U.S. | $13,449,000 | 2,423 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $30,570,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $30,429,000 | 748 |
| Privately issued | $141,000 | 957 |
| Commercial mortgage-backed securities | $601,000 | 483 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $601,000 | 242 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $60,880,000 | 2,094 |
| Total debt securities | $60,880,000 | 2,269 |
| 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 | $62,405,000 | 2,248 |
| U.S. Government securities | $48,918,000 | 1,997 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $48,918,000 | 1,950 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $13,487,000 | 594 |
| Privately issued residential mortgage-backed securities | $148,000 | 1,022 |
| Commercial mortgage-backed securities - Total | $929,000 | 105 |
| Asset backed securities | $12,410,000 | 87 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $48,767,000 | 1,408 |
| Certificates of participation in pools of residential mortgages | $14,389,000 | 2,331 |
| Issued or guaranteed by U.S. | $14,389,000 | 2,327 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $33,449,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $33,301,000 | 723 |
| Privately issued | $148,000 | 985 |
| Commercial mortgage-backed securities | $929,000 | 417 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $929,000 | 204 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $62,405,000 | 2,050 |
| Total debt securities | $62,405,000 | 2,229 |
| 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 | $62,045,000 | 2,199 |
| U.S. Government securities | $15,575,000 | 4,142 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,575,000 | 4,055 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $46,470,000 | 263 |
| 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 | $37,457,000 | 158 |
| 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 | $14,224,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | $14,224,000 | 2,248 |
| Issued or guaranteed by U.S. | $14,224,000 | 2,243 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | 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) | $62,045,000 | 1,993 |
| Total debt securities | $62,045,000 | 2,181 |
| 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 | $13,029,000 | 5,312 |
| U.S. Government securities | $12,380,000 | 4,524 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,380,000 | 4,424 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $149,000 | 2,673 |
| 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 | $149,000 | 1,989 |
| Foreign debt securities | NA | NA |
| Equity securities | $500,000 | 749 |
| 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 | $12,380,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $12,380,000 | 2,366 |
| Issued or guaranteed by U.S. | $12,380,000 | 2,361 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 2,942 |
| Available-for-sale securities (fair market value) | $13,028,000 | 4,890 |
| Total debt securities | $12,529,000 | 5,338 |
| 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 | $13,419,000 | 5,325 |
| U.S. Government securities | $9,614,000 | 5,111 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,614,000 | 4,994 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $158,000 | 2,617 |
| 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 | $158,000 | 1,909 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,647,000 | 304 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,614,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $9,614,000 | 2,685 |
| Issued or guaranteed by U.S. | $9,614,000 | 2,678 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 2,999 |
| Available-for-sale securities (fair market value) | $13,418,000 | 4,895 |
| Total debt securities | $9,772,000 | 5,809 |
| 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 | $13,731,000 | 5,277 |
| U.S. Government securities | $10,009,000 | 5,026 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,009,000 | 4,906 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $169,000 | 2,661 |
| 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 | $169,000 | 1,951 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,553,000 | 312 |
| 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 | $10,009,000 | 3,257 |
| Certificates of participation in pools of residential mortgages | $10,009,000 | 2,561 |
| Issued or guaranteed by U.S. | $10,009,000 | 2,557 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | 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) | $13,731,000 | 4,855 |
| Total debt securities | $10,178,000 | 5,726 |
| 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 | $13,422,000 | 5,243 |
| U.S. Government securities | $9,712,000 | 4,895 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,712,000 | 4,774 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $171,000 | 2,806 |
| 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 | $171,000 | 1,962 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,539,000 | 315 |
| 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 | $9,712,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $9,712,000 | 2,486 |
| Issued or guaranteed by U.S. | $9,712,000 | 2,481 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | 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) | $13,422,000 | 4,805 |
| Total debt securities | $9,883,000 | 5,679 |
| 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 | $13,205,000 | 5,207 |
| U.S. Government securities | $4,058,000 | 6,136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,058,000 | 6,017 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $5,611,000 | 1,076 |
| 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 | $5,611,000 | 558 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,536,000 | 334 |
| 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 | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | 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) | $13,205,000 | 4,774 |
| Total debt securities | $9,669,000 | 5,679 |
| 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 | $13,673,000 | 5,155 |
| U.S. Government securities | $5,189,000 | 5,979 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,189,000 | 5,863 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $4,979,000 | 1,154 |
| 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 | $4,979,000 | 577 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,505,000 | 344 |
| 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 | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| 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) | $13,673,000 | 4,727 |
| Total debt securities | $10,168,000 | 5,670 |
| 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 | $13,274,000 | 5,259 |
| U.S. Government securities | $4,402,000 | 6,278 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,402,000 | 6,163 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $5,472,000 | 1,134 |
| 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 | $5,472,000 | 559 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,400,000 | 353 |
| 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 | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| 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) | $13,274,000 | 4,814 |
| Total debt securities | $9,874,000 | 5,782 |
| 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 | $13,076,000 | 5,286 |
| U.S. Government securities | $1,731,000 | 7,044 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,731,000 | 6,941 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $7,997,000 | 963 |
| 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 | $7,997,000 | 425 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,348,000 | 380 |
| 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 | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| 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) | $13,076,000 | 4,842 |
| Total debt securities | $9,728,000 | 5,807 |
| 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 | $12,589,000 | 5,399 |
| U.S. Government securities | $3,726,000 | 6,520 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,726,000 | 6,427 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $5,528,000 | 1,229 |
| 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 | $5,528,000 | 594 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,335,000 | 417 |
| 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 | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| 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) | $12,589,000 | 4,940 |
| Total debt securities | $9,254,000 | 5,916 |
| 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 | $12,587,000 | 5,388 |
| U.S. Government securities | $3,490,000 | 6,604 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,490,000 | 6,518 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $5,840,000 | 1,229 |
| 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 | $5,840,000 | 583 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,257,000 | 464 |
| 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 | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| 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) | $12,587,000 | 4,921 |
| Total debt securities | $9,330,000 | 5,890 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $12,445,000 | 5,472 |
| U.S. Government securities | $1,484,000 | 7,312 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,484,000 | 7,229 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $7,712,000 | 1,016 |
| 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 | $7,712,000 | 489 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,249,000 | 463 |
| 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 | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| 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) | $12,445,000 | 4,991 |
| Total debt securities | $9,196,000 | 5,987 |
| 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 | $12,405,000 | 5,517 |
| U.S. Government securities | $1,582,000 | 7,373 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,582,000 | 7,285 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $7,644,000 | 980 |
| 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 | $7,644,000 | 472 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,179,000 | 432 |
| 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 | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| 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) | $12,405,000 | 5,005 |
| Total debt securities | $9,226,000 | 6,023 |
| 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 | $12,062,000 | 5,527 |
| U.S. Government securities | $1,608,000 | 7,423 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,608,000 | 7,325 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $7,384,000 | 974 |
| 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 | $7,384,000 | 471 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,070,000 | 462 |
| 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 | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $12,062,000 | 5,008 |
| Total debt securities | $8,992,000 | 6,035 |
| 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 | $11,262,000 | 5,710 |
| U.S. Government securities | $1,752,000 | 7,435 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,752,000 | 7,350 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $6,471,000 | 1,095 |
| 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 | $6,471,000 | 589 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,039,000 | 630 |
| 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 | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $11,262,000 | 5,190 |
| Total debt securities | $8,223,000 | 6,223 |
| 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 | $11,969,000 | 5,598 |
| U.S. Government securities | $1,890,000 | 7,432 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,890,000 | 7,334 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $7,023,000 | 1,026 |
| 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 | $7,023,000 | 559 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,056,000 | 667 |
| 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 | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $11,969,000 | 5,091 |
| Total debt securities | $8,913,000 | 6,082 |
| 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 | $11,804,000 | 5,706 |
| U.S. Government securities | $1,976,000 | 7,524 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,976,000 | 7,414 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $6,843,000 | 989 |
| 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 | $6,843,000 | 552 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,985,000 | 630 |
| 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 | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $11,804,000 | 5,137 |
| Total debt securities | $8,819,000 | 6,192 |
| 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 | $10,997,000 | 5,894 |
| U.S. Government securities | $2,051,000 | 7,541 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,051,000 | 7,431 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $6,049,000 | 977 |
| 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 | $6,049,000 | 572 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,897,000 | 622 |
| 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 | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $10,997,000 | 5,301 |
| Total debt securities | $8,100,000 | 6,398 |
| 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 | $11,291,000 | 5,865 |
| U.S. Government securities | $2,113,000 | 7,576 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,113,000 | 7,460 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $6,351,000 | 907 |
| 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 | $6,351,000 | 535 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,827,000 | 631 |
| 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 | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $11,291,000 | 5,264 |
| Total debt securities | $8,464,000 | 6,351 |
| 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 | $11,166,000 | 5,892 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,164 |
| 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 | $11,166,000 | 254 |
| 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 | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $11,166,000 | 1,203 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $0 | 8,320 |
| 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 | $11,738,000 | 5,829 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,217 |
| 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 | $11,738,000 | 244 |
| 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 | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| 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) | $11,738,000 | 1,197 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $0 | 8,369 |
| 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 | $11,677,000 | 5,891 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,301 |
| 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 | $11,677,000 | 245 |
| 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 | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| 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) | $11,677,000 | 1,242 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $0 | 8,450 |
| 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 | $10,594,000 | 6,110 |
| U.S. Government securities | $0 | 8,430 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,348 |
| 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 | $10,594,000 | 269 |
| 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 | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| 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) | $10,594,000 | 1,319 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $0 | 8,496 |
| 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 | $11,271,000 | 6,021 |
| U.S. Government securities | $0 | 8,475 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,395 |
| 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 | $11,271,000 | 260 |
| 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 | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| 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) | $11,271,000 | 1,309 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $0 | 8,534 |
| 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 | $11,896,000 | 5,938 |
| U.S. Government securities | $0 | 8,522 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,437 |
| 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 | $11,896,000 | 258 |
| 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 | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| 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) | $11,896,000 | 1,301 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $0 | 8,589 |
| 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 | $11,198,000 | 6,092 |
| U.S. Government securities | $0 | 8,563 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,485 |
| 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 | $11,198,000 | 274 |
| 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 | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| 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) | $11,198,000 | 1,341 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $0 | 8,624 |
| 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 | $12,096,000 | 5,941 |
| U.S. Government securities | $0 | 8,590 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,507 |
| 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 | $12,096,000 | 257 |
| 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 | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| 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) | $12,096,000 | 1,305 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $0 | 8,648 |
| 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 | $11,010,000 | 6,244 |
| U.S. Government securities | $0 | 8,658 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,569 |
| 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 | $11,010,000 | 286 |
| 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 | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| 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) | $11,010,000 | 1,403 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $0 | 8,720 |
| 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 | $11,716,000 | 6,139 |
| U.S. Government securities | $0 | 8,690 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,609 |
| 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 | $11,716,000 | 280 |
| 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 | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $11,716,000 | 1,363 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $0 | 8,758 |
| 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 | $11,308,000 | 6,237 |
| U.S. Government securities | $0 | 8,738 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,656 |
| 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 | $11,308,000 | 302 |
| 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 | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| 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) | $11,308,000 | 1,398 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $0 | 8,812 |
| 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 | $11,200,000 | 6,324 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,720 |
| 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 | $11,200,000 | 323 |
| 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 | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| 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) | $11,200,000 | 1,402 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $0 | 8,873 |
| 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 | $11,509,000 | 6,251 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,741 |
| 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 | $11,509,000 | 352 |
| 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 | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| 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) | $11,509,000 | 1,340 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $0 | 8,907 |
| 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 | $11,489,000 | 6,300 |
| U.S. Government securities | $0 | 8,888 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,796 |
| 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 | $11,489,000 | 337 |
| 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 | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| 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) | $11,489,000 | 1,344 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $0 | 8,971 |
| 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 | $11,608,000 | 6,207 |
| U.S. Government securities | $0 | 8,934 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,835 |
| 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 | $11,608,000 | 363 |
| 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 | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $11,608,000 | 1,338 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $0 | 9,018 |
| 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 | $11,614,000 | 6,127 |
| U.S. Government securities | $0 | 8,962 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,860 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $11,614,000 | 375 |
| 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 | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $11,614,000 | 1,317 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $0 | 9,046 |
| 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 | $4,734,000 | 7,893 |
| U.S. Government securities | $0 | 9,007 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,906 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $4,734,000 | 727 |
| 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 | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| 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) | $4,734,000 | 2,179 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $0 | 9,097 |
| 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 | $4,916,000 | 7,858 |
| U.S. Government securities | $0 | 9,056 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,949 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $4,916,000 | 708 |
| 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 | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| 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) | $4,916,000 | 2,189 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $0 | 9,137 |
| 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 | $3,294,000 | 8,487 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $3,294,000 | 836 |
| 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 | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| 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) | $3,294,000 | 2,689 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $0 | 9,380 |
| 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 | $3,650,000 | 8,806 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $3,650,000 | 1,056 |
| 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 | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| 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) | $3,650,000 | 3,163 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $0 | 9,692 |
| 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 |