Home > American Federal Bank > Securities
American Federal Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $65,496,000 | 2,254 |
| U.S. Government securities | $65,417,000 | 1,574 |
| U.S. Treasury securities | $11,571,000 | 1,274 |
| U.S. Government agency obligations | $53,846,000 | 1,538 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,595,000 | 2,647 |
| Mortgage-backed securities | $49,489,000 | 1,273 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,315,000 | 2,523 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,146,000 | 1,098 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $35,028,000 | 219 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $65,417,000 | 2,036 |
| Total debt securities | $65,417,000 | 2,240 |
| 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 | $70,084,000 | 2,126 |
| U.S. Government securities | $70,023,000 | 1,501 |
| U.S. Treasury securities | $13,101,000 | 1,232 |
| U.S. Government agency obligations | $56,922,000 | 1,461 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,984,000 | 2,538 |
| Mortgage-backed securities | $52,188,000 | 1,209 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,307,000 | 2,523 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,015,000 | 1,080 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $37,866,000 | 200 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $70,023,000 | 1,905 |
| Total debt securities | $70,023,000 | 2,111 |
| 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 | $73,823,000 | 2,117 |
| U.S. Government securities | $73,762,000 | 1,482 |
| U.S. Treasury securities | $14,739,000 | 1,153 |
| U.S. Government agency obligations | $59,023,000 | 1,463 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,643,000 | 2,482 |
| Mortgage-backed securities | $54,075,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,931,000 | 2,605 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,454,000 | 1,073 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $39,690,000 | 196 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $73,762,000 | 1,901 |
| Total debt securities | $73,762,000 | 2,104 |
| 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 | $78,988,000 | 2,109 |
| U.S. Government securities | $78,932,000 | 1,490 |
| U.S. Treasury securities | $16,523,000 | 1,166 |
| U.S. Government agency obligations | $62,409,000 | 1,423 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,522,000 | 2,367 |
| Mortgage-backed securities | $57,171,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,180,000 | 2,613 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,281,000 | 1,067 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $41,710,000 | 203 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $78,932,000 | 1,889 |
| Total debt securities | $78,931,000 | 2,095 |
| 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 | $83,580,000 | 2,058 |
| U.S. Government securities | $83,534,000 | 1,443 |
| U.S. Treasury securities | $18,039,000 | 1,137 |
| U.S. Government agency obligations | $65,495,000 | 1,372 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,127,000 | 2,191 |
| Mortgage-backed securities | $59,435,000 | 1,199 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,185,000 | 2,633 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,308,000 | 1,073 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $43,942,000 | 197 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $83,534,000 | 1,847 |
| Total debt securities | $83,535,000 | 2,047 |
| 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 | $88,039,000 | 1,998 |
| U.S. Government securities | $87,991,000 | 1,401 |
| U.S. Treasury securities | $19,629,000 | 1,097 |
| U.S. Government agency obligations | $68,362,000 | 1,349 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $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 | $21,397,000 | 2,015 |
| Mortgage-backed securities | $62,052,000 | 1,190 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,440,000 | 2,743 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,460,000 | 1,089 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $47,152,000 | 185 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $87,991,000 | 1,787 |
| Total debt securities | $87,991,000 | 1,984 |
| 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 | $81,851,000 | 2,110 |
| U.S. Government securities | $81,804,000 | 1,486 |
| U.S. Treasury securities | $19,969,000 | 1,067 |
| U.S. Government agency obligations | $61,835,000 | 1,467 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $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 | $22,676,000 | 1,959 |
| Mortgage-backed securities | $55,142,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | $4,732,000 | 2,830 |
| Issued or guaranteed by U.S. | $4,732,000 | 2,749 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $5,169,000 | 1,560 |
| CMOs issued by government agencies or sponsored agencies | $5,169,000 | 1,487 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $45,241,000 | 377 |
| Commercial mortgage pass-through securities | $45,241,000 | 198 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $81,804,000 | 1,945 |
| Total debt securities | $81,803,000 | 2,100 |
| 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 | $65,139,000 | 2,397 |
| U.S. Government securities | $65,083,000 | 1,682 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $65,083,000 | 1,431 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $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 | $23,501,000 | 1,876 |
| Mortgage-backed securities | $57,900,000 | 1,305 |
| Certificates of participation in pools of residential mortgages | $5,217,000 | 2,783 |
| Issued or guaranteed by U.S. | $5,217,000 | 2,707 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $5,756,000 | 1,507 |
| CMOs issued by government agencies or sponsored agencies | $5,756,000 | 1,441 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $46,927,000 | 378 |
| Commercial mortgage pass-through securities | $46,927,000 | 192 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $65,083,000 | 2,230 |
| Total debt securities | $65,083,000 | 2,391 |
| 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 | $52,907,000 | 2,619 |
| U.S. Government securities | $52,847,000 | 1,796 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $52,847,000 | 1,600 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $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 | $25,121,000 | 1,793 |
| Mortgage-backed securities | $44,879,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $5,999,000 | 2,688 |
| Issued or guaranteed by U.S. | $5,999,000 | 2,606 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $6,437,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $6,437,000 | 1,380 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $32,443,000 | 457 |
| Commercial mortgage pass-through securities | $32,443,000 | 234 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $52,847,000 | 2,453 |
| Total debt securities | $52,847,000 | 2,603 |
| 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 | $50,746,000 | 2,596 |
| U.S. Government securities | $50,693,000 | 1,785 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $50,693,000 | 1,627 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $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 | $29,730,000 | 1,575 |
| Mortgage-backed securities | $41,975,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $7,230,000 | 2,556 |
| Issued or guaranteed by U.S. | $7,230,000 | 2,487 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,569,000 | 1,418 |
| CMOs issued by government agencies or sponsored agencies | $6,569,000 | 1,371 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $28,176,000 | 502 |
| Commercial mortgage pass-through securities | $28,176,000 | 248 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $50,693,000 | 2,445 |
| Total debt securities | $50,692,000 | 2,580 |
| 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 | $52,974,000 | 2,479 |
| U.S. Government securities | $52,929,000 | 1,668 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $52,929,000 | 1,525 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $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 | $30,588,000 | 1,535 |
| Mortgage-backed securities | $43,390,000 | 1,439 |
| Certificates of participation in pools of residential mortgages | $8,047,000 | 2,449 |
| Issued or guaranteed by U.S. | $8,047,000 | 2,379 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $6,691,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $6,691,000 | 1,314 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $28,652,000 | 469 |
| Commercial mortgage pass-through securities | $28,652,000 | 239 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $52,929,000 | 2,336 |
| Total debt securities | $52,929,000 | 2,466 |
| 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 | $49,985,000 | 2,447 |
| U.S. Government securities | $49,940,000 | 1,613 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $49,940,000 | 1,504 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,800,000 | 1,461 |
| Mortgage-backed securities | $40,021,000 | 1,450 |
| Certificates of participation in pools of residential mortgages | $9,292,000 | 2,264 |
| Issued or guaranteed by U.S. | $9,292,000 | 2,196 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $963,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $963,000 | 2,243 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $29,766,000 | 433 |
| Commercial mortgage pass-through securities | $29,766,000 | 224 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $49,940,000 | 2,300 |
| Total debt securities | $49,941,000 | 2,431 |
| 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 | $55,019,000 | 2,180 |
| U.S. Government securities | $54,986,000 | 1,400 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $54,986,000 | 1,323 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,905,000 | 1,389 |
| Mortgage-backed securities | $44,716,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $12,829,000 | 1,878 |
| Issued or guaranteed by U.S. | $12,829,000 | 1,829 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,060,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $1,060,000 | 2,225 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $30,827,000 | 392 |
| Commercial mortgage pass-through securities | $30,827,000 | 204 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $54,986,000 | 2,046 |
| Total debt securities | $54,986,000 | 2,164 |
| 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 | $51,420,000 | 2,179 |
| U.S. Government securities | $51,392,000 | 1,425 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $51,392,000 | 1,345 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,017,000 | 1,292 |
| Mortgage-backed securities | $46,488,000 | 1,216 |
| Certificates of participation in pools of residential mortgages | $13,904,000 | 1,759 |
| Issued or guaranteed by U.S. | $13,904,000 | 1,714 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,157,000 | 2,271 |
| CMOs issued by government agencies or sponsored agencies | $1,157,000 | 2,225 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $31,427,000 | 384 |
| Commercial mortgage pass-through securities | $31,427,000 | 195 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $51,392,000 | 2,036 |
| Total debt securities | $51,392,000 | 2,162 |
| 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 | $54,421,000 | 2,038 |
| U.S. Government securities | $54,393,000 | 1,339 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $54,393,000 | 1,260 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,850,000 | 1,385 |
| Mortgage-backed securities | $49,241,000 | 1,155 |
| Certificates of participation in pools of residential mortgages | $15,262,000 | 1,643 |
| Issued or guaranteed by U.S. | $15,262,000 | 1,599 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,397,000 | 2,228 |
| CMOs issued by government agencies or sponsored agencies | $1,397,000 | 2,186 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $32,582,000 | 365 |
| Commercial mortgage pass-through securities | $32,582,000 | 187 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $54,393,000 | 1,905 |
| Total debt securities | $54,393,000 | 2,021 |
| 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 | $48,432,000 | 2,152 |
| U.S. Government securities | $48,408,000 | 1,469 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $48,408,000 | 1,381 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,209,000 | 1,455 |
| Mortgage-backed securities | $43,061,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | $7,933,000 | 2,264 |
| Issued or guaranteed by U.S. | $7,933,000 | 2,191 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,478,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $1,478,000 | 2,167 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $33,650,000 | 350 |
| Commercial mortgage pass-through securities | $33,650,000 | 176 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $48,408,000 | 2,005 |
| Total debt securities | $48,407,000 | 2,131 |
| 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 | $49,618,000 | 2,112 |
| U.S. Government securities | $49,581,000 | 1,464 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $49,581,000 | 1,387 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,926,000 | 1,456 |
| Mortgage-backed securities | $43,981,000 | 1,219 |
| Certificates of participation in pools of residential mortgages | $7,432,000 | 2,264 |
| Issued or guaranteed by U.S. | $7,432,000 | 2,206 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,578,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $1,578,000 | 2,149 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $34,971,000 | 341 |
| Commercial mortgage pass-through securities | $34,971,000 | 173 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $49,581,000 | 1,963 |
| Total debt securities | $49,580,000 | 2,094 |
| 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 | $51,524,000 | 2,067 |
| U.S. Government securities | $51,487,000 | 1,424 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $51,487,000 | 1,335 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,199,000 | 1,359 |
| Mortgage-backed securities | $45,471,000 | 1,179 |
| Certificates of participation in pools of residential mortgages | $8,118,000 | 2,167 |
| Issued or guaranteed by U.S. | $8,118,000 | 2,101 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,676,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $1,676,000 | 2,150 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $35,677,000 | 331 |
| Commercial mortgage pass-through securities | $35,677,000 | 168 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $51,487,000 | 1,911 |
| Total debt securities | $51,487,000 | 2,050 |
| 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 | $54,666,000 | 1,989 |
| U.S. Government securities | $54,634,000 | 1,375 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $54,634,000 | 1,291 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,469,000 | 1,389 |
| Mortgage-backed securities | $48,162,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $8,648,000 | 2,101 |
| Issued or guaranteed by U.S. | $8,648,000 | 2,059 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,811,000 | 2,133 |
| CMOs issued by government agencies or sponsored agencies | $1,811,000 | 2,086 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $37,703,000 | 316 |
| Commercial mortgage pass-through securities | $37,703,000 | 157 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $54,634,000 | 1,843 |
| Total debt securities | $54,633,000 | 1,972 |
| 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 | $56,538,000 | 1,965 |
| U.S. Government securities | $56,504,000 | 1,337 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $56,504,000 | 1,266 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,812,000 | 1,463 |
| Mortgage-backed securities | $49,279,000 | 1,079 |
| Certificates of participation in pools of residential mortgages | $9,309,000 | 2,052 |
| Issued or guaranteed by U.S. | $9,309,000 | 2,007 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,934,000 | 2,098 |
| CMOs issued by government agencies or sponsored agencies | $1,934,000 | 2,049 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $38,036,000 | 290 |
| Commercial mortgage pass-through securities | $38,036,000 | 146 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $56,504,000 | 1,819 |
| Total debt securities | $56,504,000 | 1,950 |
| 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 | $59,371,000 | 1,913 |
| U.S. Government securities | $59,343,000 | 1,291 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $59,343,000 | 1,227 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $28,000 | 506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,989,000 | 1,558 |
| Mortgage-backed securities | $51,626,000 | 1,032 |
| Certificates of participation in pools of residential mortgages | $9,941,000 | 1,994 |
| Issued or guaranteed by U.S. | $9,941,000 | 1,964 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,015,000 | 2,082 |
| CMOs issued by government agencies or sponsored agencies | $2,015,000 | 2,029 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $39,670,000 | 281 |
| Commercial mortgage pass-through securities | $39,670,000 | 141 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $59,371,000 | 1,776 |
| Total debt securities | $59,342,000 | 1,903 |
| 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 | $61,632,000 | 1,882 |
| U.S. Government securities | $61,599,000 | 1,258 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $61,599,000 | 1,191 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $33,000 | 553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,766,000 | 2,316 |
| Mortgage-backed securities | $53,299,000 | 1,004 |
| Certificates of participation in pools of residential mortgages | $10,409,000 | 1,983 |
| Issued or guaranteed by U.S. | $10,409,000 | 1,970 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,145,000 | 2,044 |
| CMOs issued by government agencies or sponsored agencies | $2,145,000 | 1,990 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $40,745,000 | 277 |
| Commercial mortgage pass-through securities | $40,745,000 | 137 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $61,632,000 | 1,735 |
| Total debt securities | $61,599,000 | 1,866 |
| 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 | $44,716,000 | 2,431 |
| U.S. Government securities | $44,675,000 | 1,623 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $44,675,000 | 1,534 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $41,000 | 566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,516,000 | 2,065 |
| Mortgage-backed securities | $13,643,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | $11,351,000 | 1,948 |
| Issued or guaranteed by U.S. | $11,351,000 | 1,868 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,292,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $2,292,000 | 1,971 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $44,716,000 | 2,230 |
| Total debt securities | $44,675,000 | 2,415 |
| 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 | $47,279,000 | 2,361 |
| U.S. Government securities | $47,238,000 | 1,600 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $47,238,000 | 1,528 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $41,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,404,000 | 2,084 |
| Mortgage-backed securities | $14,621,000 | 2,291 |
| Certificates of participation in pools of residential mortgages | $12,169,000 | 1,912 |
| Issued or guaranteed by U.S. | $12,169,000 | 1,910 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,452,000 | 1,989 |
| CMOs issued by government agencies or sponsored agencies | $2,452,000 | 1,929 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $47,279,000 | 2,159 |
| Total debt securities | $47,237,000 | 2,341 |
| 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 | $48,820,000 | 2,331 |
| U.S. Government securities | $48,817,000 | 1,575 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $48,817,000 | 1,510 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,563,000 | 2,105 |
| Mortgage-backed securities | $14,371,000 | 2,324 |
| Certificates of participation in pools of residential mortgages | $11,825,000 | 1,960 |
| Issued or guaranteed by U.S. | $11,825,000 | 1,959 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,546,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $2,546,000 | 1,883 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $48,820,000 | 2,147 |
| Total debt securities | $48,818,000 | 2,312 |
| 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 | $52,011,000 | 2,261 |
| U.S. Government securities | $52,008,000 | 1,507 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $52,008,000 | 1,446 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $3,000 | 1,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,534,000 | 1,910 |
| Mortgage-backed securities | $15,450,000 | 2,270 |
| Certificates of participation in pools of residential mortgages | $12,729,000 | 1,923 |
| Issued or guaranteed by U.S. | $12,729,000 | 1,922 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,721,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $2,721,000 | 1,867 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $52,011,000 | 2,073 |
| Total debt securities | $52,008,000 | 2,242 |
| 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 | $53,971,000 | 2,233 |
| U.S. Government securities | $53,968,000 | 1,508 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $53,968,000 | 1,440 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $3,000 | 1,053 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,250,000 | 1,844 |
| Mortgage-backed securities | $16,644,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $13,732,000 | 1,874 |
| Issued or guaranteed by U.S. | $13,732,000 | 1,872 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,912,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $2,912,000 | 1,862 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $53,971,000 | 2,048 |
| Total debt securities | $53,968,000 | 2,214 |
| 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 | $56,173,000 | 2,195 |
| U.S. Government securities | $56,170,000 | 1,479 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $56,170,000 | 1,410 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $3,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,121,000 | 2,306 |
| Mortgage-backed securities | $17,895,000 | 2,167 |
| Certificates of participation in pools of residential mortgages | $14,758,000 | 1,834 |
| Issued or guaranteed by U.S. | $14,758,000 | 1,834 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,137,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $3,137,000 | 1,830 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $56,173,000 | 2,020 |
| Total debt securities | $56,170,000 | 2,172 |
| 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 | $52,381,000 | 2,289 |
| U.S. Government securities | $52,378,000 | 1,542 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $52,378,000 | 1,470 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $3,000 | 1,079 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,434,000 | 2,437 |
| Mortgage-backed securities | $19,239,000 | 2,056 |
| Certificates of participation in pools of residential mortgages | $15,950,000 | 1,781 |
| Issued or guaranteed by U.S. | $15,950,000 | 1,779 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,289,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $3,289,000 | 1,785 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $52,381,000 | 2,094 |
| Total debt securities | $52,377,000 | 2,266 |
| 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 | $54,888,000 | 2,202 |
| U.S. Government securities | $54,885,000 | 1,465 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $54,885,000 | 1,403 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $3,000 | 1,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,036,000 | 2,303 |
| Mortgage-backed securities | $20,915,000 | 1,977 |
| Certificates of participation in pools of residential mortgages | $17,421,000 | 1,687 |
| Issued or guaranteed by U.S. | $17,421,000 | 1,687 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,494,000 | 1,828 |
| CMOs issued by government agencies or sponsored agencies | $3,494,000 | 1,760 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $54,888,000 | 2,018 |
| Total debt securities | $54,885,000 | 2,176 |
| 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 | $55,637,000 | 2,213 |
| U.S. Government securities | $55,634,000 | 1,485 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $55,634,000 | 1,420 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $3,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,531,000 | 2,549 |
| Mortgage-backed securities | $7,808,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $7,797,000 | 2,578 |
| Issued or guaranteed by U.S. | $7,797,000 | 2,574 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,070 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $55,637,000 | 2,015 |
| Total debt securities | $55,635,000 | 2,188 |
| 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 | $56,739,000 | 2,208 |
| U.S. Government securities | $56,736,000 | 1,500 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $56,736,000 | 1,434 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $3,000 | 1,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,378,000 | 2,494 |
| Mortgage-backed securities | $8,510,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $8,497,000 | 2,507 |
| Issued or guaranteed by U.S. | $8,497,000 | 2,505 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,092 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $56,739,000 | 2,005 |
| Total debt securities | $56,736,000 | 2,186 |
| 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 | $40,604,000 | 2,816 |
| U.S. Government securities | $40,601,000 | 1,988 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $40,601,000 | 1,893 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $3,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,201,000 | 2,220 |
| Mortgage-backed securities | $8,818,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | $8,803,000 | 2,469 |
| Issued or guaranteed by U.S. | $8,803,000 | 2,466 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,000 | 3,232 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,124 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $40,604,000 | 2,577 |
| Total debt securities | $40,602,000 | 2,797 |
| 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 | $41,463,000 | 2,807 |
| U.S. Government securities | $41,460,000 | 1,965 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $41,460,000 | 1,888 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $3,000 | 1,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,817,000 | 3,033 |
| Mortgage-backed securities | $9,230,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | $9,213,000 | 2,456 |
| Issued or guaranteed by U.S. | $9,213,000 | 2,454 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $17,000 | 3,274 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,162 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $41,463,000 | 2,580 |
| Total debt securities | $41,461,000 | 2,783 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $26,833,000 | 3,681 |
| U.S. Government securities | $26,830,000 | 2,744 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $26,830,000 | 2,654 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,000 | 1,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,152,000 | 3,014 |
| Mortgage-backed securities | $7,316,000 | 3,278 |
| Certificates of participation in pools of residential mortgages | $7,297,000 | 2,781 |
| Issued or guaranteed by U.S. | $7,297,000 | 2,779 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,202 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $26,833,000 | 3,368 |
| Total debt securities | $26,830,000 | 3,652 |
| 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 | $30,141,000 | 3,511 |
| U.S. Government securities | $28,472,000 | 2,684 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $28,472,000 | 2,602 |
| Securities issued by states & political subdivisions | $1,666,000 | 4,447 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $3,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,475,000 | 2,999 |
| Mortgage-backed securities | $7,777,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $7,757,000 | 2,770 |
| Issued or guaranteed by U.S. | $7,757,000 | 2,769 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $20,000 | 3,346 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,227 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $30,141,000 | 3,209 |
| Total debt securities | $30,138,000 | 3,485 |
| 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 | $31,430,000 | 3,460 |
| U.S. Government securities | $29,748,000 | 2,636 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $29,748,000 | 2,549 |
| Securities issued by states & political subdivisions | $1,679,000 | 4,514 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,921,000 | 2,972 |
| Mortgage-backed securities | $8,263,000 | 3,254 |
| Certificates of participation in pools of residential mortgages | $8,242,000 | 2,754 |
| Issued or guaranteed by U.S. | $8,242,000 | 2,752 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $21,000 | 3,387 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,267 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $31,430,000 | 3,161 |
| Total debt securities | $31,427,000 | 3,435 |
| 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 | $32,595,000 | 3,471 |
| U.S. Government securities | $30,898,000 | 2,647 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $30,898,000 | 2,567 |
| Securities issued by states & political subdivisions | $1,694,000 | 4,555 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $3,000 | 1,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,634,000 | 2,695 |
| Mortgage-backed securities | $8,781,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $8,759,000 | 2,759 |
| Issued or guaranteed by U.S. | $8,759,000 | 2,756 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $22,000 | 3,448 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,318 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $32,595,000 | 3,172 |
| Total debt securities | $32,593,000 | 3,443 |
| 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 | $34,461,000 | 3,416 |
| U.S. Government securities | $32,785,000 | 2,594 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $32,785,000 | 2,512 |
| Securities issued by states & political subdivisions | $1,673,000 | 4,606 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $3,000 | 1,205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,540,000 | 2,596 |
| Mortgage-backed securities | $9,270,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $9,245,000 | 2,742 |
| Issued or guaranteed by U.S. | $9,245,000 | 2,742 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $25,000 | 3,485 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,352 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $34,461,000 | 3,112 |
| Total debt securities | $34,458,000 | 3,388 |
| 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 | $36,215,000 | 3,338 |
| U.S. Government securities | $34,539,000 | 2,524 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $34,539,000 | 2,454 |
| Securities issued by states & political subdivisions | $1,673,000 | 4,638 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $3,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,127,000 | 2,565 |
| Mortgage-backed securities | $9,863,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | $9,835,000 | 2,685 |
| Issued or guaranteed by U.S. | $9,835,000 | 2,685 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $28,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,382 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $36,215,000 | 3,055 |
| Total debt securities | $36,212,000 | 3,312 |
| 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 | $38,055,000 | 3,226 |
| U.S. Government securities | $36,380,000 | 2,405 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $36,380,000 | 2,342 |
| Securities issued by states & political subdivisions | $1,672,000 | 4,663 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $3,000 | 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 | $16,909,000 | 2,501 |
| Mortgage-backed securities | $10,384,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $10,355,000 | 2,611 |
| Issued or guaranteed by U.S. | $10,355,000 | 2,611 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $29,000 | 3,521 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,380 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $38,055,000 | 2,940 |
| Total debt securities | $38,051,000 | 3,195 |
| 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 | $39,702,000 | 3,167 |
| U.S. Government securities | $38,023,000 | 2,339 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $38,023,000 | 2,278 |
| Securities issued by states & political subdivisions | $1,676,000 | 4,685 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $3,000 | 1,252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,074,000 | 2,374 |
| Mortgage-backed securities | $10,984,000 | 3,104 |
| Certificates of participation in pools of residential mortgages | $10,954,000 | 2,546 |
| Issued or guaranteed by U.S. | $10,954,000 | 2,544 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $30,000 | 3,566 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 3,419 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $39,702,000 | 2,891 |
| Total debt securities | $39,698,000 | 3,132 |
| 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 | $42,247,000 | 3,010 |
| U.S. Government securities | $40,573,000 | 2,212 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $40,573,000 | 2,151 |
| Securities issued by states & political subdivisions | $1,671,000 | 4,675 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,000 | 1,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,079,000 | 2,279 |
| Mortgage-backed securities | $12,244,000 | 2,989 |
| Certificates of participation in pools of residential mortgages | $12,212,000 | 2,386 |
| Issued or guaranteed by U.S. | $12,212,000 | 2,385 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $32,000 | 3,588 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,433 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $42,247,000 | 2,768 |
| Total debt securities | $42,246,000 | 2,978 |
| 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 | $44,520,000 | 2,930 |
| U.S. Government securities | $42,812,000 | 2,158 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $42,812,000 | 2,101 |
| Securities issued by states & political subdivisions | $1,705,000 | 4,662 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $3,000 | 1,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,121,000 | 2,102 |
| Mortgage-backed securities | $13,573,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | $13,540,000 | 2,286 |
| Issued or guaranteed by U.S. | $13,540,000 | 2,286 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $33,000 | 3,626 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,460 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $44,520,000 | 2,715 |
| Total debt securities | $44,517,000 | 2,903 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $46,561,000 | 2,783 |
| U.S. Government securities | $44,838,000 | 2,033 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $44,838,000 | 1,974 |
| Securities issued by states & political subdivisions | $1,720,000 | 4,669 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $3,000 | 1,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,570,000 | 2,052 |
| Mortgage-backed securities | $14,468,000 | 2,825 |
| Certificates of participation in pools of residential mortgages | $14,433,000 | 2,193 |
| Issued or guaranteed by U.S. | $14,433,000 | 2,192 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $35,000 | 3,665 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,506 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $46,561,000 | 2,568 |
| Total debt securities | $46,559,000 | 2,752 |
| 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 | $48,962,000 | 2,722 |
| U.S. Government securities | $47,236,000 | 1,998 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $47,236,000 | 1,957 |
| Securities issued by states & political subdivisions | $1,723,000 | 4,680 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,000 | 1,266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,617,000 | 2,058 |
| Mortgage-backed securities | $15,730,000 | 2,840 |
| Certificates of participation in pools of residential mortgages | $15,692,000 | 2,184 |
| Issued or guaranteed by U.S. | $15,692,000 | 2,183 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $38,000 | 3,742 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,575 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $48,962,000 | 2,499 |
| Total debt securities | $48,959,000 | 2,698 |
| 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 | $50,082,000 | 2,676 |
| U.S. Government securities | $48,360,000 | 1,968 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $48,360,000 | 1,918 |
| Securities issued by states & political subdivisions | $1,719,000 | 4,669 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $3,000 | 1,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,313,000 | 2,101 |
| Mortgage-backed securities | $16,393,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $16,355,000 | 2,158 |
| Issued or guaranteed by U.S. | $16,355,000 | 2,157 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $38,000 | 3,754 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,581 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $50,082,000 | 2,459 |
| Total debt securities | $50,080,000 | 2,648 |
| 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 | $51,369,000 | 2,612 |
| U.S. Government securities | $49,653,000 | 1,973 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $49,653,000 | 1,929 |
| Securities issued by states & political subdivisions | $1,713,000 | 4,632 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $3,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,997,000 | 2,799 |
| Mortgage-backed securities | $17,112,000 | 2,791 |
| Certificates of participation in pools of residential mortgages | $17,069,000 | 2,106 |
| Issued or guaranteed by U.S. | $17,069,000 | 2,103 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $43,000 | 3,781 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,604 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $51,369,000 | 2,395 |
| Total debt securities | $51,366,000 | 2,589 |
| 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 | $35,606,000 | 3,315 |
| U.S. Government securities | $33,837,000 | 2,549 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,837,000 | 2,495 |
| Securities issued by states & political subdivisions | $1,715,000 | 4,621 |
| Other domestic debt securities | $51,000 | 2,797 |
| Privately issued residential mortgage-backed securities | $51,000 | 1,192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,278 |
| 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 | $33,888,000 | 1,781 |
| Certificates of participation in pools of residential mortgages | $33,837,000 | 1,209 |
| Issued or guaranteed by U.S. | $33,837,000 | 1,207 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $51,000 | 3,724 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $51,000 | 1,130 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,715,000 | 1,868 |
| Available-for-sale securities (fair market value) | $33,891,000 | 3,133 |
| Total debt securities | $35,603,000 | 3,293 |
| 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 | $30,619,000 | 3,566 |
| U.S. Government securities | $28,845,000 | 2,820 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,845,000 | 2,751 |
| Securities issued by states & political subdivisions | $1,716,000 | 4,569 |
| Other domestic debt securities | $55,000 | 2,778 |
| Privately issued residential mortgage-backed securities | $55,000 | 1,209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,321 |
| 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 | $28,900,000 | 1,912 |
| Certificates of participation in pools of residential mortgages | $28,845,000 | 1,316 |
| Issued or guaranteed by U.S. | $28,845,000 | 1,312 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $55,000 | 3,706 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $55,000 | 1,143 |
| 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) | $1,716,000 | 1,892 |
| Available-for-sale securities (fair market value) | $28,903,000 | 3,404 |
| Total debt securities | $30,616,000 | 3,535 |
| 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 | $25,895,000 | 3,963 |
| U.S. Government securities | $24,149,000 | 3,245 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,149,000 | 3,156 |
| Securities issued by states & political subdivisions | $1,686,000 | 4,561 |
| Other domestic debt securities | $57,000 | 2,729 |
| Privately issued residential mortgage-backed securities | $57,000 | 1,225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,347 |
| 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 | $24,206,000 | 2,091 |
| Certificates of participation in pools of residential mortgages | $24,149,000 | 1,444 |
| Issued or guaranteed by U.S. | $24,149,000 | 1,441 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $57,000 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $57,000 | 1,167 |
| 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) | $1,686,000 | 1,922 |
| Available-for-sale securities (fair market value) | $24,209,000 | 3,797 |
| Total debt securities | $25,892,000 | 3,926 |
| 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 | $27,041,000 | 3,850 |
| U.S. Government securities | $25,318,000 | 3,140 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,318,000 | 3,049 |
| Securities issued by states & political subdivisions | $1,662,000 | 4,556 |
| Other domestic debt securities | $58,000 | 2,779 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,252 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,374 |
| 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 | $25,376,000 | 2,010 |
| Certificates of participation in pools of residential mortgages | $25,318,000 | 1,353 |
| Issued or guaranteed by U.S. | $25,318,000 | 1,346 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $58,000 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $58,000 | 1,193 |
| 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) | $1,662,000 | 1,942 |
| Available-for-sale securities (fair market value) | $25,379,000 | 3,680 |
| Total debt securities | $27,038,000 | 3,817 |
| 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 | $26,931,000 | 3,740 |
| U.S. Government securities | $25,226,000 | 2,986 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,226,000 | 2,893 |
| Securities issued by states & political subdivisions | $1,643,000 | 4,566 |
| Other domestic debt securities | $59,000 | 2,929 |
| Privately issued residential mortgage-backed securities | $59,000 | 1,309 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,374 |
| 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 | $25,285,000 | 1,950 |
| Certificates of participation in pools of residential mortgages | $25,226,000 | 1,330 |
| Issued or guaranteed by U.S. | $25,226,000 | 1,321 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $59,000 | 3,676 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $59,000 | 1,248 |
| 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) | $1,643,000 | 1,977 |
| Available-for-sale securities (fair market value) | $25,288,000 | 3,589 |
| Total debt securities | $26,928,000 | 3,707 |
| 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 | $22,327,000 | 4,107 |
| U.S. Government securities | $20,563,000 | 3,366 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,563,000 | 3,275 |
| Securities issued by states & political subdivisions | $1,702,000 | 4,476 |
| Other domestic debt securities | $59,000 | 3,005 |
| Privately issued residential mortgage-backed securities | $59,000 | 1,382 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,622,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $20,563,000 | 1,512 |
| Issued or guaranteed by U.S. | $20,563,000 | 1,507 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $59,000 | 3,670 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $59,000 | 1,315 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,702,000 | 2,009 |
| Available-for-sale securities (fair market value) | $20,625,000 | 3,922 |
| Total debt securities | $22,324,000 | 4,067 |
| 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 | $19,090,000 | 4,510 |
| U.S. Government securities | $17,342,000 | 3,778 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,342,000 | 3,687 |
| Securities issued by states & political subdivisions | $1,682,000 | 4,450 |
| Other domestic debt securities | $63,000 | 2,998 |
| Privately issued residential mortgage-backed securities | $63,000 | 1,405 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,481 |
| 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 | $17,405,000 | 2,384 |
| Certificates of participation in pools of residential mortgages | $17,342,000 | 1,715 |
| Issued or guaranteed by U.S. | $17,342,000 | 1,707 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $63,000 | 3,590 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $63,000 | 1,341 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,682,000 | 2,082 |
| Available-for-sale securities (fair market value) | $17,408,000 | 4,285 |
| Total debt securities | $19,087,000 | 4,467 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $19,387,000 | 4,520 |
| U.S. Government securities | $17,702,000 | 3,808 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,702,000 | 3,721 |
| Securities issued by states & political subdivisions | $1,617,000 | 4,471 |
| Other domestic debt securities | $65,000 | 3,054 |
| Privately issued residential mortgage-backed securities | $65,000 | 1,439 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,528 |
| 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 | $17,767,000 | 2,417 |
| Certificates of participation in pools of residential mortgages | $17,702,000 | 1,777 |
| Issued or guaranteed by U.S. | $17,702,000 | 1,774 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $65,000 | 3,587 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $65,000 | 1,376 |
| 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) | $1,617,000 | 2,117 |
| Available-for-sale securities (fair market value) | $17,770,000 | 4,267 |
| Total debt securities | $19,384,000 | 4,482 |
| 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 | $13,151,000 | 5,277 |
| U.S. Government securities | $11,442,000 | 4,708 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,442,000 | 4,605 |
| Securities issued by states & political subdivisions | $1,624,000 | 4,507 |
| Other domestic debt securities | $70,000 | 3,112 |
| Privately issued residential mortgage-backed securities | $70,000 | 1,477 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 1,440 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,312,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | $11,242,000 | 2,433 |
| Issued or guaranteed by U.S. | $11,242,000 | 2,426 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $70,000 | 3,596 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $70,000 | 1,404 |
| 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) | $1,624,000 | 2,148 |
| Available-for-sale securities (fair market value) | $11,527,000 | 5,057 |
| Total debt securities | $13,136,000 | 5,234 |
| 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 | $13,618,000 | 5,249 |
| U.S. Government securities | $11,838,000 | 4,645 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,838,000 | 4,551 |
| Securities issued by states & political subdivisions | $1,694,000 | 4,526 |
| Other domestic debt securities | $71,000 | 3,205 |
| Privately issued residential mortgage-backed securities | $71,000 | 1,523 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 1,517 |
| 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 | $11,709,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | $11,638,000 | 2,456 |
| Issued or guaranteed by U.S. | $11,638,000 | 2,446 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $71,000 | 3,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $71,000 | 1,449 |
| 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) | $1,694,000 | 2,212 |
| Available-for-sale securities (fair market value) | $11,924,000 | 5,033 |
| Total debt securities | $13,603,000 | 5,203 |
| 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 | $14,004,000 | 5,196 |
| U.S. Government securities | $12,389,000 | 4,546 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,389,000 | 4,450 |
| Securities issued by states & political subdivisions | $1,539,000 | 4,569 |
| Other domestic debt securities | $73,000 | 3,285 |
| Privately issued residential mortgage-backed securities | $73,000 | 1,548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,686 |
| 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 | $12,262,000 | 3,064 |
| Certificates of participation in pools of residential mortgages | $12,189,000 | 2,432 |
| Issued or guaranteed by U.S. | $12,189,000 | 2,423 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $73,000 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $73,000 | 1,472 |
| 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) | $1,539,000 | 2,271 |
| Available-for-sale securities (fair market value) | $12,465,000 | 4,942 |
| Total debt securities | $14,001,000 | 5,152 |
| 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 | $14,374,000 | 5,180 |
| U.S. Government securities | $12,841,000 | 4,557 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,841,000 | 4,476 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,567 |
| Other domestic debt securities | $75,000 | 3,228 |
| Privately issued residential mortgage-backed securities | $75,000 | 1,565 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,703 |
| 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 | $12,716,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $12,641,000 | 2,426 |
| Issued or guaranteed by U.S. | $12,641,000 | 2,414 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $75,000 | 3,603 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $75,000 | 1,489 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,455,000 | 2,340 |
| Available-for-sale securities (fair market value) | $12,919,000 | 4,919 |
| Total debt securities | $14,371,000 | 5,140 |
| 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 | $14,699,000 | 5,163 |
| U.S. Government securities | $13,152,000 | 4,549 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,152,000 | 4,465 |
| Securities issued by states & political subdivisions | $1,467,000 | 4,507 |
| Other domestic debt securities | $77,000 | 3,152 |
| Privately issued residential mortgage-backed securities | $77,000 | 1,513 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,698 |
| 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 | $13,029,000 | 2,975 |
| Certificates of participation in pools of residential mortgages | $12,952,000 | 2,372 |
| Issued or guaranteed by U.S. | $12,952,000 | 2,360 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $77,000 | 3,569 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $77,000 | 1,437 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,467,000 | 2,354 |
| Available-for-sale securities (fair market value) | $13,232,000 | 4,856 |
| Total debt securities | $14,696,000 | 5,120 |
| 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 | $16,644,000 | 4,840 |
| U.S. Government securities | $15,061,000 | 4,196 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,061,000 | 4,118 |
| Securities issued by states & political subdivisions | $1,501,000 | 4,473 |
| Other domestic debt securities | $79,000 | 3,109 |
| Privately issued residential mortgage-backed securities | $79,000 | 1,482 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,814 |
| 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 | $14,941,000 | 2,691 |
| Certificates of participation in pools of residential mortgages | $14,862,000 | 2,084 |
| Issued or guaranteed by U.S. | $14,862,000 | 2,073 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $79,000 | 3,499 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $79,000 | 1,407 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,501,000 | 2,348 |
| Available-for-sale securities (fair market value) | $15,143,000 | 4,555 |
| Total debt securities | $16,641,000 | 4,801 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $17,658,000 | 4,747 |
| U.S. Government securities | $15,957,000 | 4,084 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,957,000 | 4,016 |
| Securities issued by states & political subdivisions | $1,618,000 | 4,446 |
| Other domestic debt securities | $80,000 | 3,082 |
| Privately issued residential mortgage-backed securities | $80,000 | 1,450 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,922 |
| 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 | $15,838,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | $15,758,000 | 1,992 |
| Issued or guaranteed by U.S. | $15,758,000 | 1,981 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $80,000 | 3,499 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $80,000 | 1,368 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,618,000 | 2,322 |
| Available-for-sale securities (fair market value) | $16,040,000 | 4,476 |
| Total debt securities | $17,655,000 | 4,698 |
| 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 | $18,692,000 | 4,584 |
| U.S. Government securities | $16,964,000 | 3,936 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,964,000 | 3,869 |
| Securities issued by states & political subdivisions | $1,643,000 | 4,451 |
| Other domestic debt securities | $82,000 | 3,045 |
| Privately issued residential mortgage-backed securities | $82,000 | 1,438 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,897 |
| 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 | $16,847,000 | 2,423 |
| Certificates of participation in pools of residential mortgages | $16,765,000 | 1,840 |
| Issued or guaranteed by U.S. | $16,765,000 | 1,830 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $82,000 | 3,486 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $82,000 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,643,000 | 2,363 |
| Available-for-sale securities (fair market value) | $17,049,000 | 4,329 |
| Total debt securities | $18,689,000 | 4,520 |
| 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 | $20,199,000 | 4,430 |
| U.S. Government securities | $18,446,000 | 3,792 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,446,000 | 3,715 |
| Securities issued by states & political subdivisions | $1,662,000 | 4,447 |
| Other domestic debt securities | $88,000 | 2,874 |
| Privately issued residential mortgage-backed securities | $88,000 | 1,336 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,851 |
| 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 | $18,335,000 | 2,033 |
| Certificates of participation in pools of residential mortgages | $18,247,000 | 1,500 |
| Issued or guaranteed by U.S. | $18,247,000 | 1,492 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $88,000 | 3,394 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $88,000 | 1,261 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,662,000 | 2,404 |
| Available-for-sale securities (fair market value) | $18,537,000 | 4,126 |
| Total debt securities | $20,196,000 | 4,377 |
| 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 | $14,795,000 | 5,221 |
| U.S. Government securities | $14,702,000 | 4,432 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,702,000 | 4,333 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $90,000 | 2,832 |
| Privately issued residential mortgage-backed securities | $90,000 | 1,297 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,789 |
| 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 | $14,596,000 | 2,209 |
| Certificates of participation in pools of residential mortgages | $14,506,000 | 1,672 |
| Issued or guaranteed by U.S. | $14,506,000 | 1,662 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $90,000 | 3,356 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $90,000 | 1,221 |
| 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) | $14,795,000 | 4,655 |
| Total debt securities | $14,792,000 | 5,176 |
| 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 | $16,110,000 | 5,020 |
| U.S. Government securities | $16,013,000 | 4,228 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,013,000 | 4,123 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $94,000 | 2,779 |
| Privately issued residential mortgage-backed securities | $94,000 | 1,256 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,827 |
| 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 | $15,909,000 | 2,035 |
| Certificates of participation in pools of residential mortgages | $15,815,000 | 1,524 |
| Issued or guaranteed by U.S. | $15,815,000 | 1,516 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $94,000 | 3,328 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $94,000 | 1,176 |
| 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) | $16,110,000 | 4,450 |
| Total debt securities | $16,107,000 | 4,983 |
| 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 | $17,818,000 | 4,804 |
| U.S. Government securities | $17,710,000 | 3,993 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,710,000 | 3,893 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $105,000 | 2,764 |
| Privately issued residential mortgage-backed securities | $105,000 | 1,215 |
| 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 | $3,000 | 1,852 |
| 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 | $17,620,000 | 1,914 |
| Certificates of participation in pools of residential mortgages | $17,515,000 | 1,426 |
| Issued or guaranteed by U.S. | $17,515,000 | 1,419 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $105,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $105,000 | 1,125 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $17,818,000 | 4,236 |
| Total debt securities | $17,815,000 | 4,757 |
| 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 | $19,524,000 | 4,618 |
| U.S. Government securities | $19,412,000 | 3,795 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,412,000 | 3,695 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $109,000 | 2,791 |
| Privately issued residential mortgage-backed securities | $109,000 | 1,192 |
| 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 | $3,000 | 1,903 |
| 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 | $19,323,000 | 1,793 |
| Certificates of participation in pools of residential mortgages | $19,214,000 | 1,334 |
| Issued or guaranteed by U.S. | $19,214,000 | 1,327 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $109,000 | 3,291 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $109,000 | 1,112 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $19,524,000 | 4,058 |
| Total debt securities | $19,521,000 | 4,568 |
| 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 | $20,749,000 | 4,477 |
| U.S. Government securities | $20,621,000 | 3,679 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,621,000 | 3,575 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $125,000 | 2,826 |
| Privately issued residential mortgage-backed securities | $125,000 | 1,168 |
| 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 | $3,000 | 1,939 |
| 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 | $20,551,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $20,426,000 | 1,303 |
| Issued or guaranteed by U.S. | $20,426,000 | 1,293 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $125,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $125,000 | 1,078 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $20,749,000 | 3,908 |
| Total debt securities | $20,746,000 | 4,431 |
| 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 | $22,635,000 | 4,225 |
| U.S. Government securities | $22,499,000 | 3,457 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,499,000 | 3,340 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $133,000 | 2,883 |
| Privately issued residential mortgage-backed securities | $133,000 | 1,148 |
| 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 | $3,000 | 1,970 |
| 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 | $22,434,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $22,301,000 | 1,232 |
| Issued or guaranteed by U.S. | $22,301,000 | 1,224 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $133,000 | 3,243 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $133,000 | 1,063 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $22,635,000 | 3,674 |
| Total debt securities | $22,632,000 | 4,162 |
| 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 | $18,733,000 | 4,787 |
| U.S. Government securities | $18,582,000 | 4,015 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,582,000 | 3,879 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $148,000 | 2,953 |
| Privately issued residential mortgage-backed securities | $148,000 | 1,120 |
| 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 | $3,000 | 2,003 |
| 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 | $18,534,000 | 1,892 |
| Certificates of participation in pools of residential mortgages | $18,386,000 | 1,447 |
| Issued or guaranteed by U.S. | $18,386,000 | 1,440 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $148,000 | 3,247 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $148,000 | 1,038 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $18,733,000 | 4,156 |
| Total debt securities | $18,730,000 | 4,734 |
| 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 | $14,312,000 | 5,498 |
| U.S. Government securities | $14,138,000 | 4,695 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,138,000 | 4,560 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $171,000 | 3,018 |
| Privately issued residential mortgage-backed securities | $171,000 | 1,088 |
| 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 | $3,000 | 2,031 |
| 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 | $14,111,000 | 2,232 |
| Certificates of participation in pools of residential mortgages | $13,940,000 | 1,746 |
| Issued or guaranteed by U.S. | $13,940,000 | 1,733 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $171,000 | 3,220 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $171,000 | 1,002 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $14,312,000 | 4,819 |
| Total debt securities | $14,309,000 | 5,452 |
| 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 | $15,663,000 | 5,268 |
| U.S. Government securities | $15,482,000 | 4,414 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,482,000 | 4,285 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $178,000 | 3,067 |
| Privately issued residential mortgage-backed securities | $178,000 | 1,071 |
| 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 | $3,000 | 2,044 |
| 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 | $15,463,000 | 2,107 |
| Certificates of participation in pools of residential mortgages | $15,285,000 | 1,662 |
| Issued or guaranteed by U.S. | $15,285,000 | 1,649 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $178,000 | 3,232 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $178,000 | 985 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $15,663,000 | 4,597 |
| Total debt securities | $15,660,000 | 5,214 |
| 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 | $15,360,000 | 5,344 |
| U.S. Government securities | $15,162,000 | 4,524 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,162,000 | 4,394 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $195,000 | 3,095 |
| Privately issued residential mortgage-backed securities | $195,000 | 1,029 |
| 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 | $3,000 | 2,059 |
| 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 | $15,158,000 | 2,209 |
| Certificates of participation in pools of residential mortgages | $14,963,000 | 1,754 |
| Issued or guaranteed by U.S. | $14,963,000 | 1,740 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $195,000 | 3,245 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $195,000 | 941 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $15,360,000 | 4,671 |
| Total debt securities | $15,357,000 | 5,289 |
| 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 | $15,502,000 | 5,385 |
| U.S. Government securities | $15,284,000 | 4,577 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,284,000 | 4,433 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $215,000 | 3,084 |
| Privately issued residential mortgage-backed securities | $215,000 | 997 |
| 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 | $3,000 | 2,111 |
| 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 | $15,302,000 | 2,274 |
| Certificates of participation in pools of residential mortgages | $15,087,000 | 1,805 |
| Issued or guaranteed by U.S. | $15,087,000 | 1,791 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $215,000 | 3,260 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $215,000 | 918 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $15,502,000 | 4,719 |
| Total debt securities | $15,499,000 | 5,326 |
| 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 | $14,526,000 | 5,589 |
| U.S. Government securities | $14,267,000 | 4,791 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,267,000 | 4,639 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $256,000 | 3,051 |
| Privately issued residential mortgage-backed securities | $256,000 | 965 |
| 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 | $3,000 | 2,146 |
| 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 | $14,324,000 | 2,405 |
| Certificates of participation in pools of residential mortgages | $14,068,000 | 1,897 |
| Issued or guaranteed by U.S. | $14,068,000 | 1,887 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $256,000 | 3,247 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $256,000 | 892 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $14,526,000 | 4,897 |
| Total debt securities | $14,523,000 | 5,522 |
| 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 | $13,566,000 | 5,789 |
| U.S. Government securities | $13,269,000 | 4,974 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,269,000 | 4,824 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $294,000 | 3,054 |
| Privately issued residential mortgage-backed securities | $294,000 | 904 |
| 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 | $3,000 | 2,175 |
| 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 | $13,365,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $13,071,000 | 2,014 |
| Issued or guaranteed by U.S. | $13,071,000 | 2,007 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $294,000 | 3,218 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $294,000 | 834 |
| 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) | $3,000 | 4,500 |
| Available-for-sale securities (fair market value) | $13,563,000 | 5,069 |
| Total debt securities | $13,563,000 | 5,718 |
| 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 | $14,517,000 | 5,661 |
| U.S. Government securities | $14,175,000 | 4,863 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,175,000 | 4,697 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $339,000 | 3,089 |
| Privately issued residential mortgage-backed securities | $339,000 | 871 |
| 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 | $3,000 | 2,221 |
| 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 | $14,314,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $13,975,000 | 1,942 |
| Issued or guaranteed by U.S. | $13,975,000 | 1,935 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $339,000 | 3,239 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $339,000 | 809 |
| 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) | $3,000 | 4,554 |
| Available-for-sale securities (fair market value) | $14,514,000 | 4,968 |
| Total debt securities | $14,514,000 | 5,592 |
| 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 | $10,630,000 | 6,439 |
| U.S. Government securities | $10,240,000 | 5,673 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,240,000 | 5,532 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $387,000 | 3,161 |
| Privately issued residential mortgage-backed securities | $387,000 | 902 |
| 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 | $3,000 | 2,238 |
| 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 | $10,428,000 | 2,968 |
| Certificates of participation in pools of residential mortgages | $10,041,000 | 2,403 |
| Issued or guaranteed by U.S. | $10,041,000 | 2,393 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $387,000 | 3,268 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $387,000 | 832 |
| 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) | $3,000 | 4,592 |
| Available-for-sale securities (fair market value) | $10,627,000 | 5,703 |
| Total debt securities | $10,627,000 | 6,353 |
| 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 | $11,454,000 | 6,312 |
| U.S. Government securities | $11,451,000 | 5,424 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,451,000 | 5,258 |
| 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 | $3,000 | 2,293 |
| 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 | $11,251,000 | 2,826 |
| Certificates of participation in pools of residential mortgages | $10,789,000 | 2,314 |
| Issued or guaranteed by U.S. | $10,789,000 | 2,301 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $462,000 | 3,232 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 3,083 |
| 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) | $4,000 | 4,651 |
| Available-for-sale securities (fair market value) | $11,450,000 | 5,585 |
| Total debt securities | $11,451,000 | 6,229 |
| 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 | $13,764,000 | 5,764 |
| U.S. Government securities | $13,761,000 | 4,774 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,761,000 | 4,614 |
| 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 | $3,000 | 2,341 |
| 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 | $13,562,000 | 2,550 |
| Certificates of participation in pools of residential mortgages | $13,002,000 | 2,061 |
| Issued or guaranteed by U.S. | $13,002,000 | 2,051 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $560,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $560,000 | 2,997 |
| 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) | $3,000 | 4,684 |
| Available-for-sale securities (fair market value) | $13,761,000 | 5,050 |
| Total debt securities | $13,761,000 | 5,683 |
| 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 | $16,020,000 | 5,300 |
| U.S. Government securities | $16,017,000 | 4,286 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,017,000 | 4,128 |
| 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 | $3,000 | 2,339 |
| 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 | $15,817,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $15,187,000 | 1,834 |
| Issued or guaranteed by U.S. | $15,187,000 | 1,822 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $630,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $630,000 | 3,150 |
| 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) | $3,000 | 4,699 |
| Available-for-sale securities (fair market value) | $16,017,000 | 4,624 |
| Total debt securities | $16,017,000 | 5,200 |
| 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 | $19,872,000 | 4,690 |
| U.S. Government securities | $19,869,000 | 3,716 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,869,000 | 3,553 |
| 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 | $3,000 | 2,354 |
| 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 | $18,670,000 | 2,111 |
| Certificates of participation in pools of residential mortgages | $17,099,000 | 1,670 |
| Issued or guaranteed by U.S. | $17,099,000 | 1,664 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,571,000 | 2,793 |
| CMOs issued by government agencies or sponsored agencies | $1,571,000 | 2,661 |
| 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) | $3,000 | 4,759 |
| Available-for-sale securities (fair market value) | $19,869,000 | 4,060 |
| Total debt securities | $19,869,000 | 4,591 |
| 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 | $23,379,000 | 4,180 |
| U.S. Government securities | $23,376,000 | 3,290 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,376,000 | 3,131 |
| 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 | $3,000 | 2,352 |
| 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 | $22,174,000 | 1,856 |
| Certificates of participation in pools of residential mortgages | $18,858,000 | 1,528 |
| Issued or guaranteed by U.S. | $18,858,000 | 1,522 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,316,000 | 2,180 |
| CMOs issued by government agencies or sponsored agencies | $3,316,000 | 2,078 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 4,846 |
| Available-for-sale securities (fair market value) | $23,377,000 | 3,589 |
| Total debt securities | $23,376,000 | 4,101 |
| 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 | $31,214,000 | 3,246 |
| U.S. Government securities | $31,069,000 | 2,467 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,069,000 | 2,333 |
| Securities issued by states & political subdivisions | $142,000 | 6,675 |
| 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 | $3,000 | 2,321 |
| 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 | $28,037,000 | 1,457 |
| Certificates of participation in pools of residential mortgages | $17,026,000 | 1,474 |
| Issued or guaranteed by U.S. | $17,026,000 | 1,465 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $11,011,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $11,011,000 | 1,129 |
| 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) | $3,000 | 5,068 |
| Available-for-sale securities (fair market value) | $31,211,000 | 2,719 |
| Total debt securities | $31,211,000 | 3,184 |
| 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 | $47,439,000 | 2,297 |
| U.S. Government securities | $47,300,000 | 1,689 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,300,000 | 1,564 |
| Securities issued by states & political subdivisions | $146,000 | 6,858 |
| 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 | $3,000 | 8,071 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $10,000 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,432,000 | 992 |
| Certificates of participation in pools of residential mortgages | $20,433,000 | 1,055 |
| Issued or guaranteed by U.S. | $20,433,000 | 1,046 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $15,999,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $15,999,000 | 685 |
| 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) | $-6,000 | 9,916 |
| Available-for-sale securities (fair market value) | $47,445,000 | 1,824 |
| Total debt securities | $47,446,000 | 2,198 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $50,191,000 | 2,255 |
| U.S. Government securities | $50,057,000 | 1,686 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,057,000 | 1,497 |
| Securities issued by states & political subdivisions | $141,000 | 7,193 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,131 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $10,000 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,449,000 | 1,022 |
| Certificates of participation in pools of residential mortgages | $20,411,000 | 1,122 |
| Issued or guaranteed by U.S. | $20,411,000 | 1,114 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $19,038,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $19,038,000 | 683 |
| 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) | $-7,000 | 10,234 |
| Available-for-sale securities (fair market value) | $50,198,000 | 1,719 |
| Total debt securities | $50,198,000 | 2,171 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $57,241,000 | 2,019 |
| U.S. Government securities | $56,968,000 | 1,538 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,968,000 | 1,307 |
| Securities issued by states & political subdivisions | $144,000 | 7,435 |
| Other domestic debt securities | $136,000 | 3,345 |
| Privately issued residential mortgage-backed securities | $136,000 | 1,171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,070 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $10,000 | 23 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,896,000 | 1,008 |
| Certificates of participation in pools of residential mortgages | $27,118,000 | 981 |
| Issued or guaranteed by U.S. | $26,982,000 | 972 |
| Privately issued | $136,000 | 265 |
| Collaterized mortgage obligations | $15,778,000 | 885 |
| CMOs issued by government agencies or sponsored agencies | $15,778,000 | 804 |
| 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) | $-7,000 | 10,476 |
| Available-for-sale securities (fair market value) | $57,248,000 | 1,526 |
| Total debt securities | $57,248,000 | 1,949 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $65,628,000 | 1,743 |
| U.S. Government securities | $64,307,000 | 1,413 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,307,000 | 1,126 |
| Securities issued by states & political subdivisions | $618,000 | 6,500 |
| Other domestic debt securities | $755,000 | 2,034 |
| Privately issued residential mortgage-backed securities | $254,000 | 976 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 1,854 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,177 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $55,000 | 17 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,966,000 | 1,182 |
| Certificates of participation in pools of residential mortgages | $21,521,000 | 1,176 |
| Issued or guaranteed by U.S. | $21,267,000 | 1,166 |
| Privately issued | $254,000 | 287 |
| Collaterized mortgage obligations | $11,445,000 | 1,013 |
| CMOs issued by government agencies or sponsored agencies | $11,445,000 | 963 |
| 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) | $893,000 | 6,414 |
| Available-for-sale securities (fair market value) | $64,735,000 | 1,226 |
| Total debt securities | $65,680,000 | 1,680 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $35,905,000 | 3,372 |
| U.S. Government securities | $34,143,000 | 2,835 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,143,000 | 2,100 |
| Securities issued by states & political subdivisions | $465,000 | 7,160 |
| Other domestic debt securities | $838,000 | 2,233 |
| Privately issued residential mortgage-backed securities | $335,000 | 1,128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 2,017 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 6,719 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-386,000 | 1,192 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,251,000 | 1,538 |
| Certificates of participation in pools of residential mortgages | $18,726,000 | 1,393 |
| Issued or guaranteed by U.S. | $18,391,000 | 1,398 |
| Privately issued | $335,000 | 333 |
| Collaterized mortgage obligations | $6,525,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $6,525,000 | 1,545 |
| 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) | $986,000 | 7,027 |
| Available-for-sale securities (fair market value) | $34,919,000 | 2,377 |
| Total debt securities | $35,446,000 | 3,319 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $48,939,000 | 2,575 |
| U.S. Government securities | $47,199,000 | 2,142 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $47,199,000 | 1,495 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $1,255,000 | 2,230 |
| Privately issued residential mortgage-backed securities | $449,000 | 1,238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $806,000 | 2,112 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,634 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-460,000 | 1,280 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,885,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $22,537,000 | 1,219 |
| Issued or guaranteed by U.S. | $22,088,000 | 1,213 |
| Privately issued | $449,000 | 354 |
| Collaterized mortgage obligations | $17,348,000 | 922 |
| CMOs issued by government agencies or sponsored agencies | $17,348,000 | 861 |
| 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) | $3,972,000 | 5,502 |
| Available-for-sale securities (fair market value) | $44,967,000 | 1,884 |
| Total debt securities | $48,454,000 | 2,515 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $28,483,000 | 4,460 |
| U.S. Government securities | $27,191,000 | 3,795 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $27,191,000 | 2,479 |
| Securities issued by states & political subdivisions | $85,000 | 9,165 |
| Other domestic debt securities | $923,000 | 2,909 |
| Privately issued residential mortgage-backed securities | $615,000 | 1,152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $308,000 | 3,273 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,669 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-259,000 | 1,292 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,715,000 | 1,931 |
| Certificates of participation in pools of residential mortgages | $15,094,000 | 1,696 |
| Issued or guaranteed by U.S. | $14,479,000 | 1,729 |
| Privately issued | $615,000 | 312 |
| Collaterized mortgage obligations | $6,621,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $6,621,000 | 1,822 |
| 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) | $24,642,000 | 2,903 |
| Available-for-sale securities (fair market value) | $3,841,000 | 7,568 |
| Total debt securities | $28,199,000 | 4,405 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $35,481,000 | 3,860 |
| U.S. Government securities | $31,327,000 | 3,449 |
| U.S. Treasury securities | $503,000 | 10,790 |
| U.S. Government agency obligations | $30,824,000 | 2,245 |
| Securities issued by states & political subdivisions | $262,000 | 8,603 |
| Other domestic debt securities | $2,534,000 | 2,084 |
| Privately issued residential mortgage-backed securities | $803,000 | 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 | $1,731,000 | 1,945 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,039,000 | 2,060 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-319,000 | 1,417 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,976,000 | 1,933 |
| Certificates of participation in pools of residential mortgages | $18,895,000 | 1,554 |
| Issued or guaranteed by U.S. | $18,092,000 | 1,585 |
| Privately issued | $803,000 | 391 |
| Collaterized mortgage obligations | $6,081,000 | 2,343 |
| CMOs issued by government agencies or sponsored agencies | $6,081,000 | 2,204 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $34,123,000 | 3,913 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $48,295,000 | 2,831 |
| U.S. Government securities | $45,437,000 | 2,368 |
| U.S. Treasury securities | $2,770,000 | 7,815 |
| U.S. Government agency obligations | $42,667,000 | 1,591 |
| Securities issued by states & political subdivisions | $570,000 | 7,512 |
| Other domestic debt securities | $1,978,000 | 2,960 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,978,000 | 2,100 |
| Foreign debt securities | NA | NA |
| Equity securities | $78,000 | 5,576 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-232,000 | 1,605 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,156,000 | 1,534 |
| Certificates of participation in pools of residential mortgages | $19,352,000 | 1,564 |
| Issued or guaranteed by U.S. | $19,352,000 | 1,527 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $14,804,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $14,804,000 | 1,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $47,985,000 | 2,767 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |