Home > Dalhart Federal Savings & Loan Association, SSB > Securities
Dalhart Federal Savings & Loan Association, SSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $30,383,000 | 3,178 |
| U.S. Government securities | $9,999,000 | 3,573 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $9,999,000 | 3,232 |
| Securities issued by states & political subdivisions | $20,384,000 | 1,765 |
| 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 | $13,937,000 | 2,687 |
| Mortgage-backed securities | $9,555,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,476,000 | 2,086 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 2,580 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $23,553,000 | 756 |
| Available-for-sale securities (fair market value) | $6,830,000 | 3,893 |
| Total debt securities | $30,383,000 | 3,156 |
| 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 | $30,119,000 | 3,187 |
| U.S. Government securities | $10,181,000 | 3,581 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $10,181,000 | 3,208 |
| Securities issued by states & political subdivisions | $19,938,000 | 1,765 |
| 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 | $2,670,000 | 3,575 |
| Mortgage-backed securities | $9,730,000 | 2,577 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,644,000 | 2,063 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 2,574 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $23,899,000 | 763 |
| Available-for-sale securities (fair market value) | $6,220,000 | 3,922 |
| Total debt securities | $30,119,000 | 3,167 |
| 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 | $31,316,000 | 3,203 |
| U.S. Government securities | $10,573,000 | 3,600 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $10,573,000 | 3,225 |
| Securities issued by states & political subdivisions | $20,743,000 | 1,782 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $9,972,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,877,000 | 2,080 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 2,569 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $24,554,000 | 751 |
| Available-for-sale securities (fair market value) | $6,762,000 | 3,934 |
| Total debt securities | $31,316,000 | 3,179 |
| 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 | $31,821,000 | 3,265 |
| U.S. Government securities | $10,843,000 | 3,658 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $10,843,000 | 3,233 |
| Securities issued by states & political subdivisions | $20,978,000 | 1,822 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $10,173,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,070,000 | 2,113 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 2,597 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $24,940,000 | 783 |
| Available-for-sale securities (fair market value) | $6,881,000 | 3,991 |
| Total debt securities | $31,821,000 | 3,239 |
| 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 | $33,214,000 | 3,257 |
| U.S. Government securities | $11,062,000 | 3,669 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $11,062,000 | 3,220 |
| Securities issued by states & political subdivisions | $22,152,000 | 1,833 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $10,381,000 | 2,648 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,270,000 | 2,113 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $111,000 | 2,612 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $25,361,000 | 781 |
| Available-for-sale securities (fair market value) | $7,853,000 | 3,981 |
| Total debt securities | $33,214,000 | 3,231 |
| 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 | $34,046,000 | 3,245 |
| U.S. Government securities | $11,433,000 | 3,661 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $11,433,000 | 3,209 |
| Securities issued by states & political subdivisions | $22,613,000 | 1,807 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $10,671,000 | 2,631 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,550,000 | 2,103 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 2,622 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $26,261,000 | 769 |
| Available-for-sale securities (fair market value) | $7,785,000 | 4,013 |
| Total debt securities | $34,046,000 | 3,222 |
| 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 | $35,071,000 | 3,247 |
| U.S. Government securities | $11,846,000 | 3,654 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $11,846,000 | 3,212 |
| Securities issued by states & political subdivisions | $23,225,000 | 1,832 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $11,043,000 | 2,673 |
| Certificates of participation in pools of residential mortgages | $10,910,000 | 2,180 |
| Issued or guaranteed by U.S. | $10,910,000 | 2,124 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $133,000 | 2,714 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 2,644 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $26,733,000 | 688 |
| Available-for-sale securities (fair market value) | $8,338,000 | 4,019 |
| Total debt securities | $35,071,000 | 3,229 |
| 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 | $37,385,000 | 3,119 |
| U.S. Government securities | $12,404,000 | 3,551 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $12,404,000 | 3,159 |
| Securities issued by states & political subdivisions | $24,981,000 | 1,759 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $11,543,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | $11,391,000 | 2,169 |
| Issued or guaranteed by U.S. | $11,391,000 | 2,120 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $152,000 | 2,696 |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 2,629 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $28,215,000 | 598 |
| Available-for-sale securities (fair market value) | $9,170,000 | 3,958 |
| Total debt securities | $37,385,000 | 3,103 |
| 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 | $37,658,000 | 3,046 |
| U.S. Government securities | $11,281,000 | 3,495 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $11,281,000 | 3,201 |
| Securities issued by states & political subdivisions | $26,377,000 | 1,749 |
| 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 | $962,000 | 3,834 |
| Mortgage-backed securities | $10,347,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $10,173,000 | 2,269 |
| Issued or guaranteed by U.S. | $10,173,000 | 2,207 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $174,000 | 2,675 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 2,619 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $27,230,000 | 512 |
| Available-for-sale securities (fair market value) | $10,428,000 | 3,895 |
| Total debt securities | $37,658,000 | 3,025 |
| 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 | $38,702,000 | 2,957 |
| U.S. Government securities | $12,138,000 | 3,385 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $12,138,000 | 3,144 |
| Securities issued by states & political subdivisions | $26,564,000 | 1,716 |
| 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 | $1,090,000 | 3,815 |
| Mortgage-backed securities | $11,124,000 | 2,696 |
| Certificates of participation in pools of residential mortgages | $10,921,000 | 2,214 |
| Issued or guaranteed by U.S. | $10,921,000 | 2,159 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $203,000 | 2,701 |
| CMOs issued by government agencies or sponsored agencies | $203,000 | 2,641 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $28,176,000 | 475 |
| Available-for-sale securities (fair market value) | $10,526,000 | 3,891 |
| Total debt securities | $38,702,000 | 2,936 |
| 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 | $40,601,000 | 2,839 |
| U.S. Government securities | $14,269,000 | 3,189 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $14,269,000 | 2,967 |
| Securities issued by states & political subdivisions | $26,332,000 | 1,690 |
| 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 | $1,226,000 | 3,810 |
| Mortgage-backed securities | $11,177,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $10,869,000 | 2,189 |
| Issued or guaranteed by U.S. | $10,869,000 | 2,132 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $308,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $308,000 | 2,576 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $29,410,000 | 436 |
| Available-for-sale securities (fair market value) | $11,191,000 | 3,837 |
| Total debt securities | $40,601,000 | 2,824 |
| 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 | $40,826,000 | 2,731 |
| U.S. Government securities | $14,469,000 | 3,039 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $14,469,000 | 2,863 |
| Securities issued by states & political subdivisions | $26,357,000 | 1,639 |
| 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 | $1,452,000 | 3,763 |
| Mortgage-backed securities | $11,355,000 | 2,620 |
| Certificates of participation in pools of residential mortgages | $10,867,000 | 2,135 |
| Issued or guaranteed by U.S. | $10,867,000 | 2,072 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $488,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $488,000 | 2,441 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $29,769,000 | 416 |
| Available-for-sale securities (fair market value) | $11,057,000 | 3,790 |
| Total debt securities | $40,826,000 | 2,712 |
| 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 | $37,149,000 | 2,738 |
| U.S. Government securities | $11,072,000 | 3,195 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $11,072,000 | 3,047 |
| Securities issued by states & political subdivisions | $26,077,000 | 1,602 |
| 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 | $1,892,000 | 3,667 |
| Mortgage-backed securities | $9,871,000 | 2,660 |
| Certificates of participation in pools of residential mortgages | $9,186,000 | 2,167 |
| Issued or guaranteed by U.S. | $9,186,000 | 2,110 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $685,000 | 2,416 |
| CMOs issued by government agencies or sponsored agencies | $685,000 | 2,366 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $26,542,000 | 414 |
| Available-for-sale securities (fair market value) | $10,607,000 | 3,762 |
| Total debt securities | $37,149,000 | 2,715 |
| 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 | $34,089,000 | 2,746 |
| U.S. Government securities | $11,798,000 | 3,088 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $11,798,000 | 2,945 |
| Securities issued by states & political subdivisions | $22,291,000 | 1,668 |
| 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 | $2,192,000 | 3,628 |
| Mortgage-backed securities | $10,559,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $9,634,000 | 2,093 |
| Issued or guaranteed by U.S. | $9,634,000 | 2,030 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $925,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $925,000 | 2,290 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $24,020,000 | 429 |
| Available-for-sale securities (fair market value) | $10,069,000 | 3,773 |
| Total debt securities | $34,089,000 | 2,728 |
| 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 | $36,969,000 | 2,601 |
| U.S. Government securities | $12,415,000 | 3,050 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $12,415,000 | 2,908 |
| Securities issued by states & political subdivisions | $24,554,000 | 1,466 |
| 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 | $417,000 | 4,112 |
| Mortgage-backed securities | $11,112,000 | 2,544 |
| Certificates of participation in pools of residential mortgages | $9,929,000 | 2,049 |
| Issued or guaranteed by U.S. | $9,929,000 | 1,994 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,183,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $1,183,000 | 2,236 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $24,756,000 | 422 |
| Available-for-sale securities (fair market value) | $12,213,000 | 3,603 |
| Total debt securities | $36,969,000 | 2,581 |
| 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 | $36,070,000 | 2,569 |
| U.S. Government securities | $13,590,000 | 2,976 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $13,590,000 | 2,825 |
| Securities issued by states & political subdivisions | $22,480,000 | 1,429 |
| 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 | $451,000 | 4,145 |
| Mortgage-backed securities | $12,257,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $10,845,000 | 1,957 |
| Issued or guaranteed by U.S. | $10,845,000 | 1,900 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,412,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $1,412,000 | 2,179 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $26,081,000 | 424 |
| Available-for-sale securities (fair market value) | $9,989,000 | 3,785 |
| Total debt securities | $36,070,000 | 2,549 |
| 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 | $34,796,000 | 2,638 |
| U.S. Government securities | $12,899,000 | 3,105 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,899,000 | 2,948 |
| Securities issued by states & political subdivisions | $21,897,000 | 1,421 |
| 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 | $477,000 | 4,207 |
| Mortgage-backed securities | $11,427,000 | 2,492 |
| Certificates of participation in pools of residential mortgages | $9,872,000 | 2,005 |
| Issued or guaranteed by U.S. | $9,872,000 | 1,950 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,555,000 | 2,202 |
| CMOs issued by government agencies or sponsored agencies | $1,555,000 | 2,156 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $26,809,000 | 434 |
| Available-for-sale securities (fair market value) | $7,987,000 | 3,999 |
| Total debt securities | $34,796,000 | 2,623 |
| 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 | $32,289,000 | 2,768 |
| U.S. Government securities | $10,963,000 | 3,346 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $10,963,000 | 3,191 |
| Securities issued by states & political subdivisions | $21,326,000 | 1,451 |
| 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 | $506,000 | 4,252 |
| Mortgage-backed securities | $9,358,000 | 2,655 |
| Certificates of participation in pools of residential mortgages | $7,616,000 | 2,216 |
| Issued or guaranteed by U.S. | $7,616,000 | 2,151 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,742,000 | 2,173 |
| CMOs issued by government agencies or sponsored agencies | $1,742,000 | 2,128 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $24,905,000 | 485 |
| Available-for-sale securities (fair market value) | $7,384,000 | 4,115 |
| Total debt securities | $32,289,000 | 2,754 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $34,279,000 | 2,724 |
| U.S. Government securities | $13,947,000 | 3,103 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $13,947,000 | 2,929 |
| Securities issued by states & political subdivisions | $20,332,000 | 1,525 |
| 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 | $550,000 | 4,287 |
| Mortgage-backed securities | $12,135,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $10,249,000 | 1,953 |
| Issued or guaranteed by U.S. | $10,249,000 | 1,917 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,886,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $1,886,000 | 2,064 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $27,048,000 | 482 |
| Available-for-sale securities (fair market value) | $7,231,000 | 4,183 |
| Total debt securities | $34,279,000 | 2,708 |
| 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 | $34,115,000 | 2,780 |
| U.S. Government securities | $13,688,000 | 3,150 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $13,688,000 | 2,980 |
| Securities issued by states & political subdivisions | $20,427,000 | 1,587 |
| 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 | $599,000 | 4,321 |
| Mortgage-backed securities | $11,689,000 | 2,456 |
| Certificates of participation in pools of residential mortgages | $9,696,000 | 2,015 |
| Issued or guaranteed by U.S. | $9,696,000 | 1,971 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,993,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $1,993,000 | 2,038 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $26,745,000 | 501 |
| Available-for-sale securities (fair market value) | $7,370,000 | 4,220 |
| Total debt securities | $34,115,000 | 2,762 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $33,701,000 | 2,826 |
| U.S. Government securities | $14,298,000 | 3,139 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $14,298,000 | 2,968 |
| Securities issued by states & political subdivisions | $19,403,000 | 1,683 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $648,000 | 4,367 |
| Mortgage-backed securities | $12,187,000 | 2,426 |
| Certificates of participation in pools of residential mortgages | $10,118,000 | 1,978 |
| Issued or guaranteed by U.S. | $10,118,000 | 1,949 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,069,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $2,069,000 | 2,019 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $26,254,000 | 528 |
| Available-for-sale securities (fair market value) | $7,447,000 | 4,252 |
| Total debt securities | $33,701,000 | 2,810 |
| 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 | $34,424,000 | 2,804 |
| U.S. Government securities | $14,959,000 | 3,108 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $14,959,000 | 2,949 |
| Securities issued by states & political subdivisions | $19,465,000 | 1,693 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $677,000 | 4,428 |
| Mortgage-backed securities | $12,757,000 | 2,401 |
| Certificates of participation in pools of residential mortgages | $10,602,000 | 1,967 |
| Issued or guaranteed by U.S. | $10,602,000 | 1,954 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,154,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $2,154,000 | 1,988 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,000 | 1,726 |
| Commercial mortgage pass-through securities | $1,000 | 1,362 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $26,933,000 | 529 |
| Available-for-sale securities (fair market value) | $7,491,000 | 4,290 |
| Total debt securities | $34,424,000 | 2,786 |
| 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 | $35,390,000 | 2,804 |
| U.S. Government securities | $15,747,000 | 3,048 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $15,747,000 | 2,893 |
| Securities issued by states & political subdivisions | $19,643,000 | 1,737 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $733,000 | 4,449 |
| Mortgage-backed securities | $13,425,000 | 2,382 |
| Certificates of participation in pools of residential mortgages | $11,162,000 | 1,967 |
| Issued or guaranteed by U.S. | $11,162,000 | 1,886 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,261,000 | 2,027 |
| CMOs issued by government agencies or sponsored agencies | $2,261,000 | 1,973 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,000 | 1,693 |
| Commercial mortgage pass-through securities | $2,000 | 1,320 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $27,734,000 | 529 |
| Available-for-sale securities (fair market value) | $7,656,000 | 4,327 |
| Total debt securities | $35,390,000 | 2,785 |
| 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 | $36,339,000 | 2,771 |
| U.S. Government securities | $16,592,000 | 3,047 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $16,592,000 | 2,908 |
| Securities issued by states & political subdivisions | $19,747,000 | 1,775 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $772,000 | 4,503 |
| Mortgage-backed securities | $14,117,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | $11,755,000 | 1,946 |
| Issued or guaranteed by U.S. | $11,755,000 | 1,944 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,359,000 | 2,005 |
| CMOs issued by government agencies or sponsored agencies | $2,359,000 | 1,942 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $3,000 | 1,479 |
| Commercial mortgage pass-through securities | $3,000 | 1,053 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $28,534,000 | 532 |
| Available-for-sale securities (fair market value) | $7,805,000 | 4,353 |
| Total debt securities | $36,339,000 | 2,754 |
| 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 | $36,471,000 | 2,795 |
| U.S. Government securities | $16,415,000 | 3,076 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $16,415,000 | 2,938 |
| Securities issued by states & political subdivisions | $20,056,000 | 1,813 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $817,000 | 4,561 |
| Mortgage-backed securities | $13,768,000 | 2,379 |
| Certificates of participation in pools of residential mortgages | $12,366,000 | 1,918 |
| Issued or guaranteed by U.S. | $12,366,000 | 1,916 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,398,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $1,398,000 | 2,190 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $4,000 | 1,470 |
| Commercial mortgage pass-through securities | $4,000 | 1,050 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $28,369,000 | 545 |
| Available-for-sale securities (fair market value) | $8,102,000 | 4,410 |
| Total debt securities | $36,471,000 | 2,775 |
| 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 | $36,603,000 | 2,831 |
| U.S. Government securities | $16,447,000 | 3,117 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $16,447,000 | 2,993 |
| Securities issued by states & political subdivisions | $20,156,000 | 1,842 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $870,000 | 4,609 |
| Mortgage-backed securities | $13,637,000 | 2,411 |
| Certificates of participation in pools of residential mortgages | $12,171,000 | 1,971 |
| Issued or guaranteed by U.S. | $12,171,000 | 1,970 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,461,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $1,461,000 | 2,196 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $5,000 | 1,458 |
| Commercial mortgage pass-through securities | $5,000 | 1,041 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $28,345,000 | 569 |
| Available-for-sale securities (fair market value) | $8,258,000 | 4,423 |
| Total debt securities | $36,603,000 | 2,813 |
| 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 | $37,580,000 | 2,824 |
| U.S. Government securities | $17,282,000 | 3,102 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,282,000 | 2,979 |
| Securities issued by states & political subdivisions | $20,298,000 | 1,837 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $933,000 | 4,627 |
| Mortgage-backed securities | $14,416,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $12,886,000 | 1,943 |
| Issued or guaranteed by U.S. | $12,886,000 | 1,942 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,524,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $1,524,000 | 2,199 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $6,000 | 1,414 |
| Commercial mortgage pass-through securities | $6,000 | 1,013 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $29,254,000 | 560 |
| Available-for-sale securities (fair market value) | $8,326,000 | 4,454 |
| Total debt securities | $37,580,000 | 2,805 |
| 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 | $34,780,000 | 3,002 |
| U.S. Government securities | $14,464,000 | 3,367 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $14,464,000 | 3,248 |
| Securities issued by states & political subdivisions | $20,316,000 | 1,848 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,656,000 | 4,450 |
| Mortgage-backed securities | $12,676,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $12,668,000 | 1,992 |
| Issued or guaranteed by U.S. | $12,668,000 | 1,992 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $8,000 | 1,384 |
| Commercial mortgage pass-through securities | $8,000 | 971 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $27,620,000 | 598 |
| Available-for-sale securities (fair market value) | $7,160,000 | 4,609 |
| Total debt securities | $34,780,000 | 2,980 |
| 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 | $34,640,000 | 2,988 |
| U.S. Government securities | $14,074,000 | 3,389 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,074,000 | 3,263 |
| Securities issued by states & political subdivisions | $20,566,000 | 1,841 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,734,000 | 4,476 |
| Mortgage-backed securities | $12,190,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $12,181,000 | 2,044 |
| Issued or guaranteed by U.S. | $12,181,000 | 2,043 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $9,000 | 1,333 |
| Commercial mortgage pass-through securities | $9,000 | 937 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $27,387,000 | 605 |
| Available-for-sale securities (fair market value) | $7,253,000 | 4,618 |
| Total debt securities | $34,640,000 | 2,968 |
| 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 | $33,476,000 | 3,022 |
| U.S. Government securities | $14,068,000 | 3,391 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $14,068,000 | 3,274 |
| Securities issued by states & political subdivisions | $19,408,000 | 1,917 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,837,000 | 4,501 |
| Mortgage-backed securities | $12,091,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $12,081,000 | 2,074 |
| Issued or guaranteed by U.S. | $12,081,000 | 2,074 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $10,000 | 1,272 |
| Commercial mortgage pass-through securities | $10,000 | 864 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $25,640,000 | 637 |
| Available-for-sale securities (fair market value) | $7,836,000 | 4,590 |
| Total debt securities | $33,476,000 | 3,006 |
| 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 | $32,069,000 | 3,171 |
| U.S. Government securities | $13,755,000 | 3,528 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $13,755,000 | 3,405 |
| Securities issued by states & political subdivisions | $18,314,000 | 1,997 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,957,000 | 4,574 |
| Mortgage-backed securities | $11,726,000 | 2,672 |
| Certificates of participation in pools of residential mortgages | $11,715,000 | 2,137 |
| Issued or guaranteed by U.S. | $11,715,000 | 2,133 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $11,000 | 1,205 |
| Commercial mortgage pass-through securities | $11,000 | 822 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $24,137,000 | 672 |
| Available-for-sale securities (fair market value) | $7,932,000 | 4,636 |
| Total debt securities | $32,069,000 | 3,147 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $29,783,000 | 3,345 |
| U.S. Government securities | $13,189,000 | 3,669 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,189,000 | 3,549 |
| Securities issued by states & political subdivisions | $16,594,000 | 2,107 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,313,000 | 4,782 |
| Mortgage-backed securities | $11,741,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $11,724,000 | 2,147 |
| Issued or guaranteed by U.S. | $11,724,000 | 2,144 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $17,000 | 1,184 |
| Commercial mortgage pass-through securities | $17,000 | 805 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $23,737,000 | 690 |
| Available-for-sale securities (fair market value) | $6,046,000 | 4,895 |
| Total debt securities | $29,783,000 | 3,324 |
| 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 | $29,996,000 | 3,357 |
| U.S. Government securities | $13,582,000 | 3,669 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,582,000 | 3,539 |
| Securities issued by states & political subdivisions | $16,414,000 | 2,151 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,383,000 | 4,810 |
| Mortgage-backed securities | $12,310,000 | 2,629 |
| Certificates of participation in pools of residential mortgages | $12,292,000 | 2,096 |
| Issued or guaranteed by U.S. | $12,292,000 | 2,093 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $18,000 | 1,139 |
| Commercial mortgage pass-through securities | $18,000 | 780 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $25,144,000 | 681 |
| Available-for-sale securities (fair market value) | $4,852,000 | 5,099 |
| Total debt securities | $29,996,000 | 3,331 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $30,389,000 | 3,389 |
| U.S. Government securities | $14,732,000 | 3,633 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $14,732,000 | 3,518 |
| Securities issued by states & political subdivisions | $15,657,000 | 2,224 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,448,000 | 4,856 |
| Mortgage-backed securities | $12,947,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | $12,924,000 | 2,065 |
| Issued or guaranteed by U.S. | $12,924,000 | 2,063 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $23,000 | 1,088 |
| Commercial mortgage pass-through securities | $23,000 | 748 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $25,598,000 | 674 |
| Available-for-sale securities (fair market value) | $4,791,000 | 5,172 |
| Total debt securities | $30,389,000 | 3,363 |
| 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 | $29,840,000 | 3,493 |
| U.S. Government securities | $14,074,000 | 3,803 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,074,000 | 3,686 |
| Securities issued by states & political subdivisions | $15,766,000 | 2,190 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,215,000 | 4,672 |
| Mortgage-backed securities | $13,762,000 | 2,572 |
| Certificates of participation in pools of residential mortgages | $13,737,000 | 2,041 |
| Issued or guaranteed by U.S. | $13,737,000 | 2,040 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $25,000 | 1,046 |
| Commercial mortgage pass-through securities | $25,000 | 710 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $25,097,000 | 689 |
| Available-for-sale securities (fair market value) | $4,743,000 | 5,260 |
| Total debt securities | $29,840,000 | 3,465 |
| 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 | $28,706,000 | 3,610 |
| U.S. Government securities | $14,570,000 | 3,817 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $14,570,000 | 3,703 |
| Securities issued by states & political subdivisions | $14,136,000 | 2,354 |
| 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 | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,327,000 | 4,713 |
| Mortgage-backed securities | $14,248,000 | 2,589 |
| Certificates of participation in pools of residential mortgages | $14,221,000 | 2,028 |
| Issued or guaranteed by U.S. | $14,221,000 | 2,026 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $27,000 | 1,025 |
| Commercial mortgage pass-through securities | $27,000 | 692 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $24,997,000 | 692 |
| Available-for-sale securities (fair market value) | $3,709,000 | 5,423 |
| Total debt securities | $28,706,000 | 3,585 |
| 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 | $28,984,000 | 3,623 |
| U.S. Government securities | $14,539,000 | 3,873 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,539,000 | 3,749 |
| Securities issued by states & political subdivisions | $14,445,000 | 2,326 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,458,000 | 4,750 |
| Mortgage-backed securities | $14,171,000 | 2,634 |
| Certificates of participation in pools of residential mortgages | $14,139,000 | 2,087 |
| Issued or guaranteed by U.S. | $14,139,000 | 2,085 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $32,000 | 1,007 |
| Commercial mortgage pass-through securities | $32,000 | 698 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $25,231,000 | 687 |
| Available-for-sale securities (fair market value) | $3,753,000 | 5,503 |
| Total debt securities | $28,984,000 | 3,602 |
| 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 | $30,135,000 | 3,627 |
| U.S. Government securities | $15,954,000 | 3,837 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $15,954,000 | 3,710 |
| Securities issued by states & political subdivisions | $14,181,000 | 2,366 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,755,000 | 4,745 |
| Mortgage-backed securities | $14,570,000 | 2,675 |
| Certificates of participation in pools of residential mortgages | $14,536,000 | 2,131 |
| Issued or guaranteed by U.S. | $14,536,000 | 2,129 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $34,000 | 974 |
| Commercial mortgage pass-through securities | $34,000 | 689 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $26,697,000 | 667 |
| Available-for-sale securities (fair market value) | $3,438,000 | 5,610 |
| Total debt securities | $30,135,000 | 3,601 |
| 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 | $29,601,000 | 3,712 |
| U.S. Government securities | $16,223,000 | 3,850 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,223,000 | 3,738 |
| Securities issued by states & political subdivisions | $13,378,000 | 2,452 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,870,000 | 4,748 |
| Mortgage-backed securities | $14,824,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $14,788,000 | 2,147 |
| Issued or guaranteed by U.S. | $14,788,000 | 2,146 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $36,000 | 975 |
| Commercial mortgage pass-through securities | $36,000 | 693 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $26,314,000 | 668 |
| Available-for-sale securities (fair market value) | $3,287,000 | 5,683 |
| Total debt securities | $29,601,000 | 3,688 |
| 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 | $28,617,000 | 3,802 |
| U.S. Government securities | $18,537,000 | 3,638 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $18,537,000 | 3,535 |
| Securities issued by states & political subdivisions | $10,080,000 | 2,888 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,998,000 | 5,018 |
| Mortgage-backed securities | $15,129,000 | 2,673 |
| Certificates of participation in pools of residential mortgages | $15,091,000 | 2,139 |
| Issued or guaranteed by U.S. | $15,091,000 | 2,137 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $38,000 | 962 |
| Commercial mortgage pass-through securities | $38,000 | 691 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $25,612,000 | 669 |
| Available-for-sale securities (fair market value) | $3,005,000 | 5,772 |
| Total debt securities | $28,617,000 | 3,774 |
| 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 | $28,476,000 | 3,804 |
| U.S. Government securities | $18,909,000 | 3,590 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,909,000 | 3,492 |
| Securities issued by states & political subdivisions | $9,567,000 | 2,955 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,005,000 | 5,039 |
| Mortgage-backed securities | $15,474,000 | 2,651 |
| Certificates of participation in pools of residential mortgages | $15,434,000 | 2,115 |
| Issued or guaranteed by U.S. | $15,434,000 | 2,113 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $40,000 | 901 |
| Commercial mortgage pass-through securities | $40,000 | 637 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $25,528,000 | 659 |
| Available-for-sale securities (fair market value) | $2,948,000 | 5,841 |
| Total debt securities | $28,475,000 | 3,769 |
| 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 | $27,205,000 | 3,917 |
| U.S. Government securities | $18,636,000 | 3,650 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,636,000 | 3,559 |
| Securities issued by states & political subdivisions | $8,569,000 | 3,125 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,013,000 | 5,086 |
| Mortgage-backed securities | $16,178,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $16,117,000 | 2,069 |
| Issued or guaranteed by U.S. | $16,117,000 | 2,066 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $61,000 | 878 |
| Commercial mortgage pass-through securities | $61,000 | 607 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $24,244,000 | 666 |
| Available-for-sale securities (fair market value) | $2,961,000 | 5,917 |
| Total debt securities | $27,205,000 | 3,890 |
| 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 | $28,104,000 | 3,844 |
| U.S. Government securities | $19,380,000 | 3,573 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $19,380,000 | 3,480 |
| Securities issued by states & political subdivisions | $8,724,000 | 3,102 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,024,000 | 5,106 |
| Mortgage-backed securities | $16,869,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $16,805,000 | 2,004 |
| Issued or guaranteed by U.S. | $16,805,000 | 2,002 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $64,000 | 850 |
| Commercial mortgage pass-through securities | $64,000 | 607 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $25,027,000 | 610 |
| Available-for-sale securities (fair market value) | $3,077,000 | 5,927 |
| Total debt securities | $28,102,000 | 3,816 |
| 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 | $28,635,000 | 3,806 |
| U.S. Government securities | $19,725,000 | 3,564 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,725,000 | 3,471 |
| Securities issued by states & political subdivisions | $8,910,000 | 3,032 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,031,000 | 5,170 |
| Mortgage-backed securities | $17,210,000 | 2,580 |
| Certificates of participation in pools of residential mortgages | $17,144,000 | 1,997 |
| Issued or guaranteed by U.S. | $17,144,000 | 1,996 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $66,000 | 768 |
| Commercial mortgage pass-through securities | $66,000 | 563 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $25,397,000 | 571 |
| Available-for-sale securities (fair market value) | $3,238,000 | 5,949 |
| Total debt securities | $28,635,000 | 3,778 |
| 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 | $29,598,000 | 3,697 |
| U.S. Government securities | $20,850,000 | 3,414 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $20,850,000 | 3,334 |
| Securities issued by states & political subdivisions | $8,748,000 | 3,030 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,047,000 | 5,184 |
| Mortgage-backed securities | $18,322,000 | 2,501 |
| Certificates of participation in pools of residential mortgages | $18,246,000 | 1,885 |
| Issued or guaranteed by U.S. | $18,246,000 | 1,883 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $76,000 | 653 |
| Commercial mortgage pass-through securities | $76,000 | 488 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $26,730,000 | 546 |
| Available-for-sale securities (fair market value) | $2,868,000 | 6,038 |
| Total debt securities | $29,598,000 | 3,668 |
| 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 | $30,583,000 | 3,684 |
| U.S. Government securities | $21,791,000 | 3,398 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $21,791,000 | 3,330 |
| Securities issued by states & political subdivisions | $8,792,000 | 2,997 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,059,000 | 5,234 |
| Mortgage-backed securities | $19,233,000 | 2,575 |
| Certificates of participation in pools of residential mortgages | $19,148,000 | 1,912 |
| Issued or guaranteed by U.S. | $19,148,000 | 1,911 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $85,000 | 622 |
| Commercial mortgage pass-through securities | $85,000 | 454 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $27,714,000 | 532 |
| Available-for-sale securities (fair market value) | $2,869,000 | 6,141 |
| Total debt securities | $30,583,000 | 3,656 |
| 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 | $28,628,000 | 3,803 |
| U.S. Government securities | $20,283,000 | 3,606 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $20,283,000 | 3,535 |
| Securities issued by states & political subdivisions | $8,345,000 | 3,007 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,067,000 | 5,293 |
| Mortgage-backed securities | $18,283,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $18,195,000 | 2,020 |
| Issued or guaranteed by U.S. | $18,195,000 | 2,020 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $88,000 | 586 |
| Commercial mortgage pass-through securities | $88,000 | 419 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $27,065,000 | 537 |
| Available-for-sale securities (fair market value) | $1,563,000 | 6,374 |
| Total debt securities | $28,628,000 | 3,776 |
| 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 | $27,047,000 | 3,963 |
| U.S. Government securities | $19,750,000 | 3,748 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $19,750,000 | 3,669 |
| Securities issued by states & political subdivisions | $7,297,000 | 3,118 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,076,000 | 5,318 |
| Mortgage-backed securities | $17,750,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | $17,659,000 | 2,051 |
| Issued or guaranteed by U.S. | $17,659,000 | 2,049 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $91,000 | 549 |
| Commercial mortgage pass-through securities | $91,000 | 386 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $26,567,000 | 551 |
| Available-for-sale securities (fair market value) | $480,000 | 6,602 |
| Total debt securities | $27,047,000 | 3,932 |
| 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 | $27,511,000 | 3,879 |
| U.S. Government securities | $20,501,000 | 3,588 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $20,501,000 | 3,510 |
| Securities issued by states & political subdivisions | $7,010,000 | 3,136 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,084,000 | 5,068 |
| Mortgage-backed securities | $18,501,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $18,407,000 | 1,895 |
| Issued or guaranteed by U.S. | $18,407,000 | 1,894 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $94,000 | 479 |
| Commercial mortgage pass-through securities | $94,000 | 338 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $27,032,000 | 557 |
| Available-for-sale securities (fair market value) | $479,000 | 6,616 |
| Total debt securities | $27,511,000 | 3,853 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $27,414,000 | 3,802 |
| U.S. Government securities | $20,887,000 | 3,474 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $20,887,000 | 3,394 |
| Securities issued by states & political subdivisions | $6,527,000 | 3,172 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,093,000 | 5,096 |
| Mortgage-backed securities | $18,887,000 | 2,514 |
| Certificates of participation in pools of residential mortgages | $18,788,000 | 1,814 |
| Issued or guaranteed by U.S. | $18,788,000 | 1,809 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $99,000 | 424 |
| Commercial mortgage pass-through securities | $99,000 | 302 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $26,941,000 | 555 |
| Available-for-sale securities (fair market value) | $473,000 | 6,685 |
| Total debt securities | $27,414,000 | 3,771 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $27,495,000 | 3,809 |
| U.S. Government securities | $21,645,000 | 3,494 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,645,000 | 3,400 |
| Securities issued by states & political subdivisions | $5,850,000 | 3,299 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,645,000 | 2,380 |
| Certificates of participation in pools of residential mortgages | $19,645,000 | 1,683 |
| Issued or guaranteed by U.S. | $19,645,000 | 1,680 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,036,000 | 545 |
| Available-for-sale securities (fair market value) | $459,000 | 6,751 |
| Total debt securities | $27,495,000 | 3,776 |
| 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 | $28,257,000 | 3,752 |
| U.S. Government securities | $22,401,000 | 3,407 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,401,000 | 3,309 |
| Securities issued by states & political subdivisions | $5,856,000 | 3,251 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,401,000 | 2,261 |
| Certificates of participation in pools of residential mortgages | $20,401,000 | 1,607 |
| Issued or guaranteed by U.S. | $20,401,000 | 1,603 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,813,000 | 541 |
| Available-for-sale securities (fair market value) | $444,000 | 6,804 |
| Total debt securities | $28,257,000 | 3,722 |
| 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 | $27,840,000 | 3,669 |
| U.S. Government securities | $22,772,000 | 3,204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,772,000 | 3,100 |
| Securities issued by states & political subdivisions | $5,068,000 | 3,430 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,772,000 | 2,177 |
| Certificates of participation in pools of residential mortgages | $20,772,000 | 1,509 |
| Issued or guaranteed by U.S. | $20,772,000 | 1,502 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,405,000 | 533 |
| Available-for-sale securities (fair market value) | $435,000 | 6,840 |
| Total debt securities | $27,840,000 | 3,641 |
| 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 | $26,138,000 | 3,775 |
| U.S. Government securities | $23,320,000 | 3,116 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,320,000 | 3,017 |
| Securities issued by states & political subdivisions | $2,818,000 | 4,020 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,320,000 | 2,121 |
| Certificates of participation in pools of residential mortgages | $21,320,000 | 1,463 |
| Issued or guaranteed by U.S. | $21,320,000 | 1,459 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,672,000 | 570 |
| Available-for-sale securities (fair market value) | $466,000 | 6,908 |
| Total debt securities | $26,138,000 | 3,735 |
| 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 | $30,819,000 | 3,419 |
| U.S. Government securities | $30,618,000 | 2,645 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,618,000 | 2,563 |
| Securities issued by states & political subdivisions | $201,000 | 5,560 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,118,000 | 2,072 |
| Certificates of participation in pools of residential mortgages | $22,118,000 | 1,437 |
| Issued or guaranteed by U.S. | $22,118,000 | 1,430 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,618,000 | 509 |
| Available-for-sale securities (fair market value) | $201,000 | 7,022 |
| Total debt securities | $30,819,000 | 3,385 |
| 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 | $34,010,000 | 3,223 |
| U.S. Government securities | $34,010,000 | 2,457 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,010,000 | 2,388 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,843,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $22,843,000 | 1,467 |
| Issued or guaranteed by U.S. | $22,843,000 | 1,463 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,010,000 | 484 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $34,010,000 | 3,195 |
| 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 | $34,941,000 | 3,132 |
| U.S. Government securities | $34,941,000 | 2,371 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,941,000 | 2,300 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,941,000 | 2,042 |
| Certificates of participation in pools of residential mortgages | $23,941,000 | 1,467 |
| Issued or guaranteed by U.S. | $23,941,000 | 1,458 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,941,000 | 488 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $34,941,000 | 3,106 |
| 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 | $37,407,000 | 2,998 |
| U.S. Government securities | $37,407,000 | 2,233 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,407,000 | 2,170 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,407,000 | 1,999 |
| Certificates of participation in pools of residential mortgages | $25,407,000 | 1,449 |
| Issued or guaranteed by U.S. | $25,407,000 | 1,441 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,407,000 | 471 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $37,407,000 | 2,970 |
| 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 | $38,414,000 | 2,888 |
| U.S. Government securities | $38,414,000 | 2,136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,414,000 | 2,090 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,414,000 | 1,962 |
| Certificates of participation in pools of residential mortgages | $26,414,000 | 1,423 |
| Issued or guaranteed by U.S. | $26,414,000 | 1,415 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,414,000 | 447 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $38,414,000 | 2,857 |
| 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 | $38,719,000 | 2,862 |
| U.S. Government securities | $38,691,000 | 2,144 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,691,000 | 2,094 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 1,459 |
| 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 | $26,191,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | $26,191,000 | 1,481 |
| Issued or guaranteed by U.S. | $26,191,000 | 1,469 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,094,000 | 449 |
| Available-for-sale securities (fair market value) | $625,000 | 7,221 |
| Total debt securities | $38,691,000 | 2,837 |
| 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 | $39,967,000 | 2,767 |
| U.S. Government securities | $39,944,000 | 2,090 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,944,000 | 2,042 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,000 | 1,468 |
| 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 | $25,944,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $25,944,000 | 1,452 |
| Issued or guaranteed by U.S. | $25,944,000 | 1,445 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,338,000 | 431 |
| Available-for-sale securities (fair market value) | $629,000 | 7,259 |
| Total debt securities | $39,944,000 | 2,737 |
| 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 | $37,655,000 | 2,874 |
| U.S. Government securities | $37,575,000 | 2,147 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,575,000 | 2,104 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $80,000 | 1,426 |
| 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 | $26,575,000 | 1,846 |
| Certificates of participation in pools of residential mortgages | $26,575,000 | 1,336 |
| Issued or guaranteed by U.S. | $26,575,000 | 1,324 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,575,000 | 451 |
| Available-for-sale securities (fair market value) | $80,000 | 7,491 |
| Total debt securities | $37,575,000 | 2,837 |
| 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 | $38,205,000 | 2,877 |
| U.S. Government securities | $37,309,000 | 2,194 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,309,000 | 2,152 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $896,000 | 1,088 |
| 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 | $26,309,000 | 1,839 |
| Certificates of participation in pools of residential mortgages | $26,309,000 | 1,358 |
| Issued or guaranteed by U.S. | $26,309,000 | 1,346 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,357,000 | 450 |
| Available-for-sale securities (fair market value) | $848,000 | 7,335 |
| Total debt securities | $37,309,000 | 2,902 |
| 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 | $32,942,000 | 3,214 |
| U.S. Government securities | $31,961,000 | 2,487 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,961,000 | 2,434 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $981,000 | 1,065 |
| 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 | $24,961,000 | 1,837 |
| Certificates of participation in pools of residential mortgages | $24,961,000 | 1,346 |
| Issued or guaranteed by U.S. | $24,961,000 | 1,336 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,942,000 | 490 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $31,961,000 | 3,250 |
| 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 | $30,570,000 | 3,403 |
| U.S. Government securities | $30,570,000 | 2,630 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,570,000 | 2,574 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,270,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $19,270,000 | 1,431 |
| Issued or guaranteed by U.S. | $19,270,000 | 1,423 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,570,000 | 552 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $30,570,000 | 3,356 |
| 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 | $30,653,000 | 3,404 |
| U.S. Government securities | $30,653,000 | 2,648 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,653,000 | 2,593 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,353,000 | 1,846 |
| Certificates of participation in pools of residential mortgages | $19,353,000 | 1,359 |
| Issued or guaranteed by U.S. | $19,353,000 | 1,348 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,653,000 | 571 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $30,653,000 | 3,366 |
| 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 | $30,318,000 | 3,412 |
| U.S. Government securities | $30,318,000 | 2,656 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,318,000 | 2,590 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,318,000 | 1,740 |
| Certificates of participation in pools of residential mortgages | $20,318,000 | 1,286 |
| Issued or guaranteed by U.S. | $20,318,000 | 1,276 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,318,000 | 583 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $30,318,000 | 3,367 |
| 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 | $29,768,000 | 3,475 |
| U.S. Government securities | $29,768,000 | 2,718 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,768,000 | 2,646 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,768,000 | 1,759 |
| Certificates of participation in pools of residential mortgages | $19,768,000 | 1,298 |
| Issued or guaranteed by U.S. | $19,768,000 | 1,289 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,768,000 | 615 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $29,768,000 | 3,439 |
| 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 | $30,175,000 | 3,453 |
| U.S. Government securities | $30,175,000 | 2,715 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,175,000 | 2,647 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,175,000 | 1,737 |
| Certificates of participation in pools of residential mortgages | $20,175,000 | 1,298 |
| Issued or guaranteed by U.S. | $20,175,000 | 1,290 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,175,000 | 613 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $30,175,000 | 3,413 |
| 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 | $27,718,000 | 3,701 |
| U.S. Government securities | $27,718,000 | 2,940 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,718,000 | 2,855 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,133,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $21,133,000 | 1,268 |
| Issued or guaranteed by U.S. | $21,133,000 | 1,256 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,718,000 | 680 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $27,718,000 | 3,645 |
| 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 | $31,473,000 | 3,372 |
| U.S. Government securities | $31,473,000 | 2,651 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,473,000 | 2,576 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| 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 | $22,888,000 | 1,608 |
| Certificates of participation in pools of residential mortgages | $22,888,000 | 1,205 |
| Issued or guaranteed by U.S. | $22,888,000 | 1,196 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,473,000 | 626 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $31,473,000 | 3,330 |
| 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 | $31,081,000 | 3,467 |
| U.S. Government securities | $31,081,000 | 2,713 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,081,000 | 2,628 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| 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 | $24,496,000 | 1,555 |
| Certificates of participation in pools of residential mortgages | $24,496,000 | 1,167 |
| Issued or guaranteed by U.S. | $24,496,000 | 1,156 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,081,000 | 641 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $31,081,000 | 3,414 |
| 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 | $30,629,000 | 3,508 |
| U.S. Government securities | $30,629,000 | 2,743 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,629,000 | 2,652 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| 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 | $25,629,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | $25,629,000 | 1,155 |
| Issued or guaranteed by U.S. | $25,629,000 | 1,145 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,629,000 | 659 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $30,629,000 | 3,451 |
| 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 | $31,552,000 | 3,404 |
| U.S. Government securities | $27,552,000 | 2,963 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,552,000 | 2,870 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000,000 | 577 |
| 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 | $27,552,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | $27,552,000 | 1,114 |
| Issued or guaranteed by U.S. | $27,552,000 | 1,104 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,552,000 | 663 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $27,552,000 | 3,699 |
| 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 | $34,723,000 | 3,207 |
| U.S. Government securities | $34,723,000 | 2,478 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,723,000 | 2,398 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| 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 | $29,723,000 | 1,436 |
| Certificates of participation in pools of residential mortgages | $29,723,000 | 1,076 |
| Issued or guaranteed by U.S. | $29,723,000 | 1,067 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,723,000 | 634 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $34,723,000 | 3,157 |
| 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 | $35,202,000 | 3,200 |
| U.S. Government securities | $35,202,000 | 2,486 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,202,000 | 2,398 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| 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 | $32,202,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $32,202,000 | 1,050 |
| Issued or guaranteed by U.S. | $32,202,000 | 1,041 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,202,000 | 635 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $35,202,000 | 3,147 |
| 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 | $37,412,000 | 3,074 |
| U.S. Government securities | $37,412,000 | 2,369 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,412,000 | 2,287 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| 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 | $34,412,000 | 1,353 |
| Certificates of participation in pools of residential mortgages | $34,412,000 | 1,010 |
| Issued or guaranteed by U.S. | $34,412,000 | 1,003 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,412,000 | 605 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $37,412,000 | 3,022 |
| 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 | $39,240,000 | 2,931 |
| U.S. Government securities | $39,240,000 | 2,241 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,240,000 | 2,164 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| 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 | $35,740,000 | 1,311 |
| Certificates of participation in pools of residential mortgages | $35,740,000 | 983 |
| Issued or guaranteed by U.S. | $35,740,000 | 977 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,240,000 | 579 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $39,240,000 | 2,879 |
| 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 | $38,581,000 | 3,044 |
| U.S. Government securities | $38,581,000 | 2,327 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,581,000 | 2,245 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| 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 | $35,081,000 | 1,349 |
| Certificates of participation in pools of residential mortgages | $35,081,000 | 1,005 |
| Issued or guaranteed by U.S. | $35,081,000 | 999 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,581,000 | 588 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $38,581,000 | 2,976 |
| 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 | $40,534,000 | 2,897 |
| U.S. Government securities | $40,534,000 | 2,225 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,534,000 | 2,150 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| 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 | $37,034,000 | 1,322 |
| Certificates of participation in pools of residential mortgages | $37,034,000 | 986 |
| Issued or guaranteed by U.S. | $37,034,000 | 978 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,534,000 | 540 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $40,534,000 | 2,835 |
| 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 | $39,981,000 | 2,976 |
| U.S. Government securities | $39,981,000 | 2,304 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,981,000 | 2,222 |
| 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 | $0 | 2,350 |
| 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 | $35,806,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $35,806,000 | 1,030 |
| Issued or guaranteed by U.S. | $35,806,000 | 1,021 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,981,000 | 547 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $39,981,000 | 2,917 |
| 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 | $36,775,000 | 3,125 |
| U.S. Government securities | $36,775,000 | 2,409 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,775,000 | 2,326 |
| 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 | $0 | 2,398 |
| 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 | $34,775,000 | 1,385 |
| Certificates of participation in pools of residential mortgages | $34,775,000 | 1,036 |
| Issued or guaranteed by U.S. | $34,775,000 | 1,032 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,775,000 | 595 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $36,775,000 | 3,056 |
| 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 | $36,462,000 | 3,089 |
| U.S. Government securities | $36,462,000 | 2,341 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,462,000 | 2,258 |
| 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 | $0 | 2,400 |
| 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 | $35,462,000 | 1,355 |
| Certificates of participation in pools of residential mortgages | $35,462,000 | 999 |
| Issued or guaranteed by U.S. | $35,462,000 | 994 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,462,000 | 574 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $36,462,000 | 3,007 |
| 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 | $33,712,000 | 3,229 |
| U.S. Government securities | $33,712,000 | 2,472 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,712,000 | 2,373 |
| 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 | $0 | 2,418 |
| 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 | $32,712,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $32,712,000 | 1,033 |
| Issued or guaranteed by U.S. | $32,712,000 | 1,027 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,712,000 | 601 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $33,712,000 | 3,146 |
| 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 | $31,461,000 | 3,397 |
| U.S. Government securities | $31,461,000 | 2,596 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,461,000 | 2,493 |
| 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 | $0 | 2,426 |
| 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 | $30,461,000 | 1,478 |
| Certificates of participation in pools of residential mortgages | $30,461,000 | 1,060 |
| Issued or guaranteed by U.S. | $30,461,000 | 1,051 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,461,000 | 634 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $31,461,000 | 3,319 |
| 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 | $25,461,000 | 3,798 |
| U.S. Government securities | $25,465,000 | 2,910 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,465,000 | 2,757 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $4,000 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,465,000 | 1,593 |
| Certificates of participation in pools of residential mortgages | $24,465,000 | 1,111 |
| Issued or guaranteed by U.S. | $24,465,000 | 1,105 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,461,000 | 755 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $25,465,000 | 3,709 |
| 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 | $16,061,000 | 5,362 |
| U.S. Government securities | $16,061,000 | 4,303 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,061,000 | 4,013 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,562,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $6,562,000 | 2,259 |
| Issued or guaranteed by U.S. | $6,562,000 | 2,245 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,061,000 | 1,351 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $16,061,000 | 5,229 |
| 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 | $16,713,000 | 5,443 |
| U.S. Government securities | $16,713,000 | 4,420 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,713,000 | 3,997 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,213,000 | 2,819 |
| Certificates of participation in pools of residential mortgages | $8,213,000 | 2,110 |
| Issued or guaranteed by U.S. | $8,213,000 | 2,098 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,713,000 | 1,472 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $16,713,000 | 5,326 |
| 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 | $15,747,000 | 5,651 |
| U.S. Government securities | $15,747,000 | 4,633 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,747,000 | 3,975 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,247,000 | 2,511 |
| Certificates of participation in pools of residential mortgages | $11,247,000 | 1,812 |
| Issued or guaranteed by U.S. | $11,247,000 | 1,799 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,747,000 | 1,684 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $15,747,000 | 5,521 |
| 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 | $21,536,000 | 4,654 |
| U.S. Government securities | $21,536,000 | 3,860 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,536,000 | 3,025 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,536,000 | 1,962 |
| Certificates of participation in pools of residential mortgages | $15,536,000 | 1,451 |
| Issued or guaranteed by U.S. | $15,536,000 | 1,440 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,536,000 | 1,563 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $21,536,000 | 4,548 |
| 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 | $23,204,000 | 4,770 |
| U.S. Government securities | $22,878,000 | 4,013 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,878,000 | 3,007 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-326,000 | 1,174 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,627,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $16,627,000 | 1,525 |
| Issued or guaranteed by U.S. | $16,627,000 | 1,509 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,204,000 | 1,685 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $22,878,000 | 4,725 |
| 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 | $22,766,000 | 5,051 |
| U.S. Government securities | $22,454,000 | 4,248 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $22,454,000 | 3,011 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-312,000 | 1,238 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,206,000 | 2,357 |
| Certificates of participation in pools of residential mortgages | $15,206,000 | 1,624 |
| Issued or guaranteed by U.S. | $15,206,000 | 1,604 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,766,000 | 1,795 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $22,454,000 | 5,022 |
| 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 | $19,637,000 | 5,946 |
| U.S. Government securities | $19,318,000 | 5,065 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $19,318,000 | 3,278 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-319,000 | 1,327 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,074,000 | 2,738 |
| Certificates of participation in pools of residential mortgages | $13,074,000 | 1,890 |
| Issued or guaranteed by U.S. | $13,074,000 | 1,867 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,637,000 | 3,502 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $19,318,000 | 5,931 |
| 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 | $18,749,000 | 6,422 |
| U.S. Government securities | $18,376,000 | 5,446 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $18,376,000 | 3,548 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-373,000 | 1,443 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,764,000 | 3,292 |
| Certificates of participation in pools of residential mortgages | $11,764,000 | 2,239 |
| Issued or guaranteed by U.S. | $11,764,000 | 2,210 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,376,000 | 6,375 |
| 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 | $16,328,000 | 6,973 |
| U.S. Government securities | $15,990,000 | 5,966 |
| U.S. Treasury securities | $2,384,000 | 8,276 |
| U.S. Government agency obligations | $13,606,000 | 4,428 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-338,000 | 1,672 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,356,000 | 3,078 |
| Certificates of participation in pools of residential mortgages | $13,356,000 | 2,064 |
| Issued or guaranteed by U.S. | $13,356,000 | 2,021 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,990,000 | 6,963 |
| 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 |