Home > Seneca Savings > Securities
Seneca Savings, Securities
| 2023-12-31 | Rank | |
| Total securities | $35,440,000 | 3,009 |
| U.S. Government securities | $10,174,000 | 3,562 |
| U.S. Treasury securities | $2,772,000 | 2,160 |
| U.S. Government agency obligations | $7,402,000 | 3,454 |
| Securities issued by states & political subdivisions | $15,211,000 | 2,069 |
| Other domestic debt securities | $10,055,000 | 1,023 |
| 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 | $10,055,000 | 648 |
| 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 | $9,790,000 | 2,954 |
| Mortgage-backed securities | $6,567,000 | 2,866 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,583,000 | 3,090 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,912,000 | 1,915 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $3,072,000 | 837 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $35,440,000 | 2,779 |
| Total debt securities | $34,487,000 | 3,023 |
| 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 | $34,409,000 | 3,050 |
| U.S. Government securities | $10,152,000 | 3,582 |
| U.S. Treasury securities | $2,693,000 | 2,224 |
| U.S. Government agency obligations | $7,459,000 | 3,454 |
| Securities issued by states & political subdivisions | $14,423,000 | 2,103 |
| Other domestic debt securities | $9,834,000 | 1,026 |
| 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 | $9,834,000 | 656 |
| 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 | $9,488,000 | 2,945 |
| Mortgage-backed securities | $6,668,000 | 2,854 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,533,000 | 3,111 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,887,000 | 1,890 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $3,248,000 | 808 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $34,409,000 | 2,806 |
| Total debt securities | $33,444,000 | 3,060 |
| 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 | $35,304,000 | 3,064 |
| U.S. Government securities | $10,556,000 | 3,603 |
| U.S. Treasury securities | $2,700,000 | 2,262 |
| U.S. Government agency obligations | $7,856,000 | 3,464 |
| Securities issued by states & political subdivisions | $14,932,000 | 2,127 |
| Other domestic debt securities | $9,816,000 | 1,037 |
| 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 | $9,816,000 | 662 |
| 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 | $9,934,000 | 2,899 |
| Mortgage-backed securities | $7,042,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,663,000 | 3,102 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,021,000 | 1,863 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $3,358,000 | 805 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $35,304,000 | 2,824 |
| Total debt securities | $34,339,000 | 3,075 |
| 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 | $35,844,000 | 3,133 |
| U.S. Government securities | $10,949,000 | 3,650 |
| U.S. Treasury securities | $2,740,000 | 2,330 |
| U.S. Government agency obligations | $8,209,000 | 3,446 |
| Securities issued by states & political subdivisions | $15,104,000 | 2,167 |
| Other domestic debt securities | $9,791,000 | 1,081 |
| 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 | $9,791,000 | 687 |
| 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 | $10,287,000 | 2,791 |
| Mortgage-backed securities | $7,366,000 | 2,875 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,760,000 | 3,123 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,165,000 | 1,872 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $3,441,000 | 818 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $35,844,000 | 2,876 |
| Total debt securities | $35,844,000 | 3,109 |
| 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 | $39,066,000 | 3,070 |
| U.S. Government securities | $10,833,000 | 3,689 |
| U.S. Treasury securities | $2,675,000 | 2,367 |
| U.S. Government agency obligations | $8,158,000 | 3,460 |
| Securities issued by states & political subdivisions | $18,414,000 | 2,017 |
| Other domestic debt securities | $9,819,000 | 1,099 |
| 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 | $9,819,000 | 699 |
| 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 | $10,385,000 | 2,693 |
| Mortgage-backed securities | $7,358,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,781,000 | 3,149 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,159,000 | 1,890 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $3,418,000 | 820 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $39,066,000 | 2,820 |
| Total debt securities | $39,064,000 | 3,049 |
| 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 | $39,655,000 | 3,065 |
| U.S. Government securities | $10,232,000 | 3,744 |
| U.S. Treasury securities | $2,653,000 | 2,401 |
| U.S. Government agency obligations | $7,579,000 | 3,521 |
| Securities issued by states & political subdivisions | $18,690,000 | 1,998 |
| Other domestic debt securities | $10,733,000 | 1,019 |
| 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 | $10,733,000 | 660 |
| 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 | $9,744,000 | 2,686 |
| Mortgage-backed securities | $6,769,000 | 2,977 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,835,000 | 3,155 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,252,000 | 1,886 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $2,682,000 | 916 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $39,655,000 | 2,809 |
| Total debt securities | $39,653,000 | 3,044 |
| 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 | $41,705,000 | 3,042 |
| U.S. Government securities | $10,934,000 | 3,709 |
| U.S. Treasury securities | $2,723,000 | 2,360 |
| U.S. Government agency obligations | $8,211,000 | 3,496 |
| Securities issued by states & political subdivisions | $19,725,000 | 1,993 |
| Other domestic debt securities | $10,549,000 | 980 |
| 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 | $10,549,000 | 680 |
| Foreign debt securities | $497,000 | 245 |
| 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 | $10,511,000 | 2,626 |
| Mortgage-backed securities | $7,353,000 | 2,960 |
| Certificates of participation in pools of residential mortgages | $1,972,000 | 3,243 |
| Issued or guaranteed by U.S. | $1,972,000 | 3,152 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,435,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $2,435,000 | 1,881 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,946,000 | 1,385 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $2,946,000 | 955 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $41,705,000 | 2,812 |
| Total debt securities | $41,706,000 | 3,025 |
| 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 | $40,141,000 | 3,058 |
| U.S. Government securities | $10,599,000 | 3,670 |
| U.S. Treasury securities | $2,785,000 | 2,121 |
| U.S. Government agency obligations | $7,814,000 | 3,501 |
| Securities issued by states & political subdivisions | $20,934,000 | 1,953 |
| Other domestic debt securities | $8,102,000 | 1,076 |
| 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 | $8,102,000 | 782 |
| Foreign debt securities | $506,000 | 234 |
| 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 | $10,162,000 | 2,620 |
| Mortgage-backed securities | $6,897,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $2,176,000 | 3,221 |
| Issued or guaranteed by U.S. | $2,176,000 | 3,130 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,613,000 | 2,136 |
| CMOs issued by government agencies or sponsored agencies | $1,613,000 | 2,071 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $3,108,000 | 1,349 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $3,108,000 | 929 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $40,141,000 | 2,859 |
| Total debt securities | $40,141,000 | 3,043 |
| 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 | $43,800,000 | 2,869 |
| U.S. Government securities | $11,646,000 | 3,462 |
| U.S. Treasury securities | $2,916,000 | 1,648 |
| U.S. Government agency obligations | $8,730,000 | 3,402 |
| Securities issued by states & political subdivisions | $23,291,000 | 1,890 |
| Other domestic debt securities | $8,335,000 | 1,033 |
| 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 | $8,335,000 | 731 |
| Foreign debt securities | $528,000 | 224 |
| 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 | $10,806,000 | 2,586 |
| Mortgage-backed securities | $7,740,000 | 2,937 |
| Certificates of participation in pools of residential mortgages | $2,419,000 | 3,188 |
| Issued or guaranteed by U.S. | $2,419,000 | 3,086 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,851,000 | 2,074 |
| CMOs issued by government agencies or sponsored agencies | $1,851,000 | 2,018 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,470,000 | 1,294 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $3,470,000 | 890 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $43,800,000 | 2,704 |
| Total debt securities | $43,799,000 | 2,853 |
| 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 | $41,721,000 | 2,865 |
| U.S. Government securities | $12,300,000 | 3,371 |
| U.S. Treasury securities | $2,954,000 | 1,414 |
| U.S. Government agency obligations | $9,346,000 | 3,357 |
| Securities issued by states & political subdivisions | $22,706,000 | 1,878 |
| Other domestic debt securities | $6,178,000 | 1,125 |
| 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 | $6,178,000 | 806 |
| Foreign debt securities | $537,000 | 212 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,385,000 | 2,549 |
| Mortgage-backed securities | $8,344,000 | 2,903 |
| Certificates of participation in pools of residential mortgages | $2,596,000 | 3,179 |
| Issued or guaranteed by U.S. | $2,596,000 | 3,092 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,077,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $2,077,000 | 1,990 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,671,000 | 1,272 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $3,671,000 | 869 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $41,721,000 | 2,701 |
| Total debt securities | $41,722,000 | 2,846 |
| 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 | $38,739,000 | 2,893 |
| U.S. Government securities | $9,982,000 | 3,520 |
| U.S. Treasury securities | $2,953,000 | 1,320 |
| U.S. Government agency obligations | $7,029,000 | 3,534 |
| Securities issued by states & political subdivisions | $22,010,000 | 1,895 |
| Other domestic debt securities | $6,207,000 | 1,095 |
| 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 | $6,207,000 | 763 |
| Foreign debt securities | $540,000 | 205 |
| 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 | $9,682,000 | 2,660 |
| Mortgage-backed securities | $7,029,000 | 3,016 |
| Certificates of participation in pools of residential mortgages | $1,734,000 | 3,360 |
| Issued or guaranteed by U.S. | $1,734,000 | 3,262 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,299,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $1,299,000 | 2,157 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,996,000 | 1,225 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $3,996,000 | 824 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $38,739,000 | 2,730 |
| Total debt securities | $38,739,000 | 2,876 |
| 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 | $40,743,000 | 2,733 |
| U.S. Government securities | $10,022,000 | 3,415 |
| U.S. Treasury securities | $2,958,000 | 1,018 |
| U.S. Government agency obligations | $7,064,000 | 3,470 |
| Securities issued by states & political subdivisions | $22,958,000 | 1,794 |
| Other domestic debt securities | $6,714,000 | 1,011 |
| 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 | $6,714,000 | 664 |
| Foreign debt securities | $1,049,000 | 168 |
| 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 | $9,690,000 | 2,646 |
| Mortgage-backed securities | $7,064,000 | 2,964 |
| Certificates of participation in pools of residential mortgages | $1,902,000 | 3,297 |
| Issued or guaranteed by U.S. | $1,902,000 | 3,202 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,672,000 | 2,088 |
| CMOs issued by government agencies or sponsored agencies | $1,672,000 | 2,037 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,490,000 | 1,254 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $3,490,000 | 838 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $40,743,000 | 2,562 |
| Total debt securities | $40,743,000 | 2,714 |
| 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 | $41,264,000 | 2,606 |
| U.S. Government securities | $11,190,000 | 3,178 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $11,190,000 | 3,035 |
| Securities issued by states & political subdivisions | $23,303,000 | 1,727 |
| Other domestic debt securities | $5,714,000 | 1,016 |
| 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 | $5,714,000 | 695 |
| Foreign debt securities | $1,057,000 | 160 |
| 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 | $10,792,000 | 2,517 |
| Mortgage-backed securities | $8,172,000 | 2,826 |
| Certificates of participation in pools of residential mortgages | $2,052,000 | 3,235 |
| Issued or guaranteed by U.S. | $2,052,000 | 3,151 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,023,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $2,023,000 | 1,981 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $4,097,000 | 1,143 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $4,097,000 | 754 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $41,264,000 | 2,439 |
| Total debt securities | $41,263,000 | 2,585 |
| 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 | $43,363,000 | 2,440 |
| U.S. Government securities | $12,949,000 | 2,992 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $12,949,000 | 2,848 |
| Securities issued by states & political subdivisions | $23,689,000 | 1,596 |
| Other domestic debt securities | $5,678,000 | 975 |
| 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 | $5,678,000 | 664 |
| Foreign debt securities | $1,047,000 | 166 |
| 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 | $12,461,000 | 2,391 |
| Mortgage-backed securities | $9,933,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $2,898,000 | 3,039 |
| Issued or guaranteed by U.S. | $2,898,000 | 2,950 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,897,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $2,897,000 | 1,817 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,138,000 | 1,116 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $4,138,000 | 727 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $43,363,000 | 2,275 |
| Total debt securities | $43,362,000 | 2,412 |
| 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 | $37,635,000 | 2,579 |
| U.S. Government securities | $10,555,000 | 3,199 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $10,555,000 | 3,052 |
| Securities issued by states & political subdivisions | $21,764,000 | 1,593 |
| Other domestic debt securities | $4,271,000 | 1,045 |
| 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 | $4,271,000 | 733 |
| Foreign debt securities | $1,045,000 | 167 |
| 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 | $9,574,000 | 2,639 |
| Mortgage-backed securities | $10,555,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $2,082,000 | 3,199 |
| Issued or guaranteed by U.S. | $2,082,000 | 3,112 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,320,000 | 1,704 |
| CMOs issued by government agencies or sponsored agencies | $4,320,000 | 1,664 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,153,000 | 1,085 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $4,153,000 | 697 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $37,635,000 | 2,403 |
| Total debt securities | $37,634,000 | 2,560 |
| 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 | $28,462,000 | 2,895 |
| U.S. Government securities | $10,320,000 | 3,272 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,320,000 | 3,129 |
| Securities issued by states & political subdivisions | $13,196,000 | 2,037 |
| Other domestic debt securities | $3,997,000 | 1,035 |
| 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 | $3,997,000 | 702 |
| Foreign debt securities | $949,000 | 199 |
| 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 | $9,481,000 | 2,617 |
| Mortgage-backed securities | $10,320,000 | 2,617 |
| Certificates of participation in pools of residential mortgages | $3,120,000 | 2,989 |
| Issued or guaranteed by U.S. | $3,120,000 | 2,897 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,968,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $4,968,000 | 1,580 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,232,000 | 1,315 |
| Commercial mortgage pass-through securities | $1,081,000 | 1,073 |
| Other commercial mortgage-backed securities | $1,151,000 | 992 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $28,462,000 | 2,721 |
| Total debt securities | $28,462,000 | 2,877 |
| 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 | $27,959,000 | 2,954 |
| U.S. Government securities | $11,957,000 | 3,199 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $11,957,000 | 3,039 |
| Securities issued by states & political subdivisions | $10,624,000 | 2,234 |
| Other domestic debt securities | $4,338,000 | 957 |
| 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 | $4,338,000 | 638 |
| Foreign debt securities | $1,040,000 | 159 |
| 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 | $11,307,000 | 2,473 |
| Mortgage-backed securities | $10,851,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | $3,226,000 | 2,931 |
| Issued or guaranteed by U.S. | $3,226,000 | 2,845 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $5,370,000 | 1,557 |
| CMOs issued by government agencies or sponsored agencies | $5,370,000 | 1,519 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,255,000 | 1,281 |
| Commercial mortgage pass-through securities | $1,071,000 | 1,064 |
| Other commercial mortgage-backed securities | $1,184,000 | 948 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $27,959,000 | 2,769 |
| Total debt securities | $27,957,000 | 2,936 |
| 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 | $27,920,000 | 2,954 |
| U.S. Government securities | $12,501,000 | 3,186 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $12,501,000 | 3,026 |
| Securities issued by states & political subdivisions | $10,066,000 | 2,303 |
| Other domestic debt securities | $4,320,000 | 953 |
| 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 | $4,320,000 | 647 |
| Foreign debt securities | $1,033,000 | 161 |
| 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 | $11,497,000 | 2,494 |
| Mortgage-backed securities | $11,356,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $3,343,000 | 2,903 |
| Issued or guaranteed by U.S. | $3,343,000 | 2,817 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $5,736,000 | 1,530 |
| CMOs issued by government agencies or sponsored agencies | $5,736,000 | 1,492 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,277,000 | 1,267 |
| Commercial mortgage pass-through securities | $1,068,000 | 1,069 |
| Other commercial mortgage-backed securities | $1,209,000 | 922 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $27,920,000 | 2,757 |
| Total debt securities | $27,918,000 | 2,939 |
| 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 | $25,792,000 | 3,129 |
| U.S. Government securities | $9,319,000 | 3,573 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,319,000 | 3,416 |
| Securities issued by states & political subdivisions | $10,133,000 | 2,340 |
| Other domestic debt securities | $5,305,000 | 857 |
| 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 | $5,305,000 | 596 |
| Foreign debt securities | $1,035,000 | 169 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,552,000 | 2,870 |
| Mortgage-backed securities | $9,319,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $3,987,000 | 2,794 |
| Issued or guaranteed by U.S. | $3,987,000 | 2,716 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,120,000 | 1,701 |
| CMOs issued by government agencies or sponsored agencies | $4,120,000 | 1,654 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,212,000 | 1,478 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $1,212,000 | 902 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $25,792,000 | 2,908 |
| Total debt securities | $25,790,000 | 3,111 |
| 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 | $27,008,000 | 3,108 |
| U.S. Government securities | $10,410,000 | 3,490 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $10,410,000 | 3,326 |
| Securities issued by states & political subdivisions | $10,300,000 | 2,392 |
| Other domestic debt securities | $5,281,000 | 852 |
| 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 | $5,281,000 | 598 |
| Foreign debt securities | $1,017,000 | 172 |
| 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 | $9,510,000 | 2,778 |
| Mortgage-backed securities | $10,410,000 | 2,572 |
| Certificates of participation in pools of residential mortgages | $4,061,000 | 2,799 |
| Issued or guaranteed by U.S. | $4,061,000 | 2,719 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,158,000 | 1,568 |
| CMOs issued by government agencies or sponsored agencies | $5,158,000 | 1,522 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,191,000 | 1,411 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $1,191,000 | 831 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $27,008,000 | 2,874 |
| Total debt securities | $27,006,000 | 3,091 |
| 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 | $26,174,000 | 3,188 |
| U.S. Government securities | $10,778,000 | 3,488 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $10,778,000 | 3,327 |
| Securities issued by states & political subdivisions | $9,679,000 | 2,536 |
| Other domestic debt securities | $4,714,000 | 870 |
| 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 | $4,714,000 | 625 |
| Foreign debt securities | $1,003,000 | 175 |
| 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 | $9,814,000 | 2,768 |
| Mortgage-backed securities | $10,778,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | $4,170,000 | 2,787 |
| Issued or guaranteed by U.S. | $4,170,000 | 2,735 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,417,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $5,417,000 | 1,488 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,191,000 | 1,382 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $1,191,000 | 802 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $26,174,000 | 2,957 |
| Total debt securities | $26,172,000 | 3,169 |
| 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 | $26,643,000 | 3,174 |
| U.S. Government securities | $11,181,000 | 3,497 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,181,000 | 3,341 |
| Securities issued by states & political subdivisions | $9,607,000 | 2,563 |
| Other domestic debt securities | $4,845,000 | 837 |
| 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 | $4,845,000 | 611 |
| Foreign debt securities | $1,010,000 | 175 |
| 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 | $10,218,000 | 2,718 |
| Mortgage-backed securities | $11,181,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $4,313,000 | 2,793 |
| Issued or guaranteed by U.S. | $4,313,000 | 2,774 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,684,000 | 1,481 |
| CMOs issued by government agencies or sponsored agencies | $5,684,000 | 1,433 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,184,000 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $1,184,000 | 795 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $26,643,000 | 2,936 |
| Total debt securities | $26,642,000 | 3,155 |
| 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 | $26,947,000 | 3,202 |
| U.S. Government securities | $11,916,000 | 3,421 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $11,916,000 | 3,270 |
| Securities issued by states & political subdivisions | $9,688,000 | 2,603 |
| Other domestic debt securities | $4,330,000 | 1,015 |
| 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 | $4,330,000 | 652 |
| Foreign debt securities | $1,013,000 | 175 |
| 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 | $10,906,000 | 2,691 |
| Mortgage-backed securities | $11,916,000 | 2,507 |
| Certificates of participation in pools of residential mortgages | $4,563,000 | 2,791 |
| Issued or guaranteed by U.S. | $4,563,000 | 2,655 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $6,156,000 | 1,443 |
| CMOs issued by government agencies or sponsored agencies | $6,156,000 | 1,395 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,197,000 | 1,330 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,197,000 | 783 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $26,947,000 | 2,958 |
| Total debt securities | $26,946,000 | 3,180 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $26,006,000 | 3,276 |
| U.S. Government securities | $11,649,000 | 3,510 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,649,000 | 3,380 |
| Securities issued by states & political subdivisions | $9,505,000 | 2,669 |
| Other domestic debt securities | $4,332,000 | 889 |
| 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 | $4,332,000 | 671 |
| Foreign debt securities | $520,000 | 228 |
| 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 | $10,643,000 | 2,756 |
| Mortgage-backed securities | $11,649,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $3,770,000 | 3,018 |
| Issued or guaranteed by U.S. | $3,770,000 | 3,011 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,668,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $6,668,000 | 1,340 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,211,000 | 1,173 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,211,000 | 766 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $26,006,000 | 3,025 |
| Total debt securities | $26,005,000 | 3,255 |
| 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 | $22,097,000 | 3,591 |
| U.S. Government securities | $10,216,000 | 3,714 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $10,216,000 | 3,560 |
| Securities issued by states & political subdivisions | $9,038,000 | 2,786 |
| Other domestic debt securities | $2,843,000 | 1,051 |
| 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 | $2,843,000 | 824 |
| 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 | $9,216,000 | 2,946 |
| Mortgage-backed securities | $10,216,000 | 2,678 |
| Certificates of participation in pools of residential mortgages | $1,802,000 | 3,516 |
| Issued or guaranteed by U.S. | $1,802,000 | 3,508 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $7,174,000 | 1,326 |
| CMOs issued by government agencies or sponsored agencies | $7,174,000 | 1,280 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,240,000 | 1,151 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $1,240,000 | 745 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $22,097,000 | 3,316 |
| Total debt securities | $22,096,000 | 3,568 |
| 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 | $21,849,000 | 3,652 |
| U.S. Government securities | $11,098,000 | 3,618 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $11,098,000 | 3,476 |
| Securities issued by states & political subdivisions | $8,931,000 | 2,845 |
| Other domestic debt securities | $1,820,000 | 1,280 |
| 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 | $1,820,000 | 1,044 |
| 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 | $10,021,000 | 2,897 |
| Mortgage-backed securities | $10,901,000 | 2,642 |
| Certificates of participation in pools of residential mortgages | $1,932,000 | 3,537 |
| Issued or guaranteed by U.S. | $1,932,000 | 3,531 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $7,711,000 | 1,277 |
| CMOs issued by government agencies or sponsored agencies | $7,711,000 | 1,232 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,258,000 | 1,137 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $1,258,000 | 730 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $21,849,000 | 3,359 |
| Total debt securities | $21,848,000 | 3,626 |
| 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 | $22,633,000 | 3,655 |
| U.S. Government securities | $11,843,000 | 3,593 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $11,843,000 | 3,467 |
| Securities issued by states & political subdivisions | $8,973,000 | 2,860 |
| Other domestic debt securities | $1,817,000 | 1,303 |
| 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 | $1,817,000 | 1,067 |
| 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 | $10,666,000 | 2,830 |
| Mortgage-backed securities | $11,571,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $2,018,000 | 3,559 |
| Issued or guaranteed by U.S. | $2,018,000 | 3,554 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,304,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $8,304,000 | 1,197 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,249,000 | 1,106 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $1,249,000 | 703 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $22,633,000 | 3,355 |
| Total debt securities | $22,631,000 | 3,630 |
| 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 | $19,090,000 | 3,927 |
| U.S. Government securities | $9,716,000 | 3,877 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,716,000 | 3,735 |
| Securities issued by states & political subdivisions | $8,560,000 | 2,953 |
| Other domestic debt securities | $814,000 | 1,667 |
| 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 | $814,000 | 1,369 |
| 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 | $8,634,000 | 3,132 |
| Mortgage-backed securities | $9,447,000 | 2,842 |
| Certificates of participation in pools of residential mortgages | $978,000 | 3,978 |
| Issued or guaranteed by U.S. | $978,000 | 3,973 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,219,000 | 1,344 |
| CMOs issued by government agencies or sponsored agencies | $7,219,000 | 1,283 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,250,000 | 1,066 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $1,250,000 | 691 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $19,090,000 | 3,614 |
| Total debt securities | $19,090,000 | 3,900 |
| 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 | $19,450,000 | 3,902 |
| U.S. Government securities | $8,051,000 | 4,100 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,051,000 | 3,968 |
| Securities issued by states & political subdivisions | $10,592,000 | 2,714 |
| Other domestic debt securities | $807,000 | 1,678 |
| 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 | $807,000 | 1,373 |
| 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 | $7,023,000 | 3,358 |
| Mortgage-backed securities | $7,736,000 | 3,030 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,476,000 | 1,391 |
| CMOs issued by government agencies or sponsored agencies | $6,476,000 | 1,327 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,260,000 | 1,038 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,260,000 | 668 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $19,450,000 | 3,589 |
| Total debt securities | $19,449,000 | 3,876 |
| 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 | $18,632,000 | 3,955 |
| U.S. Government securities | $8,616,000 | 4,041 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,616,000 | 3,915 |
| Securities issued by states & political subdivisions | $10,016,000 | 2,803 |
| 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 | $7,467,000 | 3,343 |
| Mortgage-backed securities | $8,295,000 | 2,974 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,006,000 | 1,355 |
| CMOs issued by government agencies or sponsored agencies | $7,006,000 | 1,292 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,289,000 | 988 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,289,000 | 643 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $18,632,000 | 3,640 |
| Total debt securities | $18,631,000 | 3,928 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $17,570,000 | 4,111 |
| U.S. Government securities | $7,847,000 | 4,249 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,847,000 | 4,122 |
| Securities issued by states & political subdivisions | $9,199,000 | 2,905 |
| Other domestic debt securities | $524,000 | 1,843 |
| 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 | $524,000 | 1,482 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,738,000 | 3,513 |
| Mortgage-backed securities | $7,462,000 | 3,121 |
| Certificates of participation in pools of residential mortgages | $836,000 | 4,151 |
| Issued or guaranteed by U.S. | $836,000 | 4,146 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,626,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $6,626,000 | 1,361 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $17,570,000 | 3,778 |
| Total debt securities | $17,569,000 | 4,089 |
| 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 | $20,985,000 | 3,913 |
| U.S. Government securities | $10,482,000 | 4,005 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $10,482,000 | 3,882 |
| Securities issued by states & political subdivisions | $9,146,000 | 2,914 |
| Other domestic debt securities | $1,357,000 | 1,495 |
| 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 | $1,357,000 | 1,193 |
| 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 | $9,988,000 | 3,079 |
| Mortgage-backed securities | $8,351,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $984,000 | 4,120 |
| Issued or guaranteed by U.S. | $984,000 | 4,116 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,367,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $7,367,000 | 1,324 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $20,985,000 | 3,590 |
| Total debt securities | $20,984,000 | 3,889 |
| 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 | $22,664,000 | 3,830 |
| U.S. Government securities | $12,513,000 | 3,790 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,513,000 | 3,657 |
| Securities issued by states & political subdivisions | $9,621,000 | 2,853 |
| Other domestic debt securities | $530,000 | 1,837 |
| 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 | $530,000 | 1,479 |
| 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 | $11,062,000 | 2,968 |
| Mortgage-backed securities | $8,126,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $1,036,000 | 4,124 |
| Issued or guaranteed by U.S. | $1,036,000 | 4,121 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,596,000 | 1,471 |
| CMOs issued by government agencies or sponsored agencies | $6,596,000 | 1,403 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $494,000 | 1,054 |
| Commercial mortgage pass-through securities | $494,000 | 698 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $22,664,000 | 3,505 |
| Total debt securities | $22,661,000 | 3,808 |
| 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 | $26,144,000 | 3,659 |
| U.S. Government securities | $14,944,000 | 3,609 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $14,944,000 | 3,495 |
| Securities issued by states & political subdivisions | $10,156,000 | 2,817 |
| Other domestic debt securities | $538,000 | 1,850 |
| 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 | $538,000 | 1,480 |
| Foreign debt securities | $506,000 | 229 |
| 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 | $13,382,000 | 2,738 |
| Mortgage-backed securities | $8,054,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | $1,086,000 | 4,170 |
| Issued or guaranteed by U.S. | $1,086,000 | 4,165 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,467,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $6,467,000 | 1,422 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $501,000 | 1,010 |
| Commercial mortgage pass-through securities | $501,000 | 673 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $26,144,000 | 3,338 |
| Total debt securities | $26,143,000 | 3,637 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $980,000 | 1,265 |
| 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 | $30,704,000 | 3,428 |
| U.S. Government securities | $15,706,000 | 3,624 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $15,706,000 | 3,508 |
| Securities issued by states & political subdivisions | $13,081,000 | 2,473 |
| Other domestic debt securities | $1,416,000 | 1,479 |
| 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 | $1,416,000 | 1,183 |
| Foreign debt securities | $501,000 | 241 |
| 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 | $14,107,000 | 2,682 |
| Mortgage-backed securities | $8,886,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $1,557,000 | 4,069 |
| Issued or guaranteed by U.S. | $1,557,000 | 4,064 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,835,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $6,835,000 | 1,439 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $494,000 | 967 |
| Commercial mortgage pass-through securities | $494,000 | 641 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $30,704,000 | 3,127 |
| Total debt securities | $30,703,000 | 3,401 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $954,000 | 1,422 |
| 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 | $31,451,000 | 3,436 |
| U.S. Government securities | $17,856,000 | 3,480 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $17,856,000 | 3,372 |
| Securities issued by states & political subdivisions | $10,598,000 | 2,738 |
| Other domestic debt securities | $2,486,000 | 1,222 |
| 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 | $2,486,000 | 946 |
| Foreign debt securities | $511,000 | 238 |
| 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 | $16,164,000 | 2,544 |
| Mortgage-backed securities | $11,382,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $3,282,000 | 3,635 |
| Issued or guaranteed by U.S. | $3,282,000 | 3,631 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $7,602,000 | 1,481 |
| CMOs issued by government agencies or sponsored agencies | $7,602,000 | 1,411 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $498,000 | 947 |
| Commercial mortgage pass-through securities | $498,000 | 626 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $31,451,000 | 3,143 |
| Total debt securities | $31,448,000 | 3,407 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $993,000 | 1,478 |
| 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 | $36,283,000 | 3,199 |
| U.S. Government securities | $20,487,000 | 3,304 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $20,487,000 | 3,202 |
| Securities issued by states & political subdivisions | $12,816,000 | 2,510 |
| Other domestic debt securities | $2,474,000 | 1,236 |
| 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 | $2,474,000 | 955 |
| Foreign debt securities | $506,000 | 222 |
| 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 | $18,292,000 | 2,369 |
| Mortgage-backed securities | $13,607,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $3,438,000 | 3,656 |
| Issued or guaranteed by U.S. | $3,438,000 | 3,649 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,719,000 | 1,410 |
| CMOs issued by government agencies or sponsored agencies | $8,719,000 | 1,342 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,450,000 | 744 |
| Commercial mortgage pass-through securities | $1,450,000 | 463 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $36,283,000 | 2,923 |
| Total debt securities | $36,283,000 | 3,172 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $965,000 | 1,586 |
| 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 | $36,956,000 | 3,238 |
| U.S. Government securities | $20,240,000 | 3,415 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $20,240,000 | 3,302 |
| Securities issued by states & political subdivisions | $13,176,000 | 2,474 |
| Other domestic debt securities | $3,036,000 | 1,158 |
| 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 | $3,036,000 | 870 |
| Foreign debt securities | $504,000 | 222 |
| 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 | $15,220,000 | 2,634 |
| Mortgage-backed securities | $13,501,000 | 2,761 |
| Certificates of participation in pools of residential mortgages | $3,580,000 | 3,694 |
| Issued or guaranteed by U.S. | $3,580,000 | 3,693 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,487,000 | 1,461 |
| CMOs issued by government agencies or sponsored agencies | $8,487,000 | 1,385 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,434,000 | 715 |
| Commercial mortgage pass-through securities | $1,434,000 | 460 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $36,956,000 | 2,953 |
| Total debt securities | $36,957,000 | 3,212 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $932,000 | 1,707 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $34,102,000 | 3,436 |
| U.S. Government securities | $18,888,000 | 3,566 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,888,000 | 3,459 |
| Securities issued by states & political subdivisions | $12,212,000 | 2,584 |
| Other domestic debt securities | $2,496,000 | 1,303 |
| 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 | $2,496,000 | 1,002 |
| Foreign debt securities | $506,000 | 224 |
| 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 | $16,509,000 | 2,525 |
| Mortgage-backed securities | $12,186,000 | 2,931 |
| Certificates of participation in pools of residential mortgages | $1,807,000 | 4,269 |
| Issued or guaranteed by U.S. | $1,807,000 | 4,266 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,941,000 | 1,445 |
| CMOs issued by government agencies or sponsored agencies | $8,941,000 | 1,374 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,438,000 | 698 |
| Commercial mortgage pass-through securities | $1,438,000 | 459 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $34,102,000 | 3,127 |
| Total debt securities | $34,102,000 | 3,409 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,576 |
| Fair value | $918,000 | 1,751 |
| 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 | $32,230,000 | 3,561 |
| U.S. Government securities | $20,534,000 | 3,435 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $20,534,000 | 3,336 |
| Securities issued by states & political subdivisions | $9,513,000 | 2,981 |
| Other domestic debt securities | $2,183,000 | 1,405 |
| 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 | $2,183,000 | 1,076 |
| 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 | $12,469,000 | 2,959 |
| Mortgage-backed securities | $10,727,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $845,000 | 4,656 |
| Issued or guaranteed by U.S. | $845,000 | 4,651 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,449,000 | 1,475 |
| CMOs issued by government agencies or sponsored agencies | $8,449,000 | 1,410 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,433,000 | 686 |
| Commercial mortgage pass-through securities | $1,433,000 | 446 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $32,230,000 | 3,247 |
| Total debt securities | $32,227,000 | 3,532 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 998 |
| Fair value | $2,824,000 | 1,059 |
| 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 | $27,638,000 | 3,848 |
| U.S. Government securities | $19,882,000 | 3,508 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,882,000 | 3,413 |
| Securities issued by states & political subdivisions | $6,696,000 | 3,441 |
| Other domestic debt securities | $1,060,000 | 1,825 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,060,000 | 1,417 |
| 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 | $16,835,000 | 2,514 |
| Mortgage-backed securities | $8,522,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $3,814,000 | 3,746 |
| Issued or guaranteed by U.S. | $3,814,000 | 3,743 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,289,000 | 2,132 |
| CMOs issued by government agencies or sponsored agencies | $3,289,000 | 2,057 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $1,419,000 | 645 |
| Commercial mortgage pass-through securities | $1,419,000 | 408 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $27,638,000 | 3,526 |
| Total debt securities | $27,639,000 | 3,820 |
| Structured notes | ||
| Amortized cost | $4,800,000 | 758 |
| Fair value | $4,504,000 | 759 |
| 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 | $25,229,000 | 4,076 |
| U.S. Government securities | $21,094,000 | 3,412 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,094,000 | 3,328 |
| Securities issued by states & political subdivisions | $3,643,000 | 4,100 |
| Other domestic debt securities | $492,000 | 2,304 |
| 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 | $492,000 | 1,834 |
| 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 | $748,000 | 5,595 |
| Mortgage-backed securities | $7,136,000 | 3,622 |
| Certificates of participation in pools of residential mortgages | $4,474,000 | 3,600 |
| Issued or guaranteed by U.S. | $4,474,000 | 3,596 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,164,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $1,164,000 | 2,726 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,498,000 | 627 |
| Commercial mortgage pass-through securities | $1,498,000 | 389 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $19,930,000 | 750 |
| Available-for-sale securities (fair market value) | $5,299,000 | 5,635 |
| Total debt securities | $25,228,000 | 4,048 |
| Structured notes | ||
| Amortized cost | $5,800,000 | 649 |
| Fair value | $5,512,000 | 643 |
| 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 | $26,116,000 | 3,987 |
| U.S. Government securities | $22,266,000 | 3,301 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $22,266,000 | 3,216 |
| Securities issued by states & political subdivisions | $3,351,000 | 4,168 |
| Other domestic debt securities | $499,000 | 2,349 |
| 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 | $499,000 | 1,858 |
| 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 | $750,000 | 5,611 |
| Mortgage-backed securities | $8,697,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $8,697,000 | 2,805 |
| Issued or guaranteed by U.S. | $8,697,000 | 2,803 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $22,765,000 | 644 |
| Available-for-sale securities (fair market value) | $3,351,000 | 5,904 |
| Total debt securities | $26,116,000 | 3,955 |
| Structured notes | ||
| Amortized cost | $4,800,000 | 752 |
| Fair value | $4,639,000 | 753 |
| 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 | $22,768,000 | 4,259 |
| U.S. Government securities | $19,706,000 | 3,565 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,706,000 | 3,472 |
| Securities issued by states & political subdivisions | $3,062,000 | 4,242 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $7,681,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $7,681,000 | 3,010 |
| Issued or guaranteed by U.S. | $7,681,000 | 3,009 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $19,706,000 | 666 |
| Available-for-sale securities (fair market value) | $3,062,000 | 5,977 |
| Total debt securities | $22,768,000 | 4,231 |
| Structured notes | ||
| Amortized cost | $7,800,000 | 503 |
| Fair value | $7,800,000 | 504 |
| 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 | $24,601,000 | 4,071 |
| U.S. Government securities | $21,475,000 | 3,354 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $21,475,000 | 3,277 |
| Securities issued by states & political subdivisions | $3,126,000 | 4,225 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $8,245,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $8,245,000 | 2,914 |
| Issued or guaranteed by U.S. | $8,245,000 | 2,912 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $21,475,000 | 631 |
| Available-for-sale securities (fair market value) | $3,126,000 | 6,016 |
| Total debt securities | $24,600,000 | 4,042 |
| Structured notes | ||
| Amortized cost | $7,400,000 | 549 |
| Fair value | $7,400,000 | 549 |
| 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 | $26,114,000 | 3,987 |
| U.S. Government securities | $23,028,000 | 3,295 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $23,028,000 | 3,232 |
| Securities issued by states & political subdivisions | $3,086,000 | 4,241 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $8,929,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $8,929,000 | 2,947 |
| Issued or guaranteed by U.S. | $8,929,000 | 2,946 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $23,028,000 | 609 |
| Available-for-sale securities (fair market value) | $3,086,000 | 6,100 |
| Total debt securities | $26,114,000 | 3,958 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 667 |
| Fair value | $6,000,000 | 679 |
| 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 | $25,771,000 | 4,038 |
| U.S. Government securities | $22,537,000 | 3,391 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,537,000 | 3,322 |
| Securities issued by states & political subdivisions | $3,234,000 | 4,154 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $9,443,000 | 3,548 |
| Certificates of participation in pools of residential mortgages | $9,443,000 | 2,905 |
| Issued or guaranteed by U.S. | $9,443,000 | 2,905 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $22,537,000 | 613 |
| Available-for-sale securities (fair market value) | $3,234,000 | 6,129 |
| Total debt securities | $25,771,000 | 4,004 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 722 |
| Fair value | $6,500,000 | 735 |
| 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 | $27,288,000 | 3,943 |
| U.S. Government securities | $24,046,000 | 3,329 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $24,046,000 | 3,263 |
| Securities issued by states & political subdivisions | $3,242,000 | 4,077 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $8,157,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | $8,157,000 | 3,095 |
| Issued or guaranteed by U.S. | $8,157,000 | 3,093 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $24,046,000 | 589 |
| Available-for-sale securities (fair market value) | $3,242,000 | 6,187 |
| Total debt securities | $27,287,000 | 3,913 |
| Structured notes | ||
| Amortized cost | $9,260,000 | 639 |
| Fair value | $9,260,000 | 640 |
| 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 | $29,039,000 | 3,746 |
| U.S. Government securities | $25,767,000 | 3,113 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,767,000 | 3,040 |
| Securities issued by states & political subdivisions | $3,243,000 | 4,062 |
| Other domestic debt securities | $29,000 | 2,818 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,495,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $8,495,000 | 2,932 |
| Issued or guaranteed by U.S. | $8,466,000 | 2,934 |
| Privately issued | $29,000 | 110 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,995,000 | 571 |
| Available-for-sale securities (fair market value) | $3,044,000 | 6,217 |
| Total debt securities | $29,039,000 | 3,724 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $27,502,000 | 3,798 |
| U.S. Government securities | $24,013,000 | 3,191 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,013,000 | 3,107 |
| Securities issued by states & political subdivisions | $3,489,000 | 3,936 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,852,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $7,852,000 | 2,983 |
| Issued or guaranteed by U.S. | $7,852,000 | 2,979 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,013,000 | 593 |
| Available-for-sale securities (fair market value) | $3,489,000 | 6,211 |
| Total debt securities | $27,502,000 | 3,767 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $27,147,000 | 3,841 |
| U.S. Government securities | $23,613,000 | 3,292 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,613,000 | 3,194 |
| Securities issued by states & political subdivisions | $3,534,000 | 3,883 |
| 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 | $8,286,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $8,286,000 | 2,872 |
| Issued or guaranteed by U.S. | $8,286,000 | 2,865 |
| 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) | $23,613,000 | 606 |
| Available-for-sale securities (fair market value) | $3,534,000 | 6,282 |
| Total debt securities | $27,147,000 | 3,809 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $32,162,000 | 3,475 |
| U.S. Government securities | $28,564,000 | 2,890 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,564,000 | 2,805 |
| Securities issued by states & political subdivisions | $3,598,000 | 3,829 |
| 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 | $8,723,000 | 3,440 |
| Certificates of participation in pools of residential mortgages | $8,723,000 | 2,758 |
| Issued or guaranteed by U.S. | $8,723,000 | 2,752 |
| 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) | $28,564,000 | 533 |
| Available-for-sale securities (fair market value) | $3,598,000 | 6,310 |
| Total debt securities | $32,162,000 | 3,448 |
| 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 | $33,523,000 | 3,248 |
| U.S. Government securities | $28,552,000 | 2,754 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,552,000 | 2,669 |
| Securities issued by states & political subdivisions | $4,971,000 | 3,457 |
| 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 | $9,355,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $9,355,000 | 2,536 |
| Issued or guaranteed by U.S. | $9,355,000 | 2,531 |
| 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) | $28,552,000 | 523 |
| Available-for-sale securities (fair market value) | $4,971,000 | 6,045 |
| Total debt securities | $33,523,000 | 3,220 |
| 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 | $32,138,000 | 3,314 |
| U.S. Government securities | $26,969,000 | 2,837 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,969,000 | 2,745 |
| Securities issued by states & political subdivisions | $5,169,000 | 3,332 |
| 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 | $10,187,000 | 3,129 |
| Certificates of participation in pools of residential mortgages | $10,187,000 | 2,377 |
| Issued or guaranteed by U.S. | $10,187,000 | 2,373 |
| 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) | $26,969,000 | 559 |
| Available-for-sale securities (fair market value) | $5,169,000 | 6,012 |
| Total debt securities | $32,138,000 | 3,287 |
| 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 | $31,696,000 | 3,354 |
| U.S. Government securities | $25,654,000 | 2,979 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,654,000 | 2,891 |
| Securities issued by states & political subdivisions | $6,042,000 | 3,003 |
| 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 | $11,237,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | $11,237,000 | 2,270 |
| Issued or guaranteed by U.S. | $11,237,000 | 2,264 |
| 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) | $25,654,000 | 590 |
| Available-for-sale securities (fair market value) | $6,042,000 | 5,938 |
| Total debt securities | $31,696,000 | 3,320 |
| 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 | $31,912,000 | 3,364 |
| U.S. Government securities | $25,312,000 | 3,057 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,312,000 | 2,978 |
| Securities issued by states & political subdivisions | $6,600,000 | 2,840 |
| 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 | $12,261,000 | 2,926 |
| Certificates of participation in pools of residential mortgages | $12,261,000 | 2,251 |
| Issued or guaranteed by U.S. | $12,261,000 | 2,246 |
| 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) | $25,312,000 | 598 |
| Available-for-sale securities (fair market value) | $6,600,000 | 5,911 |
| Total debt securities | $31,912,000 | 3,330 |
| 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 | $31,650,000 | 3,372 |
| U.S. Government securities | $25,186,000 | 3,017 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,186,000 | 2,950 |
| Securities issued by states & political subdivisions | $6,464,000 | 2,880 |
| 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 | $14,778,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | $14,778,000 | 2,086 |
| Issued or guaranteed by U.S. | $14,778,000 | 2,078 |
| 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) | $25,186,000 | 612 |
| Available-for-sale securities (fair market value) | $6,464,000 | 5,915 |
| Total debt securities | $31,650,000 | 3,335 |
| 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 | $28,641,000 | 3,598 |
| U.S. Government securities | $22,103,000 | 3,278 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,103,000 | 3,209 |
| Securities issued by states & political subdivisions | $6,538,000 | 2,882 |
| 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 | $14,800,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $14,800,000 | 2,146 |
| Issued or guaranteed by U.S. | $14,800,000 | 2,135 |
| 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) | $22,103,000 | 694 |
| Available-for-sale securities (fair market value) | $6,538,000 | 5,952 |
| Total debt securities | $28,641,000 | 3,558 |
| 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 | $27,751,000 | 3,630 |
| U.S. Government securities | $21,438,000 | 3,321 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,438,000 | 3,254 |
| Securities issued by states & political subdivisions | $6,313,000 | 2,887 |
| 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 | $16,059,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $16,059,000 | 2,084 |
| Issued or guaranteed by U.S. | $16,059,000 | 2,072 |
| 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) | $21,438,000 | 714 |
| Available-for-sale securities (fair market value) | $6,313,000 | 6,025 |
| Total debt securities | $27,751,000 | 3,587 |
| 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 | $30,745,000 | 3,409 |
| U.S. Government securities | $24,467,000 | 3,069 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,467,000 | 3,013 |
| Securities issued by states & political subdivisions | $6,278,000 | 2,833 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,787,000 | 2,576 |
| Certificates of participation in pools of residential mortgages | $17,787,000 | 1,980 |
| Issued or guaranteed by U.S. | $17,787,000 | 1,967 |
| 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) | $24,467,000 | 648 |
| Available-for-sale securities (fair market value) | $6,278,000 | 6,054 |
| Total debt securities | $30,745,000 | 3,376 |
| 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 | $31,565,000 | 3,339 |
| U.S. Government securities | $25,421,000 | 2,993 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,421,000 | 2,937 |
| Securities issued by states & political subdivisions | $6,144,000 | 2,826 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,104,000 | 2,407 |
| Certificates of participation in pools of residential mortgages | $19,104,000 | 1,829 |
| Issued or guaranteed by U.S. | $19,104,000 | 1,819 |
| 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) | $25,421,000 | 624 |
| Available-for-sale securities (fair market value) | $6,144,000 | 6,120 |
| Total debt securities | $31,565,000 | 3,300 |
| 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 | $34,030,000 | 3,091 |
| U.S. Government securities | $27,845,000 | 2,748 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,845,000 | 2,696 |
| Securities issued by states & political subdivisions | $6,185,000 | 2,783 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,168,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $20,168,000 | 1,681 |
| Issued or guaranteed by U.S. | $20,168,000 | 1,671 |
| 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) | $27,845,000 | 588 |
| Available-for-sale securities (fair market value) | $6,185,000 | 6,083 |
| Total debt securities | $34,030,000 | 3,059 |
| 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 | $33,525,000 | 3,183 |
| U.S. Government securities | $28,247,000 | 2,754 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,247,000 | 2,709 |
| Securities issued by states & political subdivisions | $5,277,000 | 3,030 |
| 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 | $1,000 | 1,964 |
| 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 | $20,368,000 | 2,208 |
| Certificates of participation in pools of residential mortgages | $20,368,000 | 1,661 |
| Issued or guaranteed by U.S. | $20,368,000 | 1,651 |
| 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) | $28,248,000 | 570 |
| Available-for-sale securities (fair market value) | $5,277,000 | 6,341 |
| Total debt securities | $33,524,000 | 3,145 |
| 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 | $36,614,000 | 2,966 |
| U.S. Government securities | $31,310,000 | 2,538 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,310,000 | 2,484 |
| Securities issued by states & political subdivisions | $5,303,000 | 3,039 |
| 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 | $1,000 | 1,939 |
| 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 | $20,776,000 | 2,107 |
| Certificates of participation in pools of residential mortgages | $20,776,000 | 1,579 |
| Issued or guaranteed by U.S. | $20,776,000 | 1,568 |
| 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) | $31,311,000 | 517 |
| Available-for-sale securities (fair market value) | $5,303,000 | 6,353 |
| Total debt securities | $36,613,000 | 2,924 |
| 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 | $36,819,000 | 2,962 |
| U.S. Government securities | $32,212,000 | 2,519 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,212,000 | 2,462 |
| Securities issued by states & political subdivisions | $4,606,000 | 3,222 |
| 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 | $1,000 | 1,889 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,098,000 | 2,054 |
| Certificates of participation in pools of residential mortgages | $18,098,000 | 1,515 |
| Issued or guaranteed by U.S. | $18,098,000 | 1,507 |
| 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) | $32,213,000 | 531 |
| Available-for-sale securities (fair market value) | $4,606,000 | 6,544 |
| Total debt securities | $36,818,000 | 2,918 |
| 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 | $38,592,000 | 2,854 |
| U.S. Government securities | $34,448,000 | 2,376 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,448,000 | 2,326 |
| Securities issued by states & political subdivisions | $4,143,000 | 3,368 |
| 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 | $1,000 | 1,828 |
| 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 | $17,374,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | $17,374,000 | 1,469 |
| Issued or guaranteed by U.S. | $17,374,000 | 1,459 |
| 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) | $34,449,000 | 514 |
| Available-for-sale securities (fair market value) | $4,143,000 | 6,672 |
| Total debt securities | $38,591,000 | 2,803 |
| 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 | $36,172,000 | 2,988 |
| U.S. Government securities | $32,349,000 | 2,521 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,349,000 | 2,453 |
| Securities issued by states & political subdivisions | $3,822,000 | 3,460 |
| 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 | $1,000 | 1,865 |
| 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 | $16,288,000 | 2,005 |
| Certificates of participation in pools of residential mortgages | $16,288,000 | 1,493 |
| Issued or guaranteed by U.S. | $16,288,000 | 1,486 |
| 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) | $32,350,000 | 556 |
| Available-for-sale securities (fair market value) | $3,822,000 | 6,776 |
| Total debt securities | $36,171,000 | 2,946 |
| 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 | $35,124,000 | 3,086 |
| U.S. Government securities | $32,777,000 | 2,504 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,777,000 | 2,430 |
| Securities issued by states & political subdivisions | $2,346,000 | 4,105 |
| 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 | $1,000 | 1,886 |
| 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 | $16,556,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | $16,556,000 | 1,482 |
| Issued or guaranteed by U.S. | $16,556,000 | 1,477 |
| 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) | $32,778,000 | 569 |
| Available-for-sale securities (fair market value) | $2,346,000 | 7,121 |
| Total debt securities | $35,123,000 | 3,049 |
| 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 | $28,142,000 | 3,623 |
| U.S. Government securities | $26,279,000 | 3,037 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,279,000 | 2,954 |
| Securities issued by states & political subdivisions | $1,862,000 | 4,375 |
| 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 | $1,000 | 1,932 |
| 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 | $14,024,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | $14,024,000 | 1,674 |
| Issued or guaranteed by U.S. | $14,024,000 | 1,666 |
| 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) | $26,280,000 | 677 |
| Available-for-sale securities (fair market value) | $1,862,000 | 7,271 |
| Total debt securities | $28,141,000 | 3,576 |
| 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 | $33,404,000 | 3,261 |
| U.S. Government securities | $32,394,000 | 2,605 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,394,000 | 2,533 |
| Securities issued by states & political subdivisions | $1,009,000 | 5,016 |
| 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 | $1,000 | 1,968 |
| 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 | $15,419,000 | 2,072 |
| Certificates of participation in pools of residential mortgages | $15,419,000 | 1,597 |
| Issued or guaranteed by U.S. | $15,419,000 | 1,586 |
| 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) | $32,395,000 | 617 |
| Available-for-sale securities (fair market value) | $1,009,000 | 7,516 |
| Total debt securities | $33,403,000 | 3,220 |
| 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 | $35,127,000 | 3,124 |
| U.S. Government securities | $35,126,000 | 2,430 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,126,000 | 2,358 |
| 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 | $1,000 | 2,004 |
| 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 | $16,529,000 | 1,994 |
| Certificates of participation in pools of residential mortgages | $16,529,000 | 1,543 |
| Issued or guaranteed by U.S. | $16,529,000 | 1,534 |
| 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) | $35,127,000 | 584 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $35,126,000 | 3,086 |
| 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 | $33,357,000 | 3,279 |
| U.S. Government securities | $33,356,000 | 2,563 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,356,000 | 2,497 |
| 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 | $1,000 | 2,036 |
| 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 | $13,023,000 | 2,326 |
| Certificates of participation in pools of residential mortgages | $13,023,000 | 1,821 |
| Issued or guaranteed by U.S. | $13,023,000 | 1,806 |
| 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) | $33,357,000 | 616 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $33,356,000 | 3,227 |
| 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 | $30,114,000 | 3,553 |
| U.S. Government securities | $30,113,000 | 2,784 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,113,000 | 2,695 |
| 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 | $1,000 | 2,060 |
| 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 | $12,330,000 | 2,425 |
| Certificates of participation in pools of residential mortgages | $12,330,000 | 1,899 |
| Issued or guaranteed by U.S. | $12,330,000 | 1,887 |
| 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) | $30,114,000 | 667 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $30,113,000 | 3,492 |
| 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 | $13,047,000 | 5,713 |
| U.S. Government securities | $13,046,000 | 4,885 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,046,000 | 4,749 |
| 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 | $1,000 | 2,083 |
| 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 | $6,496,000 | 3,346 |
| Certificates of participation in pools of residential mortgages | $6,496,000 | 2,768 |
| Issued or guaranteed by U.S. | $6,496,000 | 2,757 |
| 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) | $13,047,000 | 1,238 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $13,046,000 | 5,654 |
| 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 | $10,807,000 | 6,209 |
| U.S. Government securities | $10,806,000 | 5,430 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,806,000 | 5,289 |
| 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 | $1,000 | 2,093 |
| 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 | $5,806,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $5,806,000 | 3,009 |
| Issued or guaranteed by U.S. | $5,806,000 | 2,996 |
| 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) | $10,807,000 | 1,386 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $10,806,000 | 6,144 |
| 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 | $12,047,000 | 6,043 |
| U.S. Government securities | $12,046,000 | 5,206 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,046,000 | 5,052 |
| 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 | $1,000 | 2,149 |
| 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 | $6,046,000 | 3,631 |
| Certificates of participation in pools of residential mortgages | $6,046,000 | 3,027 |
| Issued or guaranteed by U.S. | $6,046,000 | 3,016 |
| 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) | $12,047,000 | 1,327 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $12,046,000 | 5,971 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $11,355,000 | 6,216 |
| U.S. Government securities | $11,354,000 | 5,393 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,354,000 | 5,231 |
| 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 | $1,000 | 2,179 |
| 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 | $6,354,000 | 3,601 |
| Certificates of participation in pools of residential mortgages | $6,354,000 | 2,979 |
| Issued or guaranteed by U.S. | $6,354,000 | 2,969 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,355,000 | 1,387 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $11,354,000 | 6,152 |
| 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 | $10,590,000 | 6,372 |
| U.S. Government securities | $10,589,000 | 5,563 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,589,000 | 5,404 |
| 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 | $1,000 | 2,215 |
| 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 | $6,589,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $6,589,000 | 2,975 |
| Issued or guaranteed by U.S. | $6,589,000 | 2,970 |
| 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) | $10,590,000 | 1,443 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $10,589,000 | 6,304 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $11,129,000 | 6,333 |
| U.S. Government securities | $11,128,000 | 5,518 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,128,000 | 5,365 |
| 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 | $1,000 | 2,259 |
| 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 | $6,926,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $6,926,000 | 2,951 |
| Issued or guaranteed by U.S. | $6,926,000 | 2,944 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,129,000 | 1,406 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $11,128,000 | 6,254 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $11,334,000 | 6,294 |
| U.S. Government securities | $11,333,000 | 5,422 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,333,000 | 5,269 |
| 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 | $1,000 | 2,280 |
| 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 | $8,118,000 | 3,342 |
| Certificates of participation in pools of residential mortgages | $8,118,000 | 2,722 |
| Issued or guaranteed by U.S. | $8,118,000 | 2,711 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,334,000 | 1,349 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $11,333,000 | 6,209 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $11,382,000 | 6,323 |
| U.S. Government securities | $11,381,000 | 5,443 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,381,000 | 5,278 |
| 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 | $1,000 | 2,332 |
| 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 | $8,654,000 | 3,239 |
| Certificates of participation in pools of residential mortgages | $8,654,000 | 2,642 |
| Issued or guaranteed by U.S. | $8,654,000 | 2,630 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,382,000 | 1,354 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $11,381,000 | 6,239 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $13,600,000 | 5,800 |
| U.S. Government securities | $13,599,000 | 4,799 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,599,000 | 4,648 |
| 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 | $1,000 | 2,383 |
| 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 | $9,350,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | $9,350,000 | 2,501 |
| Issued or guaranteed by U.S. | $9,350,000 | 2,491 |
| 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) | $13,600,000 | 1,203 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $13,599,000 | 5,711 |
| 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 | $14,526,000 | 5,564 |
| U.S. Government securities | $14,525,000 | 4,594 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,525,000 | 4,442 |
| 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 | $1,000 | 2,384 |
| 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 | $10,233,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | $10,233,000 | 2,374 |
| Issued or guaranteed by U.S. | $10,233,000 | 2,363 |
| 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) | $14,526,000 | 1,135 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $14,525,000 | 5,461 |
| 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 | $17,502,000 | 5,069 |
| U.S. Government securities | $17,501,000 | 4,056 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,501,000 | 3,898 |
| 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 | $1,000 | 2,403 |
| 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 | $11,265,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $11,265,000 | 2,201 |
| Issued or guaranteed by U.S. | $11,265,000 | 2,191 |
| 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) | $17,502,000 | 1,018 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $17,501,000 | 4,967 |
| 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 | $14,522,000 | 5,542 |
| U.S. Government securities | $14,521,000 | 4,561 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,521,000 | 4,392 |
| 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 | $1,000 | 2,406 |
| 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 | $12,355,000 | 2,696 |
| Certificates of participation in pools of residential mortgages | $12,355,000 | 2,040 |
| Issued or guaranteed by U.S. | $12,355,000 | 2,031 |
| 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) | $14,522,000 | 1,173 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $14,521,000 | 5,447 |
| 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 | $16,385,000 | 5,133 |
| U.S. Government securities | $16,384,000 | 4,119 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,384,000 | 3,922 |
| 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 | $1,000 | 2,381 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,384,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | $16,384,000 | 1,518 |
| Issued or guaranteed by U.S. | $16,384,000 | 1,510 |
| 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) | $16,385,000 | 1,075 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $16,384,000 | 5,041 |
| 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 | $31,690,000 | 3,294 |
| U.S. Government securities | $31,689,000 | 2,520 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,689,000 | 2,323 |
| 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 | $1,000 | 8,164 |
| 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 | $20,620,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $20,620,000 | 1,049 |
| Issued or guaranteed by U.S. | $20,620,000 | 1,039 |
| 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) | $31,690,000 | 772 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $31,689,000 | 3,201 |
| 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 | $36,788,000 | 3,016 |
| U.S. Government securities | $36,787,000 | 2,282 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,787,000 | 2,036 |
| 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 | $1,000 | 8,250 |
| 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 | $25,719,000 | 1,354 |
| Certificates of participation in pools of residential mortgages | $25,719,000 | 957 |
| Issued or guaranteed by U.S. | $25,719,000 | 945 |
| 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) | $36,788,000 | 734 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $36,787,000 | 2,929 |
| 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 | $33,446,000 | 3,305 |
| U.S. Government securities | $33,445,000 | 2,555 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,445,000 | 2,144 |
| 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 | $1,000 | 8,224 |
| 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 | $27,370,000 | 1,389 |
| Certificates of participation in pools of residential mortgages | $27,370,000 | 970 |
| Issued or guaranteed by U.S. | $27,370,000 | 961 |
| 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) | $33,446,000 | 863 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $33,445,000 | 3,211 |
| 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 | $42,821,000 | 2,643 |
| U.S. Government securities | $42,820,000 | 2,106 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,820,000 | 1,662 |
| 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 | $1,000 | 8,377 |
| 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 | $34,577,000 | 1,143 |
| Certificates of participation in pools of residential mortgages | $34,577,000 | 846 |
| Issued or guaranteed by U.S. | $34,577,000 | 832 |
| 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) | $42,821,000 | 816 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $42,820,000 | 2,563 |
| 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 | $44,859,000 | 2,695 |
| U.S. Government securities | $44,518,000 | 2,190 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,518,000 | 1,652 |
| 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 | $1,000 | 8,546 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-340,000 | 1,178 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,278,000 | 1,221 |
| Certificates of participation in pools of residential mortgages | $34,278,000 | 893 |
| Issued or guaranteed by U.S. | $34,278,000 | 877 |
| 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) | $44,859,000 | 908 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $44,518,000 | 2,653 |
| 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 | $44,994,000 | 2,807 |
| U.S. Government securities | $44,319,000 | 2,276 |
| U.S. Treasury securities | $7,140,000 | 3,530 |
| U.S. Government agency obligations | $37,179,000 | 1,894 |
| 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 | $1,000 | 8,724 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-674,000 | 1,320 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,830,000 | 1,316 |
| Certificates of participation in pools of residential mortgages | $32,830,000 | 937 |
| Issued or guaranteed by U.S. | $32,830,000 | 917 |
| 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) | $43,822,000 | 974 |
| Available-for-sale securities (fair market value) | $1,172,000 | 9,865 |
| Total debt securities | $44,319,000 | 2,774 |
| 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 | $27,642,000 | 4,574 |
| U.S. Government securities | $27,260,000 | 3,784 |
| U.S. Treasury securities | $4,965,000 | 5,561 |
| U.S. Government agency obligations | $22,295,000 | 2,938 |
| 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 | $1,000 | 8,928 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-381,000 | 1,347 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,295,000 | 2,013 |
| Certificates of participation in pools of residential mortgages | $20,295,000 | 1,369 |
| Issued or guaranteed by U.S. | $20,295,000 | 1,351 |
| 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) | $27,642,000 | 2,633 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $27,260,000 | 4,547 |
| 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 | $28,460,000 | 4,690 |
| U.S. Government securities | $27,944,000 | 3,832 |
| U.S. Treasury securities | $4,962,000 | 5,794 |
| U.S. Government agency obligations | $22,982,000 | 2,929 |
| 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 | $1,000 | 9,081 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-515,000 | 1,510 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,482,000 | 2,092 |
| Certificates of participation in pools of residential mortgages | $22,482,000 | 1,361 |
| Issued or guaranteed by U.S. | $22,482,000 | 1,339 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $27,944,000 | 4,639 |
| 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 | $20,616,000 | 5,990 |
| U.S. Government securities | $20,579,000 | 4,953 |
| U.S. Treasury securities | $5,982,000 | 5,212 |
| U.S. Government agency obligations | $14,597,000 | 4,191 |
| 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 | $1,000 | 9,084 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-36,000 | 1,318 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,097,000 | 2,964 |
| Certificates of participation in pools of residential mortgages | $14,097,000 | 1,976 |
| Issued or guaranteed by U.S. | $14,097,000 | 1,937 |
| 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 | $20,579,000 | 5,894 |
| 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 |