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Auto Club Trust, FSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $161,028,000 | 1,186 |
| U.S. Government securities | $134,324,000 | 899 |
| U.S. Treasury securities | $1,824,000 | 2,361 |
| U.S. Government agency obligations | $132,500,000 | 788 |
| Securities issued by states & political subdivisions | $2,107,000 | 3,315 |
| Other domestic debt securities | $21,272,000 | 692 |
| Privately issued residential mortgage-backed securities | $285,000 | 568 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,684,000 | 211 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $8,303,000 | 727 |
| 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 | $134,876,000 | 693 |
| Mortgage-backed securities | $113,377,000 | 703 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $103,043,000 | 495 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,049,000 | 1,049 |
| Privately issued | $285,000 | 420 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $157,703,000 | 1,043 |
| Total debt securities | $157,703,000 | 1,189 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $160,399,000 | 1,175 |
| U.S. Government securities | $133,404,000 | 901 |
| U.S. Treasury securities | $1,774,000 | 2,432 |
| U.S. Government agency obligations | $131,630,000 | 791 |
| Securities issued by states & political subdivisions | $2,011,000 | 3,352 |
| Other domestic debt securities | $22,385,000 | 665 |
| Privately issued residential mortgage-backed securities | $292,000 | 550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,605,000 | 200 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $8,488,000 | 712 |
| 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 | $123,452,000 | 737 |
| Mortgage-backed securities | $113,235,000 | 681 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $102,448,000 | 490 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,495,000 | 1,010 |
| Privately issued | $292,000 | 416 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $157,800,000 | 1,033 |
| Total debt securities | $157,799,000 | 1,183 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $175,117,000 | 1,118 |
| U.S. Government securities | $147,601,000 | 856 |
| U.S. Treasury securities | $6,736,000 | 1,729 |
| U.S. Government agency obligations | $140,865,000 | 773 |
| Securities issued by states & political subdivisions | $2,087,000 | 3,378 |
| Other domestic debt securities | $24,012,000 | 644 |
| Privately issued residential mortgage-backed securities | $307,000 | 553 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,054,000 | 184 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $8,651,000 | 710 |
| 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 | $139,535,000 | 647 |
| Mortgage-backed securities | $121,229,000 | 671 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $109,925,000 | 477 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,997,000 | 997 |
| Privately issued | $307,000 | 411 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $173,700,000 | 967 |
| Total debt securities | $173,700,000 | 1,113 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $188,838,000 | 1,087 |
| U.S. Government securities | $156,738,000 | 847 |
| U.S. Treasury securities | $6,704,000 | 1,795 |
| U.S. Government agency obligations | $150,034,000 | 728 |
| Securities issued by states & political subdivisions | $2,121,000 | 3,429 |
| Other domestic debt securities | $26,821,000 | 641 |
| Privately issued residential mortgage-backed securities | $315,000 | 578 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,966,000 | 175 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $9,540,000 | 701 |
| 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 | $145,750,000 | 596 |
| Mortgage-backed securities | $129,729,000 | 663 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $117,802,000 | 470 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,612,000 | 1,008 |
| Privately issued | $315,000 | 423 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $185,680,000 | 960 |
| Total debt securities | $185,679,000 | 1,095 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $197,671,000 | 1,066 |
| U.S. Government securities | $161,623,000 | 839 |
| U.S. Treasury securities | $6,636,000 | 1,845 |
| U.S. Government agency obligations | $154,987,000 | 714 |
| Securities issued by states & political subdivisions | $2,056,000 | 3,486 |
| Other domestic debt securities | $30,337,000 | 601 |
| Privately issued residential mortgage-backed securities | $320,000 | 591 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,922,000 | 164 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $11,095,000 | 655 |
| 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 | $148,397,000 | 540 |
| Mortgage-backed securities | $133,200,000 | 662 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $120,917,000 | 466 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,963,000 | 1,004 |
| Privately issued | $320,000 | 422 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $194,016,000 | 922 |
| Total debt securities | $194,016,000 | 1,064 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $205,308,000 | 1,028 |
| U.S. Government securities | $164,449,000 | 835 |
| U.S. Treasury securities | $6,594,000 | 1,874 |
| U.S. Government agency obligations | $157,855,000 | 702 |
| Securities issued by states & political subdivisions | $2,112,000 | 3,507 |
| Other domestic debt securities | $36,410,000 | 505 |
| Privately issued residential mortgage-backed securities | $333,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,177,000 | 158 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $14,900,000 | 527 |
| 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 | $150,613,000 | 514 |
| Mortgage-backed securities | $136,097,000 | 656 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $123,238,000 | 462 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,526,000 | 989 |
| Privately issued | $333,000 | 430 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $202,971,000 | 899 |
| Total debt securities | $202,971,000 | 1,033 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $222,208,000 | 980 |
| U.S. Government securities | $164,474,000 | 835 |
| U.S. Treasury securities | $6,624,000 | 1,848 |
| U.S. Government agency obligations | $157,850,000 | 714 |
| Securities issued by states & political subdivisions | $2,157,000 | 3,551 |
| Other domestic debt securities | $51,030,000 | 385 |
| Privately issued residential mortgage-backed securities | $338,000 | 591 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,456,000 | 160 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $29,236,000 | 336 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,563,000 | 522 |
| Mortgage-backed securities | $133,759,000 | 689 |
| Certificates of participation in pools of residential mortgages | $120,298,000 | 497 |
| Issued or guaranteed by U.S. | $120,298,000 | 493 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $13,461,000 | 1,055 |
| CMOs issued by government agencies or sponsored agencies | $13,123,000 | 997 |
| Privately issued | $338,000 | 430 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $217,661,000 | 873 |
| Total debt securities | $217,663,000 | 986 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $253,985,000 | 854 |
| U.S. Government securities | $168,406,000 | 823 |
| U.S. Treasury securities | $6,753,000 | 1,640 |
| U.S. Government agency obligations | $161,653,000 | 713 |
| Securities issued by states & political subdivisions | $2,395,000 | 3,520 |
| Other domestic debt securities | $74,349,000 | 292 |
| Privately issued residential mortgage-backed securities | $346,000 | 573 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,242,000 | 147 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $48,761,000 | 203 |
| Foreign debt securities | $500,000 | 238 |
| 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 | $158,231,000 | 471 |
| Mortgage-backed securities | $136,593,000 | 695 |
| Certificates of participation in pools of residential mortgages | $122,168,000 | 501 |
| Issued or guaranteed by U.S. | $122,168,000 | 497 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $14,425,000 | 1,015 |
| CMOs issued by government agencies or sponsored agencies | $14,079,000 | 963 |
| Privately issued | $346,000 | 413 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $245,650,000 | 801 |
| Total debt securities | $245,648,000 | 884 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $263,415,000 | 800 |
| U.S. Government securities | $175,253,000 | 758 |
| U.S. Treasury securities | $6,955,000 | 1,221 |
| U.S. Government agency obligations | $168,298,000 | 692 |
| Securities issued by states & political subdivisions | $2,583,000 | 3,531 |
| Other domestic debt securities | $79,253,000 | 280 |
| Privately issued residential mortgage-backed securities | $350,000 | 543 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,676,000 | 152 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $54,227,000 | 182 |
| Foreign debt securities | $523,000 | 225 |
| 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 | $152,001,000 | 482 |
| Mortgage-backed securities | $144,690,000 | 653 |
| Certificates of participation in pools of residential mortgages | $128,953,000 | 483 |
| Issued or guaranteed by U.S. | $128,953,000 | 479 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $15,737,000 | 932 |
| CMOs issued by government agencies or sponsored agencies | $15,387,000 | 895 |
| Privately issued | $350,000 | 371 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $257,612,000 | 746 |
| Total debt securities | $257,611,000 | 809 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $260,467,000 | 776 |
| U.S. Government securities | $170,016,000 | 725 |
| U.S. Treasury securities | $12,036,000 | 773 |
| U.S. Government agency obligations | $157,980,000 | 709 |
| Securities issued by states & political subdivisions | $2,657,000 | 3,541 |
| Other domestic debt securities | $80,059,000 | 268 |
| Privately issued residential mortgage-backed securities | $340,000 | 514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,906,000 | 156 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $54,813,000 | 170 |
| Foreign debt securities | $530,000 | 213 |
| 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 | $161,946,000 | 447 |
| Mortgage-backed securities | $134,017,000 | 675 |
| Certificates of participation in pools of residential mortgages | $117,099,000 | 496 |
| Issued or guaranteed by U.S. | $117,099,000 | 493 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $16,918,000 | 882 |
| CMOs issued by government agencies or sponsored agencies | $16,578,000 | 848 |
| Privately issued | $340,000 | 353 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $253,262,000 | 716 |
| Total debt securities | $253,261,000 | 782 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $243,072,000 | 791 |
| U.S. Government securities | $158,001,000 | 727 |
| U.S. Treasury securities | $12,046,000 | 681 |
| U.S. Government agency obligations | $145,955,000 | 714 |
| Securities issued by states & political subdivisions | $2,611,000 | 3,555 |
| Other domestic debt securities | $79,758,000 | 257 |
| Privately issued residential mortgage-backed securities | $306,000 | 532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,603,000 | 160 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $54,849,000 | 165 |
| Foreign debt securities | $532,000 | 206 |
| 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 | $144,341,000 | 488 |
| Mortgage-backed securities | $123,818,000 | 686 |
| Certificates of participation in pools of residential mortgages | $105,754,000 | 510 |
| Issued or guaranteed by U.S. | $105,754,000 | 501 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $18,064,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $17,758,000 | 792 |
| Privately issued | $306,000 | 351 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $240,902,000 | 729 |
| Total debt securities | $240,904,000 | 786 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $256,215,000 | 692 |
| U.S. Government securities | $159,590,000 | 669 |
| U.S. Treasury securities | $10,078,000 | 575 |
| U.S. Government agency obligations | $149,512,000 | 657 |
| Securities issued by states & political subdivisions | $2,513,000 | 3,573 |
| Other domestic debt securities | $78,840,000 | 238 |
| Privately issued residential mortgage-backed securities | $293,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,498,000 | 166 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $56,049,000 | 141 |
| 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 | $145,813,000 | 467 |
| Mortgage-backed securities | $127,728,000 | 629 |
| Certificates of participation in pools of residential mortgages | $108,205,000 | 466 |
| Issued or guaranteed by U.S. | $108,205,000 | 457 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $19,523,000 | 763 |
| CMOs issued by government agencies or sponsored agencies | $19,230,000 | 728 |
| Privately issued | $293,000 | 347 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $241,480,000 | 658 |
| Total debt securities | $241,478,000 | 719 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $262,372,000 | 617 |
| U.S. Government securities | $167,038,000 | 566 |
| U.S. Treasury securities | $10,119,000 | 416 |
| U.S. Government agency obligations | $156,919,000 | 576 |
| Securities issued by states & political subdivisions | $2,675,000 | 3,532 |
| Other domestic debt securities | $83,079,000 | 211 |
| Privately issued residential mortgage-backed securities | $284,000 | 521 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,576,000 | 144 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $57,219,000 | 139 |
| Foreign debt securities | $540,000 | 208 |
| 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 | $139,169,000 | 469 |
| Mortgage-backed securities | $132,975,000 | 566 |
| Certificates of participation in pools of residential mortgages | $112,227,000 | 409 |
| Issued or guaranteed by U.S. | $112,227,000 | 405 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $20,748,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $20,464,000 | 713 |
| Privately issued | $284,000 | 342 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $253,332,000 | 588 |
| Total debt securities | $253,330,000 | 633 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $258,980,000 | 597 |
| U.S. Government securities | $182,262,000 | 509 |
| U.S. Treasury securities | $10,153,000 | 405 |
| U.S. Government agency obligations | $172,109,000 | 498 |
| Securities issued by states & political subdivisions | $2,657,000 | 3,486 |
| Other domestic debt securities | $72,404,000 | 224 |
| Privately issued residential mortgage-backed securities | $267,000 | 519 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,099,000 | 253 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $63,038,000 | 124 |
| Foreign debt securities | $541,000 | 212 |
| 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 | $143,080,000 | 443 |
| Mortgage-backed securities | $148,054,000 | 499 |
| Certificates of participation in pools of residential mortgages | $126,069,000 | 353 |
| Issued or guaranteed by U.S. | $126,069,000 | 349 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $21,985,000 | 721 |
| CMOs issued by government agencies or sponsored agencies | $21,718,000 | 693 |
| Privately issued | $267,000 | 331 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $257,864,000 | 547 |
| Total debt securities | $257,864,000 | 586 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $249,138,000 | 597 |
| U.S. Government securities | $181,402,000 | 504 |
| U.S. Treasury securities | $10,221,000 | 418 |
| U.S. Government agency obligations | $171,181,000 | 494 |
| Securities issued by states & political subdivisions | $2,556,000 | 3,483 |
| Other domestic debt securities | $63,751,000 | 238 |
| Privately issued residential mortgage-backed securities | $211,000 | 517 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $63,540,000 | 125 |
| Foreign debt securities | $537,000 | 212 |
| 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 | $134,799,000 | 457 |
| Mortgage-backed securities | $152,489,000 | 484 |
| Certificates of participation in pools of residential mortgages | $129,725,000 | 349 |
| Issued or guaranteed by U.S. | $129,725,000 | 344 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $22,764,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $22,553,000 | 699 |
| Privately issued | $211,000 | 329 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $248,246,000 | 545 |
| Total debt securities | $248,247,000 | 593 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $253,661,000 | 567 |
| U.S. Government securities | $183,863,000 | 509 |
| U.S. Treasury securities | $10,282,000 | 417 |
| U.S. Government agency obligations | $173,581,000 | 502 |
| Securities issued by states & political subdivisions | $2,533,000 | 3,448 |
| Other domestic debt securities | $60,776,000 | 231 |
| Privately issued residential mortgage-backed securities | $213,000 | 534 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $60,563,000 | 118 |
| Foreign debt securities | $481,000 | 247 |
| 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 | $127,910,000 | 460 |
| Mortgage-backed securities | $155,249,000 | 487 |
| Certificates of participation in pools of residential mortgages | $132,679,000 | 347 |
| Issued or guaranteed by U.S. | $132,679,000 | 336 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $22,570,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $22,357,000 | 725 |
| Privately issued | $213,000 | 335 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $247,653,000 | 532 |
| Total debt securities | $247,653,000 | 576 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $233,309,000 | 597 |
| U.S. Government securities | $161,259,000 | 570 |
| U.S. Treasury securities | $10,158,000 | 436 |
| U.S. Government agency obligations | $151,101,000 | 558 |
| Securities issued by states & political subdivisions | $2,469,000 | 3,454 |
| Other domestic debt securities | $65,542,000 | 219 |
| Privately issued residential mortgage-backed securities | $203,000 | 509 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $65,339,000 | 108 |
| Foreign debt securities | $516,000 | 202 |
| 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 | $118,285,000 | 485 |
| Mortgage-backed securities | $131,104,000 | 525 |
| Certificates of participation in pools of residential mortgages | $121,548,000 | 357 |
| Issued or guaranteed by U.S. | $121,548,000 | 348 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $9,556,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $9,353,000 | 1,174 |
| Privately issued | $203,000 | 334 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $229,786,000 | 547 |
| Total debt securities | $229,786,000 | 596 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $227,876,000 | 610 |
| U.S. Government securities | $157,910,000 | 573 |
| U.S. Treasury securities | $10,172,000 | 433 |
| U.S. Government agency obligations | $147,738,000 | 563 |
| Securities issued by states & political subdivisions | $2,536,000 | 3,471 |
| Other domestic debt securities | $59,325,000 | 229 |
| Privately issued residential mortgage-backed securities | $215,000 | 539 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $59,110,000 | 109 |
| Foreign debt securities | $517,000 | 211 |
| 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 | $103,005,000 | 530 |
| Mortgage-backed securities | $127,525,000 | 531 |
| Certificates of participation in pools of residential mortgages | $117,896,000 | 351 |
| Issued or guaranteed by U.S. | $117,896,000 | 343 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,629,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $9,414,000 | 1,176 |
| Privately issued | $215,000 | 329 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $220,288,000 | 558 |
| Total debt securities | $220,286,000 | 619 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $219,587,000 | 635 |
| U.S. Government securities | $158,780,000 | 587 |
| U.S. Treasury securities | $10,184,000 | 450 |
| U.S. Government agency obligations | $148,596,000 | 585 |
| Securities issued by states & political subdivisions | $2,429,000 | 3,538 |
| Other domestic debt securities | $52,221,000 | 230 |
| Privately issued residential mortgage-backed securities | $200,000 | 513 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $52,021,000 | 121 |
| Foreign debt securities | $1,594,000 | 152 |
| 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 | $103,503,000 | 533 |
| Mortgage-backed securities | $127,662,000 | 523 |
| Certificates of participation in pools of residential mortgages | $118,116,000 | 354 |
| Issued or guaranteed by U.S. | $118,116,000 | 353 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $9,546,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $9,346,000 | 1,181 |
| Privately issued | $200,000 | 338 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $215,024,000 | 570 |
| Total debt securities | $215,024,000 | 640 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $184,199,000 | 735 |
| U.S. Government securities | $142,312,000 | 639 |
| U.S. Treasury securities | $10,106,000 | 448 |
| U.S. Government agency obligations | $132,206,000 | 637 |
| Securities issued by states & political subdivisions | $2,307,000 | 3,636 |
| Other domestic debt securities | $34,703,000 | 297 |
| Privately issued residential mortgage-backed securities | $191,000 | 530 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $34,512,000 | 164 |
| Foreign debt securities | $1,546,000 | 155 |
| 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 | $88,696,000 | 618 |
| Mortgage-backed securities | $115,903,000 | 553 |
| Certificates of participation in pools of residential mortgages | $106,558,000 | 393 |
| Issued or guaranteed by U.S. | $106,558,000 | 392 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,345,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $9,154,000 | 1,191 |
| Privately issued | $191,000 | 354 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $180,868,000 | 654 |
| Total debt securities | $180,868,000 | 735 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $149,605,000 | 899 |
| U.S. Government securities | $118,574,000 | 740 |
| U.S. Treasury securities | $10,074,000 | 442 |
| U.S. Government agency obligations | $108,500,000 | 747 |
| Securities issued by states & political subdivisions | $2,250,000 | 3,710 |
| Other domestic debt securities | $21,740,000 | 378 |
| 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 | $21,740,000 | 234 |
| Foreign debt securities | $1,463,000 | 162 |
| Equity securities | $5,578,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,833,000 | 550 |
| Mortgage-backed securities | $99,668,000 | 634 |
| Certificates of participation in pools of residential mortgages | $90,636,000 | 443 |
| Issued or guaranteed by U.S. | $90,636,000 | 440 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,032,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $9,032,000 | 1,185 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $149,605,000 | 794 |
| Total debt securities | $144,028,000 | 922 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $147,624,000 | 902 |
| U.S. Government securities | $141,702,000 | 647 |
| U.S. Treasury securities | $12,648,000 | 372 |
| U.S. Government agency obligations | $129,054,000 | 654 |
| Securities issued by states & political subdivisions | $2,179,000 | 3,786 |
| Other domestic debt securities | $2,716,000 | 1,092 |
| 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 | $2,716,000 | 826 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,027,000 | 258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,827,000 | 576 |
| Mortgage-backed securities | $129,054,000 | 518 |
| Certificates of participation in pools of residential mortgages | $120,217,000 | 351 |
| Issued or guaranteed by U.S. | $120,217,000 | 349 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,835,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $8,835,000 | 1,182 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,000 | 1,724 |
| Commercial mortgage pass-through securities | $2,000 | 1,360 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $147,624,000 | 799 |
| Total debt securities | $146,596,000 | 902 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $153,357,000 | 897 |
| U.S. Government securities | $146,836,000 | 623 |
| U.S. Treasury securities | $12,666,000 | 357 |
| U.S. Government agency obligations | $134,170,000 | 635 |
| Securities issued by states & political subdivisions | $2,225,000 | 3,822 |
| Other domestic debt securities | $3,274,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $476,000 | 604 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $2,798,000 | 819 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,022,000 | 268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,242,000 | 568 |
| Mortgage-backed securities | $134,646,000 | 501 |
| Certificates of participation in pools of residential mortgages | $125,715,000 | 341 |
| Issued or guaranteed by U.S. | $125,715,000 | 338 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $8,931,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $8,455,000 | 1,215 |
| Privately issued | $476,000 | 308 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $153,357,000 | 789 |
| Total debt securities | $152,335,000 | 890 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $148,438,000 | 930 |
| U.S. Government securities | $141,531,000 | 649 |
| U.S. Treasury securities | $2,723,000 | 835 |
| U.S. Government agency obligations | $138,808,000 | 627 |
| Securities issued by states & political subdivisions | $2,252,000 | 3,861 |
| Other domestic debt securities | $3,291,000 | 994 |
| Privately issued residential mortgage-backed securities | $490,000 | 341 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $2,801,000 | 826 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,364,000 | 262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,917,000 | 563 |
| Mortgage-backed securities | $139,298,000 | 487 |
| Certificates of participation in pools of residential mortgages | $130,293,000 | 339 |
| Issued or guaranteed by U.S. | $130,293,000 | 338 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,005,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $8,515,000 | 1,193 |
| Privately issued | $490,000 | 317 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $148,438,000 | 818 |
| Total debt securities | $147,075,000 | 925 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $145,296,000 | 967 |
| U.S. Government securities | $138,191,000 | 674 |
| U.S. Treasury securities | $2,791,000 | 778 |
| U.S. Government agency obligations | $135,400,000 | 647 |
| Securities issued by states & political subdivisions | $2,302,000 | 3,910 |
| Other domestic debt securities | $3,456,000 | 967 |
| Privately issued residential mortgage-backed securities | $508,000 | 344 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $2,948,000 | 813 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,347,000 | 442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,871,000 | 556 |
| Mortgage-backed securities | $135,908,000 | 489 |
| Certificates of participation in pools of residential mortgages | $126,716,000 | 342 |
| Issued or guaranteed by U.S. | $126,716,000 | 341 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $9,192,000 | 1,187 |
| CMOs issued by government agencies or sponsored agencies | $8,684,000 | 1,176 |
| Privately issued | $508,000 | 323 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $145,296,000 | 851 |
| Total debt securities | $143,948,000 | 960 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $151,410,000 | 938 |
| U.S. Government securities | $143,334,000 | 648 |
| U.S. Treasury securities | $2,809,000 | 748 |
| U.S. Government agency obligations | $140,525,000 | 623 |
| Securities issued by states & political subdivisions | $2,306,000 | 3,967 |
| Other domestic debt securities | $3,423,000 | 995 |
| Privately issued residential mortgage-backed securities | $525,000 | 344 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $2,898,000 | 850 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,347,000 | 349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,883,000 | 623 |
| Mortgage-backed securities | $141,050,000 | 474 |
| Certificates of participation in pools of residential mortgages | $131,738,000 | 333 |
| Issued or guaranteed by U.S. | $131,738,000 | 332 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $9,312,000 | 1,180 |
| CMOs issued by government agencies or sponsored agencies | $8,787,000 | 1,161 |
| Privately issued | $525,000 | 325 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $151,410,000 | 813 |
| Total debt securities | $149,063,000 | 936 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $161,946,000 | 889 |
| U.S. Government securities | $151,349,000 | 624 |
| U.S. Treasury securities | $6,707,000 | 486 |
| U.S. Government agency obligations | $144,642,000 | 614 |
| Securities issued by states & political subdivisions | $2,307,000 | 3,991 |
| Other domestic debt securities | $3,427,000 | 1,010 |
| Privately issued residential mortgage-backed securities | $536,000 | 353 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,891,000 | 866 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $4,863,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,002,000 | 683 |
| Mortgage-backed securities | $145,178,000 | 473 |
| Certificates of participation in pools of residential mortgages | $135,838,000 | 331 |
| Issued or guaranteed by U.S. | $135,838,000 | 330 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,340,000 | 1,191 |
| CMOs issued by government agencies or sponsored agencies | $8,804,000 | 1,168 |
| Privately issued | $536,000 | 332 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $161,946,000 | 773 |
| Total debt securities | $157,084,000 | 901 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $165,074,000 | 885 |
| U.S. Government securities | $154,951,000 | 618 |
| U.S. Treasury securities | $6,640,000 | 513 |
| U.S. Government agency obligations | $148,311,000 | 602 |
| Securities issued by states & political subdivisions | $2,258,000 | 4,046 |
| Other domestic debt securities | $3,274,000 | 1,055 |
| Privately issued residential mortgage-backed securities | $544,000 | 376 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $2,730,000 | 901 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $4,591,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,253,000 | 676 |
| Mortgage-backed securities | $148,855,000 | 464 |
| Certificates of participation in pools of residential mortgages | $139,555,000 | 321 |
| Issued or guaranteed by U.S. | $139,555,000 | 320 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,300,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $8,756,000 | 1,173 |
| Privately issued | $544,000 | 354 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $165,074,000 | 780 |
| Total debt securities | $160,483,000 | 890 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $171,804,000 | 847 |
| U.S. Government securities | $159,302,000 | 593 |
| U.S. Treasury securities | $6,608,000 | 513 |
| U.S. Government agency obligations | $152,694,000 | 580 |
| Securities issued by states & political subdivisions | $2,245,000 | 4,087 |
| Other domestic debt securities | $3,315,000 | 1,053 |
| Privately issued residential mortgage-backed securities | $554,000 | 391 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $2,761,000 | 884 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $6,942,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,576,000 | 1,125 |
| Mortgage-backed securities | $153,248,000 | 456 |
| Certificates of participation in pools of residential mortgages | $149,897,000 | 298 |
| Issued or guaranteed by U.S. | $149,897,000 | 297 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,351,000 | 1,846 |
| CMOs issued by government agencies or sponsored agencies | $2,797,000 | 1,881 |
| Privately issued | $554,000 | 368 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $171,804,000 | 737 |
| Total debt securities | $164,862,000 | 865 |
| 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 | $165,172,000 | 875 |
| U.S. Government securities | $163,252,000 | 591 |
| U.S. Treasury securities | $1,000,000 | 984 |
| U.S. Government agency obligations | $162,252,000 | 566 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $1,920,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,980,000 | 1,053 |
| Mortgage-backed securities | $162,252,000 | 440 |
| Certificates of participation in pools of residential mortgages | $158,744,000 | 277 |
| Issued or guaranteed by U.S. | $158,744,000 | 276 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,508,000 | 1,825 |
| CMOs issued by government agencies or sponsored agencies | $3,508,000 | 1,758 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $165,172,000 | 767 |
| Total debt securities | $163,262,000 | 870 |
| 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 | $152,992,000 | 938 |
| U.S. Government securities | $148,477,000 | 638 |
| U.S. Treasury securities | $1,001,000 | 1,014 |
| U.S. Government agency obligations | $147,476,000 | 607 |
| Securities issued by states & political subdivisions | $1,030,000 | 4,524 |
| Other domestic debt securities | $1,565,000 | 1,411 |
| Privately issued residential mortgage-backed securities | $1,565,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $1,920,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,597,000 | 929 |
| Mortgage-backed securities | $149,041,000 | 474 |
| Certificates of participation in pools of residential mortgages | $145,487,000 | 306 |
| Issued or guaranteed by U.S. | $145,487,000 | 305 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,554,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $1,989,000 | 2,130 |
| Privately issued | $1,565,000 | 276 |
| 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) | $152,992,000 | 822 |
| Total debt securities | $151,072,000 | 940 |
| 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 | $133,571,000 | 1,074 |
| U.S. Government securities | $107,917,000 | 865 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $107,917,000 | 830 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $25,654,000 | 342 |
| 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 | $25,654,000 | 226 |
| 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 | $64,227,000 | 915 |
| Mortgage-backed securities | $107,917,000 | 614 |
| Certificates of participation in pools of residential mortgages | $98,174,000 | 434 |
| Issued or guaranteed by U.S. | $98,174,000 | 433 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,743,000 | 1,182 |
| CMOs issued by government agencies or sponsored agencies | $9,743,000 | 1,122 |
| 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) | $133,571,000 | 949 |
| Total debt securities | $133,571,000 | 1,065 |
| 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 | $100,303,000 | 1,396 |
| U.S. Government securities | $75,230,000 | 1,208 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $75,230,000 | 1,144 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $25,073,000 | 334 |
| 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 | $25,073,000 | 223 |
| 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 | $33,785,000 | 1,506 |
| Mortgage-backed securities | $75,230,000 | 811 |
| Certificates of participation in pools of residential mortgages | $65,841,000 | 634 |
| Issued or guaranteed by U.S. | $65,841,000 | 634 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,389,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $9,389,000 | 1,152 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $100,303,000 | 1,225 |
| Total debt securities | $100,303,000 | 1,377 |
| 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 | $122,366,000 | 1,170 |
| U.S. Government securities | $90,499,000 | 1,027 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $90,499,000 | 975 |
| Securities issued by states & political subdivisions | $1,185,000 | 4,572 |
| Other domestic debt securities | $30,682,000 | 300 |
| 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 | $30,682,000 | 196 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,405,000 | 3,229 |
| Mortgage-backed securities | $90,499,000 | 692 |
| Certificates of participation in pools of residential mortgages | $80,903,000 | 512 |
| Issued or guaranteed by U.S. | $80,903,000 | 512 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,596,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $9,596,000 | 1,163 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $122,366,000 | 1,033 |
| Total debt securities | $122,365,000 | 1,162 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $104,279,000 | 1,383 |
| U.S. Government securities | $78,292,000 | 1,225 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $78,292,000 | 1,160 |
| Securities issued by states & political subdivisions | $2,132,000 | 4,295 |
| Other domestic debt securities | $23,855,000 | 352 |
| 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 | $23,855,000 | 231 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,402,000 | 3,252 |
| Mortgage-backed securities | $78,292,000 | 811 |
| Certificates of participation in pools of residential mortgages | $68,885,000 | 609 |
| Issued or guaranteed by U.S. | $68,885,000 | 608 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,407,000 | 1,296 |
| CMOs issued by government agencies or sponsored agencies | $9,407,000 | 1,233 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $104,279,000 | 1,216 |
| Total debt securities | $104,281,000 | 1,358 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $75,342,000 | 1,857 |
| U.S. Government securities | $57,160,000 | 1,606 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $57,160,000 | 1,529 |
| Securities issued by states & political subdivisions | $1,199,000 | 4,599 |
| Other domestic debt securities | $16,983,000 | 436 |
| 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 | $16,983,000 | 295 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,907,000 | 3,214 |
| Mortgage-backed securities | $57,160,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | $48,151,000 | 850 |
| Issued or guaranteed by U.S. | $48,151,000 | 850 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,009,000 | 1,369 |
| CMOs issued by government agencies or sponsored agencies | $9,009,000 | 1,303 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $75,342,000 | 1,679 |
| Total debt securities | $75,342,000 | 1,840 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $35,158,000 | 3,261 |
| U.S. Government securities | $29,303,000 | 2,659 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $29,303,000 | 2,577 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $5,855,000 | 800 |
| 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 | $5,855,000 | 584 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,079,000 | 5,149 |
| Mortgage-backed securities | $29,303,000 | 1,766 |
| Certificates of participation in pools of residential mortgages | $21,527,000 | 1,598 |
| Issued or guaranteed by U.S. | $21,527,000 | 1,596 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,776,000 | 1,487 |
| CMOs issued by government agencies or sponsored agencies | $7,776,000 | 1,423 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $35,158,000 | 2,977 |
| Total debt securities | $35,159,000 | 3,239 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $39,120,000 | 3,113 |
| U.S. Government securities | $30,307,000 | 2,681 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $30,307,000 | 2,600 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $8,813,000 | 651 |
| 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 | $8,813,000 | 449 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,221,000 | 3,221 |
| Mortgage-backed securities | $30,307,000 | 1,789 |
| Certificates of participation in pools of residential mortgages | $22,745,000 | 1,567 |
| Issued or guaranteed by U.S. | $22,745,000 | 1,567 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $7,562,000 | 1,528 |
| CMOs issued by government agencies or sponsored agencies | $7,562,000 | 1,452 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $39,120,000 | 2,838 |
| Total debt securities | $39,120,000 | 3,086 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $40,720,000 | 3,072 |
| U.S. Government securities | $31,839,000 | 2,635 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $31,839,000 | 2,551 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $8,881,000 | 667 |
| 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 | $8,881,000 | 461 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $31,839,000 | 1,769 |
| Certificates of participation in pools of residential mortgages | $24,284,000 | 1,528 |
| Issued or guaranteed by U.S. | $24,284,000 | 1,528 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,555,000 | 1,541 |
| CMOs issued by government agencies or sponsored agencies | $7,555,000 | 1,473 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $40,720,000 | 2,790 |
| Total debt securities | $40,720,000 | 3,050 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $41,406,000 | 3,057 |
| U.S. Government securities | $32,718,000 | 2,614 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $32,718,000 | 2,541 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $8,688,000 | 702 |
| 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 | $8,688,000 | 486 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $32,718,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | $25,287,000 | 1,494 |
| Issued or guaranteed by U.S. | $25,287,000 | 1,493 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,431,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $7,431,000 | 1,490 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $41,406,000 | 2,781 |
| Total debt securities | $41,407,000 | 3,029 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $42,373,000 | 3,013 |
| U.S. Government securities | $33,892,000 | 2,544 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $33,892,000 | 2,471 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $8,481,000 | 740 |
| 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 | $8,481,000 | 503 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $33,892,000 | 1,697 |
| Certificates of participation in pools of residential mortgages | $26,671,000 | 1,450 |
| Issued or guaranteed by U.S. | $26,671,000 | 1,449 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,221,000 | 1,592 |
| CMOs issued by government agencies or sponsored agencies | $7,221,000 | 1,516 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $42,373,000 | 2,741 |
| Total debt securities | $42,372,000 | 2,983 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $43,429,000 | 2,984 |
| U.S. Government securities | $34,881,000 | 2,498 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $34,881,000 | 2,430 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $8,548,000 | 758 |
| 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 | $8,548,000 | 517 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $34,881,000 | 1,668 |
| Certificates of participation in pools of residential mortgages | $27,413,000 | 1,429 |
| Issued or guaranteed by U.S. | $27,413,000 | 1,427 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,468,000 | 1,583 |
| CMOs issued by government agencies or sponsored agencies | $7,468,000 | 1,502 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $43,429,000 | 2,724 |
| Total debt securities | $43,429,000 | 2,954 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $46,582,000 | 2,823 |
| U.S. Government securities | $38,015,000 | 2,337 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $38,015,000 | 2,265 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $8,567,000 | 767 |
| 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 | $8,567,000 | 523 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $38,015,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $30,276,000 | 1,301 |
| Issued or guaranteed by U.S. | $30,276,000 | 1,301 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,739,000 | 1,587 |
| CMOs issued by government agencies or sponsored agencies | $7,739,000 | 1,503 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $46,582,000 | 2,592 |
| Total debt securities | $46,582,000 | 2,797 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $51,857,000 | 2,631 |
| U.S. Government securities | $42,773,000 | 2,163 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $42,773,000 | 2,106 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $9,084,000 | 753 |
| 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 | $9,084,000 | 500 |
| 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 | $42,773,000 | 1,474 |
| Certificates of participation in pools of residential mortgages | $34,607,000 | 1,177 |
| Issued or guaranteed by U.S. | $34,607,000 | 1,175 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,166,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $8,166,000 | 1,514 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $51,857,000 | 2,427 |
| Total debt securities | $51,857,000 | 2,608 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $54,169,000 | 2,486 |
| U.S. Government securities | $44,961,000 | 2,029 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $44,961,000 | 1,970 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $9,208,000 | 734 |
| 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 | $9,208,000 | 479 |
| 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 | $44,961,000 | 1,404 |
| Certificates of participation in pools of residential mortgages | $36,727,000 | 1,108 |
| Issued or guaranteed by U.S. | $36,727,000 | 1,106 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,234,000 | 1,653 |
| CMOs issued by government agencies or sponsored agencies | $8,234,000 | 1,552 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $54,169,000 | 2,281 |
| Total debt securities | $54,167,000 | 2,462 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $55,277,000 | 2,472 |
| U.S. Government securities | $48,035,000 | 1,964 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $48,035,000 | 1,925 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $7,242,000 | 865 |
| 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 | $7,242,000 | 587 |
| 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 | $48,035,000 | 1,406 |
| Certificates of participation in pools of residential mortgages | $40,423,000 | 1,081 |
| Issued or guaranteed by U.S. | $40,423,000 | 1,079 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,612,000 | 1,769 |
| CMOs issued by government agencies or sponsored agencies | $7,612,000 | 1,674 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $55,277,000 | 2,263 |
| Total debt securities | $55,277,000 | 2,450 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $61,205,000 | 2,281 |
| U.S. Government securities | $57,095,000 | 1,733 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $57,095,000 | 1,690 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $4,110,000 | 1,174 |
| 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 | $4,110,000 | 835 |
| 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 | $57,095,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | $51,681,000 | 897 |
| Issued or guaranteed by U.S. | $51,681,000 | 895 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,414,000 | 2,055 |
| CMOs issued by government agencies or sponsored agencies | $5,414,000 | 1,958 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $61,205,000 | 2,083 |
| Total debt securities | $61,205,000 | 2,261 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $62,455,000 | 2,246 |
| U.S. Government securities | $61,954,000 | 1,665 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $61,954,000 | 1,621 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $501,000 | 2,335 |
| 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 | $501,000 | 1,805 |
| 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 | $61,954,000 | 1,179 |
| Certificates of participation in pools of residential mortgages | $56,950,000 | 813 |
| Issued or guaranteed by U.S. | $56,950,000 | 813 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,004,000 | 2,147 |
| CMOs issued by government agencies or sponsored agencies | $5,004,000 | 2,042 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $62,455,000 | 2,048 |
| Total debt securities | $62,455,000 | 2,227 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $66,631,000 | 2,070 |
| U.S. Government securities | $66,631,000 | 1,502 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $66,631,000 | 1,459 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $66,631,000 | 1,051 |
| Certificates of participation in pools of residential mortgages | $66,631,000 | 678 |
| Issued or guaranteed by U.S. | $66,631,000 | 676 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $66,631,000 | 1,881 |
| Total debt securities | $66,631,000 | 2,049 |
| 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 | $62,278,000 | 2,110 |
| U.S. Government securities | $62,278,000 | 1,531 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $62,278,000 | 1,483 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $62,278,000 | 1,083 |
| Certificates of participation in pools of residential mortgages | $62,278,000 | 696 |
| Issued or guaranteed by U.S. | $62,278,000 | 692 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $62,278,000 | 1,910 |
| Total debt securities | $62,278,000 | 2,091 |
| 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 | $50,084,000 | 2,556 |
| U.S. Government securities | $50,084,000 | 1,849 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,084,000 | 1,799 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,084,000 | 1,263 |
| Certificates of participation in pools of residential mortgages | $50,084,000 | 832 |
| Issued or guaranteed by U.S. | $50,084,000 | 829 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $50,084,000 | 2,315 |
| Total debt securities | $50,084,000 | 2,528 |
| 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 | $5,677,000 | 6,453 |
| U.S. Government securities | $5,677,000 | 5,882 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,677,000 | 5,752 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,677,000 | 3,940 |
| Certificates of participation in pools of residential mortgages | $5,677,000 | 3,302 |
| Issued or guaranteed by U.S. | $5,677,000 | 3,296 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $5,677,000 | 5,985 |
| Total debt securities | $5,677,000 | 6,420 |
| 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 | $5,863,000 | 6,384 |
| U.S. Government securities | $5,863,000 | 5,718 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,863,000 | 5,596 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,863,000 | 3,834 |
| Certificates of participation in pools of residential mortgages | $5,863,000 | 3,152 |
| Issued or guaranteed by U.S. | $5,863,000 | 3,146 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $5,863,000 | 5,896 |
| Total debt securities | $5,863,000 | 6,356 |
| 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 | $5,778,000 | 6,413 |
| U.S. Government securities | $5,778,000 | 5,732 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,778,000 | 5,611 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,778,000 | 3,848 |
| Certificates of participation in pools of residential mortgages | $5,778,000 | 3,129 |
| Issued or guaranteed by U.S. | $5,778,000 | 3,121 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,778,000 | 5,910 |
| Total debt securities | $5,778,000 | 6,373 |
| 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 | $5,799,000 | 6,502 |
| U.S. Government securities | $5,799,000 | 5,844 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,799,000 | 5,730 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,799,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $5,799,000 | 3,168 |
| Issued or guaranteed by U.S. | $5,799,000 | 3,159 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $5,799,000 | 5,988 |
| Total debt securities | $5,799,000 | 6,460 |
| 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 | $5,491,000 | 6,638 |
| U.S. Government securities | $5,491,000 | 6,003 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,491,000 | 5,886 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,491,000 | 3,988 |
| Certificates of participation in pools of residential mortgages | $5,491,000 | 3,335 |
| Issued or guaranteed by U.S. | $5,491,000 | 3,328 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,491,000 | 6,112 |
| Total debt securities | $5,491,000 | 6,597 |
| 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 | $5,826,000 | 6,574 |
| U.S. Government securities | $5,826,000 | 5,901 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,826,000 | 5,795 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,826,000 | 3,967 |
| Certificates of participation in pools of residential mortgages | $5,826,000 | 3,320 |
| Issued or guaranteed by U.S. | $5,826,000 | 3,312 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $5,826,000 | 6,048 |
| Total debt securities | $5,826,000 | 6,538 |
| 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 | $5,424,000 | 6,712 |
| U.S. Government securities | $5,424,000 | 6,040 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,424,000 | 5,945 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,424,000 | 4,125 |
| Certificates of participation in pools of residential mortgages | $5,424,000 | 3,527 |
| Issued or guaranteed by U.S. | $5,424,000 | 3,516 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $5,424,000 | 6,184 |
| Total debt securities | $5,424,000 | 6,673 |
| 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 | $5,853,000 | 6,633 |
| U.S. Government securities | $5,853,000 | 5,942 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,853,000 | 5,857 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,853,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $5,853,000 | 3,465 |
| Issued or guaranteed by U.S. | $5,853,000 | 3,452 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $5,853,000 | 6,104 |
| Total debt securities | $5,853,000 | 6,588 |
| 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 | $5,678,000 | 6,728 |
| U.S. Government securities | $5,678,000 | 6,105 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,678,000 | 6,025 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,678,000 | 4,206 |
| Certificates of participation in pools of residential mortgages | $5,678,000 | 3,593 |
| Issued or guaranteed by U.S. | $5,678,000 | 3,583 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $5,678,000 | 6,168 |
| Total debt securities | $5,678,000 | 6,690 |
| 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 | $5,432,000 | 6,834 |
| U.S. Government securities | $5,432,000 | 6,275 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,432,000 | 6,191 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,432,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $5,432,000 | 3,610 |
| Issued or guaranteed by U.S. | $5,432,000 | 3,596 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,432,000 | 6,265 |
| Total debt securities | $5,432,000 | 6,797 |
| 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 | $4,992,000 | 6,917 |
| U.S. Government securities | $4,992,000 | 6,394 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,992,000 | 6,299 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,992,000 | 4,215 |
| Certificates of participation in pools of residential mortgages | $4,992,000 | 3,653 |
| Issued or guaranteed by U.S. | $4,992,000 | 3,641 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,992,000 | 6,326 |
| Total debt securities | $4,992,000 | 6,876 |
| 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 | $5,187,000 | 6,939 |
| U.S. Government securities | $5,187,000 | 6,390 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,187,000 | 6,302 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,187,000 | 4,159 |
| Certificates of participation in pools of residential mortgages | $5,187,000 | 3,591 |
| Issued or guaranteed by U.S. | $5,187,000 | 3,575 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $5,187,000 | 6,358 |
| Total debt securities | $5,187,000 | 6,883 |
| 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 | $4,886,000 | 7,036 |
| U.S. Government securities | $4,886,000 | 6,507 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,886,000 | 6,412 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,886,000 | 4,135 |
| Certificates of participation in pools of residential mortgages | $4,886,000 | 3,557 |
| Issued or guaranteed by U.S. | $4,886,000 | 3,542 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $4,886,000 | 6,447 |
| Total debt securities | $4,886,000 | 6,973 |
| 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 | $5,115,000 | 7,051 |
| U.S. Government securities | $5,115,000 | 6,549 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,115,000 | 6,443 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,115,000 | 3,798 |
| Certificates of participation in pools of residential mortgages | $5,115,000 | 3,192 |
| Issued or guaranteed by U.S. | $5,115,000 | 3,177 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,115,000 | 6,412 |
| Total debt securities | $5,115,000 | 6,999 |
| 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 | $4,736,000 | 7,195 |
| U.S. Government securities | $4,736,000 | 6,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,736,000 | 6,648 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,736,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | $4,736,000 | 3,141 |
| Issued or guaranteed by U.S. | $4,736,000 | 3,126 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $4,736,000 | 6,553 |
| Total debt securities | $4,736,000 | 7,150 |
| 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 | $4,638,000 | 7,253 |
| U.S. Government securities | $4,638,000 | 6,818 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,638,000 | 6,697 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,638,000 | 3,745 |
| Certificates of participation in pools of residential mortgages | $4,638,000 | 3,106 |
| Issued or guaranteed by U.S. | $4,638,000 | 3,093 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $4,638,000 | 6,597 |
| Total debt securities | $4,638,000 | 7,209 |
| 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 | $4,481,000 | 7,351 |
| U.S. Government securities | $4,481,000 | 6,914 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,481,000 | 6,779 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,481,000 | 3,770 |
| Certificates of participation in pools of residential mortgages | $4,481,000 | 3,151 |
| Issued or guaranteed by U.S. | $4,481,000 | 3,136 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,481,000 | 6,663 |
| Total debt securities | $4,481,000 | 7,301 |
| 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 | $3,757,000 | 7,552 |
| U.S. Government securities | $3,757,000 | 7,164 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,757,000 | 7,044 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,757,000 | 4,016 |
| Certificates of participation in pools of residential mortgages | $3,757,000 | 3,401 |
| Issued or guaranteed by U.S. | $3,757,000 | 3,387 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $3,757,000 | 6,838 |
| Total debt securities | $3,757,000 | 7,505 |
| 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 | $3,921,000 | 7,594 |
| U.S. Government securities | $3,921,000 | 7,202 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,921,000 | 7,068 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,921,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $3,921,000 | 3,363 |
| Issued or guaranteed by U.S. | $3,921,000 | 3,346 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $3,921,000 | 6,867 |
| Total debt securities | $3,921,000 | 7,543 |
| 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 | $3,410,000 | 7,760 |
| U.S. Government securities | $3,410,000 | 7,387 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,410,000 | 7,248 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,410,000 | 4,106 |
| Certificates of participation in pools of residential mortgages | $3,410,000 | 3,524 |
| Issued or guaranteed by U.S. | $3,410,000 | 3,511 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $3,410,000 | 6,998 |
| Total debt securities | $3,410,000 | 7,713 |
| 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 | $3,269,000 | 7,845 |
| U.S. Government securities | $3,269,000 | 7,480 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,269,000 | 7,340 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,269,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $3,269,000 | 3,630 |
| Issued or guaranteed by U.S. | $3,269,000 | 3,614 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $3,269,000 | 7,072 |
| Total debt securities | $3,269,000 | 7,797 |
| 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 | $3,446,000 | 7,844 |
| U.S. Government securities | $3,446,000 | 7,450 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,446,000 | 7,305 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,446,000 | 4,160 |
| Certificates of participation in pools of residential mortgages | $3,446,000 | 3,573 |
| Issued or guaranteed by U.S. | $3,446,000 | 3,558 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $3,446,000 | 7,061 |
| Total debt securities | $3,446,000 | 7,792 |
| 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 | $3,490,000 | 7,853 |
| U.S. Government securities | $3,490,000 | 7,469 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,490,000 | 7,321 |
| 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 | $0 | 2,096 |
| 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 | $3,490,000 | 4,197 |
| Certificates of participation in pools of residential mortgages | $3,490,000 | 3,601 |
| Issued or guaranteed by U.S. | $3,490,000 | 3,587 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $3,490,000 | 7,073 |
| Total debt securities | $3,490,000 | 7,803 |
| 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 | $3,480,000 | 7,897 |
| U.S. Government securities | $3,480,000 | 7,499 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,480,000 | 7,349 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,480,000 | 4,298 |
| Certificates of participation in pools of residential mortgages | $3,480,000 | 3,702 |
| Issued or guaranteed by U.S. | $3,480,000 | 3,688 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $3,480,000 | 7,111 |
| Total debt securities | $3,480,000 | 7,840 |
| 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 | $3,616,000 | 7,947 |
| U.S. Government securities | $3,616,000 | 7,529 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,616,000 | 7,360 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,616,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $3,616,000 | 3,740 |
| Issued or guaranteed by U.S. | $3,616,000 | 3,730 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $3,616,000 | 7,151 |
| Total debt securities | $3,616,000 | 7,889 |
| 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 | $3,236,000 | 8,086 |
| U.S. Government securities | $3,236,000 | 7,665 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,236,000 | 7,506 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,236,000 | 4,522 |
| Certificates of participation in pools of residential mortgages | $3,236,000 | 3,920 |
| Issued or guaranteed by U.S. | $3,236,000 | 3,911 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $3,236,000 | 7,282 |
| Total debt securities | $3,236,000 | 8,023 |
| 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 | $3,286,000 | 8,093 |
| U.S. Government securities | $3,286,000 | 7,670 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,286,000 | 7,519 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,286,000 | 4,535 |
| Certificates of participation in pools of residential mortgages | $3,286,000 | 3,932 |
| Issued or guaranteed by U.S. | $3,286,000 | 3,923 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $3,286,000 | 7,280 |
| Total debt securities | $3,286,000 | 8,029 |
| 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 | $3,225,000 | 8,188 |
| U.S. Government securities | $3,225,000 | 7,774 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,225,000 | 7,619 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,225,000 | 4,597 |
| Certificates of participation in pools of residential mortgages | $3,225,000 | 3,985 |
| Issued or guaranteed by U.S. | $3,225,000 | 3,976 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $3,225,000 | 7,378 |
| Total debt securities | $3,225,000 | 8,127 |
| 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 | $3,022,000 | 8,229 |
| U.S. Government securities | $3,022,000 | 7,814 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,022,000 | 7,650 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,022,000 | 4,757 |
| Certificates of participation in pools of residential mortgages | $3,022,000 | 4,126 |
| Issued or guaranteed by U.S. | $3,022,000 | 4,116 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $3,022,000 | 7,410 |
| Total debt securities | $3,022,000 | 8,160 |
| 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 | $3,311,000 | 8,233 |
| U.S. Government securities | $3,311,000 | 7,783 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,311,000 | 7,598 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,809,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $2,809,000 | 4,183 |
| Issued or guaranteed by U.S. | $2,809,000 | 4,169 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $3,311,000 | 7,398 |
| Total debt securities | $3,311,000 | 8,158 |
| 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 | $3,141,000 | 8,254 |
| U.S. Government securities | $3,141,000 | 7,769 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,141,000 | 7,583 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,637,000 | 4,886 |
| Certificates of participation in pools of residential mortgages | $2,637,000 | 4,264 |
| Issued or guaranteed by U.S. | $2,637,000 | 4,247 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,141,000 | 7,416 |
| Total debt securities | $3,141,000 | 8,171 |
| 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 | $3,521,000 | 8,169 |
| U.S. Government securities | $3,521,000 | 7,619 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,521,000 | 7,428 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,758,000 | 5,448 |
| Certificates of participation in pools of residential mortgages | $1,758,000 | 4,822 |
| Issued or guaranteed by U.S. | $1,758,000 | 4,807 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $3,521,000 | 7,324 |
| Total debt securities | $3,521,000 | 8,088 |
| 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 | $2,210,000 | 8,587 |
| U.S. Government securities | $2,210,000 | 8,201 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,210,000 | 8,029 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,507,000 | 5,605 |
| Certificates of participation in pools of residential mortgages | $1,507,000 | 4,963 |
| Issued or guaranteed by U.S. | $1,507,000 | 4,948 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,210,000 | 7,739 |
| Total debt securities | $2,210,000 | 8,503 |
| 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 | $2,498,000 | 8,562 |
| U.S. Government securities | $2,488,000 | 8,131 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,488,000 | 7,939 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $10,000 | 4,055 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,794,000 | 5,433 |
| Certificates of participation in pools of residential mortgages | $1,794,000 | 4,775 |
| Issued or guaranteed by U.S. | $1,784,000 | 4,765 |
| Privately issued | $10,000 | 237 |
| 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) | $10,000 | 4,820 |
| Available-for-sale securities (fair market value) | $2,488,000 | 7,679 |
| Total debt securities | $2,498,000 | 8,471 |
| 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 | $5,282,000 | 7,850 |
| U.S. Government securities | $5,282,000 | 7,107 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,282,000 | 6,869 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,479,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $3,479,000 | 3,669 |
| Issued or guaranteed by U.S. | $3,479,000 | 3,655 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $5,282,000 | 6,897 |
| Total debt securities | $5,282,000 | 7,742 |
| 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 | $4,614,000 | 8,483 |
| U.S. Government securities | $4,265,000 | 8,065 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,265,000 | 7,729 |
| 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 | $349,000 | 4,658 |
| 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 | $3,060,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $3,060,000 | 3,345 |
| Issued or guaranteed by U.S. | $3,060,000 | 3,330 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $4,614,000 | 7,360 |
| Total debt securities | $4,265,000 | 8,493 |
| 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 | $4,953,000 | 8,685 |
| U.S. Government securities | $4,464,000 | 8,281 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,464,000 | 7,770 |
| 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 | $489,000 | 3,760 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,478,000 | 4,243 |
| Certificates of participation in pools of residential mortgages | $3,478,000 | 3,367 |
| Issued or guaranteed by U.S. | $3,478,000 | 3,354 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $4,953,000 | 7,436 |
| Total debt securities | $4,464,000 | 8,752 |
| 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 |