Home > Big Horn Federal Savings Bank > Securities
Big Horn Federal Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $175,391,000 | 1,087 |
| U.S. Government securities | $144,529,000 | 847 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $144,529,000 | 739 |
| Securities issued by states & political subdivisions | $28,562,000 | 1,420 |
| Other domestic debt securities | $2,500,000 | 1,661 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,500,000 | 1,244 |
| 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 | $54,538,000 | 1,406 |
| Mortgage-backed securities | $70,762,000 | 1,011 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $43,354,000 | 921 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $27,408,000 | 599 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $153,144,000 | 289 |
| Available-for-sale securities (fair market value) | $22,447,000 | 3,233 |
| Total debt securities | $175,588,000 | 1,071 |
| Structured notes | ||
| Amortized cost | $6,250,000 | 243 |
| Fair value | $5,529,000 | 251 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $167,971,000 | 1,124 |
| U.S. Government securities | $139,573,000 | 873 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $139,573,000 | 759 |
| Securities issued by states & political subdivisions | $26,098,000 | 1,490 |
| Other domestic debt securities | $2,500,000 | 1,652 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,500,000 | 1,234 |
| 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 | $52,891,000 | 1,381 |
| Mortgage-backed securities | $65,796,000 | 1,036 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $39,741,000 | 966 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,055,000 | 605 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $143,740,000 | 313 |
| Available-for-sale securities (fair market value) | $24,431,000 | 3,156 |
| Total debt securities | $168,173,000 | 1,106 |
| Structured notes | ||
| Amortized cost | $6,250,000 | 256 |
| Fair value | $5,229,000 | 269 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $168,983,000 | 1,159 |
| U.S. Government securities | $140,101,000 | 893 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $140,101,000 | 778 |
| Securities issued by states & political subdivisions | $26,582,000 | 1,535 |
| Other domestic debt securities | $2,500,000 | 1,662 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,500,000 | 1,251 |
| 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 | $52,558,000 | 1,364 |
| Mortgage-backed securities | $66,214,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,075,000 | 975 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $25,139,000 | 631 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $143,675,000 | 312 |
| Available-for-sale securities (fair market value) | $25,508,000 | 3,164 |
| Total debt securities | $169,179,000 | 1,143 |
| Structured notes | ||
| Amortized cost | $8,195,000 | 224 |
| Fair value | $7,203,000 | 229 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $174,354,000 | 1,174 |
| U.S. Government securities | $142,798,000 | 927 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $142,798,000 | 763 |
| Securities issued by states & political subdivisions | $29,255,000 | 1,472 |
| Other domestic debt securities | $2,500,000 | 1,702 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $2,500,000 | 1,284 |
| 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 | $47,627,000 | 1,404 |
| Mortgage-backed securities | $67,903,000 | 1,091 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,502,000 | 1,002 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,401,000 | 638 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $147,136,000 | 315 |
| Available-for-sale securities (fair market value) | $27,417,000 | 3,166 |
| Total debt securities | $174,555,000 | 1,162 |
| Structured notes | ||
| Amortized cost | $8,194,000 | 246 |
| Fair value | $7,908,000 | 232 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $173,181,000 | 1,208 |
| U.S. Government securities | $141,108,000 | 946 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $141,108,000 | 768 |
| Securities issued by states & political subdivisions | $29,589,000 | 1,505 |
| Other domestic debt securities | $2,483,000 | 1,737 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $2,483,000 | 1,303 |
| 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 | $47,627,000 | 1,307 |
| Mortgage-backed securities | $67,686,000 | 1,100 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $40,605,000 | 1,034 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $27,081,000 | 633 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $147,303,000 | 329 |
| Available-for-sale securities (fair market value) | $25,877,000 | 3,250 |
| Total debt securities | $173,180,000 | 1,194 |
| Structured notes | ||
| Amortized cost | $6,250,000 | 316 |
| Fair value | $5,307,000 | 335 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $176,408,000 | 1,202 |
| U.S. Government securities | $144,302,000 | 938 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $144,302,000 | 756 |
| Securities issued by states & political subdivisions | $29,622,000 | 1,493 |
| Other domestic debt securities | $2,483,000 | 1,706 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $2,483,000 | 1,303 |
| 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 | $47,465,000 | 1,241 |
| Mortgage-backed securities | $69,401,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,333,000 | 1,030 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,068,000 | 632 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $149,920,000 | 320 |
| Available-for-sale securities (fair market value) | $26,487,000 | 3,242 |
| Total debt securities | $176,408,000 | 1,189 |
| Structured notes | ||
| Amortized cost | $8,193,000 | 260 |
| Fair value | $7,037,000 | 269 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $176,929,000 | 1,221 |
| U.S. Government securities | $144,428,000 | 952 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $144,428,000 | 774 |
| Securities issued by states & political subdivisions | $30,017,000 | 1,550 |
| Other domestic debt securities | $2,483,000 | 1,613 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $2,483,000 | 1,310 |
| 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 | $46,789,000 | 1,254 |
| Mortgage-backed securities | $70,843,000 | 1,117 |
| Certificates of participation in pools of residential mortgages | $41,314,000 | 1,072 |
| Issued or guaranteed by U.S. | $41,314,000 | 1,055 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $29,529,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $29,529,000 | 609 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $148,545,000 | 295 |
| Available-for-sale securities (fair market value) | $28,383,000 | 3,209 |
| Total debt securities | $176,930,000 | 1,207 |
| Structured notes | ||
| Amortized cost | $8,192,000 | 243 |
| Fair value | $7,520,000 | 242 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $183,749,000 | 1,160 |
| U.S. Government securities | $149,227,000 | 914 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $149,227,000 | 764 |
| Securities issued by states & political subdivisions | $32,038,000 | 1,504 |
| Other domestic debt securities | $2,483,000 | 1,600 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,483,000 | 1,292 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,751,000 | 1,308 |
| Mortgage-backed securities | $75,832,000 | 1,074 |
| Certificates of participation in pools of residential mortgages | $44,295,000 | 1,055 |
| Issued or guaranteed by U.S. | $44,295,000 | 1,041 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $31,537,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $31,537,000 | 598 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $153,561,000 | 261 |
| Available-for-sale securities (fair market value) | $30,187,000 | 3,151 |
| Total debt securities | $183,751,000 | 1,149 |
| Structured notes | ||
| Amortized cost | $8,179,000 | 205 |
| Fair value | $7,699,000 | 208 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $169,605,000 | 1,194 |
| U.S. Government securities | $134,895,000 | 932 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $134,895,000 | 824 |
| Securities issued by states & political subdivisions | $32,226,000 | 1,547 |
| Other domestic debt securities | $2,483,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,483,000 | 1,243 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,394,000 | 1,397 |
| Mortgage-backed securities | $75,474,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $42,397,000 | 1,062 |
| Issued or guaranteed by U.S. | $42,397,000 | 1,044 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $33,077,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $33,077,000 | 557 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $135,014,000 | 222 |
| Available-for-sale securities (fair market value) | $34,590,000 | 2,972 |
| Total debt securities | $169,604,000 | 1,179 |
| Structured notes | ||
| Amortized cost | $8,191,000 | 163 |
| Fair value | $8,094,000 | 163 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $154,761,000 | 1,221 |
| U.S. Government securities | $121,491,000 | 942 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $121,491,000 | 855 |
| Securities issued by states & political subdivisions | $30,786,000 | 1,560 |
| Other domestic debt securities | $2,483,000 | 1,495 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,483,000 | 1,176 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,443,000 | 1,339 |
| Mortgage-backed securities | $76,192,000 | 1,037 |
| Certificates of participation in pools of residential mortgages | $42,710,000 | 1,047 |
| Issued or guaranteed by U.S. | $42,710,000 | 1,025 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $33,482,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $33,482,000 | 550 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $128,609,000 | 212 |
| Available-for-sale securities (fair market value) | $26,151,000 | 3,192 |
| Total debt securities | $154,764,000 | 1,207 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 305 |
| Fair value | $3,467,000 | 310 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $142,432,000 | 1,253 |
| U.S. Government securities | $107,632,000 | 1,000 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $107,632,000 | 912 |
| Securities issued by states & political subdivisions | $32,316,000 | 1,457 |
| Other domestic debt securities | $2,483,000 | 1,455 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $2,483,000 | 1,121 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,269,000 | 1,322 |
| Mortgage-backed securities | $65,832,000 | 1,107 |
| Certificates of participation in pools of residential mortgages | $41,997,000 | 1,019 |
| Issued or guaranteed by U.S. | $41,997,000 | 999 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $23,835,000 | 679 |
| CMOs issued by government agencies or sponsored agencies | $23,835,000 | 643 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $110,943,000 | 211 |
| Available-for-sale securities (fair market value) | $31,488,000 | 2,972 |
| Total debt securities | $142,431,000 | 1,236 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 511 |
| Fair value | $981,000 | 601 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $131,181,000 | 1,247 |
| U.S. Government securities | $100,654,000 | 959 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $100,654,000 | 896 |
| Securities issued by states & political subdivisions | $28,042,000 | 1,572 |
| Other domestic debt securities | $2,483,000 | 1,409 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,483,000 | 1,056 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,318,000 | 1,250 |
| Mortgage-backed securities | $64,276,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $40,670,000 | 982 |
| Issued or guaranteed by U.S. | $40,670,000 | 958 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $23,606,000 | 666 |
| CMOs issued by government agencies or sponsored agencies | $23,606,000 | 630 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $94,993,000 | 220 |
| Available-for-sale securities (fair market value) | $36,186,000 | 2,687 |
| Total debt securities | $131,179,000 | 1,231 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 361 |
| Fair value | $970,000 | 426 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $105,751,000 | 1,368 |
| U.S. Government securities | $81,905,000 | 1,019 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $81,905,000 | 961 |
| Securities issued by states & political subdivisions | $21,361,000 | 1,830 |
| Other domestic debt securities | $2,483,000 | 1,366 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $2,483,000 | 1,021 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,137,000 | 1,196 |
| Mortgage-backed securities | $53,134,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $27,712,000 | 1,190 |
| Issued or guaranteed by U.S. | $27,712,000 | 1,166 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $25,422,000 | 637 |
| CMOs issued by government agencies or sponsored agencies | $25,422,000 | 606 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $67,652,000 | 241 |
| Available-for-sale securities (fair market value) | $38,097,000 | 2,529 |
| Total debt securities | $105,750,000 | 1,349 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $92,812,000 | 1,419 |
| U.S. Government securities | $74,863,000 | 1,043 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $74,863,000 | 981 |
| Securities issued by states & political subdivisions | $15,464,000 | 2,059 |
| Other domestic debt securities | $2,483,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,483,000 | 992 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,304,000 | 1,185 |
| Mortgage-backed securities | $47,234,000 | 1,204 |
| Certificates of participation in pools of residential mortgages | $22,224,000 | 1,311 |
| Issued or guaranteed by U.S. | $22,224,000 | 1,276 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $25,010,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $25,010,000 | 625 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $69,236,000 | 229 |
| Available-for-sale securities (fair market value) | $23,574,000 | 2,975 |
| Total debt securities | $92,804,000 | 1,405 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $82,319,000 | 1,511 |
| U.S. Government securities | $74,353,000 | 1,025 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $74,353,000 | 963 |
| Securities issued by states & political subdivisions | $7,466,000 | 2,717 |
| Other domestic debt securities | $500,000 | 1,794 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $500,000 | 1,412 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,210,000 | 1,300 |
| Mortgage-backed securities | $41,366,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | $14,600,000 | 1,689 |
| Issued or guaranteed by U.S. | $14,600,000 | 1,642 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $26,766,000 | 643 |
| CMOs issued by government agencies or sponsored agencies | $26,766,000 | 607 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $71,929,000 | 229 |
| Available-for-sale securities (fair market value) | $10,390,000 | 3,727 |
| Total debt securities | $82,328,000 | 1,498 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $72,727,000 | 1,597 |
| U.S. Government securities | $70,910,000 | 1,080 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $70,910,000 | 1,017 |
| Securities issued by states & political subdivisions | $1,816,000 | 3,616 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $1,000 | 311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,210,000 | 1,221 |
| Mortgage-backed securities | $23,168,000 | 1,854 |
| Certificates of participation in pools of residential mortgages | $10,213,000 | 2,030 |
| Issued or guaranteed by U.S. | $10,213,000 | 1,972 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $12,955,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $12,955,000 | 988 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $66,032,000 | 246 |
| Available-for-sale securities (fair market value) | $6,695,000 | 4,054 |
| Total debt securities | $72,726,000 | 1,581 |
| Structured notes | ||
| Amortized cost | $2,390,000 | 179 |
| Fair value | $2,392,000 | 179 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $78,980,000 | 1,518 |
| U.S. Government securities | $77,163,000 | 1,032 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $77,163,000 | 975 |
| Securities issued by states & political subdivisions | $1,814,000 | 3,627 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $3,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,210,000 | 1,216 |
| Mortgage-backed securities | $17,419,000 | 2,081 |
| Certificates of participation in pools of residential mortgages | $10,545,000 | 1,941 |
| Issued or guaranteed by U.S. | $10,545,000 | 1,887 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,874,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $6,874,000 | 1,364 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $75,941,000 | 241 |
| Available-for-sale securities (fair market value) | $3,039,000 | 4,434 |
| Total debt securities | $78,977,000 | 1,507 |
| Structured notes | ||
| Amortized cost | $5,390,000 | 130 |
| Fair value | $5,376,000 | 129 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $75,344,000 | 1,565 |
| U.S. Government securities | $74,728,000 | 1,059 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $74,728,000 | 1,003 |
| Securities issued by states & political subdivisions | $612,000 | 4,048 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,000 | 443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,210,000 | 1,145 |
| Mortgage-backed securities | $13,507,000 | 2,340 |
| Certificates of participation in pools of residential mortgages | $9,350,000 | 2,039 |
| Issued or guaranteed by U.S. | $9,350,000 | 1,980 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,157,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $4,157,000 | 1,672 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $71,825,000 | 257 |
| Available-for-sale securities (fair market value) | $3,519,000 | 4,467 |
| Total debt securities | $75,341,000 | 1,548 |
| Structured notes | ||
| Amortized cost | $5,499,000 | 175 |
| Fair value | $5,496,000 | 172 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $76,399,000 | 1,571 |
| U.S. Government securities | $75,664,000 | 1,079 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $75,664,000 | 1,020 |
| Securities issued by states & political subdivisions | $732,000 | 4,062 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $3,000 | 480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,710,000 | 1,138 |
| Mortgage-backed securities | $10,902,000 | 2,538 |
| Certificates of participation in pools of residential mortgages | $9,132,000 | 2,045 |
| Issued or guaranteed by U.S. | $9,132,000 | 2,004 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,770,000 | 2,146 |
| CMOs issued by government agencies or sponsored agencies | $1,770,000 | 2,098 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $70,787,000 | 269 |
| Available-for-sale securities (fair market value) | $5,612,000 | 4,314 |
| Total debt securities | $76,400,000 | 1,555 |
| Structured notes | ||
| Amortized cost | $7,494,000 | 151 |
| Fair value | $7,467,000 | 149 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $74,616,000 | 1,605 |
| U.S. Government securities | $73,881,000 | 1,098 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $73,881,000 | 1,041 |
| Securities issued by states & political subdivisions | $732,000 | 4,121 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $3,000 | 495 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,510,000 | 1,133 |
| Mortgage-backed securities | $9,947,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $8,596,000 | 2,130 |
| Issued or guaranteed by U.S. | $8,596,000 | 2,083 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,351,000 | 2,259 |
| CMOs issued by government agencies or sponsored agencies | $1,351,000 | 2,209 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $69,521,000 | 276 |
| Available-for-sale securities (fair market value) | $5,095,000 | 4,407 |
| Total debt securities | $74,613,000 | 1,587 |
| Structured notes | ||
| Amortized cost | $6,499,000 | 177 |
| Fair value | $6,409,000 | 176 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $68,061,000 | 1,738 |
| U.S. Government securities | $67,328,000 | 1,184 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $67,328,000 | 1,118 |
| Securities issued by states & political subdivisions | $732,000 | 4,168 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,000 | 687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,510,000 | 1,141 |
| Mortgage-backed securities | $8,695,000 | 2,727 |
| Certificates of participation in pools of residential mortgages | $7,291,000 | 2,273 |
| Issued or guaranteed by U.S. | $7,291,000 | 2,241 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,404,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $1,404,000 | 2,199 |
| 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) | $62,995,000 | 309 |
| Available-for-sale securities (fair market value) | $5,066,000 | 4,455 |
| Total debt securities | $68,060,000 | 1,720 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 180 |
| Fair value | $6,318,000 | 180 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $67,838,000 | 1,750 |
| U.S. Government securities | $66,787,000 | 1,197 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $66,787,000 | 1,121 |
| Securities issued by states & political subdivisions | $1,049,000 | 4,108 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,620,000 | 1,183 |
| Mortgage-backed securities | $6,979,000 | 2,944 |
| Certificates of participation in pools of residential mortgages | $6,470,000 | 2,439 |
| Issued or guaranteed by U.S. | $6,470,000 | 2,427 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $509,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 2,556 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $62,802,000 | 318 |
| Available-for-sale securities (fair market value) | $5,036,000 | 4,509 |
| Total debt securities | $67,842,000 | 1,733 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 191 |
| Fair value | $5,772,000 | 197 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $68,849,000 | 1,759 |
| U.S. Government securities | $67,636,000 | 1,185 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $67,636,000 | 1,125 |
| Securities issued by states & political subdivisions | $1,211,000 | 4,102 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,120,000 | 1,233 |
| Mortgage-backed securities | $6,099,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $6,099,000 | 2,536 |
| Issued or guaranteed by U.S. | $6,099,000 | 2,414 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $63,801,000 | 315 |
| Available-for-sale securities (fair market value) | $5,048,000 | 4,562 |
| Total debt securities | $68,850,000 | 1,743 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 168 |
| Fair value | $6,770,000 | 171 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $65,614,000 | 1,850 |
| U.S. Government securities | $64,259,000 | 1,255 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $64,259,000 | 1,199 |
| Securities issued by states & political subdivisions | $1,354,000 | 4,102 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,120,000 | 1,247 |
| Mortgage-backed securities | $4,719,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $4,719,000 | 2,821 |
| Issued or guaranteed by U.S. | $4,719,000 | 2,817 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $60,544,000 | 335 |
| Available-for-sale securities (fair market value) | $5,070,000 | 4,623 |
| Total debt securities | $65,613,000 | 1,832 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 175 |
| Fair value | $6,307,000 | 178 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $64,638,000 | 1,896 |
| U.S. Government securities | $63,104,000 | 1,282 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $63,104,000 | 1,217 |
| Securities issued by states & political subdivisions | $1,531,000 | 4,122 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,120,000 | 1,308 |
| Mortgage-backed securities | $4,774,000 | 3,322 |
| Certificates of participation in pools of residential mortgages | $4,774,000 | 2,848 |
| Issued or guaranteed by U.S. | $4,774,000 | 2,843 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $60,041,000 | 337 |
| Available-for-sale securities (fair market value) | $4,597,000 | 4,731 |
| Total debt securities | $64,642,000 | 1,880 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 187 |
| Fair value | $5,872,000 | 194 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $62,140,000 | 1,967 |
| U.S. Government securities | $60,117,000 | 1,344 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $60,117,000 | 1,283 |
| Securities issued by states & political subdivisions | $2,020,000 | 4,032 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $3,000 | 1,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,250,000 | 1,369 |
| Mortgage-backed securities | $5,064,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $5,064,000 | 2,841 |
| Issued or guaranteed by U.S. | $5,064,000 | 2,838 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $59,721,000 | 352 |
| Available-for-sale securities (fair market value) | $2,419,000 | 4,989 |
| Total debt securities | $62,128,000 | 1,950 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 197 |
| Fair value | $5,892,000 | 203 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $62,533,000 | 2,005 |
| U.S. Government securities | $60,372,000 | 1,366 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $60,372,000 | 1,309 |
| Securities issued by states & political subdivisions | $2,158,000 | 4,025 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $3,000 | 1,053 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,800,000 | 1,436 |
| Mortgage-backed securities | $5,131,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $5,131,000 | 2,868 |
| Issued or guaranteed by U.S. | $5,131,000 | 2,866 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $60,876,000 | 354 |
| Available-for-sale securities (fair market value) | $1,657,000 | 5,120 |
| Total debt securities | $62,530,000 | 1,987 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 203 |
| Fair value | $5,899,000 | 212 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $62,403,000 | 2,045 |
| U.S. Government securities | $60,188,000 | 1,389 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $60,188,000 | 1,323 |
| Securities issued by states & political subdivisions | $2,212,000 | 4,067 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $3,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,050,000 | 1,565 |
| Mortgage-backed securities | $5,196,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $5,196,000 | 2,918 |
| Issued or guaranteed by U.S. | $5,196,000 | 2,915 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $60,995,000 | 359 |
| Available-for-sale securities (fair market value) | $1,408,000 | 5,204 |
| Total debt securities | $62,398,000 | 2,022 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 217 |
| Fair value | $5,852,000 | 230 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $62,267,000 | 2,029 |
| U.S. Government securities | $60,556,000 | 1,367 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $60,556,000 | 1,300 |
| Securities issued by states & political subdivisions | $1,707,000 | 4,227 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $4,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,850,000 | 1,677 |
| Mortgage-backed securities | $5,269,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $5,269,000 | 2,924 |
| Issued or guaranteed by U.S. | $5,269,000 | 2,918 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $60,853,000 | 357 |
| Available-for-sale securities (fair market value) | $1,414,000 | 5,243 |
| Total debt securities | $62,260,000 | 2,005 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 185 |
| Fair value | $6,826,000 | 189 |
| 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 | $58,587,000 | 2,119 |
| U.S. Government securities | $56,959,000 | 1,423 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $56,959,000 | 1,361 |
| Securities issued by states & political subdivisions | $1,626,000 | 4,265 |
| 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 | $2,000 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,050,000 | 1,597 |
| Mortgage-backed securities | $3,407,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $3,407,000 | 3,317 |
| Issued or guaranteed by U.S. | $3,407,000 | 3,316 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $57,156,000 | 369 |
| Available-for-sale securities (fair market value) | $1,431,000 | 5,291 |
| Total debt securities | $58,590,000 | 2,096 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 162 |
| Fair value | $7,994,000 | 166 |
| 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 | $57,204,000 | 2,183 |
| U.S. Government securities | $56,035,000 | 1,475 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $56,035,000 | 1,412 |
| Securities issued by states & political subdivisions | $1,167,000 | 4,470 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,285,000 | 1,750 |
| Mortgage-backed securities | $3,489,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $3,489,000 | 3,342 |
| Issued or guaranteed by U.S. | $3,489,000 | 3,337 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $55,766,000 | 388 |
| Available-for-sale securities (fair market value) | $1,438,000 | 5,358 |
| Total debt securities | $57,199,000 | 2,155 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 232 |
| Fair value | $6,005,000 | 238 |
| 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 | $61,028,000 | 2,116 |
| U.S. Government securities | $59,809,000 | 1,451 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $59,809,000 | 1,386 |
| Securities issued by states & political subdivisions | $1,218,000 | 4,478 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,000 | 1,148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,710,000 | 1,742 |
| Mortgage-backed securities | $3,074,000 | 3,859 |
| Certificates of participation in pools of residential mortgages | $3,074,000 | 3,464 |
| Issued or guaranteed by U.S. | $3,074,000 | 3,461 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $59,596,000 | 389 |
| Available-for-sale securities (fair market value) | $1,432,000 | 5,423 |
| Total debt securities | $61,027,000 | 2,092 |
| Structured notes | ||
| Amortized cost | $6,097,000 | 267 |
| Fair value | $6,094,000 | 268 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $64,942,000 | 2,036 |
| U.S. Government securities | $63,722,000 | 1,384 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $63,722,000 | 1,315 |
| Securities issued by states & political subdivisions | $1,219,000 | 4,514 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,000 | 1,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,660,000 | 1,699 |
| Mortgage-backed securities | $2,864,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $2,864,000 | 3,543 |
| Issued or guaranteed by U.S. | $2,864,000 | 3,539 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $63,524,000 | 377 |
| Available-for-sale securities (fair market value) | $1,418,000 | 5,478 |
| Total debt securities | $64,941,000 | 2,009 |
| Structured notes | ||
| Amortized cost | $6,591,000 | 307 |
| Fair value | $6,558,000 | 307 |
| 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 | $62,451,000 | 2,122 |
| U.S. Government securities | $61,593,000 | 1,435 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $61,593,000 | 1,371 |
| Securities issued by states & political subdivisions | $856,000 | 4,699 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,925,000 | 1,659 |
| Mortgage-backed securities | $1,429,000 | 4,337 |
| Certificates of participation in pools of residential mortgages | $1,429,000 | 4,029 |
| Issued or guaranteed by U.S. | $1,429,000 | 4,024 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $62,210,000 | 386 |
| Available-for-sale securities (fair market value) | $241,000 | 5,704 |
| Total debt securities | $62,449,000 | 2,095 |
| Structured notes | ||
| Amortized cost | $7,450,000 | 331 |
| Fair value | $7,454,000 | 331 |
| 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 | $59,254,000 | 2,229 |
| U.S. Government securities | $58,271,000 | 1,543 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $58,271,000 | 1,471 |
| Securities issued by states & political subdivisions | $981,000 | 4,685 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,875,000 | 1,876 |
| Mortgage-backed securities | $1,470,000 | 4,405 |
| Certificates of participation in pools of residential mortgages | $1,470,000 | 4,098 |
| Issued or guaranteed by U.S. | $1,470,000 | 4,093 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $58,558,000 | 404 |
| Available-for-sale securities (fair market value) | $696,000 | 5,710 |
| Total debt securities | $59,252,000 | 2,206 |
| Structured notes | ||
| Amortized cost | $7,550,000 | 387 |
| Fair value | $7,522,000 | 386 |
| 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 | $57,610,000 | 2,328 |
| U.S. Government securities | $56,581,000 | 1,619 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $56,581,000 | 1,539 |
| Securities issued by states & political subdivisions | $1,026,000 | 4,656 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $3,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,375,000 | 1,807 |
| Mortgage-backed securities | $1,512,000 | 4,465 |
| Certificates of participation in pools of residential mortgages | $1,512,000 | 4,157 |
| Issued or guaranteed by U.S. | $1,512,000 | 4,150 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $56,910,000 | 400 |
| Available-for-sale securities (fair market value) | $700,000 | 5,771 |
| Total debt securities | $57,607,000 | 2,303 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 464 |
| Fair value | $6,484,000 | 475 |
| 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 | $54,388,000 | 2,434 |
| U.S. Government securities | $53,134,000 | 1,712 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $53,134,000 | 1,634 |
| Securities issued by states & political subdivisions | $1,252,000 | 4,657 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,775,000 | 1,883 |
| Mortgage-backed securities | $1,294,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $1,294,000 | 4,317 |
| Issued or guaranteed by U.S. | $1,294,000 | 4,310 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $53,687,000 | 415 |
| Available-for-sale securities (fair market value) | $701,000 | 5,861 |
| Total debt securities | $54,386,000 | 2,415 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 516 |
| Fair value | $6,499,000 | 516 |
| 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 | $54,136,000 | 2,495 |
| U.S. Government securities | $52,822,000 | 1,775 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $52,822,000 | 1,704 |
| Securities issued by states & political subdivisions | $1,312,000 | 4,686 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,000 | 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 | $24,225,000 | 1,971 |
| Mortgage-backed securities | $1,328,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $1,328,000 | 4,376 |
| Issued or guaranteed by U.S. | $1,328,000 | 4,373 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $53,628,000 | 417 |
| Available-for-sale securities (fair market value) | $508,000 | 5,969 |
| Total debt securities | $54,136,000 | 2,471 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 544 |
| Fair value | $6,923,000 | 547 |
| 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 | $56,623,000 | 2,425 |
| U.S. Government securities | $54,936,000 | 1,727 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $54,936,000 | 1,666 |
| Securities issued by states & political subdivisions | $1,687,000 | 4,601 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,525,000 | 2,013 |
| Mortgage-backed securities | $1,385,000 | 4,726 |
| Certificates of participation in pools of residential mortgages | $1,385,000 | 4,410 |
| Issued or guaranteed by U.S. | $1,385,000 | 4,408 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $56,112,000 | 399 |
| Available-for-sale securities (fair market value) | $511,000 | 6,031 |
| Total debt securities | $56,623,000 | 2,403 |
| Structured notes | ||
| Amortized cost | $7,250,000 | 552 |
| Fair value | $7,174,000 | 549 |
| 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 | $57,457,000 | 2,403 |
| U.S. Government securities | $55,732,000 | 1,717 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $55,732,000 | 1,660 |
| Securities issued by states & political subdivisions | $1,725,000 | 4,614 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,275,000 | 2,063 |
| Mortgage-backed securities | $1,428,000 | 4,748 |
| Certificates of participation in pools of residential mortgages | $1,428,000 | 4,424 |
| Issued or guaranteed by U.S. | $1,428,000 | 4,421 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $57,190,000 | 384 |
| Available-for-sale securities (fair market value) | $267,000 | 6,129 |
| Total debt securities | $57,457,000 | 2,387 |
| Structured notes | ||
| Amortized cost | $8,250,000 | 512 |
| Fair value | $8,131,000 | 501 |
| 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 | $57,555,000 | 2,388 |
| U.S. Government securities | $55,617,000 | 1,703 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $55,617,000 | 1,646 |
| Securities issued by states & political subdivisions | $1,935,000 | 4,577 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $3,000 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,700,000 | 2,018 |
| Mortgage-backed securities | $1,469,000 | 4,767 |
| Certificates of participation in pools of residential mortgages | $1,469,000 | 4,430 |
| Issued or guaranteed by U.S. | $1,469,000 | 4,425 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $57,286,000 | 370 |
| Available-for-sale securities (fair market value) | $269,000 | 6,204 |
| Total debt securities | $57,552,000 | 2,369 |
| Structured notes | ||
| Amortized cost | $9,250,000 | 455 |
| Fair value | $9,048,000 | 439 |
| 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 | $56,387,000 | 2,454 |
| U.S. Government securities | $54,388,000 | 1,747 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $54,388,000 | 1,697 |
| Securities issued by states & political subdivisions | $1,998,000 | 4,561 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,000 | 1,297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,700,000 | 2,048 |
| Mortgage-backed securities | $1,007,000 | 4,950 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 4,642 |
| Issued or guaranteed by U.S. | $1,007,000 | 4,638 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $56,113,000 | 362 |
| Available-for-sale securities (fair market value) | $274,000 | 6,276 |
| Total debt securities | $56,386,000 | 2,430 |
| Structured notes | ||
| Amortized cost | $7,999,000 | 506 |
| Fair value | $7,547,000 | 513 |
| 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 | $49,275,000 | 2,709 |
| U.S. Government securities | $47,275,000 | 1,962 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $47,275,000 | 1,907 |
| Securities issued by states & political subdivisions | $1,998,000 | 4,566 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,200,000 | 2,425 |
| Mortgage-backed securities | $32,000 | 5,503 |
| Certificates of participation in pools of residential mortgages | $32,000 | 5,302 |
| Issued or guaranteed by U.S. | $32,000 | 5,294 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $48,998,000 | 373 |
| Available-for-sale securities (fair market value) | $277,000 | 6,320 |
| Total debt securities | $49,273,000 | 2,680 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 481 |
| Fair value | $7,764,000 | 490 |
| 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 | $45,149,000 | 2,905 |
| U.S. Government securities | $43,110,000 | 2,149 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $43,110,000 | 2,089 |
| Securities issued by states & political subdivisions | $2,038,000 | 4,530 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,000 | 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 | $13,100,000 | 2,876 |
| Mortgage-backed securities | $45,000 | 5,530 |
| Certificates of participation in pools of residential mortgages | $45,000 | 5,316 |
| Issued or guaranteed by U.S. | $45,000 | 5,309 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $44,862,000 | 381 |
| Available-for-sale securities (fair market value) | $287,000 | 6,393 |
| Total debt securities | $45,148,000 | 2,878 |
| Structured notes | ||
| Amortized cost | $9,500,000 | 418 |
| Fair value | $9,499,000 | 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 | $41,937,000 | 3,013 |
| U.S. Government securities | $39,898,000 | 2,229 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $39,898,000 | 2,172 |
| Securities issued by states & political subdivisions | $2,038,000 | 4,539 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,000 | 1,300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,800,000 | 3,329 |
| Mortgage-backed securities | $62,000 | 5,551 |
| Certificates of participation in pools of residential mortgages | $62,000 | 5,321 |
| Issued or guaranteed by U.S. | $62,000 | 5,315 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $41,648,000 | 394 |
| Available-for-sale securities (fair market value) | $289,000 | 6,442 |
| Total debt securities | $41,937,000 | 2,988 |
| Structured notes | ||
| Amortized cost | $34,950,000 | 114 |
| Fair value | $34,998,000 | 112 |
| 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 | $41,471,000 | 3,064 |
| U.S. Government securities | $39,375,000 | 2,308 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $39,375,000 | 2,257 |
| Securities issued by states & political subdivisions | $2,095,000 | 4,543 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,000 | 1,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,700,000 | 3,375 |
| Mortgage-backed securities | $87,000 | 5,614 |
| Certificates of participation in pools of residential mortgages | $87,000 | 5,381 |
| Issued or guaranteed by U.S. | $87,000 | 5,371 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $41,178,000 | 405 |
| Available-for-sale securities (fair market value) | $293,000 | 6,522 |
| Total debt securities | $41,473,000 | 3,044 |
| Structured notes | ||
| Amortized cost | $34,896,000 | 117 |
| Fair value | $34,890,000 | 116 |
| 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 | $43,362,000 | 2,987 |
| U.S. Government securities | $41,417,000 | 2,237 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $41,417,000 | 2,185 |
| Securities issued by states & political subdivisions | $1,945,000 | 4,579 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,412,000 | 3,645 |
| Mortgage-backed securities | $110,000 | 5,632 |
| Certificates of participation in pools of residential mortgages | $110,000 | 5,389 |
| Issued or guaranteed by U.S. | $110,000 | 5,379 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $43,067,000 | 387 |
| Available-for-sale securities (fair market value) | $295,000 | 6,584 |
| Total debt securities | $43,362,000 | 2,961 |
| Structured notes | ||
| Amortized cost | $35,518,000 | 121 |
| Fair value | $35,555,000 | 122 |
| 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 | $37,115,000 | 3,300 |
| U.S. Government securities | $35,130,000 | 2,586 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $35,130,000 | 2,534 |
| Securities issued by states & political subdivisions | $1,985,000 | 4,520 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,800,000 | 4,182 |
| Mortgage-backed securities | $135,000 | 5,646 |
| Certificates of participation in pools of residential mortgages | $135,000 | 5,393 |
| Issued or guaranteed by U.S. | $135,000 | 5,385 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $36,820,000 | 445 |
| Available-for-sale securities (fair market value) | $295,000 | 6,631 |
| Total debt securities | $37,115,000 | 3,277 |
| Structured notes | ||
| Amortized cost | $28,399,000 | 196 |
| Fair value | $28,371,000 | 196 |
| 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 | $28,636,000 | 3,787 |
| U.S. Government securities | $26,650,000 | 3,031 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,650,000 | 2,962 |
| Securities issued by states & political subdivisions | $1,985,000 | 4,506 |
| 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 | $1,000 | 1,348 |
| 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 | $166,000 | 5,625 |
| Certificates of participation in pools of residential mortgages | $166,000 | 5,346 |
| Issued or guaranteed by U.S. | $166,000 | 5,332 |
| 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) | $28,336,000 | 539 |
| Available-for-sale securities (fair market value) | $300,000 | 6,645 |
| Total debt securities | $28,635,000 | 3,762 |
| 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 | $28,727,000 | 3,706 |
| U.S. Government securities | $27,616,000 | 2,899 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,616,000 | 2,820 |
| Securities issued by states & political subdivisions | $1,110,000 | 4,857 |
| 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 | $1,000 | 1,395 |
| 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 | $329,000 | 5,533 |
| Certificates of participation in pools of residential mortgages | $329,000 | 5,201 |
| Issued or guaranteed by U.S. | $329,000 | 5,186 |
| 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) | $28,426,000 | 535 |
| Available-for-sale securities (fair market value) | $301,000 | 6,711 |
| Total debt securities | $28,726,000 | 3,673 |
| 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 | $24,024,000 | 4,146 |
| U.S. Government securities | $22,913,000 | 3,357 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,913,000 | 3,263 |
| Securities issued by states & political subdivisions | $1,110,000 | 4,841 |
| 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 | $1,000 | 1,418 |
| 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 | $637,000 | 5,355 |
| Certificates of participation in pools of residential mortgages | $637,000 | 5,005 |
| Issued or guaranteed by U.S. | $637,000 | 4,993 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,727,000 | 603 |
| Available-for-sale securities (fair market value) | $297,000 | 6,779 |
| Total debt securities | $24,023,000 | 4,113 |
| 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 | $19,328,000 | 4,619 |
| U.S. Government securities | $18,167,000 | 3,822 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,167,000 | 3,716 |
| Securities issued by states & political subdivisions | $1,160,000 | 4,823 |
| 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 | $1,000 | 1,444 |
| 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 | $801,000 | 5,262 |
| Certificates of participation in pools of residential mortgages | $801,000 | 4,893 |
| Issued or guaranteed by U.S. | $801,000 | 4,886 |
| 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) | $19,037,000 | 702 |
| Available-for-sale securities (fair market value) | $291,000 | 6,831 |
| Total debt securities | $19,327,000 | 4,580 |
| 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 | $22,509,000 | 4,133 |
| U.S. Government securities | $21,348,000 | 3,344 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,348,000 | 3,243 |
| Securities issued by states & political subdivisions | $1,160,000 | 4,833 |
| 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 | $1,000 | 1,458 |
| 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 | $987,000 | 5,168 |
| Certificates of participation in pools of residential mortgages | $987,000 | 4,709 |
| Issued or guaranteed by U.S. | $987,000 | 4,701 |
| 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) | $21,202,000 | 635 |
| Available-for-sale securities (fair market value) | $1,307,000 | 6,685 |
| Total debt securities | $22,508,000 | 4,096 |
| 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 | $28,338,000 | 3,603 |
| U.S. Government securities | $27,177,000 | 2,819 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,177,000 | 2,725 |
| Securities issued by states & political subdivisions | $1,160,000 | 4,757 |
| 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 | $1,000 | 1,508 |
| 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 | $1,399,000 | 5,040 |
| Certificates of participation in pools of residential mortgages | $1,399,000 | 4,497 |
| Issued or guaranteed by U.S. | $1,399,000 | 4,490 |
| 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) | $27,031,000 | 556 |
| Available-for-sale securities (fair market value) | $1,307,000 | 6,735 |
| Total debt securities | $28,337,000 | 3,574 |
| 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 | $44,592,000 | 2,624 |
| U.S. Government securities | $44,591,000 | 1,942 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,591,000 | 1,872 |
| 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 | $1,000 | 1,552 |
| 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 | $1,937,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $1,937,000 | 4,318 |
| Issued or guaranteed by U.S. | $1,937,000 | 4,310 |
| 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) | $43,291,000 | 388 |
| Available-for-sale securities (fair market value) | $1,301,000 | 6,805 |
| Total debt securities | $44,591,000 | 2,594 |
| 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 | $46,123,000 | 2,562 |
| U.S. Government securities | $45,972,000 | 1,929 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,972,000 | 1,868 |
| Securities issued by states & political subdivisions | $150,000 | 5,652 |
| 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 | $1,000 | 1,583 |
| 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 | $2,534,000 | 4,739 |
| Certificates of participation in pools of residential mortgages | $2,534,000 | 4,208 |
| Issued or guaranteed by U.S. | $2,534,000 | 4,202 |
| 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) | $43,830,000 | 384 |
| Available-for-sale securities (fair market value) | $2,293,000 | 6,691 |
| Total debt securities | $46,122,000 | 2,537 |
| 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 | $39,180,000 | 2,901 |
| U.S. Government securities | $39,028,000 | 2,148 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,028,000 | 2,088 |
| Securities issued by states & political subdivisions | $150,000 | 5,682 |
| 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 | $2,000 | 1,613 |
| 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 | $3,605,000 | 4,497 |
| Certificates of participation in pools of residential mortgages | $3,605,000 | 3,926 |
| Issued or guaranteed by U.S. | $3,605,000 | 3,917 |
| 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) | $36,892,000 | 461 |
| Available-for-sale securities (fair market value) | $2,288,000 | 6,735 |
| Total debt securities | $39,178,000 | 2,882 |
| 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 | $46,389,000 | 2,531 |
| U.S. Government securities | $46,237,000 | 1,841 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,237,000 | 1,782 |
| Securities issued by states & political subdivisions | $150,000 | 5,722 |
| 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 | $2,000 | 1,661 |
| 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 | $4,513,000 | 4,366 |
| Certificates of participation in pools of residential mortgages | $4,513,000 | 3,753 |
| Issued or guaranteed by U.S. | $4,513,000 | 3,742 |
| 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) | $45,387,000 | 395 |
| Available-for-sale securities (fair market value) | $1,002,000 | 7,041 |
| Total debt securities | $46,387,000 | 2,502 |
| 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 | $37,522,000 | 2,938 |
| U.S. Government securities | $37,371,000 | 2,191 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,371,000 | 2,144 |
| Securities issued by states & political subdivisions | $150,000 | 5,764 |
| 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 | $1,000 | 1,755 |
| 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 | $5,260,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $5,260,000 | 3,614 |
| Issued or guaranteed by U.S. | $5,260,000 | 3,602 |
| 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) | $31,526,000 | 542 |
| Available-for-sale securities (fair market value) | $5,996,000 | 6,086 |
| Total debt securities | $37,521,000 | 2,907 |
| 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 | $51,321,000 | 2,277 |
| U.S. Government securities | $51,095,000 | 1,652 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,095,000 | 1,615 |
| Securities issued by states & political subdivisions | $225,000 | 5,601 |
| 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 | $1,000 | 1,772 |
| 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 | $6,498,000 | 4,014 |
| Certificates of participation in pools of residential mortgages | $6,498,000 | 3,391 |
| Issued or guaranteed by U.S. | $6,498,000 | 3,380 |
| 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) | $27,021,000 | 604 |
| Available-for-sale securities (fair market value) | $24,300,000 | 3,556 |
| Total debt securities | $51,320,000 | 2,250 |
| 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 | $54,160,000 | 2,163 |
| U.S. Government securities | $53,934,000 | 1,587 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,934,000 | 1,564 |
| Securities issued by states & political subdivisions | $225,000 | 5,560 |
| 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 | $1,000 | 1,767 |
| 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 | $8,296,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $8,296,000 | 3,005 |
| Issued or guaranteed by U.S. | $8,296,000 | 2,993 |
| 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) | $29,807,000 | 555 |
| Available-for-sale securities (fair market value) | $24,353,000 | 3,548 |
| Total debt securities | $54,159,000 | 2,131 |
| 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 | $31,195,000 | 3,292 |
| U.S. Government securities | $30,966,000 | 2,529 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,966,000 | 2,472 |
| Securities issued by states & political subdivisions | $225,000 | 5,581 |
| 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 | $4,000 | 1,798 |
| 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 | $9,115,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $9,115,000 | 2,782 |
| Issued or guaranteed by U.S. | $9,115,000 | 2,768 |
| 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) | $30,899,000 | 534 |
| Available-for-sale securities (fair market value) | $296,000 | 7,408 |
| Total debt securities | $31,191,000 | 3,261 |
| 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 | $32,949,000 | 3,218 |
| U.S. Government securities | $32,930,000 | 2,439 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,930,000 | 2,390 |
| 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 | $19,000 | 1,836 |
| 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 | $10,301,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $10,301,000 | 2,608 |
| Issued or guaranteed by U.S. | $10,301,000 | 2,591 |
| 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) | $32,643,000 | 505 |
| Available-for-sale securities (fair market value) | $306,000 | 7,461 |
| Total debt securities | $32,930,000 | 3,185 |
| 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 | $33,044,000 | 3,204 |
| U.S. Government securities | $33,017,000 | 2,419 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,017,000 | 2,366 |
| 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 | $27,000 | 1,790 |
| 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 | $11,286,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $11,286,000 | 2,380 |
| Issued or guaranteed by U.S. | $11,286,000 | 2,369 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,715,000 | 493 |
| Available-for-sale securities (fair market value) | $329,000 | 7,495 |
| Total debt securities | $33,017,000 | 3,166 |
| 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 | $38,370,000 | 2,866 |
| U.S. Government securities | $38,060,000 | 2,150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,060,000 | 2,111 |
| Securities issued by states & political subdivisions | $275,000 | 5,581 |
| 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 | $35,000 | 1,722 |
| 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 | $10,618,000 | 2,820 |
| Certificates of participation in pools of residential mortgages | $10,618,000 | 2,213 |
| Issued or guaranteed by U.S. | $10,618,000 | 2,200 |
| 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) | $38,044,000 | 453 |
| Available-for-sale securities (fair market value) | $326,000 | 7,515 |
| Total debt securities | $38,335,000 | 2,825 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $38,425,000 | 2,862 |
| U.S. Government securities | $38,088,000 | 2,158 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,088,000 | 2,112 |
| Securities issued by states & political subdivisions | $275,000 | 5,619 |
| 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 | $62,000 | 1,607 |
| 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 | $9,760,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $9,760,000 | 2,155 |
| Issued or guaranteed by U.S. | $9,760,000 | 2,146 |
| 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) | $38,075,000 | 479 |
| Available-for-sale securities (fair market value) | $350,000 | 7,547 |
| Total debt securities | $38,363,000 | 2,815 |
| 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 | $35,011,000 | 3,075 |
| U.S. Government securities | $34,666,000 | 2,360 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,666,000 | 2,292 |
| Securities issued by states & political subdivisions | $275,000 | 5,656 |
| 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 | $70,000 | 1,627 |
| 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 | $10,450,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $10,450,000 | 2,020 |
| Issued or guaranteed by U.S. | $10,450,000 | 2,014 |
| 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) | $34,667,000 | 521 |
| Available-for-sale securities (fair market value) | $344,000 | 7,586 |
| Total debt securities | $34,941,000 | 3,036 |
| 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 | $39,277,000 | 2,825 |
| U.S. Government securities | $38,939,000 | 2,149 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,939,000 | 2,089 |
| Securities issued by states & political subdivisions | $275,000 | 5,708 |
| 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 | $63,000 | 1,654 |
| 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 | $11,112,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $11,112,000 | 1,941 |
| Issued or guaranteed by U.S. | $11,112,000 | 1,935 |
| 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) | $38,922,000 | 487 |
| Available-for-sale securities (fair market value) | $355,000 | 7,600 |
| Total debt securities | $39,214,000 | 2,787 |
| 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 | $39,729,000 | 2,812 |
| U.S. Government securities | $39,132,000 | 2,174 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,132,000 | 2,116 |
| Securities issued by states & political subdivisions | $525,000 | 5,418 |
| 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 | $72,000 | 1,685 |
| 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 | $10,422,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $10,422,000 | 2,022 |
| Issued or guaranteed by U.S. | $10,422,000 | 2,011 |
| 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) | $39,363,000 | 494 |
| Available-for-sale securities (fair market value) | $366,000 | 7,651 |
| Total debt securities | $39,657,000 | 2,771 |
| 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 | $40,074,000 | 2,818 |
| U.S. Government securities | $39,482,000 | 2,181 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,482,000 | 2,122 |
| Securities issued by states & political subdivisions | $525,000 | 5,470 |
| 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 | $67,000 | 1,731 |
| 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 | $8,945,000 | 2,778 |
| Certificates of participation in pools of residential mortgages | $8,945,000 | 2,247 |
| Issued or guaranteed by U.S. | $8,945,000 | 2,230 |
| 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) | $39,707,000 | 518 |
| Available-for-sale securities (fair market value) | $367,000 | 7,704 |
| Total debt securities | $40,007,000 | 2,783 |
| 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 | $40,839,000 | 2,771 |
| U.S. Government securities | $40,019,000 | 2,163 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,019,000 | 2,096 |
| Securities issued by states & political subdivisions | $760,000 | 5,257 |
| 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 | $60,000 | 1,775 |
| 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 | $8,388,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $8,388,000 | 2,335 |
| Issued or guaranteed by U.S. | $8,388,000 | 2,324 |
| 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) | $40,496,000 | 516 |
| Available-for-sale securities (fair market value) | $343,000 | 7,749 |
| Total debt securities | $40,779,000 | 2,737 |
| 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 | $39,410,000 | 2,897 |
| U.S. Government securities | $38,578,000 | 2,273 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,578,000 | 2,198 |
| Securities issued by states & political subdivisions | $760,000 | 5,279 |
| 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 | $72,000 | 1,794 |
| 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 | $8,349,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $8,349,000 | 2,384 |
| Issued or guaranteed by U.S. | $8,349,000 | 2,373 |
| 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) | $39,053,000 | 538 |
| Available-for-sale securities (fair market value) | $357,000 | 7,781 |
| Total debt securities | $39,338,000 | 2,849 |
| 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 | $38,251,000 | 2,939 |
| U.S. Government securities | $36,937,000 | 2,349 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,937,000 | 2,278 |
| Securities issued by states & political subdivisions | $1,245,000 | 4,878 |
| 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 | $69,000 | 1,815 |
| 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 | $7,859,000 | 3,037 |
| Certificates of participation in pools of residential mortgages | $7,859,000 | 2,475 |
| Issued or guaranteed by U.S. | $7,859,000 | 2,466 |
| 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) | $37,880,000 | 572 |
| Available-for-sale securities (fair market value) | $371,000 | 7,818 |
| Total debt securities | $38,182,000 | 2,906 |
| 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 | $36,875,000 | 2,999 |
| U.S. Government securities | $35,570,000 | 2,400 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,570,000 | 2,332 |
| Securities issued by states & political subdivisions | $1,245,000 | 4,883 |
| 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 | $60,000 | 1,838 |
| 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 | $5,976,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $5,976,000 | 2,884 |
| Issued or guaranteed by U.S. | $5,976,000 | 2,873 |
| 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) | $36,507,000 | 597 |
| Available-for-sale securities (fair market value) | $368,000 | 7,856 |
| Total debt securities | $36,815,000 | 2,950 |
| 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 | $38,710,000 | 2,924 |
| U.S. Government securities | $37,072,000 | 2,343 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,072,000 | 2,266 |
| Securities issued by states & political subdivisions | $1,570,000 | 4,619 |
| 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 | $68,000 | 1,850 |
| 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 | $6,372,000 | 3,463 |
| Certificates of participation in pools of residential mortgages | $6,372,000 | 2,869 |
| Issued or guaranteed by U.S. | $6,372,000 | 2,858 |
| 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) | $38,024,000 | 586 |
| Available-for-sale securities (fair market value) | $686,000 | 7,797 |
| Total debt securities | $38,642,000 | 2,879 |
| 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 | $37,995,000 | 3,009 |
| U.S. Government securities | $36,158,000 | 2,441 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,158,000 | 2,356 |
| Securities issued by states & political subdivisions | $1,770,000 | 4,501 |
| 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 | $67,000 | 1,882 |
| 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 | $3,979,000 | 4,214 |
| Certificates of participation in pools of residential mortgages | $3,979,000 | 3,611 |
| Issued or guaranteed by U.S. | $3,979,000 | 3,600 |
| 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) | $37,627,000 | 602 |
| Available-for-sale securities (fair market value) | $368,000 | 7,958 |
| Total debt securities | $37,928,000 | 2,970 |
| 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 | $36,870,000 | 3,105 |
| U.S. Government securities | $34,757,000 | 2,537 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,757,000 | 2,435 |
| Securities issued by states & political subdivisions | $2,035,000 | 4,330 |
| 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 | $78,000 | 1,913 |
| 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 | $3,677,000 | 4,366 |
| Certificates of participation in pools of residential mortgages | $3,677,000 | 3,760 |
| Issued or guaranteed by U.S. | $3,677,000 | 3,752 |
| 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) | $36,486,000 | 624 |
| Available-for-sale securities (fair market value) | $384,000 | 7,982 |
| Total debt securities | $36,792,000 | 3,059 |
| 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 | $35,294,000 | 3,209 |
| U.S. Government securities | $33,015,000 | 2,629 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,015,000 | 2,531 |
| Securities issued by states & political subdivisions | $2,208,000 | 4,224 |
| 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 | $71,000 | 1,951 |
| 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 | $1,532,000 | 5,324 |
| Certificates of participation in pools of residential mortgages | $1,532,000 | 4,792 |
| Issued or guaranteed by U.S. | $1,532,000 | 4,781 |
| 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) | $34,909,000 | 633 |
| Available-for-sale securities (fair market value) | $385,000 | 8,028 |
| Total debt securities | $35,223,000 | 3,156 |
| 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 | $34,874,000 | 3,270 |
| U.S. Government securities | $33,481,000 | 2,621 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,481,000 | 2,519 |
| Securities issued by states & political subdivisions | $1,328,000 | 4,854 |
| 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 | $65,000 | 2,012 |
| 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 | $1,615,000 | 5,337 |
| Certificates of participation in pools of residential mortgages | $1,615,000 | 4,787 |
| Issued or guaranteed by U.S. | $1,615,000 | 4,774 |
| 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) | $34,510,000 | 649 |
| Available-for-sale securities (fair market value) | $364,000 | 8,083 |
| Total debt securities | $34,809,000 | 3,215 |
| 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 | $32,833,000 | 3,418 |
| U.S. Government securities | $31,244,000 | 2,726 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,244,000 | 2,642 |
| Securities issued by states & political subdivisions | $1,528,000 | 4,699 |
| 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 | $61,000 | 2,043 |
| 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 | $1,153,000 | 5,649 |
| Certificates of participation in pools of residential mortgages | $1,153,000 | 5,131 |
| Issued or guaranteed by U.S. | $1,153,000 | 5,116 |
| 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) | $31,850,000 | 671 |
| Available-for-sale securities (fair market value) | $983,000 | 7,964 |
| Total debt securities | $32,772,000 | 3,349 |
| 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 | $28,088,000 | 3,896 |
| U.S. Government securities | $26,470,000 | 3,186 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,470,000 | 3,074 |
| Securities issued by states & political subdivisions | $1,558,000 | 4,718 |
| 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 | $60,000 | 2,085 |
| 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 | $85,000 | 6,817 |
| Certificates of participation in pools of residential mortgages | $85,000 | 6,466 |
| Issued or guaranteed by U.S. | $85,000 | 6,444 |
| 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) | $27,114,000 | 756 |
| Available-for-sale securities (fair market value) | $974,000 | 8,016 |
| Total debt securities | $28,028,000 | 3,834 |
| 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 | $20,120,000 | 4,740 |
| U.S. Government securities | $18,063,000 | 4,057 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,063,000 | 3,899 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,404 |
| 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 | $57,000 | 2,144 |
| 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 | $114,000 | 6,789 |
| Certificates of participation in pools of residential mortgages | $114,000 | 6,424 |
| Issued or guaranteed by U.S. | $114,000 | 6,397 |
| 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) | $19,747,000 | 945 |
| Available-for-sale securities (fair market value) | $373,000 | 8,208 |
| Total debt securities | $20,063,000 | 4,666 |
| 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 | $20,108,000 | 4,677 |
| U.S. Government securities | $18,055,000 | 3,954 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,055,000 | 3,797 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,376 |
| 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 | $53,000 | 2,160 |
| 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 | $183,000 | 6,704 |
| Certificates of participation in pools of residential mortgages | $183,000 | 6,292 |
| Issued or guaranteed by U.S. | $183,000 | 6,269 |
| 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) | $19,717,000 | 912 |
| Available-for-sale securities (fair market value) | $391,000 | 8,226 |
| Total debt securities | $20,055,000 | 4,585 |
| 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 | $18,259,000 | 4,930 |
| U.S. Government securities | $16,411,000 | 4,269 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,411,000 | 4,090 |
| Securities issued by states & political subdivisions | $1,790,000 | 4,453 |
| 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 | $58,000 | 2,141 |
| 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 | $266,000 | 6,613 |
| Certificates of participation in pools of residential mortgages | $266,000 | 6,155 |
| Issued or guaranteed by U.S. | $266,000 | 6,138 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,885,000 | 1,001 |
| Available-for-sale securities (fair market value) | $374,000 | 8,274 |
| Total debt securities | $18,201,000 | 4,844 |
| 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 | $21,241,000 | 4,463 |
| U.S. Government securities | $19,389,000 | 3,788 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,389,000 | 3,620 |
| Securities issued by states & political subdivisions | $1,790,000 | 4,437 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $62,000 | 2,144 |
| 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 | $346,000 | 6,519 |
| Certificates of participation in pools of residential mortgages | $346,000 | 6,019 |
| Issued or guaranteed by U.S. | $346,000 | 6,000 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,863,000 | 896 |
| Available-for-sale securities (fair market value) | $378,000 | 8,288 |
| Total debt securities | $21,179,000 | 4,385 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $16,571,000 | 5,096 |
| U.S. Government securities | $16,107,000 | 4,173 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,107,000 | 3,981 |
| Securities issued by states & political subdivisions | $396,000 | 6,110 |
| 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 | $68,000 | 2,078 |
| 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 | $704,000 | 6,149 |
| Certificates of participation in pools of residential mortgages | $704,000 | 5,489 |
| Issued or guaranteed by U.S. | $704,000 | 5,467 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,215,000 | 1,084 |
| Available-for-sale securities (fair market value) | $356,000 | 8,456 |
| Total debt securities | $16,503,000 | 5,019 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $16,518,000 | 5,260 |
| U.S. Government securities | $16,344,000 | 4,246 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,344,000 | 3,960 |
| Securities issued by states & political subdivisions | $110,000 | 6,937 |
| 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 | $64,000 | 7,199 |
| 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 | $550,000 | 6,033 |
| Certificates of participation in pools of residential mortgages | $550,000 | 5,330 |
| Issued or guaranteed by U.S. | $550,000 | 5,313 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,161,000 | 1,347 |
| Available-for-sale securities (fair market value) | $357,000 | 8,819 |
| Total debt securities | $16,454,000 | 5,143 |
| 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 | $18,859,000 | 5,047 |
| U.S. Government securities | $17,042,000 | 4,352 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,042,000 | 3,935 |
| Securities issued by states & political subdivisions | $160,000 | 7,135 |
| Other domestic debt securities | $1,607,000 | 2,005 |
| 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 | $1,607,000 | 1,677 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 7,328 |
| 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 | $975,000 | 5,869 |
| Certificates of participation in pools of residential mortgages | $975,000 | 5,058 |
| Issued or guaranteed by U.S. | $975,000 | 5,046 |
| 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) | $18,542,000 | 1,341 |
| Available-for-sale securities (fair market value) | $317,000 | 9,117 |
| Total debt securities | $18,809,000 | 4,936 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $16,112,000 | 5,568 |
| U.S. Government securities | $15,833,000 | 4,618 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,833,000 | 3,966 |
| Securities issued by states & political subdivisions | $210,000 | 7,223 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $69,000 | 6,855 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,721,000 | 5,508 |
| Certificates of participation in pools of residential mortgages | $1,721,000 | 4,590 |
| Issued or guaranteed by U.S. | $1,721,000 | 4,568 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,730,000 | 1,686 |
| Available-for-sale securities (fair market value) | $382,000 | 9,205 |
| Total debt securities | $16,043,000 | 5,449 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $9,705,000 | 7,496 |
| U.S. Government securities | $9,664,000 | 6,592 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,664,000 | 5,345 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $41,000 | 7,216 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,620,000 | 5,004 |
| Certificates of participation in pools of residential mortgages | $2,620,000 | 3,973 |
| Issued or guaranteed by U.S. | $2,620,000 | 3,956 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,872,000 | 3,028 |
| Available-for-sale securities (fair market value) | $833,000 | 9,292 |
| Total debt securities | $9,664,000 | 7,405 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $16,424,000 | 6,056 |
| U.S. Government securities | $16,404,000 | 5,128 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,404,000 | 3,895 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,443 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $10,000 | 233 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,629,000 | 4,872 |
| Certificates of participation in pools of residential mortgages | $3,629,000 | 3,750 |
| Issued or guaranteed by U.S. | $3,629,000 | 3,729 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,768,000 | 2,397 |
| Available-for-sale securities (fair market value) | $1,656,000 | 9,187 |
| Total debt securities | $16,404,000 | 5,944 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $12,938,000 | 7,292 |
| U.S. Government securities | $12,933,000 | 6,298 |
| U.S. Treasury securities | $803,000 | 8,910 |
| U.S. Government agency obligations | $12,130,000 | 4,832 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 7,766 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $17,000 | 232 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,108,000 | 4,895 |
| Certificates of participation in pools of residential mortgages | $4,108,000 | 3,640 |
| Issued or guaranteed by U.S. | $4,108,000 | 3,609 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,780,000 | 3,222 |
| Available-for-sale securities (fair market value) | $2,158,000 | 9,326 |
| Total debt securities | $12,933,000 | 7,159 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $11,864,000 | 8,094 |
| U.S. Government securities | $11,868,000 | 7,012 |
| U.S. Treasury securities | $3,345,000 | 6,809 |
| U.S. Government agency obligations | $8,523,000 | 5,951 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,000 | 8,150 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $17,000 | 293 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,869,000 | 5,942 |
| Certificates of participation in pools of residential mortgages | $2,869,000 | 4,463 |
| Issued or guaranteed by U.S. | $2,869,000 | 4,438 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,900,000 | 5,702 |
| Available-for-sale securities (fair market value) | $1,964,000 | 8,912 |
| Total debt securities | $11,868,000 | 7,978 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $9,452,000 | 9,281 |
| U.S. Government securities | $9,256,000 | 8,352 |
| U.S. Treasury securities | $1,692,000 | 8,920 |
| U.S. Government agency obligations | $7,564,000 | 6,559 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $200,000 | 5,291 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 4,147 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 9,081 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $5,000 | 334 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,514,000 | 6,805 |
| Certificates of participation in pools of residential mortgages | $2,514,000 | 5,269 |
| Issued or guaranteed by U.S. | $2,514,000 | 5,229 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,456,000 | 9,143 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $11,940,000 | 8,419 |
| U.S. Government securities | $11,747,000 | 7,344 |
| U.S. Treasury securities | $1,999,000 | 8,849 |
| U.S. Government agency obligations | $9,748,000 | 5,628 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $200,000 | 6,170 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 4,735 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 9,084 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $8,000 | 466 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,048,000 | 6,009 |
| Certificates of participation in pools of residential mortgages | $4,048,000 | 4,421 |
| Issued or guaranteed by U.S. | $4,048,000 | 4,368 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,947,000 | 8,279 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |