Home > Farmers and Mechanics Federal Savings Bank > Securities
Farmers and Mechanics Federal Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $44,812,000 | 2,737 |
| U.S. Government securities | $18,438,000 | 3,065 |
| U.S. Treasury securities | $4,727,000 | 1,878 |
| U.S. Government agency obligations | $13,711,000 | 2,977 |
| Securities issued by states & political subdivisions | $16,594,000 | 1,981 |
| Other domestic debt securities | $9,780,000 | 1,038 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,431,000 | 412 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,082,000 | 1,326 |
| 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 | $41,706,000 | 1,629 |
| Mortgage-backed securities | $17,066,000 | 2,168 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,927,000 | 2,700 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,832,000 | 1,262 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $973,000 | 1,223 |
| Other commercial mortgage-backed securities | $5,334,000 | 692 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $44,812,000 | 2,511 |
| Total debt securities | $44,812,000 | 2,717 |
| Structured notes | ||
| Amortized cost | $211,000 | 1,098 |
| Fair value | $195,000 | 1,099 |
| 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 | $43,605,000 | 2,760 |
| U.S. Government securities | $18,421,000 | 3,063 |
| U.S. Treasury securities | $4,575,000 | 1,933 |
| U.S. Government agency obligations | $13,846,000 | 2,953 |
| Securities issued by states & political subdivisions | $15,621,000 | 2,023 |
| Other domestic debt securities | $9,563,000 | 1,038 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,515,000 | 385 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,061,000 | 1,320 |
| 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 | $40,833,000 | 1,591 |
| Mortgage-backed securities | $16,737,000 | 2,150 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,965,000 | 2,687 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,771,000 | 1,239 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $946,000 | 1,205 |
| Other commercial mortgage-backed securities | $5,055,000 | 690 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $43,605,000 | 2,527 |
| Total debt securities | $43,605,000 | 2,743 |
| Structured notes | ||
| Amortized cost | $218,000 | 1,117 |
| Fair value | $196,000 | 1,116 |
| 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 | $45,265,000 | 2,774 |
| U.S. Government securities | $19,015,000 | 3,074 |
| U.S. Treasury securities | $4,653,000 | 1,968 |
| U.S. Government agency obligations | $14,362,000 | 2,968 |
| Securities issued by states & political subdivisions | $16,314,000 | 2,037 |
| Other domestic debt securities | $9,936,000 | 1,031 |
| Privately issued residential mortgage-backed securities | $123,000 | 588 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,547,000 | 383 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,129,000 | 1,324 |
| 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 | $40,903,000 | 1,587 |
| Mortgage-backed securities | $17,325,000 | 2,161 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,895,000 | 2,733 |
| Privately issued | $123,000 | 186 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,124,000 | 1,223 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $978,000 | 1,192 |
| Other commercial mortgage-backed securities | $5,205,000 | 687 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $45,265,000 | 2,539 |
| Total debt securities | $45,258,000 | 2,759 |
| Structured notes | ||
| Amortized cost | $225,000 | 1,164 |
| Fair value | $206,000 | 1,161 |
| 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 | $46,206,000 | 2,820 |
| U.S. Government securities | $19,613,000 | 3,125 |
| U.S. Treasury securities | $4,698,000 | 2,039 |
| U.S. Government agency obligations | $14,915,000 | 2,944 |
| Securities issued by states & political subdivisions | $16,402,000 | 2,082 |
| Other domestic debt securities | $10,191,000 | 1,069 |
| Privately issued residential mortgage-backed securities | $131,000 | 611 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,574,000 | 386 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $2,328,000 | 1,324 |
| 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 | $46,206,000 | 1,430 |
| Mortgage-backed securities | $17,785,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,007,000 | 2,768 |
| Privately issued | $131,000 | 196 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,420,000 | 1,244 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,001,000 | 1,206 |
| Other commercial mortgage-backed securities | $5,226,000 | 699 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $46,206,000 | 2,581 |
| Total debt securities | $46,206,000 | 2,800 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $46,107,000 | 2,858 |
| U.S. Government securities | $19,911,000 | 3,130 |
| U.S. Treasury securities | $4,617,000 | 2,089 |
| U.S. Government agency obligations | $15,294,000 | 2,915 |
| Securities issued by states & political subdivisions | $15,859,000 | 2,160 |
| Other domestic debt securities | $10,337,000 | 1,077 |
| Privately issued residential mortgage-backed securities | $136,000 | 625 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,694,000 | 387 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $2,344,000 | 1,330 |
| 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 | $40,923,000 | 1,457 |
| Mortgage-backed securities | $17,869,000 | 2,201 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,787,000 | 2,825 |
| Privately issued | $136,000 | 213 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,695,000 | 1,236 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $995,000 | 1,198 |
| Other commercial mortgage-backed securities | $5,256,000 | 699 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $46,107,000 | 2,614 |
| Total debt securities | $46,107,000 | 2,839 |
| Structured notes | ||
| Amortized cost | $245,000 | 1,221 |
| Fair value | $224,000 | 1,212 |
| 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 | $46,610,000 | 2,857 |
| U.S. Government securities | $20,563,000 | 3,112 |
| U.S. Treasury securities | $4,554,000 | 2,136 |
| U.S. Government agency obligations | $16,009,000 | 2,878 |
| Securities issued by states & political subdivisions | $15,594,000 | 2,183 |
| Other domestic debt securities | $10,453,000 | 1,038 |
| Privately issued residential mortgage-backed securities | $143,000 | 612 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,858,000 | 375 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $2,380,000 | 1,322 |
| 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 | $10,263,000 | 2,650 |
| Mortgage-backed securities | $18,195,000 | 2,199 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,878,000 | 2,834 |
| Privately issued | $143,000 | 198 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,021,000 | 1,227 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $989,000 | 1,214 |
| Other commercial mortgage-backed securities | $5,164,000 | 734 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $46,610,000 | 2,615 |
| Total debt securities | $46,610,000 | 2,836 |
| Structured notes | ||
| Amortized cost | $254,000 | 1,183 |
| Fair value | $232,000 | 1,191 |
| 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 | $49,341,000 | 2,818 |
| U.S. Government securities | $21,466,000 | 3,090 |
| U.S. Treasury securities | $4,741,000 | 2,083 |
| U.S. Government agency obligations | $16,725,000 | 2,886 |
| Securities issued by states & political subdivisions | $16,963,000 | 2,154 |
| Other domestic debt securities | $10,912,000 | 960 |
| Privately issued residential mortgage-backed securities | $149,000 | 622 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,886,000 | 381 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $2,512,000 | 1,299 |
| 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 | $10,643,000 | 2,615 |
| Mortgage-backed securities | $18,990,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $3,674,000 | 2,993 |
| Issued or guaranteed by U.S. | $3,525,000 | 2,923 |
| Privately issued | $149,000 | 201 |
| Collaterized mortgage obligations | $8,773,000 | 1,261 |
| CMOs issued by government agencies or sponsored agencies | $8,773,000 | 1,194 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $6,543,000 | 1,055 |
| Commercial mortgage pass-through securities | $1,040,000 | 1,190 |
| Other commercial mortgage-backed securities | $5,503,000 | 780 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $49,341,000 | 2,606 |
| Total debt securities | $49,341,000 | 2,804 |
| Structured notes | ||
| Amortized cost | $268,000 | 1,155 |
| Fair value | $250,000 | 1,152 |
| 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 | $53,153,000 | 2,683 |
| U.S. Government securities | $23,362,000 | 2,907 |
| U.S. Treasury securities | $4,900,000 | 1,822 |
| U.S. Government agency obligations | $18,462,000 | 2,776 |
| Securities issued by states & political subdivisions | $18,287,000 | 2,085 |
| Other domestic debt securities | $11,504,000 | 905 |
| Privately issued residential mortgage-backed securities | $156,000 | 606 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,985,000 | 391 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,619,000 | 1,266 |
| 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 | $5,651,000 | 3,055 |
| Mortgage-backed securities | $20,881,000 | 2,154 |
| Certificates of participation in pools of residential mortgages | $3,827,000 | 2,974 |
| Issued or guaranteed by U.S. | $3,671,000 | 2,914 |
| Privately issued | $156,000 | 205 |
| Collaterized mortgage obligations | $9,922,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $9,922,000 | 1,153 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $7,132,000 | 1,016 |
| Commercial mortgage pass-through securities | $1,124,000 | 1,178 |
| Other commercial mortgage-backed securities | $6,008,000 | 742 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $53,153,000 | 2,497 |
| Total debt securities | $53,158,000 | 2,667 |
| Structured notes | ||
| Amortized cost | $283,000 | 1,026 |
| Fair value | $273,000 | 1,022 |
| 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 | $55,013,000 | 2,567 |
| U.S. Government securities | $22,663,000 | 2,804 |
| U.S. Treasury securities | $3,759,000 | 1,550 |
| U.S. Government agency obligations | $18,904,000 | 2,720 |
| Securities issued by states & political subdivisions | $19,489,000 | 2,077 |
| Other domestic debt securities | $12,861,000 | 829 |
| Privately issued residential mortgage-backed securities | $159,000 | 572 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,636,000 | 376 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,751,000 | 1,190 |
| 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 | $6,089,000 | 3,015 |
| Mortgage-backed securities | $21,583,000 | 2,138 |
| Certificates of participation in pools of residential mortgages | $2,719,000 | 3,129 |
| Issued or guaranteed by U.S. | $2,560,000 | 3,060 |
| Privately issued | $159,000 | 210 |
| Collaterized mortgage obligations | $11,071,000 | 1,120 |
| CMOs issued by government agencies or sponsored agencies | $11,071,000 | 1,077 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $7,793,000 | 977 |
| Commercial mortgage pass-through securities | $1,213,000 | 1,147 |
| Other commercial mortgage-backed securities | $6,580,000 | 708 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $55,013,000 | 2,408 |
| Total debt securities | $55,013,000 | 2,550 |
| Structured notes | ||
| Amortized cost | $302,000 | 924 |
| Fair value | $307,000 | 924 |
| 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 | $51,142,000 | 2,580 |
| U.S. Government securities | $24,222,000 | 2,651 |
| U.S. Treasury securities | $3,787,000 | 1,308 |
| U.S. Government agency obligations | $20,435,000 | 2,631 |
| Securities issued by states & political subdivisions | $17,109,000 | 2,175 |
| Other domestic debt securities | $9,811,000 | 911 |
| Privately issued residential mortgage-backed securities | $173,000 | 547 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,746,000 | 415 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,767,000 | 1,130 |
| 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 | $5,557,000 | 3,079 |
| Mortgage-backed securities | $20,629,000 | 2,165 |
| Certificates of participation in pools of residential mortgages | $2,083,000 | 3,283 |
| Issued or guaranteed by U.S. | $1,910,000 | 3,235 |
| Privately issued | $173,000 | 197 |
| Collaterized mortgage obligations | $12,067,000 | 1,075 |
| CMOs issued by government agencies or sponsored agencies | $12,067,000 | 1,035 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $6,479,000 | 1,058 |
| Commercial mortgage pass-through securities | $1,243,000 | 1,144 |
| Other commercial mortgage-backed securities | $5,236,000 | 768 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $51,142,000 | 2,428 |
| Total debt securities | $51,144,000 | 2,564 |
| Structured notes | ||
| Amortized cost | $324,000 | 814 |
| Fair value | $332,000 | 815 |
| 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 | $41,775,000 | 2,806 |
| U.S. Government securities | $21,347,000 | 2,741 |
| U.S. Treasury securities | $3,148,000 | 1,264 |
| U.S. Government agency obligations | $18,199,000 | 2,732 |
| Securities issued by states & political subdivisions | $13,824,000 | 2,368 |
| Other domestic debt securities | $6,604,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,811,000 | 419 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $2,754,000 | 1,069 |
| 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 | $5,553,000 | 3,072 |
| Mortgage-backed securities | $14,881,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $226,000 | 3,804 |
| Issued or guaranteed by U.S. | $226,000 | 3,723 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $11,074,000 | 1,078 |
| CMOs issued by government agencies or sponsored agencies | $11,074,000 | 1,046 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,581,000 | 1,275 |
| Commercial mortgage pass-through securities | $1,256,000 | 1,140 |
| Other commercial mortgage-backed securities | $2,325,000 | 980 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $41,775,000 | 2,642 |
| Total debt securities | $41,776,000 | 2,789 |
| Structured notes | ||
| Amortized cost | $347,000 | 750 |
| Fair value | $355,000 | 748 |
| 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 | $37,080,000 | 2,841 |
| U.S. Government securities | $16,529,000 | 2,896 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $16,529,000 | 2,727 |
| Securities issued by states & political subdivisions | $15,734,000 | 2,182 |
| Other domestic debt securities | $4,817,000 | 1,170 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,863,000 | 411 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,954,000 | 1,150 |
| 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 | $5,887,000 | 3,023 |
| Mortgage-backed securities | $11,922,000 | 2,579 |
| Certificates of participation in pools of residential mortgages | $256,000 | 3,783 |
| Issued or guaranteed by U.S. | $256,000 | 3,699 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $9,116,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $9,116,000 | 1,112 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,550,000 | 1,378 |
| Commercial mortgage pass-through securities | $1,253,000 | 1,128 |
| Other commercial mortgage-backed securities | $1,297,000 | 1,078 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $37,080,000 | 2,669 |
| Total debt securities | $37,080,000 | 2,825 |
| Structured notes | ||
| Amortized cost | $367,000 | 541 |
| Fair value | $373,000 | 540 |
| 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 | $32,654,000 | 2,895 |
| U.S. Government securities | $14,965,000 | 2,857 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $14,965,000 | 2,723 |
| Securities issued by states & political subdivisions | $14,538,000 | 2,228 |
| Other domestic debt securities | $3,151,000 | 1,274 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,899,000 | 424 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $1,252,000 | 1,251 |
| 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 | $5,297,000 | 3,096 |
| Mortgage-backed securities | $10,174,000 | 2,636 |
| Certificates of participation in pools of residential mortgages | $304,000 | 3,758 |
| Issued or guaranteed by U.S. | $304,000 | 3,682 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $7,181,000 | 1,289 |
| CMOs issued by government agencies or sponsored agencies | $7,181,000 | 1,249 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,689,000 | 1,303 |
| Commercial mortgage pass-through securities | $1,298,000 | 1,079 |
| Other commercial mortgage-backed securities | $1,391,000 | 1,031 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $32,654,000 | 2,720 |
| Total debt securities | $32,654,000 | 2,878 |
| Structured notes | ||
| Amortized cost | $488,000 | 295 |
| Fair value | $403,000 | 302 |
| 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 | $29,400,000 | 2,934 |
| U.S. Government securities | $15,435,000 | 2,781 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $15,435,000 | 2,648 |
| Securities issued by states & political subdivisions | $12,119,000 | 2,302 |
| Other domestic debt securities | $1,846,000 | 1,462 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,846,000 | 411 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,303,000 | 3,428 |
| Mortgage-backed securities | $11,296,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | $373,000 | 3,734 |
| Issued or guaranteed by U.S. | $373,000 | 3,657 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,362,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $8,362,000 | 1,183 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,561,000 | 1,295 |
| Commercial mortgage pass-through securities | $1,057,000 | 1,127 |
| Other commercial mortgage-backed securities | $1,504,000 | 993 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $29,400,000 | 2,747 |
| Total debt securities | $29,400,000 | 2,917 |
| Structured notes | ||
| Amortized cost | $410,000 | 297 |
| Fair value | $431,000 | 295 |
| 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 | $29,692,000 | 2,876 |
| U.S. Government securities | $17,116,000 | 2,660 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $17,116,000 | 2,528 |
| Securities issued by states & political subdivisions | $10,770,000 | 2,343 |
| Other domestic debt securities | $1,806,000 | 1,392 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,806,000 | 369 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,553,000 | 3,406 |
| Mortgage-backed securities | $12,787,000 | 2,429 |
| Certificates of participation in pools of residential mortgages | $495,000 | 3,692 |
| Issued or guaranteed by U.S. | $495,000 | 3,616 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,688,000 | 1,165 |
| CMOs issued by government agencies or sponsored agencies | $9,688,000 | 1,127 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,604,000 | 1,272 |
| Commercial mortgage pass-through securities | $1,051,000 | 1,126 |
| Other commercial mortgage-backed securities | $1,553,000 | 957 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $29,692,000 | 2,697 |
| Total debt securities | $29,692,000 | 2,857 |
| Structured notes | ||
| Amortized cost | $589,000 | 274 |
| Fair value | $655,000 | 269 |
| 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 | $33,226,000 | 2,688 |
| U.S. Government securities | $21,389,000 | 2,419 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $21,389,000 | 2,303 |
| Securities issued by states & political subdivisions | $10,068,000 | 2,317 |
| Other domestic debt securities | $1,769,000 | 1,349 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,769,000 | 353 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $16,686,000 | 2,161 |
| Certificates of participation in pools of residential mortgages | $473,000 | 3,725 |
| Issued or guaranteed by U.S. | $473,000 | 3,637 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $10,696,000 | 1,130 |
| CMOs issued by government agencies or sponsored agencies | $10,696,000 | 1,095 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $5,517,000 | 952 |
| Commercial mortgage pass-through securities | $1,005,000 | 1,118 |
| Other commercial mortgage-backed securities | $4,512,000 | 675 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $33,226,000 | 2,522 |
| Total debt securities | $33,226,000 | 2,667 |
| Structured notes | ||
| Amortized cost | $606,000 | 397 |
| Fair value | $666,000 | 392 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $34,237,000 | 2,662 |
| U.S. Government securities | $23,482,000 | 2,360 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $23,482,000 | 2,233 |
| Securities issued by states & political subdivisions | $8,830,000 | 2,431 |
| Other domestic debt securities | $1,925,000 | 1,300 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $1,925,000 | 323 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $18,422,000 | 2,031 |
| Certificates of participation in pools of residential mortgages | $685,000 | 3,649 |
| Issued or guaranteed by U.S. | $685,000 | 3,563 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $12,331,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $12,331,000 | 1,015 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $5,406,000 | 943 |
| Commercial mortgage pass-through securities | $981,000 | 1,121 |
| Other commercial mortgage-backed securities | $4,425,000 | 646 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $34,237,000 | 2,483 |
| Total debt securities | $34,237,000 | 2,643 |
| Structured notes | ||
| Amortized cost | $612,000 | 527 |
| Fair value | $609,000 | 528 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $32,792,000 | 2,754 |
| U.S. Government securities | $23,228,000 | 2,398 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $23,228,000 | 2,271 |
| Securities issued by states & political subdivisions | $8,381,000 | 2,508 |
| Other domestic debt securities | $1,183,000 | 1,470 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $1,183,000 | 338 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $17,743,000 | 2,058 |
| Certificates of participation in pools of residential mortgages | $994,000 | 3,554 |
| Issued or guaranteed by U.S. | $994,000 | 3,464 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $13,126,000 | 1,024 |
| CMOs issued by government agencies or sponsored agencies | $13,126,000 | 990 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,623,000 | 1,099 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $3,623,000 | 667 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $32,792,000 | 2,565 |
| Total debt securities | $32,792,000 | 2,737 |
| Structured notes | ||
| Amortized cost | $615,000 | 652 |
| Fair value | $620,000 | 652 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $34,730,000 | 2,707 |
| U.S. Government securities | $19,414,000 | 2,690 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $19,414,000 | 2,534 |
| Securities issued by states & political subdivisions | $13,874,000 | 2,001 |
| Other domestic debt securities | $1,442,000 | 1,397 |
| Privately issued residential mortgage-backed securities | $270,000 | 487 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $1,172,000 | 322 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $15,369,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $1,302,000 | 3,448 |
| Issued or guaranteed by U.S. | $1,032,000 | 3,465 |
| Privately issued | $270,000 | 186 |
| Collaterized mortgage obligations | $11,499,000 | 1,094 |
| CMOs issued by government agencies or sponsored agencies | $11,499,000 | 1,059 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,568,000 | 1,213 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $2,568,000 | 724 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $34,730,000 | 2,518 |
| Total debt securities | $34,729,000 | 2,689 |
| Structured notes | ||
| Amortized cost | $618,000 | 717 |
| Fair value | $625,000 | 717 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $34,925,000 | 2,744 |
| U.S. Government securities | $15,617,000 | 3,001 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $15,617,000 | 2,831 |
| Securities issued by states & political subdivisions | $18,579,000 | 1,698 |
| Other domestic debt securities | $729,000 | 1,635 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $729,000 | 344 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $11,710,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $1,545,000 | 3,384 |
| Issued or guaranteed by U.S. | $1,545,000 | 3,303 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,356,000 | 1,284 |
| CMOs issued by government agencies or sponsored agencies | $8,356,000 | 1,242 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,809,000 | 1,275 |
| Commercial mortgage pass-through securities | $1,809,000 | 908 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $34,925,000 | 2,547 |
| Total debt securities | $34,921,000 | 2,724 |
| Structured notes | ||
| Amortized cost | $127,000 | 929 |
| Fair value | $124,000 | 929 |
| 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 | $34,811,000 | 2,779 |
| U.S. Government securities | $15,401,000 | 3,044 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $15,401,000 | 2,871 |
| Securities issued by states & political subdivisions | $18,355,000 | 1,751 |
| Other domestic debt securities | $1,055,000 | 1,470 |
| Privately issued residential mortgage-backed securities | $325,000 | 453 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $730,000 | 338 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,000 | 4,549 |
| Mortgage-backed securities | $11,634,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | $1,820,000 | 3,330 |
| Issued or guaranteed by U.S. | $1,495,000 | 3,354 |
| Privately issued | $325,000 | 152 |
| Collaterized mortgage obligations | $8,425,000 | 1,269 |
| CMOs issued by government agencies or sponsored agencies | $8,425,000 | 1,228 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,389,000 | 1,347 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $1,389,000 | 781 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $34,811,000 | 2,578 |
| Total debt securities | $34,811,000 | 2,762 |
| Structured notes | ||
| Amortized cost | $127,000 | 948 |
| Fair value | $122,000 | 949 |
| 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 | $36,252,000 | 2,718 |
| U.S. Government securities | $16,768,000 | 2,942 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,768,000 | 2,789 |
| Securities issued by states & political subdivisions | $19,153,000 | 1,710 |
| Other domestic debt securities | $331,000 | 1,773 |
| Privately issued residential mortgage-backed securities | $331,000 | 402 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,000 | 4,611 |
| Mortgage-backed securities | $12,579,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $2,095,000 | 3,316 |
| Issued or guaranteed by U.S. | $1,764,000 | 3,358 |
| Privately issued | $331,000 | 95 |
| Collaterized mortgage obligations | $9,085,000 | 1,203 |
| CMOs issued by government agencies or sponsored agencies | $9,085,000 | 1,163 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,399,000 | 1,319 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $1,399,000 | 775 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $36,252,000 | 2,517 |
| Total debt securities | $36,252,000 | 2,703 |
| Structured notes | ||
| Amortized cost | $128,000 | 929 |
| Fair value | $112,000 | 930 |
| 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 | $38,249,000 | 2,659 |
| U.S. Government securities | $18,866,000 | 2,790 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $18,866,000 | 2,658 |
| Securities issued by states & political subdivisions | $19,383,000 | 1,749 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,000 | 4,661 |
| Mortgage-backed securities | $14,005,000 | 2,339 |
| Certificates of participation in pools of residential mortgages | $2,424,000 | 3,268 |
| Issued or guaranteed by U.S. | $2,424,000 | 3,106 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $10,145,000 | 1,150 |
| CMOs issued by government agencies or sponsored agencies | $10,145,000 | 1,109 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,436,000 | 1,282 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,436,000 | 752 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $38,249,000 | 2,464 |
| Total debt securities | $38,249,000 | 2,642 |
| Structured notes | ||
| Amortized cost | $128,000 | 935 |
| Fair value | $114,000 | 935 |
| 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 | $37,925,000 | 2,699 |
| U.S. Government securities | $18,774,000 | 2,877 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $18,774,000 | 2,745 |
| Securities issued by states & political subdivisions | $19,151,000 | 1,811 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,000 | 4,729 |
| Mortgage-backed securities | $13,544,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | $1,590,000 | 3,539 |
| Issued or guaranteed by U.S. | $1,590,000 | 3,532 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,972,000 | 1,080 |
| CMOs issued by government agencies or sponsored agencies | $10,972,000 | 1,040 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $982,000 | 1,225 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $982,000 | 824 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $37,925,000 | 2,502 |
| Total debt securities | $37,925,000 | 2,685 |
| Structured notes | ||
| Amortized cost | $129,000 | 898 |
| Fair value | $115,000 | 901 |
| 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 | $39,654,000 | 2,666 |
| U.S. Government securities | $19,687,000 | 2,826 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $19,687,000 | 2,692 |
| Securities issued by states & political subdivisions | $19,967,000 | 1,819 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,000 | 4,804 |
| Mortgage-backed securities | $14,178,000 | 2,339 |
| Certificates of participation in pools of residential mortgages | $1,786,000 | 3,524 |
| Issued or guaranteed by U.S. | $1,786,000 | 3,516 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $11,877,000 | 1,038 |
| CMOs issued by government agencies or sponsored agencies | $11,877,000 | 999 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $515,000 | 1,345 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $515,000 | 883 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $39,654,000 | 2,465 |
| Total debt securities | $39,654,000 | 2,650 |
| Structured notes | ||
| Amortized cost | $129,000 | 911 |
| Fair value | $118,000 | 913 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $36,891,000 | 2,816 |
| U.S. Government securities | $18,969,000 | 2,893 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $18,969,000 | 2,783 |
| Securities issued by states & political subdivisions | $17,922,000 | 1,979 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,000 | 4,863 |
| Mortgage-backed securities | $14,339,000 | 2,357 |
| Certificates of participation in pools of residential mortgages | $2,029,000 | 3,522 |
| Issued or guaranteed by U.S. | $2,029,000 | 3,516 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $11,788,000 | 1,032 |
| CMOs issued by government agencies or sponsored agencies | $11,788,000 | 993 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $522,000 | 1,329 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $522,000 | 870 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $36,891,000 | 2,596 |
| Total debt securities | $36,891,000 | 2,799 |
| Structured notes | ||
| Amortized cost | $129,000 | 944 |
| Fair value | $121,000 | 947 |
| 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 | $33,688,000 | 3,022 |
| U.S. Government securities | $17,463,000 | 3,073 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,463,000 | 2,951 |
| Securities issued by states & political subdivisions | $14,902,000 | 2,250 |
| Other domestic debt securities | $1,323,000 | 1,423 |
| Privately issued residential mortgage-backed securities | $1,323,000 | 274 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,000 | 4,903 |
| Mortgage-backed securities | $15,063,000 | 2,318 |
| Certificates of participation in pools of residential mortgages | $984,000 | 3,909 |
| Issued or guaranteed by U.S. | $984,000 | 3,902 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,556,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $12,233,000 | 978 |
| Privately issued | $1,323,000 | 256 |
| Commercial mortgage-backed securities | $523,000 | 1,283 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $523,000 | 830 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $33,688,000 | 2,776 |
| Total debt securities | $33,688,000 | 3,000 |
| Structured notes | ||
| Amortized cost | $130,000 | 1,017 |
| Fair value | $121,000 | 1,019 |
| 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 | $27,252,000 | 3,381 |
| U.S. Government securities | $13,068,000 | 3,510 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $13,068,000 | 3,382 |
| Securities issued by states & political subdivisions | $12,811,000 | 2,457 |
| Other domestic debt securities | $1,373,000 | 1,452 |
| Privately issued residential mortgage-backed securities | $1,373,000 | 290 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $10,507,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $462,000 | 4,203 |
| Issued or guaranteed by U.S. | $462,000 | 4,199 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,530,000 | 1,173 |
| CMOs issued by government agencies or sponsored agencies | $8,157,000 | 1,220 |
| Privately issued | $1,373,000 | 273 |
| Commercial mortgage-backed securities | $515,000 | 1,263 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $515,000 | 825 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $27,252,000 | 3,109 |
| Total debt securities | $27,252,000 | 3,355 |
| Structured notes | ||
| Amortized cost | $131,000 | 1,095 |
| Fair value | $120,000 | 1,097 |
| 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 | $26,112,000 | 3,446 |
| U.S. Government securities | $11,319,000 | 3,690 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,319,000 | 3,549 |
| Securities issued by states & political subdivisions | $13,357,000 | 2,419 |
| Other domestic debt securities | $1,436,000 | 1,436 |
| Privately issued residential mortgage-backed securities | $1,436,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,000 | 4,992 |
| Mortgage-backed securities | $8,615,000 | 2,921 |
| Certificates of participation in pools of residential mortgages | $1,655,000 | 3,771 |
| Issued or guaranteed by U.S. | $1,655,000 | 3,764 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,451,000 | 1,395 |
| CMOs issued by government agencies or sponsored agencies | $5,015,000 | 1,505 |
| Privately issued | $1,436,000 | 277 |
| Commercial mortgage-backed securities | $509,000 | 1,225 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $509,000 | 800 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $26,112,000 | 3,157 |
| Total debt securities | $26,112,000 | 3,417 |
| Structured notes | ||
| Amortized cost | $131,000 | 1,089 |
| Fair value | $119,000 | 1,093 |
| 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 | $27,038,000 | 3,394 |
| U.S. Government securities | $11,815,000 | 3,631 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $11,815,000 | 3,509 |
| Securities issued by states & political subdivisions | $13,731,000 | 2,389 |
| Other domestic debt securities | $1,492,000 | 1,430 |
| Privately issued residential mortgage-backed securities | $1,492,000 | 291 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,000 | 5,062 |
| Mortgage-backed securities | $9,006,000 | 2,903 |
| Certificates of participation in pools of residential mortgages | $1,736,000 | 3,791 |
| Issued or guaranteed by U.S. | $1,736,000 | 3,788 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,723,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $5,231,000 | 1,505 |
| Privately issued | $1,492,000 | 279 |
| Commercial mortgage-backed securities | $547,000 | 1,163 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $547,000 | 760 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $27,038,000 | 3,115 |
| Total debt securities | $27,038,000 | 3,367 |
| Structured notes | ||
| Amortized cost | $132,000 | 1,075 |
| Fair value | $129,000 | 1,077 |
| 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 | $26,749,000 | 3,480 |
| U.S. Government securities | $11,761,000 | 3,742 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $11,761,000 | 3,615 |
| Securities issued by states & political subdivisions | $13,315,000 | 2,424 |
| Other domestic debt securities | $1,673,000 | 1,386 |
| Privately issued residential mortgage-backed securities | $1,673,000 | 288 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,000 | 5,139 |
| Mortgage-backed securities | $8,436,000 | 3,002 |
| Certificates of participation in pools of residential mortgages | $1,339,000 | 3,951 |
| Issued or guaranteed by U.S. | $1,339,000 | 3,946 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,550,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $4,877,000 | 1,569 |
| Privately issued | $1,673,000 | 270 |
| Commercial mortgage-backed securities | $547,000 | 1,096 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $547,000 | 729 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $26,749,000 | 3,190 |
| Total debt securities | $26,749,000 | 3,457 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $27,011,000 | 3,517 |
| U.S. Government securities | $12,368,000 | 3,754 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $12,368,000 | 3,627 |
| Securities issued by states & political subdivisions | $12,310,000 | 2,516 |
| Other domestic debt securities | $2,333,000 | 1,235 |
| Privately issued residential mortgage-backed securities | $1,803,000 | 284 |
| Commercial mortgage-backed securities - Total | $530,000 | 131 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,000 | 5,188 |
| Mortgage-backed securities | $9,522,000 | 2,898 |
| Certificates of participation in pools of residential mortgages | $57,000 | 4,656 |
| Issued or guaranteed by U.S. | $57,000 | 4,653 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,935,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $7,132,000 | 1,345 |
| Privately issued | $1,803,000 | 269 |
| Commercial mortgage-backed securities | $530,000 | 1,072 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $530,000 | 713 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $27,011,000 | 3,228 |
| Total debt securities | $27,011,000 | 3,492 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $26,215,000 | 3,596 |
| U.S. Government securities | $12,035,000 | 3,849 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,035,000 | 3,713 |
| Securities issued by states & political subdivisions | $12,215,000 | 2,543 |
| Other domestic debt securities | $1,965,000 | 1,304 |
| Privately issued residential mortgage-backed securities | $1,965,000 | 266 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,000 | 5,222 |
| Mortgage-backed securities | $10,357,000 | 2,805 |
| Certificates of participation in pools of residential mortgages | $61,000 | 4,687 |
| Issued or guaranteed by U.S. | $61,000 | 4,683 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,296,000 | 1,155 |
| CMOs issued by government agencies or sponsored agencies | $8,331,000 | 1,253 |
| Privately issued | $1,965,000 | 253 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $26,215,000 | 3,293 |
| Total debt securities | $26,215,000 | 3,571 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $25,725,000 | 3,683 |
| U.S. Government securities | $13,859,000 | 3,719 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,859,000 | 3,598 |
| Securities issued by states & political subdivisions | $9,778,000 | 2,857 |
| Other domestic debt securities | $2,088,000 | 1,274 |
| Privately issued residential mortgage-backed securities | $2,088,000 | 260 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,000 | 5,288 |
| Mortgage-backed securities | $11,706,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $65,000 | 4,736 |
| Issued or guaranteed by U.S. | $65,000 | 4,731 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $11,641,000 | 1,094 |
| CMOs issued by government agencies or sponsored agencies | $9,553,000 | 1,167 |
| Privately issued | $2,088,000 | 250 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $25,725,000 | 3,359 |
| Total debt securities | $25,725,000 | 3,660 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $27,154,000 | 3,663 |
| U.S. Government securities | $15,915,000 | 3,606 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $15,915,000 | 3,487 |
| Securities issued by states & political subdivisions | $8,988,000 | 2,972 |
| Other domestic debt securities | $2,251,000 | 1,248 |
| Privately issued residential mortgage-backed securities | $2,251,000 | 264 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $269,000 | 5,327 |
| Mortgage-backed securities | $13,378,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $74,000 | 4,800 |
| Issued or guaranteed by U.S. | $74,000 | 4,797 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,304,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $11,053,000 | 1,121 |
| Privately issued | $2,251,000 | 252 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $27,154,000 | 3,354 |
| Total debt securities | $27,155,000 | 3,634 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $25,491,000 | 3,820 |
| U.S. Government securities | $14,447,000 | 3,830 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $14,447,000 | 3,712 |
| Securities issued by states & political subdivisions | $8,599,000 | 3,024 |
| Other domestic debt securities | $2,445,000 | 1,235 |
| Privately issued residential mortgage-backed securities | $2,445,000 | 273 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $420,000 | 5,321 |
| Mortgage-backed securities | $13,464,000 | 2,653 |
| Certificates of participation in pools of residential mortgages | $235,000 | 4,722 |
| Issued or guaranteed by U.S. | $235,000 | 4,715 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $13,229,000 | 1,102 |
| CMOs issued by government agencies or sponsored agencies | $10,784,000 | 1,175 |
| Privately issued | $2,445,000 | 259 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $25,491,000 | 3,482 |
| Total debt securities | $25,491,000 | 3,793 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $26,328,000 | 3,795 |
| U.S. Government securities | $15,545,000 | 3,776 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,545,000 | 3,649 |
| Securities issued by states & political subdivisions | $8,221,000 | 3,099 |
| Other domestic debt securities | $2,562,000 | 1,201 |
| Privately issued residential mortgage-backed securities | $2,562,000 | 270 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 5,408 |
| Mortgage-backed securities | $14,691,000 | 2,596 |
| Certificates of participation in pools of residential mortgages | $297,000 | 4,759 |
| Issued or guaranteed by U.S. | $297,000 | 4,753 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,394,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $11,832,000 | 1,149 |
| Privately issued | $2,562,000 | 255 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $26,328,000 | 3,466 |
| Total debt securities | $26,328,000 | 3,770 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $26,462,000 | 3,865 |
| U.S. Government securities | $15,850,000 | 3,848 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $15,850,000 | 3,720 |
| Securities issued by states & political subdivisions | $7,886,000 | 3,191 |
| Other domestic debt securities | $2,726,000 | 1,218 |
| Privately issued residential mortgage-backed securities | $2,726,000 | 282 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $797,000 | 5,352 |
| Mortgage-backed securities | $17,289,000 | 2,465 |
| Certificates of participation in pools of residential mortgages | $3,425,000 | 3,739 |
| Issued or guaranteed by U.S. | $3,425,000 | 3,738 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $13,864,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $11,138,000 | 1,203 |
| Privately issued | $2,726,000 | 268 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $26,462,000 | 3,528 |
| Total debt securities | $26,463,000 | 3,841 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $26,637,000 | 3,895 |
| U.S. Government securities | $16,884,000 | 3,779 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,884,000 | 3,673 |
| Securities issued by states & political subdivisions | $6,922,000 | 3,382 |
| Other domestic debt securities | $2,831,000 | 1,230 |
| Privately issued residential mortgage-backed securities | $2,831,000 | 271 |
| 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 | $875,000 | 5,374 |
| Mortgage-backed securities | $18,415,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $3,686,000 | 3,738 |
| Issued or guaranteed by U.S. | $3,686,000 | 3,738 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,613,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $10,782,000 | 1,243 |
| Privately issued | $2,831,000 | 262 |
| Commercial mortgage-backed securities | $1,116,000 | 732 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $1,116,000 | 435 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $26,637,000 | 3,555 |
| Total debt securities | $26,636,000 | 3,865 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $26,298,000 | 3,960 |
| U.S. Government securities | $16,597,000 | 3,843 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $16,597,000 | 3,747 |
| Securities issued by states & political subdivisions | $6,517,000 | 3,471 |
| Other domestic debt securities | $3,184,000 | 1,199 |
| Privately issued residential mortgage-backed securities | $3,184,000 | 275 |
| 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 | $951,000 | 5,393 |
| Mortgage-backed securities | $18,509,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $3,968,000 | 3,689 |
| Issued or guaranteed by U.S. | $3,968,000 | 3,689 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $13,441,000 | 1,164 |
| CMOs issued by government agencies or sponsored agencies | $10,257,000 | 1,282 |
| Privately issued | $3,184,000 | 266 |
| Commercial mortgage-backed securities | $1,100,000 | 723 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $1,100,000 | 419 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $26,298,000 | 3,608 |
| Total debt securities | $26,297,000 | 3,929 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $24,385,000 | 4,112 |
| U.S. Government securities | $14,430,000 | 4,078 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,430,000 | 3,979 |
| Securities issued by states & political subdivisions | $6,607,000 | 3,456 |
| Other domestic debt securities | $3,310,000 | 1,217 |
| Privately issued residential mortgage-backed securities | $3,310,000 | 287 |
| 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 | $38,000 | 1,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,026,000 | 5,391 |
| Mortgage-backed securities | $17,487,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | $4,231,000 | 3,636 |
| Issued or guaranteed by U.S. | $4,231,000 | 3,633 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $12,174,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $8,864,000 | 1,375 |
| Privately issued | $3,310,000 | 277 |
| Commercial mortgage-backed securities | $1,082,000 | 681 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $1,082,000 | 413 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $24,385,000 | 3,757 |
| Total debt securities | $24,348,000 | 4,079 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $22,176,000 | 4,305 |
| U.S. Government securities | $13,001,000 | 4,291 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,001,000 | 4,187 |
| Securities issued by states & political subdivisions | $5,645,000 | 3,658 |
| Other domestic debt securities | $3,513,000 | 1,223 |
| Privately issued residential mortgage-backed securities | $3,513,000 | 294 |
| 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 | $17,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,128,000 | 5,406 |
| Mortgage-backed securities | $16,514,000 | 2,596 |
| Certificates of participation in pools of residential mortgages | $2,719,000 | 4,068 |
| Issued or guaranteed by U.S. | $2,719,000 | 4,061 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,703,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $9,190,000 | 1,366 |
| Privately issued | $3,513,000 | 280 |
| Commercial mortgage-backed securities | $1,092,000 | 665 |
| Commercial mortgage pass-through securities | $1,092,000 | 418 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $22,176,000 | 3,948 |
| Total debt securities | $22,159,000 | 4,276 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $24,015,000 | 4,155 |
| U.S. Government securities | $14,415,000 | 4,093 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $14,415,000 | 3,994 |
| Securities issued by states & political subdivisions | $5,734,000 | 3,639 |
| Other domestic debt securities | $3,848,000 | 1,198 |
| Privately issued residential mortgage-backed securities | $3,848,000 | 290 |
| 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 | $18,000 | 1,114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,286,000 | 5,365 |
| Mortgage-backed securities | $18,263,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $4,373,000 | 3,623 |
| Issued or guaranteed by U.S. | $4,373,000 | 3,618 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,803,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $8,955,000 | 1,395 |
| Privately issued | $3,848,000 | 276 |
| Commercial mortgage-backed securities | $1,087,000 | 641 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $1,087,000 | 363 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $24,015,000 | 3,816 |
| Total debt securities | $23,997,000 | 4,127 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $24,272,000 | 4,151 |
| U.S. Government securities | $14,764,000 | 4,092 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,764,000 | 3,993 |
| Securities issued by states & political subdivisions | $5,373,000 | 3,703 |
| Other domestic debt securities | $4,126,000 | 1,159 |
| Privately issued residential mortgage-backed securities | $4,126,000 | 301 |
| 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 | $9,000 | 1,212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,448,000 | 5,369 |
| Mortgage-backed securities | $18,890,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $4,208,000 | 3,725 |
| Issued or guaranteed by U.S. | $4,208,000 | 3,721 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,532,000 | 1,240 |
| CMOs issued by government agencies or sponsored agencies | $9,406,000 | 1,394 |
| Privately issued | $4,126,000 | 289 |
| Commercial mortgage-backed securities | $1,150,000 | 554 |
| Commercial mortgage pass-through securities | $1,150,000 | 373 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $24,272,000 | 3,831 |
| Total debt securities | $24,263,000 | 4,125 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $23,062,000 | 4,203 |
| U.S. Government securities | $14,408,000 | 4,072 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,408,000 | 3,975 |
| Securities issued by states & political subdivisions | $4,347,000 | 3,912 |
| Other domestic debt securities | $4,304,000 | 1,105 |
| Privately issued residential mortgage-backed securities | $4,304,000 | 304 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $3,000 | 1,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,733,000 | 5,297 |
| Mortgage-backed securities | $18,712,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $4,699,000 | 3,596 |
| Issued or guaranteed by U.S. | $4,699,000 | 3,593 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $14,013,000 | 1,253 |
| CMOs issued by government agencies or sponsored agencies | $9,709,000 | 1,430 |
| Privately issued | $4,304,000 | 296 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $23,062,000 | 3,875 |
| Total debt securities | $23,059,000 | 4,178 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $23,168,000 | 4,238 |
| U.S. Government securities | $14,710,000 | 4,152 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,710,000 | 4,065 |
| Securities issued by states & political subdivisions | $3,902,000 | 4,004 |
| Other domestic debt securities | $4,553,000 | 1,108 |
| Privately issued residential mortgage-backed securities | $4,553,000 | 329 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,000 | 1,266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,542,000 | 5,070 |
| Mortgage-backed securities | $19,263,000 | 2,571 |
| Certificates of participation in pools of residential mortgages | $5,227,000 | 3,634 |
| Issued or guaranteed by U.S. | $5,227,000 | 3,633 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $14,036,000 | 1,318 |
| CMOs issued by government agencies or sponsored agencies | $9,483,000 | 1,527 |
| Privately issued | $4,553,000 | 318 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $23,168,000 | 3,895 |
| Total debt securities | $23,165,000 | 4,207 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $21,693,000 | 4,433 |
| U.S. Government securities | $13,281,000 | 4,389 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,281,000 | 4,295 |
| Securities issued by states & political subdivisions | $3,828,000 | 3,979 |
| Other domestic debt securities | $4,581,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $4,581,000 | 355 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $3,000 | 1,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,761,000 | 5,031 |
| Mortgage-backed securities | $17,862,000 | 2,698 |
| Certificates of participation in pools of residential mortgages | $3,312,000 | 4,113 |
| Issued or guaranteed by U.S. | $3,312,000 | 4,111 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,550,000 | 1,303 |
| CMOs issued by government agencies or sponsored agencies | $9,969,000 | 1,506 |
| Privately issued | $4,581,000 | 345 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $21,693,000 | 4,087 |
| Total debt securities | $21,693,000 | 4,403 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $20,190,000 | 4,583 |
| U.S. Government securities | $12,510,000 | 4,597 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,510,000 | 4,503 |
| Securities issued by states & political subdivisions | $2,815,000 | 4,206 |
| Other domestic debt securities | $4,861,000 | 1,084 |
| Privately issued residential mortgage-backed securities | $4,861,000 | 361 |
| 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 | $4,000 | 1,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,827,000 | 4,726 |
| Mortgage-backed securities | $17,371,000 | 2,761 |
| Certificates of participation in pools of residential mortgages | $2,374,000 | 4,385 |
| Issued or guaranteed by U.S. | $2,374,000 | 4,382 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,997,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $10,136,000 | 1,508 |
| Privately issued | $4,861,000 | 349 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $20,190,000 | 4,217 |
| Total debt securities | $20,187,000 | 4,557 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $19,371,000 | 4,607 |
| U.S. Government securities | $1,445,000 | 6,597 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,445,000 | 6,505 |
| Securities issued by states & political subdivisions | $2,675,000 | 4,233 |
| Other domestic debt securities | $15,247,000 | 578 |
| Privately issued residential mortgage-backed securities | $15,247,000 | 241 |
| 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 | $4,000 | 1,262 |
| 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 | $16,568,000 | 2,745 |
| Certificates of participation in pools of residential mortgages | $1,321,000 | 4,682 |
| Issued or guaranteed by U.S. | $1,321,000 | 4,675 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $15,247,000 | 1,277 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $15,247,000 | 233 |
| 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) | $5,000 | 2,873 |
| Available-for-sale securities (fair market value) | $19,366,000 | 4,232 |
| Total debt securities | $19,367,000 | 4,580 |
| 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 | $19,446,000 | 4,564 |
| U.S. Government securities | $1,482,000 | 6,665 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,482,000 | 6,566 |
| Securities issued by states & political subdivisions | $2,681,000 | 4,198 |
| Other domestic debt securities | $15,280,000 | 560 |
| Privately issued residential mortgage-backed securities | $15,280,000 | 247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,321 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,675,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $1,395,000 | 4,645 |
| Issued or guaranteed by U.S. | $1,395,000 | 4,633 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $15,280,000 | 1,255 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $15,280,000 | 239 |
| 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) | $4,000 | 2,916 |
| Available-for-sale securities (fair market value) | $19,442,000 | 4,183 |
| Total debt securities | $19,443,000 | 4,530 |
| 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 | $20,167,000 | 4,552 |
| U.S. Government securities | $1,631,000 | 6,741 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,631,000 | 6,633 |
| Securities issued by states & political subdivisions | $3,444,000 | 3,913 |
| Other domestic debt securities | $15,087,000 | 553 |
| Privately issued residential mortgage-backed securities | $15,087,000 | 269 |
| 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 | $5,000 | 1,318 |
| 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 | $16,546,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $1,459,000 | 4,608 |
| Issued or guaranteed by U.S. | $1,459,000 | 4,600 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $15,087,000 | 1,247 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $15,087,000 | 260 |
| 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) | $16,000 | 2,916 |
| Available-for-sale securities (fair market value) | $20,151,000 | 4,171 |
| Total debt securities | $20,162,000 | 4,521 |
| 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 | $19,274,000 | 4,628 |
| U.S. Government securities | $1,662,000 | 6,758 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,662,000 | 6,664 |
| Securities issued by states & political subdivisions | $3,320,000 | 3,914 |
| Other domestic debt securities | $14,287,000 | 577 |
| Privately issued residential mortgage-backed securities | $14,287,000 | 292 |
| 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 | $5,000 | 1,344 |
| 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 | $15,808,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $1,521,000 | 4,539 |
| Issued or guaranteed by U.S. | $1,521,000 | 4,531 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $14,287,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $14,287,000 | 281 |
| 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) | $6,000 | 2,979 |
| Available-for-sale securities (fair market value) | $19,268,000 | 4,238 |
| Total debt securities | $19,269,000 | 4,589 |
| 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 | $19,262,000 | 4,488 |
| U.S. Government securities | $1,797,000 | 6,728 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,797,000 | 6,619 |
| Securities issued by states & political subdivisions | $3,323,000 | 3,911 |
| Other domestic debt securities | $14,137,000 | 613 |
| Privately issued residential mortgage-backed securities | $14,137,000 | 319 |
| 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 | $5,000 | 1,344 |
| 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 | $15,782,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $1,645,000 | 4,393 |
| Issued or guaranteed by U.S. | $1,645,000 | 4,388 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,137,000 | 1,228 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $14,137,000 | 308 |
| 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) | $14,000 | 2,972 |
| Available-for-sale securities (fair market value) | $19,248,000 | 4,119 |
| Total debt securities | $19,257,000 | 4,455 |
| 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 | $17,728,000 | 4,625 |
| U.S. Government securities | $2,049,000 | 6,693 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,049,000 | 6,567 |
| Securities issued by states & political subdivisions | $2,776,000 | 4,037 |
| Other domestic debt securities | $12,899,000 | 643 |
| Privately issued residential mortgage-backed securities | $12,899,000 | 347 |
| 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 | $4,000 | 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 | $14,720,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $1,821,000 | 4,303 |
| Issued or guaranteed by U.S. | $1,821,000 | 4,296 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $12,899,000 | 1,283 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $12,899,000 | 332 |
| 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) | $8,000 | 3,072 |
| Available-for-sale securities (fair market value) | $17,720,000 | 4,227 |
| Total debt securities | $17,724,000 | 4,584 |
| 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 | $17,768,000 | 4,660 |
| U.S. Government securities | $2,076,000 | 6,822 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,076,000 | 6,703 |
| Securities issued by states & political subdivisions | $2,780,000 | 3,984 |
| Other domestic debt securities | $12,906,000 | 665 |
| Privately issued residential mortgage-backed securities | $12,906,000 | 368 |
| 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 | $6,000 | 1,422 |
| 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 | $14,799,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | $1,893,000 | 4,330 |
| Issued or guaranteed by U.S. | $1,893,000 | 4,322 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $12,906,000 | 1,226 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $12,906,000 | 353 |
| 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) | $9,994,000 | 1,084 |
| Available-for-sale securities (fair market value) | $7,774,000 | 5,653 |
| Total debt securities | $17,762,000 | 4,623 |
| 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 | $18,727,000 | 4,583 |
| U.S. Government securities | $2,121,000 | 6,894 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,121,000 | 6,784 |
| Securities issued by states & political subdivisions | $2,783,000 | 3,967 |
| Other domestic debt securities | $13,801,000 | 652 |
| Privately issued residential mortgage-backed securities | $13,801,000 | 371 |
| 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 | $22,000 | 1,354 |
| 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 | $15,777,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | $1,976,000 | 4,423 |
| Issued or guaranteed by U.S. | $1,976,000 | 4,415 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,801,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $13,801,000 | 354 |
| 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) | $10,504,000 | 1,063 |
| Available-for-sale securities (fair market value) | $8,223,000 | 5,623 |
| Total debt securities | $18,705,000 | 4,542 |
| 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 | $17,536,000 | 4,684 |
| U.S. Government securities | $2,212,000 | 6,904 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,212,000 | 6,806 |
| Securities issued by states & political subdivisions | $2,785,000 | 3,989 |
| Other domestic debt securities | $12,515,000 | 719 |
| Privately issued residential mortgage-backed securities | $12,515,000 | 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,575,000 | 2,763 |
| Certificates of participation in pools of residential mortgages | $2,060,000 | 4,473 |
| Issued or guaranteed by U.S. | $2,060,000 | 4,467 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $12,515,000 | 1,225 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $12,515,000 | 402 |
| 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) | $11,284,000 | 1,025 |
| Available-for-sale securities (fair market value) | $6,252,000 | 5,958 |
| Total debt securities | $17,512,000 | 4,646 |
| 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 | $17,613,000 | 4,726 |
| U.S. Government securities | $2,391,000 | 6,907 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,391,000 | 6,806 |
| Securities issued by states & political subdivisions | $2,789,000 | 4,001 |
| Other domestic debt securities | $12,404,000 | 784 |
| Privately issued residential mortgage-backed securities | $12,404,000 | 459 |
| 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 | $29,000 | 1,447 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,617,000 | 2,782 |
| Certificates of participation in pools of residential mortgages | $2,213,000 | 4,515 |
| Issued or guaranteed by U.S. | $2,213,000 | 4,508 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $12,404,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $12,404,000 | 439 |
| 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) | $11,711,000 | 1,031 |
| Available-for-sale securities (fair market value) | $5,902,000 | 6,079 |
| Total debt securities | $17,584,000 | 4,683 |
| 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 | $18,755,000 | 4,579 |
| U.S. Government securities | $2,421,000 | 6,936 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,421,000 | 6,838 |
| Securities issued by states & political subdivisions | $2,792,000 | 3,982 |
| Other domestic debt securities | $13,529,000 | 755 |
| Privately issued residential mortgage-backed securities | $13,529,000 | 437 |
| 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 | $13,000 | 1,551 |
| 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 | $15,843,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $2,314,000 | 4,532 |
| Issued or guaranteed by U.S. | $2,314,000 | 4,520 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $13,529,000 | 1,146 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $13,529,000 | 420 |
| 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) | $12,435,000 | 1,010 |
| Available-for-sale securities (fair market value) | $6,320,000 | 6,023 |
| Total debt securities | $18,742,000 | 4,540 |
| 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 | $20,164,000 | 4,421 |
| U.S. Government securities | $2,601,000 | 6,974 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,601,000 | 6,884 |
| Securities issued by states & political subdivisions | $2,795,000 | 3,893 |
| Other domestic debt securities | $14,758,000 | 689 |
| Privately issued residential mortgage-backed securities | $14,758,000 | 430 |
| 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 | $10,000 | 1,588 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,237,000 | 2,620 |
| Certificates of participation in pools of residential mortgages | $2,479,000 | 4,571 |
| Issued or guaranteed by U.S. | $2,479,000 | 4,560 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,758,000 | 1,095 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $14,758,000 | 412 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,273,000 | 983 |
| Available-for-sale securities (fair market value) | $6,891,000 | 5,943 |
| Total debt securities | $20,154,000 | 4,387 |
| 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 | $22,348,000 | 4,168 |
| U.S. Government securities | $3,662,000 | 6,779 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,662,000 | 6,686 |
| Securities issued by states & political subdivisions | $2,798,000 | 3,852 |
| Other domestic debt securities | $15,878,000 | 628 |
| Privately issued residential mortgage-backed securities | $15,878,000 | 393 |
| 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 | $10,000 | 1,574 |
| 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 | $18,459,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | $2,581,000 | 4,508 |
| Issued or guaranteed by U.S. | $2,581,000 | 4,496 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $15,878,000 | 1,001 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $15,878,000 | 377 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,909,000 | 946 |
| Available-for-sale securities (fair market value) | $8,439,000 | 5,687 |
| Total debt securities | $22,338,000 | 4,129 |
| 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 | $22,059,000 | 4,137 |
| U.S. Government securities | $4,652,000 | 6,487 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,652,000 | 6,394 |
| Securities issued by states & political subdivisions | $2,801,000 | 3,835 |
| Other domestic debt securities | $14,583,000 | 649 |
| Privately issued residential mortgage-backed securities | $14,583,000 | 413 |
| 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 | $23,000 | 1,645 |
| 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 | $17,263,000 | 2,460 |
| Certificates of participation in pools of residential mortgages | $2,680,000 | 4,407 |
| Issued or guaranteed by U.S. | $2,680,000 | 4,394 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $14,583,000 | 1,017 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $14,583,000 | 396 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,196,000 | 1,024 |
| Available-for-sale securities (fair market value) | $9,863,000 | 5,376 |
| Total debt securities | $22,036,000 | 4,105 |
| 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 | $21,230,000 | 4,283 |
| U.S. Government securities | $4,825,000 | 6,515 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,825,000 | 6,424 |
| Securities issued by states & political subdivisions | $2,804,000 | 3,870 |
| Other domestic debt securities | $13,365,000 | 732 |
| Privately issued residential mortgage-backed securities | $13,365,000 | 445 |
| 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 | $236,000 | 1,494 |
| 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 | $16,191,000 | 2,561 |
| Certificates of participation in pools of residential mortgages | $2,826,000 | 4,356 |
| Issued or guaranteed by U.S. | $2,826,000 | 4,340 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $13,365,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $13,365,000 | 422 |
| 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) | $10,335,000 | 1,111 |
| Available-for-sale securities (fair market value) | $10,895,000 | 5,252 |
| Total debt securities | $20,994,000 | 4,262 |
| 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 | $20,907,000 | 4,310 |
| U.S. Government securities | $6,247,000 | 6,079 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,247,000 | 5,985 |
| Securities issued by states & political subdivisions | $2,807,000 | 3,891 |
| Other domestic debt securities | $11,488,000 | 786 |
| Privately issued residential mortgage-backed securities | $11,488,000 | 461 |
| 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 | $365,000 | 1,394 |
| 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 | $14,632,000 | 2,636 |
| Certificates of participation in pools of residential mortgages | $3,144,000 | 4,126 |
| Issued or guaranteed by U.S. | $3,144,000 | 4,112 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,488,000 | 1,151 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $11,488,000 | 436 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,781,000 | 1,339 |
| Available-for-sale securities (fair market value) | $13,126,000 | 4,902 |
| Total debt securities | $20,542,000 | 4,304 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $20,961,000 | 4,338 |
| U.S. Government securities | $9,295,000 | 5,399 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,295,000 | 5,296 |
| Securities issued by states & political subdivisions | $2,810,000 | 3,866 |
| Other domestic debt securities | $8,365,000 | 890 |
| Privately issued residential mortgage-backed securities | $8,365,000 | 495 |
| 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 | $491,000 | 1,260 |
| 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 | $11,608,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $3,243,000 | 3,805 |
| Issued or guaranteed by U.S. | $3,243,000 | 3,790 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,365,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $8,365,000 | 467 |
| 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) | $5,992,000 | 1,585 |
| Available-for-sale securities (fair market value) | $14,969,000 | 4,609 |
| Total debt securities | $20,470,000 | 4,347 |
| 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 | $20,734,000 | 4,395 |
| U.S. Government securities | $8,803,000 | 5,634 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,803,000 | 5,523 |
| Securities issued by states & political subdivisions | $2,813,000 | 3,876 |
| Other domestic debt securities | $8,209,000 | 845 |
| Privately issued residential mortgage-backed securities | $8,209,000 | 462 |
| 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 | $909,000 | 1,018 |
| 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 | $11,057,000 | 2,591 |
| Certificates of participation in pools of residential mortgages | $2,848,000 | 3,829 |
| Issued or guaranteed by U.S. | $2,848,000 | 3,813 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,209,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $8,209,000 | 439 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,591,000 | 1,982 |
| Available-for-sale securities (fair market value) | $17,143,000 | 4,311 |
| Total debt securities | $19,825,000 | 4,459 |
| 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 | $22,256,000 | 4,184 |
| U.S. Government securities | $9,295,000 | 5,561 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,295,000 | 5,455 |
| Securities issued by states & political subdivisions | $2,816,000 | 3,881 |
| Other domestic debt securities | $9,210,000 | 748 |
| Privately issued residential mortgage-backed securities | $9,210,000 | 424 |
| 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 | $935,000 | 1,024 |
| 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 | $12,217,000 | 2,381 |
| Certificates of participation in pools of residential mortgages | $3,007,000 | 3,710 |
| Issued or guaranteed by U.S. | $3,007,000 | 3,697 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,210,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $9,210,000 | 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) | $4,178,000 | 1,903 |
| Available-for-sale securities (fair market value) | $18,078,000 | 4,175 |
| Total debt securities | $21,321,000 | 4,263 |
| 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 | $21,167,000 | 4,345 |
| U.S. Government securities | $9,086,000 | 5,627 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,086,000 | 5,510 |
| Securities issued by states & political subdivisions | $2,819,000 | 3,883 |
| Other domestic debt securities | $8,346,000 | 810 |
| Privately issued residential mortgage-backed securities | $8,346,000 | 443 |
| 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 | $916,000 | 1,049 |
| 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 | $11,595,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $3,249,000 | 3,603 |
| Issued or guaranteed by U.S. | $3,249,000 | 3,585 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,346,000 | 1,175 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $8,346,000 | 416 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,413,000 | 1,886 |
| Available-for-sale securities (fair market value) | $16,754,000 | 4,377 |
| Total debt securities | $20,251,000 | 4,417 |
| 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 | $20,366,000 | 4,494 |
| U.S. Government securities | $8,348,000 | 5,840 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,348,000 | 5,718 |
| Securities issued by states & political subdivisions | $2,822,000 | 3,892 |
| Other domestic debt securities | $8,150,000 | 800 |
| Privately issued residential mortgage-backed securities | $8,150,000 | 434 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,046,000 | 996 |
| 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 | $11,587,000 | 2,438 |
| Certificates of participation in pools of residential mortgages | $3,437,000 | 3,541 |
| Issued or guaranteed by U.S. | $3,437,000 | 3,527 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $8,150,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $8,150,000 | 412 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,595,000 | 1,887 |
| Available-for-sale securities (fair market value) | $15,771,000 | 4,576 |
| Total debt securities | $19,320,000 | 4,601 |
| 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 | $22,413,000 | 4,260 |
| U.S. Government securities | $9,673,000 | 5,588 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,673,000 | 5,465 |
| Securities issued by states & political subdivisions | $2,735,000 | 3,914 |
| Other domestic debt securities | $8,984,000 | 752 |
| Privately issued residential mortgage-backed securities | $8,984,000 | 417 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,021,000 | 1,014 |
| 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 | $12,922,000 | 2,303 |
| Certificates of participation in pools of residential mortgages | $3,938,000 | 3,353 |
| Issued or guaranteed by U.S. | $3,938,000 | 3,336 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,984,000 | 1,089 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $8,984,000 | 393 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,082,000 | 1,746 |
| Available-for-sale securities (fair market value) | $16,331,000 | 4,519 |
| Total debt securities | $21,392,000 | 4,327 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $22,876,000 | 4,198 |
| U.S. Government securities | $9,978,000 | 5,539 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,978,000 | 5,411 |
| Securities issued by states & political subdivisions | $2,735,000 | 3,890 |
| Other domestic debt securities | $9,285,000 | 748 |
| Privately issued residential mortgage-backed securities | $9,285,000 | 399 |
| 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 | $878,000 | 1,116 |
| 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 | $13,660,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | $4,375,000 | 3,214 |
| Issued or guaranteed by U.S. | $4,375,000 | 3,202 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,285,000 | 1,063 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $9,285,000 | 377 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,528,000 | 1,708 |
| Available-for-sale securities (fair market value) | $16,348,000 | 4,470 |
| Total debt securities | $21,998,000 | 4,236 |
| 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 | $23,384,000 | 4,208 |
| U.S. Government securities | $10,387,000 | 5,491 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,387,000 | 5,356 |
| Securities issued by states & political subdivisions | $2,735,000 | 3,930 |
| Other domestic debt securities | $9,323,000 | 766 |
| Privately issued residential mortgage-backed securities | $9,323,000 | 401 |
| 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 | $939,000 | 1,116 |
| 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 | $14,049,000 | 2,215 |
| Certificates of participation in pools of residential mortgages | $4,726,000 | 3,146 |
| Issued or guaranteed by U.S. | $4,726,000 | 3,133 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,323,000 | 1,069 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $9,323,000 | 380 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,843,000 | 1,692 |
| Available-for-sale securities (fair market value) | $16,541,000 | 4,477 |
| Total debt securities | $22,445,000 | 4,258 |
| 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 | $24,020,000 | 4,146 |
| U.S. Government securities | $10,853,000 | 5,385 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,853,000 | 5,248 |
| Securities issued by states & political subdivisions | $2,385,000 | 4,142 |
| Other domestic debt securities | $9,776,000 | 750 |
| Privately issued residential mortgage-backed securities | $9,776,000 | 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 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,006,000 | 1,079 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,912,000 | 2,157 |
| Certificates of participation in pools of residential mortgages | $5,136,000 | 3,071 |
| Issued or guaranteed by U.S. | $5,136,000 | 3,059 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $9,776,000 | 1,036 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $9,776,000 | 366 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,166,000 | 1,681 |
| Available-for-sale securities (fair market value) | $16,854,000 | 4,409 |
| Total debt securities | $23,014,000 | 4,188 |
| 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 | $22,962,000 | 4,226 |
| U.S. Government securities | $14,218,000 | 4,655 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,218,000 | 4,520 |
| Securities issued by states & political subdivisions | $585,000 | 5,504 |
| Other domestic debt securities | $7,120,000 | 900 |
| Privately issued residential mortgage-backed securities | $7,120,000 | 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 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,039,000 | 1,088 |
| 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 | $12,829,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $5,709,000 | 2,953 |
| Issued or guaranteed by U.S. | $5,709,000 | 2,941 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,120,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $7,120,000 | 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) | $7,761,000 | 1,629 |
| Available-for-sale securities (fair market value) | $15,201,000 | 4,667 |
| Total debt securities | $21,923,000 | 4,304 |
| 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 | $23,288,000 | 4,223 |
| U.S. Government securities | $14,901,000 | 4,565 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,901,000 | 4,431 |
| Securities issued by states & political subdivisions | $651,000 | 5,429 |
| Other domestic debt securities | $6,536,000 | 956 |
| Privately issued residential mortgage-backed securities | $6,536,000 | 437 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,200,000 | 1,027 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,910,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $6,374,000 | 2,868 |
| Issued or guaranteed by U.S. | $6,374,000 | 2,857 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $6,536,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $6,536,000 | 411 |
| 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) | $8,305,000 | 1,592 |
| Available-for-sale securities (fair market value) | $14,983,000 | 4,735 |
| Total debt securities | $22,088,000 | 4,297 |
| 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 | $22,514,000 | 4,393 |
| U.S. Government securities | $15,374,000 | 4,569 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,374,000 | 4,424 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $5,977,000 | 1,041 |
| Privately issued residential mortgage-backed securities | $5,977,000 | 446 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,163,000 | 1,082 |
| 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 | $12,997,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $7,020,000 | 2,803 |
| Issued or guaranteed by U.S. | $7,020,000 | 2,793 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,977,000 | 1,409 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $5,977,000 | 414 |
| 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) | $8,922,000 | 1,547 |
| Available-for-sale securities (fair market value) | $13,592,000 | 5,026 |
| Total debt securities | $21,351,000 | 4,472 |
| 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 | $21,705,000 | 4,508 |
| U.S. Government securities | $15,013,000 | 4,633 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,013,000 | 4,487 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $5,336,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $5,336,000 | 458 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,356,000 | 1,065 |
| 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 | $12,891,000 | 2,556 |
| Certificates of participation in pools of residential mortgages | $7,555,000 | 2,732 |
| Issued or guaranteed by U.S. | $7,555,000 | 2,725 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,336,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $5,336,000 | 425 |
| 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) | $9,374,000 | 1,524 |
| Available-for-sale securities (fair market value) | $12,331,000 | 5,258 |
| Total debt securities | $20,349,000 | 4,614 |
| 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 | $22,579,000 | 4,393 |
| U.S. Government securities | $15,604,000 | 4,491 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,604,000 | 4,349 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $5,775,000 | 1,078 |
| Privately issued residential mortgage-backed securities | $5,775,000 | 420 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,200,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,888,000 | 2,440 |
| Certificates of participation in pools of residential mortgages | $8,113,000 | 2,665 |
| Issued or guaranteed by U.S. | $8,113,000 | 2,656 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,775,000 | 1,461 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $5,775,000 | 387 |
| 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) | $9,831,000 | 1,489 |
| Available-for-sale securities (fair market value) | $12,748,000 | 5,192 |
| Total debt securities | $21,379,000 | 4,475 |
| 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 | $20,723,000 | 4,691 |
| U.S. Government securities | $15,482,000 | 4,611 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,482,000 | 4,448 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $4,076,000 | 1,318 |
| Privately issued residential mortgage-backed securities | $4,076,000 | 462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,165,000 | 1,157 |
| 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 | $13,167,000 | 2,557 |
| Certificates of participation in pools of residential mortgages | $9,091,000 | 2,522 |
| Issued or guaranteed by U.S. | $9,091,000 | 2,515 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,076,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $4,076,000 | 435 |
| 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) | $10,722,000 | 1,441 |
| Available-for-sale securities (fair market value) | $10,001,000 | 5,822 |
| Total debt securities | $19,558,000 | 4,790 |
| 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 | $18,807,000 | 4,945 |
| U.S. Government securities | $15,650,000 | 4,526 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,650,000 | 4,379 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,070,000 | 1,963 |
| Privately issued residential mortgage-backed securities | $2,070,000 | 595 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,087,000 | 1,258 |
| 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 | $12,139,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $10,069,000 | 2,396 |
| Issued or guaranteed by U.S. | $10,069,000 | 2,386 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,070,000 | 2,249 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $2,070,000 | 556 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,621,000 | 1,333 |
| Available-for-sale securities (fair market value) | $7,186,000 | 6,413 |
| Total debt securities | $17,720,000 | 5,017 |
| 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 | $19,547,000 | 4,869 |
| U.S. Government securities | $18,474,000 | 4,132 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,474,000 | 3,991 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,073,000 | 1,260 |
| 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 | $10,793,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | $10,782,000 | 2,316 |
| Issued or guaranteed by U.S. | $10,782,000 | 2,303 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $11,000 | 3,953 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,761 |
| 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) | $16,477,000 | 1,086 |
| Available-for-sale securities (fair market value) | $3,070,000 | 7,454 |
| Total debt securities | $18,474,000 | 4,957 |
| 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 | $19,372,000 | 4,817 |
| U.S. Government securities | $18,409,000 | 4,003 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,409,000 | 3,848 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $963,000 | 1,417 |
| 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 | $12,171,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $11,899,000 | 2,160 |
| Issued or guaranteed by U.S. | $11,899,000 | 2,151 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $272,000 | 3,512 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 3,332 |
| 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) | $17,269,000 | 1,039 |
| Available-for-sale securities (fair market value) | $2,103,000 | 7,709 |
| Total debt securities | $18,409,000 | 4,870 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $16,089,000 | 5,288 |
| U.S. Government securities | $15,155,000 | 4,461 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,155,000 | 4,304 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $934,000 | 1,441 |
| 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 | $11,155,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $9,980,000 | 2,409 |
| Issued or guaranteed by U.S. | $9,980,000 | 2,396 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,175,000 | 2,888 |
| CMOs issued by government agencies or sponsored agencies | $1,175,000 | 2,736 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,803,000 | 1,189 |
| Available-for-sale securities (fair market value) | $2,286,000 | 7,687 |
| Total debt securities | $15,155,000 | 5,352 |
| 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 | $18,352,000 | 4,915 |
| U.S. Government securities | $17,375,000 | 4,081 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,375,000 | 3,917 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $977,000 | 1,431 |
| 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 | $13,375,000 | 2,638 |
| Certificates of participation in pools of residential mortgages | $11,508,000 | 2,180 |
| Issued or guaranteed by U.S. | $11,508,000 | 2,171 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,867,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $1,867,000 | 2,543 |
| 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) | $15,854,000 | 1,095 |
| Available-for-sale securities (fair market value) | $2,498,000 | 7,664 |
| Total debt securities | $17,375,000 | 4,987 |
| 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 | $18,005,000 | 4,955 |
| U.S. Government securities | $16,918,000 | 4,137 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,918,000 | 3,969 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,087,000 | 1,328 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,916,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $12,916,000 | 1,983 |
| Issued or guaranteed by U.S. | $12,916,000 | 1,972 |
| 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) | $15,215,000 | 1,139 |
| Available-for-sale securities (fair market value) | $2,790,000 | 7,598 |
| Total debt securities | $16,918,000 | 5,054 |
| 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 | $29,765,000 | 3,369 |
| U.S. Government securities | $28,562,000 | 2,641 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,562,000 | 2,504 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,203,000 | 1,252 |
| 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 | $18,975,000 | 1,912 |
| Certificates of participation in pools of residential mortgages | $18,975,000 | 1,356 |
| Issued or guaranteed by U.S. | $18,975,000 | 1,346 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,908,000 | 745 |
| Available-for-sale securities (fair market value) | $3,857,000 | 7,341 |
| Total debt securities | $28,562,000 | 3,396 |
| 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 | $42,015,000 | 2,573 |
| U.S. Government securities | $40,748,000 | 1,958 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,748,000 | 1,820 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,267,000 | 2,157 |
| 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 | $26,704,000 | 1,224 |
| Certificates of participation in pools of residential mortgages | $26,575,000 | 872 |
| Issued or guaranteed by U.S. | $26,575,000 | 865 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $129,000 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 3,708 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,926,000 | 685 |
| Available-for-sale securities (fair market value) | $5,089,000 | 7,205 |
| Total debt securities | $40,748,000 | 2,538 |
| 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 | $34,386,000 | 3,203 |
| U.S. Government securities | $33,520,000 | 2,484 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,520,000 | 2,223 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $866,000 | 2,681 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,528,000 | 1,362 |
| Certificates of participation in pools of residential mortgages | $25,109,000 | 973 |
| Issued or guaranteed by U.S. | $25,109,000 | 962 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $419,000 | 3,659 |
| CMOs issued by government agencies or sponsored agencies | $419,000 | 3,499 |
| 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) | $30,846,000 | 855 |
| Available-for-sale securities (fair market value) | $3,540,000 | 7,903 |
| Total debt securities | $33,520,000 | 3,185 |
| 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 | $35,946,000 | 3,105 |
| U.S. Government securities | $34,574,000 | 2,473 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,574,000 | 2,079 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,372,000 | 1,926 |
| 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 | $32,341,000 | 1,232 |
| Certificates of participation in pools of residential mortgages | $29,796,000 | 915 |
| Issued or guaranteed by U.S. | $29,796,000 | 902 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,545,000 | 2,395 |
| CMOs issued by government agencies or sponsored agencies | $2,545,000 | 2,271 |
| 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) | $30,577,000 | 943 |
| Available-for-sale securities (fair market value) | $5,369,000 | 7,235 |
| Total debt securities | $34,574,000 | 3,125 |
| 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 | $51,832,000 | 2,210 |
| U.S. Government securities | $51,058,000 | 1,796 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,058,000 | 1,411 |
| Securities issued by states & political subdivisions | $2,000 | 8,159 |
| 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 | $772,000 | 2,782 |
| 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 | $48,058,000 | 905 |
| Certificates of participation in pools of residential mortgages | $44,063,000 | 699 |
| Issued or guaranteed by U.S. | $44,063,000 | 683 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,995,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $3,995,000 | 1,869 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,816,000 | 782 |
| Available-for-sale securities (fair market value) | $7,016,000 | 6,692 |
| Total debt securities | $51,060,000 | 2,176 |
| 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 | $52,300,000 | 2,329 |
| U.S. Government securities | $51,483,000 | 1,900 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,483,000 | 1,423 |
| Securities issued by states & political subdivisions | $4,000 | 8,615 |
| 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 | $508,000 | 3,488 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-305,000 | 1,166 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,483,000 | 945 |
| Certificates of participation in pools of residential mortgages | $45,502,000 | 739 |
| Issued or guaranteed by U.S. | $45,502,000 | 718 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,981,000 | 2,206 |
| CMOs issued by government agencies or sponsored agencies | $3,981,000 | 2,103 |
| 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) | $47,193,000 | 867 |
| Available-for-sale securities (fair market value) | $5,107,000 | 7,723 |
| Total debt securities | $51,487,000 | 2,297 |
| 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 | $54,742,000 | 2,298 |
| U.S. Government securities | $53,737,000 | 1,870 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $53,737,000 | 1,342 |
| Securities issued by states & political subdivisions | $5,000 | 8,995 |
| 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 | $468,000 | 3,424 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-532,000 | 1,298 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $52,737,000 | 931 |
| Certificates of participation in pools of residential mortgages | $47,577,000 | 724 |
| Issued or guaranteed by U.S. | $47,577,000 | 704 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,160,000 | 2,142 |
| CMOs issued by government agencies or sponsored agencies | $5,160,000 | 2,026 |
| 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) | $53,113,000 | 779 |
| Available-for-sale securities (fair market value) | $1,629,000 | 9,596 |
| Total debt securities | $53,742,000 | 2,265 |
| 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 | $60,057,000 | 2,187 |
| U.S. Government securities | $59,171,000 | 1,802 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $59,171,000 | 1,213 |
| Securities issued by states & political subdivisions | $7,000 | 9,518 |
| 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 | $283,000 | 4,142 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-596,000 | 1,401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $56,171,000 | 936 |
| Certificates of participation in pools of residential mortgages | $51,676,000 | 686 |
| Issued or guaranteed by U.S. | $51,676,000 | 667 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,495,000 | 2,475 |
| CMOs issued by government agencies or sponsored agencies | $4,495,000 | 2,337 |
| 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) | $58,271,000 | 1,270 |
| Available-for-sale securities (fair market value) | $1,786,000 | 9,045 |
| Total debt securities | $59,178,000 | 2,169 |
| 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 | $51,399,000 | 2,689 |
| U.S. Government securities | $50,390,000 | 2,171 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $50,390,000 | 1,426 |
| Securities issued by states & political subdivisions | $8,000 | 9,811 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,628 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-977,000 | 1,572 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,390,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | $47,382,000 | 777 |
| Issued or guaranteed by U.S. | $47,382,000 | 744 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,008,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $3,008,000 | 3,212 |
| 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 | $50,398,000 | 2,658 |
| 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 | $55,487,000 | 2,450 |
| U.S. Government securities | $55,016,000 | 1,944 |
| U.S. Treasury securities | $2,003,000 | 8,798 |
| U.S. Government agency obligations | $53,013,000 | 1,319 |
| Securities issued by states & political subdivisions | $10,000 | 9,886 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,000 | 7,305 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-435,000 | 1,724 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $53,013,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $48,026,000 | 778 |
| Issued or guaranteed by U.S. | $48,026,000 | 745 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,987,000 | 2,644 |
| CMOs issued by government agencies or sponsored agencies | $4,987,000 | 2,411 |
| 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 | $55,026,000 | 2,418 |
| 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 |