Home > Armstrong County Building and Loan Association > Securities
Armstrong County Building and Loan Association, Securities
| 2023-12-31 | Rank | |
| Total securities | $34,959,000 | 3,030 |
| U.S. Government securities | $24,325,000 | 2,723 |
| U.S. Treasury securities | $501,000 | 2,638 |
| U.S. Government agency obligations | $23,824,000 | 2,406 |
| Securities issued by states & political subdivisions | $7,919,000 | 2,625 |
| Other domestic debt securities | $40,000 | 2,309 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,000 | 543 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 3,751 |
| Mortgage-backed securities | $17,751,000 | 2,130 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,371,000 | 2,017 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,688,000 | 1,752 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,768,000 | 775 |
| Other commercial mortgage-backed securities | $924,000 | 1,115 |
| Held to maturity securities (book value) | $32,284,000 | 669 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $32,284,000 | 3,098 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $35,463,000 | 3,010 |
| U.S. Government securities | $24,864,000 | 2,696 |
| U.S. Treasury securities | $502,000 | 2,702 |
| U.S. Government agency obligations | $24,362,000 | 2,359 |
| Securities issued by states & political subdivisions | $7,925,000 | 2,638 |
| Other domestic debt securities | $69,000 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $69,000 | 520 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 3,762 |
| Mortgage-backed securities | $18,278,000 | 2,067 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,676,000 | 1,982 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,766,000 | 1,714 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,791,000 | 759 |
| Other commercial mortgage-backed securities | $1,045,000 | 1,086 |
| Held to maturity securities (book value) | $32,858,000 | 674 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $32,857,000 | 3,074 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $37,199,000 | 3,010 |
| U.S. Government securities | $25,502,000 | 2,713 |
| U.S. Treasury securities | $502,000 | 2,722 |
| U.S. Government agency obligations | $25,000,000 | 2,372 |
| Securities issued by states & political subdivisions | $8,954,000 | 2,602 |
| Other domestic debt securities | $98,000 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $98,000 | 514 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 3,756 |
| Mortgage-backed securities | $18,802,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,026,000 | 1,998 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,843,000 | 1,716 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,812,000 | 756 |
| Other commercial mortgage-backed securities | $1,121,000 | 1,072 |
| Held to maturity securities (book value) | $34,554,000 | 664 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $34,552,000 | 3,070 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $38,081,000 | 3,064 |
| U.S. Government securities | $25,786,000 | 2,788 |
| U.S. Treasury securities | $502,000 | 2,795 |
| U.S. Government agency obligations | $25,284,000 | 2,371 |
| Securities issued by states & political subdivisions | $9,467,000 | 2,598 |
| Other domestic debt securities | $127,000 | 2,354 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $127,000 | 518 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 3,609 |
| Mortgage-backed securities | $19,023,000 | 2,132 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,919,000 | 2,050 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,957,000 | 1,731 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,907,000 | 781 |
| Other commercial mortgage-backed securities | $1,240,000 | 1,071 |
| Held to maturity securities (book value) | $35,380,000 | 686 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $35,380,000 | 3,126 |
| 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 | $37,900,000 | 3,112 |
| U.S. Government securities | $25,543,000 | 2,834 |
| U.S. Treasury securities | $502,000 | 2,836 |
| U.S. Government agency obligations | $25,041,000 | 2,398 |
| Securities issued by states & political subdivisions | $9,480,000 | 2,644 |
| Other domestic debt securities | $208,000 | 2,373 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $208,000 | 516 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 3,567 |
| Mortgage-backed securities | $19,430,000 | 2,133 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,185,000 | 2,045 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,011,000 | 1,747 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,930,000 | 780 |
| Other commercial mortgage-backed securities | $1,304,000 | 1,059 |
| Held to maturity securities (book value) | $35,231,000 | 687 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $35,229,000 | 3,165 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $39,202,000 | 3,082 |
| U.S. Government securities | $26,768,000 | 2,786 |
| U.S. Treasury securities | $502,000 | 2,856 |
| U.S. Government agency obligations | $26,266,000 | 2,357 |
| Securities issued by states & political subdivisions | $9,494,000 | 2,656 |
| Other domestic debt securities | $273,000 | 2,296 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $273,000 | 502 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 3,721 |
| Mortgage-backed securities | $20,139,000 | 2,120 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,547,000 | 2,029 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,133,000 | 1,734 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,963,000 | 786 |
| Other commercial mortgage-backed securities | $1,496,000 | 1,062 |
| Held to maturity securities (book value) | $36,535,000 | 663 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $36,535,000 | 3,136 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $40,040,000 | 3,094 |
| U.S. Government securities | $27,452,000 | 2,795 |
| U.S. Treasury securities | $502,000 | 2,808 |
| U.S. Government agency obligations | $26,950,000 | 2,372 |
| Securities issued by states & political subdivisions | $9,491,000 | 2,709 |
| Other domestic debt securities | $323,000 | 2,142 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $323,000 | 498 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $20,944,000 | 2,134 |
| Certificates of participation in pools of residential mortgages | $11,964,000 | 2,101 |
| Issued or guaranteed by U.S. | $11,964,000 | 2,050 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,325,000 | 1,814 |
| CMOs issued by government agencies or sponsored agencies | $3,325,000 | 1,738 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $5,655,000 | 1,122 |
| Commercial mortgage pass-through securities | $4,069,000 | 772 |
| Other commercial mortgage-backed securities | $1,586,000 | 1,121 |
| Held to maturity securities (book value) | $37,266,000 | 592 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $37,266,000 | 3,161 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $39,306,000 | 3,079 |
| U.S. Government securities | $27,871,000 | 2,709 |
| U.S. Treasury securities | $502,000 | 2,555 |
| U.S. Government agency obligations | $27,369,000 | 2,362 |
| Securities issued by states & political subdivisions | $8,237,000 | 2,822 |
| Other domestic debt securities | $371,000 | 2,119 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $371,000 | 504 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $21,341,000 | 2,135 |
| Certificates of participation in pools of residential mortgages | $11,686,000 | 2,147 |
| Issued or guaranteed by U.S. | $11,686,000 | 2,098 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,674,000 | 1,776 |
| CMOs issued by government agencies or sponsored agencies | $3,674,000 | 1,703 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $5,981,000 | 1,090 |
| Commercial mortgage pass-through securities | $4,304,000 | 760 |
| Other commercial mortgage-backed securities | $1,677,000 | 1,100 |
| Held to maturity securities (book value) | $36,479,000 | 536 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $36,479,000 | 3,135 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $37,799,000 | 3,039 |
| U.S. Government securities | $26,183,000 | 2,621 |
| U.S. Treasury securities | $503,000 | 2,107 |
| U.S. Government agency obligations | $25,680,000 | 2,398 |
| Securities issued by states & political subdivisions | $8,255,000 | 2,861 |
| Other domestic debt securities | $421,000 | 2,079 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $421,000 | 505 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $20,493,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $11,320,000 | 2,169 |
| Issued or guaranteed by U.S. | $11,320,000 | 2,105 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,005,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $3,005,000 | 1,786 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $6,168,000 | 1,068 |
| Commercial mortgage pass-through securities | $4,327,000 | 756 |
| Other commercial mortgage-backed securities | $1,841,000 | 1,067 |
| Held to maturity securities (book value) | $34,859,000 | 444 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $34,858,000 | 3,119 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $38,247,000 | 2,969 |
| U.S. Government securities | $26,550,000 | 2,536 |
| U.S. Treasury securities | $503,000 | 1,898 |
| U.S. Government agency obligations | $26,047,000 | 2,373 |
| Securities issued by states & political subdivisions | $8,273,000 | 2,855 |
| Other domestic debt securities | $454,000 | 2,020 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $454,000 | 512 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $20,832,000 | 2,161 |
| Certificates of participation in pools of residential mortgages | $11,221,000 | 2,184 |
| Issued or guaranteed by U.S. | $11,221,000 | 2,129 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,276,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $3,276,000 | 1,754 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $6,335,000 | 1,071 |
| Commercial mortgage pass-through securities | $4,363,000 | 743 |
| Other commercial mortgage-backed securities | $1,972,000 | 1,043 |
| Held to maturity securities (book value) | $35,277,000 | 418 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $35,276,000 | 3,049 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $37,520,000 | 2,935 |
| U.S. Government securities | $25,762,000 | 2,518 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $25,762,000 | 2,341 |
| Securities issued by states & political subdivisions | $8,290,000 | 2,836 |
| Other domestic debt securities | $490,000 | 2,007 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $490,000 | 518 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $20,326,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | $9,903,000 | 2,265 |
| Issued or guaranteed by U.S. | $9,903,000 | 2,207 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,925,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $3,925,000 | 1,628 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $6,498,000 | 1,035 |
| Commercial mortgage pass-through securities | $4,503,000 | 722 |
| Other commercial mortgage-backed securities | $1,995,000 | 1,019 |
| Held to maturity securities (book value) | $34,542,000 | 401 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $34,543,000 | 3,017 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $35,112,000 | 2,894 |
| U.S. Government securities | $25,230,000 | 2,401 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $25,230,000 | 2,245 |
| Securities issued by states & political subdivisions | $6,370,000 | 3,024 |
| Other domestic debt securities | $528,000 | 1,909 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $528,000 | 518 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $20,758,000 | 2,054 |
| Certificates of participation in pools of residential mortgages | $9,607,000 | 2,238 |
| Issued or guaranteed by U.S. | $9,607,000 | 2,172 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,617,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $4,617,000 | 1,507 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $6,534,000 | 1,001 |
| Commercial mortgage pass-through securities | $4,525,000 | 711 |
| Other commercial mortgage-backed securities | $2,009,000 | 968 |
| Held to maturity securities (book value) | $32,128,000 | 400 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $32,129,000 | 3,007 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $32,605,000 | 2,898 |
| U.S. Government securities | $22,138,000 | 2,423 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $22,138,000 | 2,297 |
| Securities issued by states & political subdivisions | $6,884,000 | 2,942 |
| Other domestic debt securities | $563,000 | 1,829 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $563,000 | 492 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $17,494,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | $7,632,000 | 2,347 |
| Issued or guaranteed by U.S. | $7,632,000 | 2,282 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,305,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $3,305,000 | 1,730 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $6,557,000 | 954 |
| Commercial mortgage pass-through securities | $4,548,000 | 677 |
| Other commercial mortgage-backed securities | $2,009,000 | 936 |
| Held to maturity securities (book value) | $29,585,000 | 391 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $29,585,000 | 2,993 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $33,419,000 | 2,771 |
| U.S. Government securities | $23,397,000 | 2,299 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $23,397,000 | 2,184 |
| Securities issued by states & political subdivisions | $6,393,000 | 2,913 |
| Other domestic debt securities | $602,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $602,000 | 471 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $18,079,000 | 2,101 |
| Certificates of participation in pools of residential mortgages | $8,091,000 | 2,264 |
| Issued or guaranteed by U.S. | $8,091,000 | 2,196 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,413,000 | 1,637 |
| CMOs issued by government agencies or sponsored agencies | $4,413,000 | 1,598 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $5,575,000 | 1,001 |
| Commercial mortgage pass-through securities | $4,570,000 | 659 |
| Other commercial mortgage-backed securities | $1,005,000 | 1,091 |
| Held to maturity securities (book value) | $30,392,000 | 371 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $30,392,000 | 2,876 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $33,191,000 | 2,748 |
| U.S. Government securities | $22,015,000 | 2,376 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $22,015,000 | 2,251 |
| Securities issued by states & political subdivisions | $7,508,000 | 2,708 |
| Other domestic debt securities | $638,000 | 1,731 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $638,000 | 425 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $17,060,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $7,980,000 | 2,252 |
| Issued or guaranteed by U.S. | $7,980,000 | 2,191 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,488,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $4,488,000 | 1,632 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,592,000 | 1,046 |
| Commercial mortgage pass-through securities | $4,592,000 | 654 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $30,161,000 | 375 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $30,159,000 | 2,841 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $29,216,000 | 2,863 |
| U.S. Government securities | $19,128,000 | 2,561 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $19,128,000 | 2,432 |
| Securities issued by states & political subdivisions | $6,390,000 | 2,788 |
| Other domestic debt securities | $678,000 | 1,655 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $678,000 | 401 |
| 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 | $14,036,000 | 2,345 |
| Certificates of participation in pools of residential mortgages | $6,717,000 | 2,416 |
| Issued or guaranteed by U.S. | $6,717,000 | 2,336 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,706,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $2,706,000 | 1,906 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $4,613,000 | 1,027 |
| Commercial mortgage pass-through securities | $4,613,000 | 633 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $26,196,000 | 423 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $26,194,000 | 2,978 |
| Structured notes | ||
| Amortized cost | $750,000 | 378 |
| Fair value | $751,000 | 375 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $27,139,000 | 2,996 |
| U.S. Government securities | $18,094,000 | 2,709 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $18,094,000 | 2,549 |
| Securities issued by states & political subdivisions | $5,399,000 | 2,924 |
| Other domestic debt securities | $718,000 | 1,610 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $718,000 | 380 |
| 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 | $12,810,000 | 2,391 |
| Certificates of participation in pools of residential mortgages | $5,250,000 | 2,584 |
| Issued or guaranteed by U.S. | $5,250,000 | 2,510 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,926,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $2,926,000 | 1,871 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $4,634,000 | 1,013 |
| Commercial mortgage pass-through securities | $4,634,000 | 632 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $24,211,000 | 458 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $24,209,000 | 3,123 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 328 |
| Fair value | $1,738,000 | 332 |
| 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 | $26,862,000 | 3,029 |
| U.S. Government securities | $18,757,000 | 2,699 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $18,757,000 | 2,545 |
| Securities issued by states & political subdivisions | $4,406,000 | 3,121 |
| Other domestic debt securities | $759,000 | 1,627 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $759,000 | 369 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,940,000 | 63 |
| 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 | $13,470,000 | 2,343 |
| Certificates of participation in pools of residential mortgages | $5,641,000 | 2,506 |
| Issued or guaranteed by U.S. | $5,641,000 | 2,432 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,173,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $3,173,000 | 1,836 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $4,656,000 | 995 |
| Commercial mortgage pass-through securities | $4,656,000 | 626 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $23,922,000 | 493 |
| Available-for-sale securities (fair market value) | $2,940,000 | 4,521 |
| Total debt securities | $23,922,000 | 3,155 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 422 |
| Fair value | $1,746,000 | 424 |
| 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 | $27,440,000 | 3,038 |
| U.S. Government securities | $19,297,000 | 2,701 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $19,297,000 | 2,542 |
| Securities issued by states & political subdivisions | $4,410,000 | 3,173 |
| Other domestic debt securities | $800,000 | 1,601 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $800,000 | 349 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,933,000 | 70 |
| 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 | $12,873,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $4,863,000 | 2,615 |
| Issued or guaranteed by U.S. | $4,863,000 | 2,548 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,333,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $3,333,000 | 1,786 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,677,000 | 972 |
| Commercial mortgage pass-through securities | $4,677,000 | 634 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $24,507,000 | 508 |
| Available-for-sale securities (fair market value) | $2,933,000 | 4,558 |
| Total debt securities | $24,508,000 | 3,167 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 363 |
| Fair value | $2,493,000 | 372 |
| 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 | $26,928,000 | 3,115 |
| U.S. Government securities | $18,399,000 | 2,800 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $18,399,000 | 2,648 |
| Securities issued by states & political subdivisions | $4,414,000 | 3,220 |
| Other domestic debt securities | $1,219,000 | 1,450 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $843,000 | 337 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $376,000 | 1,404 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $2,896,000 | 76 |
| 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 | $12,337,000 | 2,410 |
| Certificates of participation in pools of residential mortgages | $4,117,000 | 2,792 |
| Issued or guaranteed by U.S. | $4,117,000 | 2,712 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,523,000 | 1,808 |
| CMOs issued by government agencies or sponsored agencies | $3,523,000 | 1,757 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $4,697,000 | 905 |
| Commercial mortgage pass-through securities | $4,697,000 | 607 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $24,032,000 | 525 |
| Available-for-sale securities (fair market value) | $2,896,000 | 4,613 |
| Total debt securities | $24,032,000 | 3,249 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 373 |
| Fair value | $2,454,000 | 384 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $26,193,000 | 3,185 |
| U.S. Government securities | $17,391,000 | 2,866 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $17,391,000 | 2,714 |
| Securities issued by states & political subdivisions | $4,662,000 | 3,240 |
| Other domestic debt securities | $1,264,000 | 1,415 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $886,000 | 330 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $378,000 | 1,409 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,876,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $12,780,000 | 2,388 |
| Certificates of participation in pools of residential mortgages | $4,376,000 | 2,746 |
| Issued or guaranteed by U.S. | $4,376,000 | 2,698 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,605,000 | 1,804 |
| CMOs issued by government agencies or sponsored agencies | $3,605,000 | 1,750 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $4,799,000 | 873 |
| Commercial mortgage pass-through securities | $4,799,000 | 599 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $23,317,000 | 563 |
| Available-for-sale securities (fair market value) | $2,876,000 | 4,655 |
| Total debt securities | $23,317,000 | 3,321 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 384 |
| Fair value | $2,436,000 | 395 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $26,712,000 | 3,170 |
| U.S. Government securities | $17,890,000 | 2,861 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $17,890,000 | 2,716 |
| Securities issued by states & political subdivisions | $4,666,000 | 3,286 |
| Other domestic debt securities | $1,310,000 | 1,378 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $930,000 | 318 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $380,000 | 1,411 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,846,000 | 155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,290 |
| Mortgage-backed securities | $13,278,000 | 2,366 |
| Certificates of participation in pools of residential mortgages | $5,703,000 | 2,547 |
| Issued or guaranteed by U.S. | $5,703,000 | 2,530 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,738,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $3,738,000 | 1,691 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,837,000 | 951 |
| Commercial mortgage pass-through securities | $3,837,000 | 649 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $23,866,000 | 563 |
| Available-for-sale securities (fair market value) | $2,846,000 | 4,718 |
| Total debt securities | $23,868,000 | 3,314 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 381 |
| Fair value | $2,389,000 | 396 |
| 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 | $27,307,000 | 3,178 |
| U.S. Government securities | $18,426,000 | 2,827 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $18,426,000 | 2,690 |
| Securities issued by states & political subdivisions | $4,670,000 | 3,326 |
| Other domestic debt securities | $1,347,000 | 1,530 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $965,000 | 308 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $382,000 | 1,411 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,864,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,337 |
| Mortgage-backed securities | $13,778,000 | 2,359 |
| Certificates of participation in pools of residential mortgages | $6,059,000 | 2,543 |
| Issued or guaranteed by U.S. | $6,059,000 | 2,421 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,868,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $3,868,000 | 1,696 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $3,851,000 | 929 |
| Commercial mortgage pass-through securities | $3,851,000 | 627 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $24,443,000 | 571 |
| Available-for-sale securities (fair market value) | $2,864,000 | 4,775 |
| Total debt securities | $24,442,000 | 3,318 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 383 |
| Fair value | $2,414,000 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $26,464,000 | 3,248 |
| U.S. Government securities | $17,345,000 | 2,980 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $17,345,000 | 2,841 |
| Securities issued by states & political subdivisions | $4,140,000 | 3,469 |
| Other domestic debt securities | $2,099,000 | 1,171 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $964,000 | 298 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,135,000 | 1,131 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,880,000 | 173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,402 |
| Mortgage-backed securities | $12,696,000 | 2,441 |
| Certificates of participation in pools of residential mortgages | $5,800,000 | 2,618 |
| Issued or guaranteed by U.S. | $5,800,000 | 2,615 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,032,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $3,032,000 | 1,817 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $3,864,000 | 810 |
| Commercial mortgage pass-through securities | $3,864,000 | 498 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $23,584,000 | 600 |
| Available-for-sale securities (fair market value) | $2,880,000 | 4,831 |
| Total debt securities | $23,582,000 | 3,418 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 374 |
| Fair value | $2,427,000 | 381 |
| 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 | $25,965,000 | 3,350 |
| U.S. Government securities | $16,818,000 | 3,039 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $16,818,000 | 2,901 |
| Securities issued by states & political subdivisions | $4,142,000 | 3,530 |
| Other domestic debt securities | $2,099,000 | 1,172 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $959,000 | 272 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,140,000 | 1,157 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,906,000 | 313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 4,215 |
| Mortgage-backed securities | $13,111,000 | 2,427 |
| Certificates of participation in pools of residential mortgages | $6,070,000 | 2,609 |
| Issued or guaranteed by U.S. | $6,070,000 | 2,606 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,163,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $3,163,000 | 1,786 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $3,878,000 | 795 |
| Commercial mortgage pass-through securities | $3,878,000 | 498 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $23,059,000 | 610 |
| Available-for-sale securities (fair market value) | $2,906,000 | 4,889 |
| Total debt securities | $23,060,000 | 3,507 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 501 |
| Fair value | $1,457,000 | 516 |
| 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 | $26,651,000 | 3,340 |
| U.S. Government securities | $16,476,000 | 3,112 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $16,476,000 | 2,986 |
| Securities issued by states & political subdivisions | $4,144,000 | 3,572 |
| Other domestic debt securities | $3,102,000 | 1,028 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $955,000 | 265 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $2,147,000 | 941 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,929,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 4,540 |
| Mortgage-backed securities | $12,767,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $5,559,000 | 2,746 |
| Issued or guaranteed by U.S. | $5,559,000 | 2,744 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,317,000 | 1,832 |
| CMOs issued by government agencies or sponsored agencies | $3,317,000 | 1,775 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $3,891,000 | 771 |
| Commercial mortgage pass-through securities | $3,891,000 | 496 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $23,722,000 | 628 |
| Available-for-sale securities (fair market value) | $2,929,000 | 4,943 |
| Total debt securities | $23,722,000 | 3,495 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 525 |
| Fair value | $1,475,000 | 541 |
| 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 | $27,291,000 | 3,345 |
| U.S. Government securities | $17,103,000 | 3,119 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,103,000 | 2,994 |
| Securities issued by states & political subdivisions | $4,147,000 | 3,609 |
| Other domestic debt securities | $3,108,000 | 1,040 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $954,000 | 250 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,154,000 | 956 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,933,000 | 316 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $13,357,000 | 2,456 |
| Certificates of participation in pools of residential mortgages | $5,983,000 | 2,713 |
| Issued or guaranteed by U.S. | $5,983,000 | 2,712 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,472,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $3,472,000 | 1,779 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $3,902,000 | 761 |
| Commercial mortgage pass-through securities | $3,902,000 | 485 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $24,358,000 | 628 |
| Available-for-sale securities (fair market value) | $2,933,000 | 4,986 |
| Total debt securities | $24,356,000 | 3,502 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 536 |
| Fair value | $1,475,000 | 562 |
| 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 | $27,163,000 | 3,385 |
| U.S. Government securities | $16,978,000 | 3,160 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $16,978,000 | 3,031 |
| Securities issued by states & political subdivisions | $3,134,000 | 3,856 |
| Other domestic debt securities | $4,113,000 | 955 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $953,000 | 259 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $3,160,000 | 832 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,938,000 | 310 |
| 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 | $13,231,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | $6,306,000 | 2,704 |
| Issued or guaranteed by U.S. | $6,306,000 | 2,702 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,010,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $3,010,000 | 1,852 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $3,915,000 | 742 |
| Commercial mortgage pass-through securities | $3,915,000 | 468 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $24,225,000 | 648 |
| Available-for-sale securities (fair market value) | $2,938,000 | 5,042 |
| Total debt securities | $24,223,000 | 3,544 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 551 |
| Fair value | $1,450,000 | 584 |
| 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 | $26,740,000 | 3,412 |
| U.S. Government securities | $16,552,000 | 3,167 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,552,000 | 3,040 |
| Securities issued by states & political subdivisions | $3,135,000 | 3,885 |
| Other domestic debt securities | $4,116,000 | 946 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $951,000 | 260 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $3,165,000 | 820 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,937,000 | 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 | 5,033 |
| Mortgage-backed securities | $12,795,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $6,675,000 | 2,674 |
| Issued or guaranteed by U.S. | $6,675,000 | 2,669 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,142,000 | 1,875 |
| CMOs issued by government agencies or sponsored agencies | $3,142,000 | 1,809 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,978,000 | 797 |
| Commercial mortgage pass-through securities | $2,978,000 | 507 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $23,803,000 | 656 |
| Available-for-sale securities (fair market value) | $2,937,000 | 5,068 |
| Total debt securities | $23,801,000 | 3,573 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 556 |
| Fair value | $1,455,000 | 573 |
| 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 | $26,581,000 | 3,431 |
| U.S. Government securities | $16,341,000 | 3,179 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $16,341,000 | 3,075 |
| Securities issued by states & political subdivisions | $3,137,000 | 3,894 |
| Other domestic debt securities | $4,121,000 | 952 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $950,000 | 262 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $3,171,000 | 833 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,982,000 | 326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $11,680,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $7,082,000 | 2,626 |
| Issued or guaranteed by U.S. | $7,082,000 | 2,625 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,610,000 | 2,012 |
| CMOs issued by government agencies or sponsored agencies | $2,610,000 | 1,944 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,988,000 | 883 |
| Commercial mortgage pass-through securities | $1,988,000 | 564 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $23,599,000 | 656 |
| Available-for-sale securities (fair market value) | $2,982,000 | 5,110 |
| Total debt securities | $23,598,000 | 3,590 |
| Structured notes | ||
| Amortized cost | $2,402,000 | 427 |
| Fair value | $2,399,000 | 428 |
| 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 | $25,987,000 | 3,525 |
| U.S. Government securities | $16,248,000 | 3,271 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $16,248,000 | 3,157 |
| Securities issued by states & political subdivisions | $2,619,000 | 4,035 |
| Other domestic debt securities | $4,123,000 | 957 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $948,000 | 266 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,175,000 | 837 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,997,000 | 326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $12,324,000 | 2,611 |
| Certificates of participation in pools of residential mortgages | $7,490,000 | 2,617 |
| Issued or guaranteed by U.S. | $7,490,000 | 2,612 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,790,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $2,790,000 | 1,933 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $2,044,000 | 812 |
| Commercial mortgage pass-through securities | $2,044,000 | 499 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $22,990,000 | 694 |
| Available-for-sale securities (fair market value) | $2,997,000 | 5,183 |
| Total debt securities | $22,990,000 | 3,694 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 598 |
| Fair value | $1,905,000 | 597 |
| 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 | $26,826,000 | 3,527 |
| U.S. Government securities | $15,075,000 | 3,464 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $15,075,000 | 3,345 |
| Securities issued by states & political subdivisions | $2,620,000 | 4,058 |
| Other domestic debt securities | $4,127,000 | 967 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $947,000 | 260 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,180,000 | 842 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $5,004,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $9,907,000 | 2,858 |
| Certificates of participation in pools of residential mortgages | $6,014,000 | 2,885 |
| Issued or guaranteed by U.S. | $6,014,000 | 2,885 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,840,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $1,840,000 | 2,204 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $2,053,000 | 791 |
| Commercial mortgage pass-through securities | $2,053,000 | 483 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $21,822,000 | 722 |
| Available-for-sale securities (fair market value) | $5,004,000 | 5,023 |
| Total debt securities | $21,822,000 | 3,832 |
| Structured notes | ||
| Amortized cost | $3,143,000 | 486 |
| Fair value | $3,134,000 | 487 |
| 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 | $27,910,000 | 3,495 |
| U.S. Government securities | $16,198,000 | 3,409 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,198,000 | 3,292 |
| Securities issued by states & political subdivisions | $2,621,000 | 4,091 |
| Other domestic debt securities | $4,131,000 | 950 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $946,000 | 269 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,185,000 | 831 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,960,000 | 239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $10,276,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | $6,347,000 | 2,814 |
| Issued or guaranteed by U.S. | $6,347,000 | 2,812 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,868,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $1,868,000 | 2,212 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,061,000 | 748 |
| Commercial mortgage pass-through securities | $2,061,000 | 455 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $22,950,000 | 718 |
| Available-for-sale securities (fair market value) | $4,960,000 | 5,085 |
| Total debt securities | $22,952,000 | 3,789 |
| Structured notes | ||
| Amortized cost | $3,892,000 | 500 |
| Fair value | $3,815,000 | 502 |
| 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 | $27,717,000 | 3,559 |
| U.S. Government securities | $15,959,000 | 3,508 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $15,959,000 | 3,399 |
| Securities issued by states & political subdivisions | $2,622,000 | 4,129 |
| Other domestic debt securities | $4,134,000 | 963 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $944,000 | 280 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,190,000 | 835 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $5,002,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $10,056,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | $6,659,000 | 2,801 |
| Issued or guaranteed by U.S. | $6,659,000 | 2,799 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,924,000 | 2,278 |
| CMOs issued by government agencies or sponsored agencies | $1,924,000 | 2,210 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,473,000 | 811 |
| Commercial mortgage pass-through securities | $1,473,000 | 503 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $22,715,000 | 719 |
| Available-for-sale securities (fair market value) | $5,002,000 | 5,149 |
| Total debt securities | $22,715,000 | 3,871 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 711 |
| Fair value | $2,938,000 | 716 |
| 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 | $28,493,000 | 3,575 |
| U.S. Government securities | $16,725,000 | 3,518 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $16,725,000 | 3,413 |
| Securities issued by states & political subdivisions | $2,624,000 | 4,159 |
| Other domestic debt securities | $4,138,000 | 967 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $943,000 | 284 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $3,195,000 | 833 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $5,006,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 4,739 |
| Mortgage-backed securities | $10,593,000 | 2,886 |
| Certificates of participation in pools of residential mortgages | $7,071,000 | 2,816 |
| Issued or guaranteed by U.S. | $7,071,000 | 2,814 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,044,000 | 2,305 |
| CMOs issued by government agencies or sponsored agencies | $2,044,000 | 2,232 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,478,000 | 772 |
| Commercial mortgage pass-through securities | $1,478,000 | 477 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $23,487,000 | 721 |
| Available-for-sale securities (fair market value) | $5,006,000 | 5,224 |
| Total debt securities | $23,487,000 | 3,904 |
| Structured notes | ||
| Amortized cost | $3,977,000 | 666 |
| Fair value | $3,840,000 | 675 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $28,751,000 | 3,606 |
| U.S. Government securities | $16,943,000 | 3,572 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $16,943,000 | 3,453 |
| Securities issued by states & political subdivisions | $2,625,000 | 4,173 |
| Other domestic debt securities | $4,141,000 | 965 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $942,000 | 292 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,199,000 | 831 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $5,042,000 | 239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 4,807 |
| Mortgage-backed securities | $10,816,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | $6,793,000 | 2,918 |
| Issued or guaranteed by U.S. | $6,793,000 | 2,917 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,539,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $2,539,000 | 2,118 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,484,000 | 750 |
| Commercial mortgage pass-through securities | $1,484,000 | 458 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $23,709,000 | 711 |
| Available-for-sale securities (fair market value) | $5,042,000 | 5,282 |
| Total debt securities | $23,710,000 | 3,925 |
| Structured notes | ||
| Amortized cost | $3,972,000 | 719 |
| Fair value | $3,943,000 | 718 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $28,588,000 | 3,647 |
| U.S. Government securities | $16,796,000 | 3,638 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $16,796,000 | 3,519 |
| Securities issued by states & political subdivisions | $2,626,000 | 4,224 |
| Other domestic debt securities | $4,144,000 | 969 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $940,000 | 290 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,204,000 | 833 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,022,000 | 240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 4,356 |
| Mortgage-backed securities | $11,163,000 | 2,925 |
| Certificates of participation in pools of residential mortgages | $7,170,000 | 2,910 |
| Issued or guaranteed by U.S. | $7,170,000 | 2,909 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,503,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $2,503,000 | 2,180 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,490,000 | 736 |
| Commercial mortgage pass-through securities | $1,490,000 | 455 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $23,566,000 | 715 |
| Available-for-sale securities (fair market value) | $5,022,000 | 5,380 |
| Total debt securities | $23,566,000 | 3,978 |
| Structured notes | ||
| Amortized cost | $3,479,000 | 816 |
| Fair value | $3,381,000 | 824 |
| 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 | $31,824,000 | 3,523 |
| U.S. Government securities | $19,181,000 | 3,491 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $19,181,000 | 3,382 |
| Securities issued by states & political subdivisions | $2,627,000 | 4,267 |
| Other domestic debt securities | $4,994,000 | 907 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $846,000 | 113 |
| Asset backed securities | $939,000 | 294 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $3,209,000 | 844 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $5,022,000 | 244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 4,401 |
| Mortgage-backed securities | $14,398,000 | 2,692 |
| Certificates of participation in pools of residential mortgages | $9,253,000 | 2,688 |
| Issued or guaranteed by U.S. | $9,253,000 | 2,686 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,804,000 | 2,231 |
| CMOs issued by government agencies or sponsored agencies | $2,804,000 | 2,150 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $2,341,000 | 610 |
| Commercial mortgage pass-through securities | $1,495,000 | 451 |
| Other commercial mortgage-backed securities | $846,000 | 497 |
| Held to maturity securities (book value) | $26,802,000 | 665 |
| Available-for-sale securities (fair market value) | $5,022,000 | 5,455 |
| Total debt securities | $26,801,000 | 3,821 |
| Structured notes | ||
| Amortized cost | $3,475,000 | 904 |
| Fair value | $3,263,000 | 920 |
| 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 | $32,690,000 | 3,517 |
| U.S. Government securities | $20,028,000 | 3,470 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $20,028,000 | 3,367 |
| Securities issued by states & political subdivisions | $2,628,000 | 4,308 |
| Other domestic debt securities | $4,996,000 | 927 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $845,000 | 108 |
| Asset backed securities | $938,000 | 315 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $3,213,000 | 867 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $5,038,000 | 249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $15,247,000 | 2,651 |
| Certificates of participation in pools of residential mortgages | $9,728,000 | 2,675 |
| Issued or guaranteed by U.S. | $9,728,000 | 2,675 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,173,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $3,173,000 | 2,105 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $2,346,000 | 609 |
| Commercial mortgage pass-through securities | $1,501,000 | 454 |
| Other commercial mortgage-backed securities | $845,000 | 485 |
| Held to maturity securities (book value) | $27,652,000 | 650 |
| Available-for-sale securities (fair market value) | $5,038,000 | 5,506 |
| Total debt securities | $27,649,000 | 3,800 |
| Structured notes | ||
| Amortized cost | $3,471,000 | 946 |
| Fair value | $3,214,000 | 960 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $32,708,000 | 3,529 |
| U.S. Government securities | $20,059,000 | 3,479 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $20,059,000 | 3,377 |
| Securities issued by states & political subdivisions | $2,629,000 | 4,344 |
| Other domestic debt securities | $4,999,000 | 944 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $845,000 | 105 |
| Asset backed securities | $937,000 | 327 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $3,217,000 | 893 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $5,021,000 | 259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $15,282,000 | 2,659 |
| Certificates of participation in pools of residential mortgages | $10,261,000 | 2,617 |
| Issued or guaranteed by U.S. | $10,261,000 | 2,617 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,407,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $3,407,000 | 2,057 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $1,614,000 | 667 |
| Commercial mortgage pass-through securities | $769,000 | 570 |
| Other commercial mortgage-backed securities | $845,000 | 455 |
| Held to maturity securities (book value) | $27,687,000 | 637 |
| Available-for-sale securities (fair market value) | $5,021,000 | 5,569 |
| Total debt securities | $27,685,000 | 3,831 |
| Structured notes | ||
| Amortized cost | $3,468,000 | 953 |
| Fair value | $3,135,000 | 978 |
| 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 | $33,191,000 | 3,494 |
| U.S. Government securities | $20,537,000 | 3,442 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,537,000 | 3,351 |
| Securities issued by states & political subdivisions | $2,630,000 | 4,364 |
| Other domestic debt securities | $5,002,000 | 984 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $845,000 | 108 |
| Asset backed securities | $935,000 | 328 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,222,000 | 917 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $5,022,000 | 261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $15,764,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $10,572,000 | 2,585 |
| Issued or guaranteed by U.S. | $10,572,000 | 2,585 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,575,000 | 2,089 |
| CMOs issued by government agencies or sponsored agencies | $3,575,000 | 2,013 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $1,617,000 | 625 |
| Commercial mortgage pass-through securities | $772,000 | 524 |
| Other commercial mortgage-backed securities | $845,000 | 446 |
| Held to maturity securities (book value) | $28,169,000 | 619 |
| Available-for-sale securities (fair market value) | $5,022,000 | 5,613 |
| Total debt securities | $28,167,000 | 3,787 |
| Structured notes | ||
| Amortized cost | $3,464,000 | 929 |
| Fair value | $3,015,000 | 957 |
| 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 | $32,131,000 | 3,572 |
| U.S. Government securities | $19,458,000 | 3,558 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,458,000 | 3,465 |
| Securities issued by states & political subdivisions | $2,631,000 | 4,365 |
| Other domestic debt securities | $5,004,000 | 1,030 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $844,000 | 108 |
| Asset backed securities | $934,000 | 335 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,226,000 | 945 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $5,038,000 | 269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $14,687,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | $10,342,000 | 2,620 |
| Issued or guaranteed by U.S. | $10,342,000 | 2,617 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,727,000 | 2,297 |
| CMOs issued by government agencies or sponsored agencies | $2,727,000 | 2,204 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,618,000 | 611 |
| Commercial mortgage pass-through securities | $774,000 | 502 |
| Other commercial mortgage-backed securities | $844,000 | 440 |
| Held to maturity securities (book value) | $27,093,000 | 621 |
| Available-for-sale securities (fair market value) | $5,038,000 | 5,670 |
| Total debt securities | $27,092,000 | 3,901 |
| Structured notes | ||
| Amortized cost | $3,461,000 | 924 |
| Fair value | $3,113,000 | 950 |
| 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 | $31,359,000 | 3,616 |
| U.S. Government securities | $17,944,000 | 3,718 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $17,944,000 | 3,621 |
| Securities issued by states & political subdivisions | $2,632,000 | 4,374 |
| Other domestic debt securities | $5,747,000 | 962 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $844,000 | 114 |
| Asset backed securities | $933,000 | 341 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,970,000 | 864 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,036,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $15,004,000 | 2,728 |
| Certificates of participation in pools of residential mortgages | $10,074,000 | 2,630 |
| Issued or guaranteed by U.S. | $10,074,000 | 2,628 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,086,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $4,086,000 | 1,982 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $844,000 | 719 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $844,000 | 400 |
| Held to maturity securities (book value) | $26,323,000 | 585 |
| Available-for-sale securities (fair market value) | $5,036,000 | 5,695 |
| Total debt securities | $26,322,000 | 3,936 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,085 |
| Fair value | $2,374,000 | 1,097 |
| 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 | $32,584,000 | 3,570 |
| U.S. Government securities | $18,693,000 | 3,665 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $18,693,000 | 3,578 |
| Securities issued by states & political subdivisions | $2,017,000 | 4,537 |
| Other domestic debt securities | $6,727,000 | 888 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $843,000 | 116 |
| Asset backed securities | $931,000 | 332 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,953,000 | 743 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $5,147,000 | 262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,556 |
| Mortgage-backed securities | $15,751,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $11,040,000 | 2,536 |
| Issued or guaranteed by U.S. | $11,040,000 | 2,535 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,868,000 | 2,157 |
| CMOs issued by government agencies or sponsored agencies | $3,868,000 | 2,061 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $843,000 | 639 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $843,000 | 335 |
| Held to maturity securities (book value) | $27,437,000 | 547 |
| Available-for-sale securities (fair market value) | $5,147,000 | 5,736 |
| Total debt securities | $27,435,000 | 3,855 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,103 |
| Fair value | $2,482,000 | 1,117 |
| 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 | $33,374,000 | 3,472 |
| U.S. Government securities | $19,434,000 | 3,545 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,434,000 | 3,466 |
| Securities issued by states & political subdivisions | $2,017,000 | 4,549 |
| Other domestic debt securities | $6,759,000 | 867 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $843,000 | 110 |
| Asset backed securities | $930,000 | 314 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $4,986,000 | 720 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $5,164,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,586 |
| Mortgage-backed securities | $16,244,000 | 2,678 |
| Certificates of participation in pools of residential mortgages | $11,169,000 | 2,510 |
| Issued or guaranteed by U.S. | $11,169,000 | 2,509 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,232,000 | 2,159 |
| CMOs issued by government agencies or sponsored agencies | $4,232,000 | 2,062 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $843,000 | 532 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $843,000 | 263 |
| Held to maturity securities (book value) | $28,210,000 | 531 |
| Available-for-sale securities (fair market value) | $5,164,000 | 5,759 |
| Total debt securities | $28,210,000 | 3,772 |
| Structured notes | ||
| Amortized cost | $2,746,000 | 1,089 |
| Fair value | $2,748,000 | 1,089 |
| 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 | $35,105,000 | 3,408 |
| U.S. Government securities | $21,122,000 | 3,468 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $21,122,000 | 3,391 |
| Securities issued by states & political subdivisions | $2,018,000 | 4,568 |
| Other domestic debt securities | $6,758,000 | 891 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $842,000 | 106 |
| Asset backed securities | $929,000 | 300 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $4,987,000 | 751 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,207,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $17,680,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $11,921,000 | 2,563 |
| Issued or guaranteed by U.S. | $11,921,000 | 2,561 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,917,000 | 2,129 |
| CMOs issued by government agencies or sponsored agencies | $4,917,000 | 2,038 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $842,000 | 499 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $842,000 | 249 |
| Held to maturity securities (book value) | $29,898,000 | 509 |
| Available-for-sale securities (fair market value) | $5,207,000 | 5,837 |
| Total debt securities | $29,898,000 | 3,695 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 1,106 |
| Fair value | $2,982,000 | 1,114 |
| 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 | $34,686,000 | 3,436 |
| U.S. Government securities | $21,503,000 | 3,489 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $21,503,000 | 3,413 |
| Securities issued by states & political subdivisions | $1,249,000 | 4,857 |
| Other domestic debt securities | $6,756,000 | 905 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $842,000 | 105 |
| Asset backed securities | $927,000 | 264 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $4,987,000 | 757 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $5,178,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $18,060,000 | 2,682 |
| Certificates of participation in pools of residential mortgages | $11,816,000 | 2,617 |
| Issued or guaranteed by U.S. | $11,816,000 | 2,616 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,402,000 | 2,060 |
| CMOs issued by government agencies or sponsored agencies | $5,402,000 | 1,962 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $842,000 | 461 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $842,000 | 228 |
| Held to maturity securities (book value) | $29,508,000 | 503 |
| Available-for-sale securities (fair market value) | $5,178,000 | 5,895 |
| Total debt securities | $29,509,000 | 3,713 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 1,276 |
| Fair value | $3,014,000 | 1,231 |
| 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 | $36,915,000 | 3,307 |
| U.S. Government securities | $23,667,000 | 3,357 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $23,667,000 | 3,290 |
| Securities issued by states & political subdivisions | $1,249,000 | 4,811 |
| Other domestic debt securities | $6,785,000 | 899 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $841,000 | 106 |
| Asset backed securities | $925,000 | 218 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $5,019,000 | 743 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $5,214,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $19,422,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | $12,655,000 | 2,519 |
| Issued or guaranteed by U.S. | $12,655,000 | 2,513 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,926,000 | 2,009 |
| CMOs issued by government agencies or sponsored agencies | $5,926,000 | 1,906 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $841,000 | 426 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $841,000 | 208 |
| Held to maturity securities (book value) | $31,701,000 | 495 |
| Available-for-sale securities (fair market value) | $5,214,000 | 5,937 |
| Total debt securities | $31,701,000 | 3,609 |
| Structured notes | ||
| Amortized cost | $3,796,000 | 1,255 |
| Fair value | $3,788,000 | 1,253 |
| 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 | $35,398,000 | 3,325 |
| U.S. Government securities | $15,813,000 | 4,115 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,813,000 | 4,026 |
| Securities issued by states & political subdivisions | $1,245,000 | 4,813 |
| Other domestic debt securities | $13,133,000 | 621 |
| Privately issued residential mortgage-backed securities | $6,613,000 | 375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,520,000 | 648 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,207,000 | 221 |
| 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 | $17,826,000 | 2,650 |
| Certificates of participation in pools of residential mortgages | $11,213,000 | 2,584 |
| Issued or guaranteed by U.S. | $11,213,000 | 2,582 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,613,000 | 1,897 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $6,613,000 | 362 |
| 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) | $30,191,000 | 513 |
| Available-for-sale securities (fair market value) | $5,207,000 | 5,930 |
| Total debt securities | $30,191,000 | 3,638 |
| 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 | $37,179,000 | 3,157 |
| U.S. Government securities | $16,086,000 | 4,019 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,086,000 | 3,922 |
| Securities issued by states & political subdivisions | $1,245,000 | 4,796 |
| Other domestic debt securities | $14,554,000 | 581 |
| Privately issued residential mortgage-backed securities | $8,377,000 | 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 | $5,177,000 | 647 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,294,000 | 233 |
| 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 | $18,068,000 | 2,571 |
| Certificates of participation in pools of residential mortgages | $9,691,000 | 2,704 |
| Issued or guaranteed by U.S. | $9,691,000 | 2,700 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,377,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $8,377,000 | 334 |
| 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) | $31,885,000 | 484 |
| Available-for-sale securities (fair market value) | $5,294,000 | 5,948 |
| Total debt securities | $31,885,000 | 3,443 |
| 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 | $36,224,000 | 3,231 |
| U.S. Government securities | $15,809,000 | 4,162 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,809,000 | 4,058 |
| Securities issued by states & political subdivisions | $1,245,000 | 4,775 |
| Other domestic debt securities | $13,935,000 | 578 |
| Privately issued residential mortgage-backed securities | $8,683,000 | 365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,252,000 | 604 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,235,000 | 238 |
| 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 | $18,192,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | $9,509,000 | 2,701 |
| Issued or guaranteed by U.S. | $9,509,000 | 2,694 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $8,683,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $8,683,000 | 349 |
| 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) | $30,989,000 | 497 |
| Available-for-sale securities (fair market value) | $5,235,000 | 6,044 |
| Total debt securities | $30,989,000 | 3,541 |
| 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 | $35,014,000 | 3,259 |
| U.S. Government securities | $14,466,000 | 4,309 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,466,000 | 4,186 |
| Securities issued by states & political subdivisions | $1,245,000 | 4,767 |
| Other domestic debt securities | $14,089,000 | 579 |
| Privately issued residential mortgage-backed securities | $8,834,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,255,000 | 591 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,214,000 | 241 |
| 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 | $19,250,000 | 2,361 |
| Certificates of participation in pools of residential mortgages | $10,416,000 | 2,492 |
| Issued or guaranteed by U.S. | $10,416,000 | 2,487 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $8,834,000 | 1,624 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $8,834,000 | 364 |
| 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) | $29,800,000 | 514 |
| Available-for-sale securities (fair market value) | $5,214,000 | 6,067 |
| Total debt securities | $29,800,000 | 3,623 |
| 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 | $34,823,000 | 3,177 |
| U.S. Government securities | $14,840,000 | 4,082 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,840,000 | 3,972 |
| Securities issued by states & political subdivisions | $1,245,000 | 4,779 |
| Other domestic debt securities | $13,513,000 | 625 |
| Privately issued residential mortgage-backed securities | $8,617,000 | 405 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,896,000 | 622 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,225,000 | 239 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,307,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | $11,690,000 | 2,250 |
| Issued or guaranteed by U.S. | $11,690,000 | 2,244 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,617,000 | 1,596 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $8,617,000 | 388 |
| 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) | $29,598,000 | 510 |
| Available-for-sale securities (fair market value) | $5,225,000 | 5,994 |
| Total debt securities | $29,598,000 | 3,505 |
| 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 | $34,767,000 | 3,171 |
| U.S. Government securities | $16,568,000 | 3,836 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,568,000 | 3,730 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $12,885,000 | 644 |
| Privately issued residential mortgage-backed securities | $7,998,000 | 444 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,887,000 | 617 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,314,000 | 249 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,916,000 | 2,152 |
| Certificates of participation in pools of residential mortgages | $12,918,000 | 2,073 |
| Issued or guaranteed by U.S. | $12,918,000 | 2,067 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,998,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $7,998,000 | 427 |
| 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) | $29,451,000 | 523 |
| Available-for-sale securities (fair market value) | $5,316,000 | 5,990 |
| Total debt securities | $29,453,000 | 3,488 |
| 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 | $34,869,000 | 3,157 |
| U.S. Government securities | $17,591,000 | 3,747 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,591,000 | 3,655 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $11,984,000 | 695 |
| Privately issued residential mortgage-backed securities | $7,099,000 | 503 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,885,000 | 578 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,294,000 | 249 |
| 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 | $21,040,000 | 2,128 |
| Certificates of participation in pools of residential mortgages | $13,941,000 | 1,993 |
| Issued or guaranteed by U.S. | $13,941,000 | 1,987 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $7,099,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $7,099,000 | 486 |
| 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) | $29,575,000 | 524 |
| Available-for-sale securities (fair market value) | $5,294,000 | 6,067 |
| Total debt securities | $29,575,000 | 3,476 |
| 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 | $33,972,000 | 3,230 |
| U.S. Government securities | $18,347,000 | 3,733 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,347,000 | 3,651 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $10,394,000 | 781 |
| Privately issued residential mortgage-backed securities | $4,812,000 | 624 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,582,000 | 549 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,231,000 | 252 |
| 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 | $20,509,000 | 2,226 |
| Certificates of participation in pools of residential mortgages | $15,697,000 | 1,924 |
| Issued or guaranteed by U.S. | $15,697,000 | 1,921 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,812,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $4,812,000 | 600 |
| 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) | $28,741,000 | 554 |
| Available-for-sale securities (fair market value) | $5,231,000 | 6,150 |
| Total debt securities | $28,741,000 | 3,554 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $34,658,000 | 3,151 |
| U.S. Government securities | $18,904,000 | 3,640 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,904,000 | 3,567 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $10,535,000 | 806 |
| Privately issued residential mortgage-backed securities | $4,956,000 | 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 | $5,579,000 | 567 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,219,000 | 271 |
| 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 | $21,210,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $16,254,000 | 1,957 |
| Issued or guaranteed by U.S. | $16,254,000 | 1,951 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,956,000 | 1,862 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $4,956,000 | 628 |
| 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) | $29,439,000 | 555 |
| Available-for-sale securities (fair market value) | $5,219,000 | 6,160 |
| Total debt securities | $29,439,000 | 3,493 |
| 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 | $34,391,000 | 3,187 |
| U.S. Government securities | $20,006,000 | 3,493 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,006,000 | 3,418 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $9,132,000 | 945 |
| Privately issued residential mortgage-backed securities | $3,756,000 | 771 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,376,000 | 607 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,253,000 | 309 |
| 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 | $21,112,000 | 2,254 |
| Certificates of participation in pools of residential mortgages | $17,356,000 | 1,919 |
| Issued or guaranteed by U.S. | $17,356,000 | 1,911 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,756,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $3,756,000 | 738 |
| 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) | $29,138,000 | 578 |
| Available-for-sale securities (fair market value) | $5,253,000 | 6,224 |
| Total debt securities | $29,138,000 | 3,509 |
| 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 | $34,041,000 | 3,142 |
| U.S. Government securities | $21,346,000 | 3,329 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,346,000 | 3,262 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $7,413,000 | 1,079 |
| Privately issued residential mortgage-backed securities | $2,591,000 | 896 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,822,000 | 694 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,282,000 | 341 |
| 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 | $21,287,000 | 2,276 |
| Certificates of participation in pools of residential mortgages | $18,696,000 | 1,867 |
| Issued or guaranteed by U.S. | $18,696,000 | 1,857 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,591,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $2,591,000 | 858 |
| 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) | $28,759,000 | 588 |
| Available-for-sale securities (fair market value) | $5,282,000 | 6,218 |
| Total debt securities | $28,759,000 | 3,506 |
| 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 | $33,330,000 | 3,219 |
| U.S. Government securities | $21,702,000 | 3,349 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,702,000 | 3,282 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $6,346,000 | 1,112 |
| Privately issued residential mortgage-backed securities | $2,682,000 | 914 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,664,000 | 814 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,282,000 | 349 |
| 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 | $22,384,000 | 2,228 |
| Certificates of participation in pools of residential mortgages | $19,702,000 | 1,836 |
| Issued or guaranteed by U.S. | $19,702,000 | 1,825 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,682,000 | 2,308 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $2,682,000 | 875 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,048,000 | 586 |
| Available-for-sale securities (fair market value) | $5,282,000 | 6,251 |
| Total debt securities | $28,048,000 | 3,596 |
| 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 | $32,496,000 | 3,271 |
| U.S. Government securities | $19,758,000 | 3,601 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,758,000 | 3,528 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $7,442,000 | 996 |
| Privately issued residential mortgage-backed securities | $2,908,000 | 858 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,534,000 | 700 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,296,000 | 319 |
| 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 | $20,666,000 | 2,296 |
| Certificates of participation in pools of residential mortgages | $17,758,000 | 1,912 |
| Issued or guaranteed by U.S. | $17,758,000 | 1,902 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,908,000 | 2,172 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $2,908,000 | 820 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,200,000 | 592 |
| Available-for-sale securities (fair market value) | $5,296,000 | 6,289 |
| Total debt securities | $27,200,000 | 3,637 |
| 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 | $32,993,000 | 3,161 |
| U.S. Government securities | $20,356,000 | 3,459 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,356,000 | 3,391 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $7,443,000 | 966 |
| Privately issued residential mortgage-backed securities | $2,277,000 | 919 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,166,000 | 624 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,194,000 | 323 |
| 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 | $19,633,000 | 2,272 |
| Certificates of participation in pools of residential mortgages | $17,356,000 | 1,865 |
| Issued or guaranteed by U.S. | $17,356,000 | 1,853 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,277,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $2,277,000 | 882 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,799,000 | 590 |
| Available-for-sale securities (fair market value) | $5,194,000 | 6,286 |
| Total debt securities | $27,799,000 | 3,543 |
| 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 | $34,777,000 | 3,079 |
| U.S. Government securities | $20,977,000 | 3,427 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,977,000 | 3,367 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $8,528,000 | 935 |
| Privately issued residential mortgage-backed securities | $2,367,000 | 905 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,161,000 | 614 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,272,000 | 451 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,344,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $17,977,000 | 1,808 |
| Issued or guaranteed by U.S. | $17,977,000 | 1,797 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,367,000 | 2,245 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $2,367,000 | 862 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,505,000 | 552 |
| Available-for-sale securities (fair market value) | $5,272,000 | 6,342 |
| Total debt securities | $29,505,000 | 3,448 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $32,326,000 | 3,267 |
| U.S. Government securities | $19,206,000 | 3,623 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,206,000 | 3,555 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $7,651,000 | 980 |
| Privately issued residential mortgage-backed securities | $2,549,000 | 846 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,102,000 | 690 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,469,000 | 488 |
| 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 | $19,755,000 | 2,192 |
| Certificates of participation in pools of residential mortgages | $17,206,000 | 1,811 |
| Issued or guaranteed by U.S. | $17,206,000 | 1,802 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,549,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $2,549,000 | 808 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,857,000 | 592 |
| Available-for-sale securities (fair market value) | $5,469,000 | 6,322 |
| Total debt securities | $26,857,000 | 3,657 |
| 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 | $31,968,000 | 3,310 |
| U.S. Government securities | $19,309,000 | 3,677 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,309,000 | 3,597 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $7,280,000 | 957 |
| Privately issued residential mortgage-backed securities | $2,698,000 | 767 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,582,000 | 704 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,379,000 | 462 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,007,000 | 1,986 |
| Certificates of participation in pools of residential mortgages | $16,309,000 | 1,648 |
| Issued or guaranteed by U.S. | $16,309,000 | 1,638 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,698,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $2,698,000 | 726 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,589,000 | 621 |
| Available-for-sale securities (fair market value) | $5,379,000 | 6,368 |
| Total debt securities | $26,589,000 | 3,678 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $30,424,000 | 3,426 |
| U.S. Government securities | $19,135,000 | 3,757 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,135,000 | 3,679 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $5,987,000 | 983 |
| Privately issued residential mortgage-backed securities | $2,334,000 | 773 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,653,000 | 780 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,302,000 | 443 |
| 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 | $18,469,000 | 1,912 |
| Certificates of participation in pools of residential mortgages | $16,135,000 | 1,532 |
| Issued or guaranteed by U.S. | $16,135,000 | 1,523 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,334,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $2,334,000 | 736 |
| 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) | $25,122,000 | 667 |
| Available-for-sale securities (fair market value) | $5,302,000 | 6,430 |
| Total debt securities | $25,122,000 | 3,828 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $30,323,000 | 3,410 |
| U.S. Government securities | $17,988,000 | 3,930 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,988,000 | 3,828 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $7,106,000 | 866 |
| Privately issued residential mortgage-backed securities | $2,451,000 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,655,000 | 649 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,229,000 | 447 |
| 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 | $17,439,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $14,988,000 | 1,582 |
| Issued or guaranteed by U.S. | $14,988,000 | 1,576 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,451,000 | 2,009 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $2,451,000 | 678 |
| 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) | $25,094,000 | 669 |
| Available-for-sale securities (fair market value) | $5,229,000 | 6,463 |
| Total debt securities | $25,094,000 | 3,813 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $29,729,000 | 3,480 |
| U.S. Government securities | $16,713,000 | 4,135 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,713,000 | 4,037 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $7,735,000 | 844 |
| Privately issued residential mortgage-backed securities | $1,727,000 | 769 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,008,000 | 570 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,281,000 | 454 |
| 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 | $15,440,000 | 2,072 |
| Certificates of participation in pools of residential mortgages | $13,713,000 | 1,696 |
| Issued or guaranteed by U.S. | $13,713,000 | 1,690 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,727,000 | 2,212 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,727,000 | 723 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,448,000 | 706 |
| Available-for-sale securities (fair market value) | $5,281,000 | 6,470 |
| Total debt securities | $24,448,000 | 3,895 |
| 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 | $29,168,000 | 3,543 |
| U.S. Government securities | $15,036,000 | 4,486 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,036,000 | 4,370 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $8,865,000 | 762 |
| Privately issued residential mortgage-backed securities | $1,850,000 | 747 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,015,000 | 520 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,267,000 | 450 |
| 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 | $13,886,000 | 2,215 |
| Certificates of participation in pools of residential mortgages | $12,036,000 | 1,858 |
| Issued or guaranteed by U.S. | $12,036,000 | 1,848 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,850,000 | 2,165 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $1,850,000 | 706 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,901,000 | 733 |
| Available-for-sale securities (fair market value) | $5,267,000 | 6,504 |
| Total debt securities | $23,901,000 | 3,997 |
| 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 | $28,266,000 | 3,645 |
| U.S. Government securities | $14,021,000 | 4,704 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,021,000 | 4,569 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $8,965,000 | 753 |
| Privately issued residential mortgage-backed securities | $1,943,000 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,022,000 | 520 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,280,000 | 446 |
| 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 | $12,964,000 | 2,299 |
| Certificates of participation in pools of residential mortgages | $11,021,000 | 1,975 |
| Issued or guaranteed by U.S. | $11,021,000 | 1,961 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,943,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $1,943,000 | 674 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,986,000 | 792 |
| Available-for-sale securities (fair market value) | $5,280,000 | 6,547 |
| Total debt securities | $22,986,000 | 4,144 |
| 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 | $29,614,000 | 3,538 |
| U.S. Government securities | $14,607,000 | 4,587 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,607,000 | 4,445 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $9,778,000 | 720 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 693 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,778,000 | 508 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,229,000 | 447 |
| 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 | $13,607,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $11,607,000 | 1,924 |
| Issued or guaranteed by U.S. | $11,607,000 | 1,913 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,000,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $2,000,000 | 649 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,385,000 | 755 |
| Available-for-sale securities (fair market value) | $5,229,000 | 6,567 |
| Total debt securities | $24,385,000 | 3,989 |
| 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 | $28,685,000 | 3,671 |
| U.S. Government securities | $13,641,000 | 4,825 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,641,000 | 4,689 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $9,785,000 | 743 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 697 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,785,000 | 526 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,259,000 | 447 |
| 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 | $12,641,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $10,641,000 | 2,072 |
| Issued or guaranteed by U.S. | $10,641,000 | 2,059 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,000,000 | 2,073 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $2,000,000 | 650 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,426,000 | 792 |
| Available-for-sale securities (fair market value) | $5,259,000 | 6,620 |
| Total debt securities | $23,426,000 | 4,135 |
| 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 | $29,703,000 | 3,585 |
| U.S. Government securities | $13,109,000 | 4,918 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,109,000 | 4,767 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $11,295,000 | 684 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 676 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,295,000 | 471 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,299,000 | 462 |
| 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 | $12,109,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $10,109,000 | 2,142 |
| Issued or guaranteed by U.S. | $10,109,000 | 2,128 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,000,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $2,000,000 | 630 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,404,000 | 788 |
| Available-for-sale securities (fair market value) | $5,299,000 | 6,637 |
| Total debt securities | $24,404,000 | 4,046 |
| 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 | $29,988,000 | 3,547 |
| U.S. Government securities | $13,862,000 | 4,723 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,862,000 | 4,591 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $10,805,000 | 718 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,805,000 | 506 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,321,000 | 460 |
| 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 | $12,862,000 | 2,382 |
| Certificates of participation in pools of residential mortgages | $10,862,000 | 2,089 |
| Issued or guaranteed by U.S. | $10,862,000 | 2,078 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000,000 | 2,063 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $2,000,000 | 623 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,667,000 | 794 |
| Available-for-sale securities (fair market value) | $5,321,000 | 6,642 |
| Total debt securities | $24,667,000 | 3,982 |
| 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 | $30,263,000 | 3,555 |
| U.S. Government securities | $14,073,000 | 4,726 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,073,000 | 4,588 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $10,814,000 | 719 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,814,000 | 524 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,376,000 | 474 |
| 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 | $13,073,000 | 2,429 |
| Certificates of participation in pools of residential mortgages | $11,073,000 | 2,137 |
| Issued or guaranteed by U.S. | $11,073,000 | 2,125 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,000,000 | 2,115 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $2,000,000 | 612 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,887,000 | 787 |
| Available-for-sale securities (fair market value) | $5,376,000 | 6,650 |
| Total debt securities | $24,887,000 | 3,996 |
| 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 | $30,388,000 | 3,585 |
| U.S. Government securities | $14,218,000 | 4,760 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,218,000 | 4,623 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $10,824,000 | 734 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 631 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,824,000 | 556 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,346,000 | 492 |
| 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 | $13,218,000 | 2,486 |
| Certificates of participation in pools of residential mortgages | $11,218,000 | 2,177 |
| Issued or guaranteed by U.S. | $11,218,000 | 2,167 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,000,000 | 2,145 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $2,000,000 | 587 |
| 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) | $25,043,000 | 813 |
| Available-for-sale securities (fair market value) | $5,345,000 | 6,721 |
| Total debt securities | $25,042,000 | 4,041 |
| 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 | $30,000,000 | 3,623 |
| U.S. Government securities | $12,754,000 | 5,078 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,754,000 | 4,918 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $11,838,000 | 732 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 624 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,838,000 | 542 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,408,000 | 512 |
| 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 | $11,754,000 | 2,709 |
| Certificates of participation in pools of residential mortgages | $9,754,000 | 2,390 |
| Issued or guaranteed by U.S. | $9,754,000 | 2,384 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,000,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $2,000,000 | 582 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,592,000 | 826 |
| Available-for-sale securities (fair market value) | $5,408,000 | 6,728 |
| Total debt securities | $24,592,000 | 4,113 |
| 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 | $31,225,000 | 3,516 |
| U.S. Government securities | $13,363,000 | 4,956 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,363,000 | 4,802 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $11,852,000 | 734 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,852,000 | 544 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,010,000 | 493 |
| 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 | $12,363,000 | 2,632 |
| Certificates of participation in pools of residential mortgages | $10,363,000 | 2,318 |
| Issued or guaranteed by U.S. | $10,363,000 | 2,308 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $2,000,000 | 533 |
| 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) | $25,215,000 | 811 |
| Available-for-sale securities (fair market value) | $6,010,000 | 6,620 |
| Total debt securities | $25,215,000 | 4,011 |
| 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 | $30,897,000 | 3,588 |
| U.S. Government securities | $12,013,000 | 5,301 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,013,000 | 5,145 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $12,866,000 | 713 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,866,000 | 532 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,018,000 | 523 |
| 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 | $12,013,000 | 2,698 |
| Certificates of participation in pools of residential mortgages | $10,013,000 | 2,412 |
| Issued or guaranteed by U.S. | $10,013,000 | 2,404 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $2,000,000 | 537 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,879,000 | 816 |
| Available-for-sale securities (fair market value) | $6,018,000 | 6,686 |
| Total debt securities | $24,879,000 | 4,110 |
| 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 | $31,199,000 | 3,552 |
| U.S. Government securities | $12,209,000 | 5,197 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,209,000 | 5,051 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $12,880,000 | 758 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,880,000 | 571 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,110,000 | 555 |
| 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 | $12,209,000 | 2,710 |
| Certificates of participation in pools of residential mortgages | $10,209,000 | 2,380 |
| Issued or guaranteed by U.S. | $10,209,000 | 2,369 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,000,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $2,000,000 | 566 |
| 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) | $25,089,000 | 802 |
| Available-for-sale securities (fair market value) | $6,110,000 | 6,670 |
| Total debt securities | $25,089,000 | 4,068 |
| 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 | $31,597,000 | 3,575 |
| U.S. Government securities | $15,026,000 | 4,680 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,026,000 | 4,539 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $10,504,000 | 819 |
| 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 | $10,504,000 | 622 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,067,000 | 546 |
| 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 | $13,026,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | $11,029,000 | 2,289 |
| Issued or guaranteed by U.S. | $11,029,000 | 2,275 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,997,000 | 2,290 |
| CMOs issued by government agencies or sponsored agencies | $1,997,000 | 2,164 |
| 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) | $25,530,000 | 781 |
| Available-for-sale securities (fair market value) | $6,067,000 | 6,720 |
| Total debt securities | $25,530,000 | 4,081 |
| 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 | $32,068,000 | 3,458 |
| U.S. Government securities | $15,441,000 | 4,476 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,441,000 | 4,313 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $10,519,000 | 843 |
| 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 | $10,519,000 | 652 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,108,000 | 584 |
| 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 | $13,441,000 | 2,557 |
| Certificates of participation in pools of residential mortgages | $11,441,000 | 2,216 |
| Issued or guaranteed by U.S. | $11,441,000 | 2,206 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,000,000 | 2,328 |
| CMOs issued by government agencies or sponsored agencies | $2,000,000 | 2,200 |
| 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) | $25,960,000 | 765 |
| Available-for-sale securities (fair market value) | $6,108,000 | 6,685 |
| Total debt securities | $25,960,000 | 3,941 |
| 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 | $31,103,000 | 3,456 |
| U.S. Government securities | $14,428,000 | 4,605 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,428,000 | 4,458 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $10,527,000 | 884 |
| 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 | $10,527,000 | 669 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,148,000 | 597 |
| 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 | $13,428,000 | 2,602 |
| Certificates of participation in pools of residential mortgages | $11,454,000 | 2,211 |
| Issued or guaranteed by U.S. | $11,454,000 | 2,201 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,974,000 | 2,546 |
| CMOs issued by government agencies or sponsored agencies | $1,974,000 | 2,413 |
| 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) | $24,955,000 | 753 |
| Available-for-sale securities (fair market value) | $6,148,000 | 6,627 |
| Total debt securities | $24,955,000 | 3,970 |
| 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 | $31,535,000 | 3,391 |
| U.S. Government securities | $15,169,000 | 4,491 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,169,000 | 4,324 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $10,239,000 | 894 |
| 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 | $10,239,000 | 675 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,127,000 | 606 |
| 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 | $13,169,000 | 2,664 |
| Certificates of participation in pools of residential mortgages | $11,174,000 | 2,214 |
| Issued or guaranteed by U.S. | $11,174,000 | 2,204 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,995,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $1,995,000 | 2,473 |
| 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) | $25,408,000 | 760 |
| Available-for-sale securities (fair market value) | $6,127,000 | 6,662 |
| Total debt securities | $25,408,000 | 3,884 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $31,829,000 | 3,371 |
| U.S. Government securities | $15,453,000 | 4,395 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,453,000 | 4,216 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $10,245,000 | 916 |
| 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 | $10,245,000 | 705 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,131,000 | 604 |
| 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 | $13,453,000 | 2,574 |
| Certificates of participation in pools of residential mortgages | $12,779,000 | 1,998 |
| Issued or guaranteed by U.S. | $12,779,000 | 1,989 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $674,000 | 3,418 |
| CMOs issued by government agencies or sponsored agencies | $674,000 | 3,270 |
| 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) | $25,698,000 | 760 |
| Available-for-sale securities (fair market value) | $6,131,000 | 6,643 |
| Total debt securities | $25,698,000 | 3,843 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $25,761,000 | 3,767 |
| U.S. Government securities | $12,905,000 | 4,807 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,905,000 | 4,591 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $6,886,000 | 1,173 |
| 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 | $6,886,000 | 932 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,970,000 | 598 |
| 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 | $11,155,000 | 2,691 |
| Certificates of participation in pools of residential mortgages | $11,155,000 | 1,956 |
| Issued or guaranteed by U.S. | $11,155,000 | 1,944 |
| 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) | $19,791,000 | 933 |
| Available-for-sale securities (fair market value) | $5,970,000 | 6,691 |
| Total debt securities | $19,791,000 | 4,469 |
| 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 | $25,313,000 | 3,907 |
| U.S. Government securities | $14,971,000 | 4,537 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,971,000 | 4,240 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $3,238,000 | 1,505 |
| 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 | $3,238,000 | 1,273 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,104,000 | 655 |
| 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 | $12,221,000 | 2,064 |
| Certificates of participation in pools of residential mortgages | $12,221,000 | 1,524 |
| Issued or guaranteed by U.S. | $12,221,000 | 1,511 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,209,000 | 1,228 |
| Available-for-sale securities (fair market value) | $7,104,000 | 6,560 |
| Total debt securities | $18,209,000 | 4,835 |
| 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 | $26,806,000 | 3,930 |
| U.S. Government securities | $16,359,000 | 4,486 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,359,000 | 4,047 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $2,490,000 | 1,674 |
| 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 | $2,490,000 | 1,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,957,000 | 589 |
| 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 | $13,609,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | $13,609,000 | 1,515 |
| Issued or guaranteed by U.S. | $13,609,000 | 1,503 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,849,000 | 1,321 |
| Available-for-sale securities (fair market value) | $7,957,000 | 6,455 |
| Total debt securities | $18,849,000 | 4,927 |
| 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 | $30,662,000 | 3,564 |
| U.S. Government securities | $18,173,000 | 4,194 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,173,000 | 3,578 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $4,228,000 | 1,209 |
| 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 | $4,228,000 | 978 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,261,000 | 573 |
| 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 | $15,503,000 | 2,029 |
| Certificates of participation in pools of residential mortgages | $14,625,000 | 1,521 |
| Issued or guaranteed by U.S. | $14,625,000 | 1,507 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $878,000 | 3,420 |
| CMOs issued by government agencies or sponsored agencies | $878,000 | 3,274 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,523,000 | 1,288 |
| Available-for-sale securities (fair market value) | $9,139,000 | 6,001 |
| Total debt securities | $22,401,000 | 4,370 |
| 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 | $29,704,000 | 3,664 |
| U.S. Government securities | $16,834,000 | 4,638 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,834,000 | 3,697 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $4,714,000 | 879 |
| 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 | $4,714,000 | 676 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,156,000 | 523 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,164,000 | 2,004 |
| Certificates of participation in pools of residential mortgages | $14,194,000 | 1,545 |
| Issued or guaranteed by U.S. | $14,194,000 | 1,534 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $970,000 | 3,466 |
| CMOs issued by government agencies or sponsored agencies | $970,000 | 3,343 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,578,000 | 1,631 |
| Available-for-sale securities (fair market value) | $9,126,000 | 6,013 |
| Total debt securities | $21,548,000 | 4,544 |
| 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 | $30,263,000 | 3,886 |
| U.S. Government securities | $17,912,000 | 4,802 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,912,000 | 3,652 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $4,212,000 | 997 |
| 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 | $4,212,000 | 703 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,095,000 | 495 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-44,000 | 929 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,242,000 | 2,148 |
| Certificates of participation in pools of residential mortgages | $15,319,000 | 1,622 |
| Issued or guaranteed by U.S. | $15,319,000 | 1,610 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $923,000 | 3,937 |
| CMOs issued by government agencies or sponsored agencies | $923,000 | 3,789 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,245,000 | 1,807 |
| Available-for-sale securities (fair market value) | $9,018,000 | 6,290 |
| Total debt securities | $22,124,000 | 4,847 |
| 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 | $30,652,000 | 3,995 |
| U.S. Government securities | $18,044,000 | 5,011 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $18,044,000 | 3,601 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $4,320,000 | 1,155 |
| 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 | $4,320,000 | 869 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,274,000 | 468 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-14,000 | 874 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,374,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $15,393,000 | 1,608 |
| Issued or guaranteed by U.S. | $15,393,000 | 1,587 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $981,000 | 4,301 |
| CMOs issued by government agencies or sponsored agencies | $981,000 | 4,139 |
| 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) | $29,671,000 | 1,437 |
| Available-for-sale securities (fair market value) | $981,000 | 9,992 |
| Total debt securities | $22,364,000 | 5,040 |
| 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 | $28,478,000 | 4,462 |
| U.S. Government securities | $15,077,000 | 6,046 |
| U.S. Treasury securities | $1,000,000 | 9,595 |
| U.S. Government agency obligations | $14,077,000 | 4,200 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $5,141,000 | 1,154 |
| 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 | $5,141,000 | 872 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,267,000 | 418 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $7,000 | 343 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,077,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $13,265,000 | 1,870 |
| Issued or guaranteed by U.S. | $13,265,000 | 1,848 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $812,000 | 4,805 |
| CMOs issued by government agencies or sponsored agencies | $812,000 | 4,609 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,666,000 | 2,630 |
| Available-for-sale securities (fair market value) | $812,000 | 9,846 |
| Total debt securities | $20,218,000 | 5,736 |
| 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 | $27,089,000 | 4,884 |
| U.S. Government securities | $14,120,000 | 6,507 |
| U.S. Treasury securities | $1,000,000 | 10,019 |
| U.S. Government agency obligations | $13,120,000 | 4,607 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $4,174,000 | 1,561 |
| 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 | $4,174,000 | 1,177 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,798,000 | 449 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $3,000 | 351 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,120,000 | 3,068 |
| Certificates of participation in pools of residential mortgages | $12,134,000 | 2,185 |
| Issued or guaranteed by U.S. | $12,134,000 | 2,156 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $986,000 | 5,055 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 4,839 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,294,000 | 6,392 |
| 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 | $27,945,000 | 4,745 |
| U.S. Government securities | $16,316,000 | 5,884 |
| U.S. Treasury securities | $1,600,000 | 9,342 |
| U.S. Government agency obligations | $14,716,000 | 4,173 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $3,414,000 | 2,170 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,414,000 | 1,522 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,198,000 | 415 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-17,000 | 1,247 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,716,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $14,208,000 | 1,966 |
| Issued or guaranteed by U.S. | $14,208,000 | 1,927 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $508,000 | 5,801 |
| CMOs issued by government agencies or sponsored agencies | $508,000 | 5,378 |
| 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 | $19,730,000 | 6,045 |
| 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 |