Home > First Federal Bank of Kansas City > Securities
First Federal Bank of Kansas City, Securities
| 2023-12-31 | Rank | |
| Total securities | $106,621,000 | 1,642 |
| U.S. Government securities | $59,294,000 | 1,677 |
| U.S. Treasury securities | $8,223,000 | 1,517 |
| U.S. Government agency obligations | $51,071,000 | 1,588 |
| Securities issued by states & political subdivisions | $11,175,000 | 2,349 |
| Other domestic debt securities | $35,637,000 | 513 |
| Privately issued residential mortgage-backed securities | $17,701,000 | 206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,831,000 | 330 |
| Structured financial products - Total | $3,605,000 | 396 |
| Other domestic debt securities - All other | $9,500,000 | 675 |
| 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 | $58,544,000 | 1,340 |
| Mortgage-backed securities | $65,017,000 | 1,068 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,703,000 | 1,240 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,703 |
| Privately issued | $17,701,000 | 171 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,148,000 | 360 |
| Other commercial mortgage-backed securities | $4,462,000 | 744 |
| Held to maturity securities (book value) | $9,500,000 | 1,006 |
| Available-for-sale securities (fair market value) | $96,606,000 | 1,547 |
| Total debt securities | $106,107,000 | 1,632 |
| 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 | $92,248,000 | 1,785 |
| U.S. Government securities | $54,689,000 | 1,752 |
| U.S. Treasury securities | $7,958,000 | 1,591 |
| U.S. Government agency obligations | $46,731,000 | 1,652 |
| Securities issued by states & political subdivisions | $10,485,000 | 2,396 |
| Other domestic debt securities | $26,710,000 | 608 |
| Privately issued residential mortgage-backed securities | $13,781,000 | 221 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $3,429,000 | 401 |
| Other domestic debt securities - All other | $9,500,000 | 668 |
| 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 | $56,957,000 | 1,309 |
| Mortgage-backed securities | $56,950,000 | 1,142 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,920,000 | 1,278 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,697 |
| Privately issued | $13,781,000 | 183 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,053,000 | 381 |
| Other commercial mortgage-backed securities | $4,192,000 | 741 |
| Held to maturity securities (book value) | $9,500,000 | 1,022 |
| Available-for-sale securities (fair market value) | $82,384,000 | 1,710 |
| Total debt securities | $91,883,000 | 1,771 |
| 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 | $94,123,000 | 1,814 |
| U.S. Government securities | $57,755,000 | 1,732 |
| U.S. Treasury securities | $8,011,000 | 1,609 |
| U.S. Government agency obligations | $49,744,000 | 1,626 |
| Securities issued by states & political subdivisions | $10,912,000 | 2,421 |
| Other domestic debt securities | $24,961,000 | 634 |
| Privately issued residential mortgage-backed securities | $11,924,000 | 241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $3,537,000 | 379 |
| Other domestic debt securities - All other | $9,500,000 | 671 |
| 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 | $60,095,000 | 1,241 |
| Mortgage-backed securities | $58,004,000 | 1,161 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $28,106,000 | 1,253 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,695 |
| Privately issued | $11,924,000 | 193 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,496,000 | 375 |
| Other commercial mortgage-backed securities | $4,473,000 | 733 |
| Held to maturity securities (book value) | $9,500,000 | 1,031 |
| Available-for-sale securities (fair market value) | $84,128,000 | 1,739 |
| Total debt securities | $93,624,000 | 1,805 |
| 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 | $96,523,000 | 1,852 |
| U.S. Government securities | $59,746,000 | 1,772 |
| U.S. Treasury securities | $8,134,000 | 1,671 |
| U.S. Government agency obligations | $51,612,000 | 1,605 |
| Securities issued by states & political subdivisions | $11,052,000 | 2,468 |
| Other domestic debt securities | $25,248,000 | 660 |
| Privately issued residential mortgage-backed securities | $12,152,000 | 258 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $3,596,000 | 378 |
| Other domestic debt securities - All other | $9,500,000 | 707 |
| 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 | $33,660,000 | 1,726 |
| Mortgage-backed securities | $59,962,000 | 1,182 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,357,000 | 1,256 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,732 |
| Privately issued | $12,152,000 | 197 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,817,000 | 386 |
| Other commercial mortgage-backed securities | $4,630,000 | 746 |
| Held to maturity securities (book value) | $9,500,000 | 1,064 |
| Available-for-sale securities (fair market value) | $86,546,000 | 1,775 |
| Total debt securities | $96,047,000 | 1,842 |
| 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 | $95,612,000 | 1,900 |
| U.S. Government securities | $60,580,000 | 1,780 |
| U.S. Treasury securities | $7,980,000 | 1,722 |
| U.S. Government agency obligations | $52,600,000 | 1,578 |
| Securities issued by states & political subdivisions | $10,585,000 | 2,545 |
| Other domestic debt securities | $23,989,000 | 682 |
| Privately issued residential mortgage-backed securities | $10,953,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $3,536,000 | 395 |
| Other domestic debt securities - All other | $9,500,000 | 718 |
| 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 | $34,109,000 | 1,615 |
| Mortgage-backed securities | $59,836,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,770,000 | 1,265 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,750 |
| Privately issued | $10,953,000 | 200 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,808,000 | 394 |
| Other commercial mortgage-backed securities | $5,298,000 | 696 |
| Held to maturity securities (book value) | $9,500,000 | 1,069 |
| Available-for-sale securities (fair market value) | $85,654,000 | 1,814 |
| Total debt securities | $95,155,000 | 1,884 |
| 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 | $96,369,000 | 1,877 |
| U.S. Government securities | $61,197,000 | 1,781 |
| U.S. Treasury securities | $7,901,000 | 1,750 |
| U.S. Government agency obligations | $53,296,000 | 1,589 |
| Securities issued by states & political subdivisions | $10,530,000 | 2,552 |
| Other domestic debt securities | $24,237,000 | 659 |
| Privately issued residential mortgage-backed securities | $11,232,000 | 254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $3,505,000 | 298 |
| Other domestic debt securities - All other | $9,500,000 | 711 |
| 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 | $34,134,000 | 1,550 |
| Mortgage-backed securities | $60,815,000 | 1,202 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,201,000 | 1,264 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,763 |
| Privately issued | $11,232,000 | 202 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,014,000 | 398 |
| Other commercial mortgage-backed securities | $5,360,000 | 720 |
| Held to maturity securities (book value) | $9,500,000 | 1,053 |
| Available-for-sale securities (fair market value) | $86,464,000 | 1,810 |
| Total debt securities | $95,965,000 | 1,864 |
| 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 | $105,872,000 | 1,781 |
| U.S. Government securities | $72,217,000 | 1,621 |
| U.S. Treasury securities | $8,238,000 | 1,704 |
| U.S. Government agency obligations | $63,979,000 | 1,443 |
| Securities issued by states & political subdivisions | $11,382,000 | 2,533 |
| Other domestic debt securities | $21,363,000 | 661 |
| Privately issued residential mortgage-backed securities | $11,863,000 | 249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $9,500,000 | 718 |
| 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 | $1,826,000 | 3,602 |
| Mortgage-backed securities | $71,879,000 | 1,106 |
| Certificates of participation in pools of residential mortgages | $33,297,000 | 1,256 |
| Issued or guaranteed by U.S. | $33,297,000 | 1,231 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $11,872,000 | 1,123 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,791 |
| Privately issued | $11,863,000 | 194 |
| Commercial mortgage-backed securities | $26,710,000 | 510 |
| Commercial mortgage pass-through securities | $17,480,000 | 353 |
| Other commercial mortgage-backed securities | $9,230,000 | 610 |
| Held to maturity securities (book value) | $9,500,000 | 984 |
| Available-for-sale securities (fair market value) | $95,462,000 | 1,747 |
| Total debt securities | $104,962,000 | 1,778 |
| 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 | $104,682,000 | 1,783 |
| U.S. Government securities | $77,038,000 | 1,512 |
| U.S. Treasury securities | $8,437,000 | 1,503 |
| U.S. Government agency obligations | $68,601,000 | 1,386 |
| Securities issued by states & political subdivisions | $12,341,000 | 2,466 |
| Other domestic debt securities | $14,268,000 | 812 |
| Privately issued residential mortgage-backed securities | $5,768,000 | 318 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $8,500,000 | 759 |
| 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 | $1,998,000 | 3,583 |
| Mortgage-backed securities | $70,201,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $36,491,000 | 1,203 |
| Issued or guaranteed by U.S. | $36,491,000 | 1,184 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $5,779,000 | 1,505 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 2,788 |
| Privately issued | $5,768,000 | 238 |
| Commercial mortgage-backed securities | $27,931,000 | 495 |
| Commercial mortgage pass-through securities | $18,317,000 | 341 |
| Other commercial mortgage-backed securities | $9,614,000 | 598 |
| Held to maturity securities (book value) | $8,500,000 | 934 |
| Available-for-sale securities (fair market value) | $95,147,000 | 1,752 |
| Total debt securities | $103,646,000 | 1,781 |
| 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 | $104,228,000 | 1,725 |
| U.S. Government securities | $86,746,000 | 1,303 |
| U.S. Treasury securities | $8,918,000 | 1,098 |
| U.S. Government agency obligations | $77,828,000 | 1,253 |
| Securities issued by states & political subdivisions | $11,482,000 | 2,581 |
| Other domestic debt securities | $6,000,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,000,000 | 875 |
| 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 | $2,292,000 | 3,547 |
| Mortgage-backed securities | $73,301,000 | 1,084 |
| Certificates of participation in pools of residential mortgages | $41,156,000 | 1,086 |
| Issued or guaranteed by U.S. | $41,156,000 | 1,067 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $15,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 2,782 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $32,130,000 | 461 |
| Commercial mortgage pass-through securities | $22,020,000 | 307 |
| Other commercial mortgage-backed securities | $10,110,000 | 585 |
| Held to maturity securities (book value) | $6,000,000 | 910 |
| Available-for-sale securities (fair market value) | $98,228,000 | 1,683 |
| Total debt securities | $104,228,000 | 1,708 |
| 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 | $103,241,000 | 1,670 |
| U.S. Government securities | $85,597,000 | 1,260 |
| U.S. Treasury securities | $3,090,000 | 1,367 |
| U.S. Government agency obligations | $82,507,000 | 1,164 |
| Securities issued by states & political subdivisions | $11,644,000 | 2,541 |
| Other domestic debt securities | $6,000,000 | 1,143 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,000,000 | 822 |
| 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 | $2,512,000 | 3,527 |
| Mortgage-backed securities | $77,966,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | $45,056,000 | 1,006 |
| Issued or guaranteed by U.S. | $45,056,000 | 985 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $19,000 | 2,862 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 2,801 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $32,891,000 | 439 |
| Commercial mortgage pass-through securities | $22,663,000 | 284 |
| Other commercial mortgage-backed securities | $10,228,000 | 575 |
| Held to maturity securities (book value) | $6,000,000 | 882 |
| Available-for-sale securities (fair market value) | $97,241,000 | 1,624 |
| Total debt securities | $103,242,000 | 1,651 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $21,246,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $106,965,000 | 1,564 |
| U.S. Government securities | $89,240,000 | 1,174 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $89,240,000 | 1,061 |
| Securities issued by states & political subdivisions | $11,725,000 | 2,508 |
| Other domestic debt securities | $6,000,000 | 1,108 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $6,000,000 | 782 |
| 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 | $2,744,000 | 3,502 |
| Mortgage-backed securities | $84,660,000 | 918 |
| Certificates of participation in pools of residential mortgages | $51,273,000 | 875 |
| Issued or guaranteed by U.S. | $51,273,000 | 856 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $24,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 2,791 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $33,363,000 | 426 |
| Commercial mortgage pass-through securities | $23,101,000 | 274 |
| Other commercial mortgage-backed securities | $10,262,000 | 552 |
| Held to maturity securities (book value) | $6,000,000 | 863 |
| Available-for-sale securities (fair market value) | $100,965,000 | 1,509 |
| Total debt securities | $106,964,000 | 1,547 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $21,550,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $103,057,000 | 1,504 |
| U.S. Government securities | $92,839,000 | 1,022 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $92,839,000 | 956 |
| Securities issued by states & political subdivisions | $6,218,000 | 3,043 |
| Other domestic debt securities | $4,000,000 | 1,246 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $4,000,000 | 891 |
| 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 | $2,982,000 | 3,454 |
| Mortgage-backed securities | $88,301,000 | 839 |
| Certificates of participation in pools of residential mortgages | $53,768,000 | 811 |
| Issued or guaranteed by U.S. | $53,768,000 | 790 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $32,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 2,758 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $34,501,000 | 397 |
| Commercial mortgage pass-through securities | $24,358,000 | 256 |
| Other commercial mortgage-backed securities | $10,143,000 | 536 |
| Held to maturity securities (book value) | $4,000,000 | 955 |
| Available-for-sale securities (fair market value) | $99,057,000 | 1,435 |
| Total debt securities | $103,057,000 | 1,487 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $21,784,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $74,379,000 | 1,787 |
| U.S. Government securities | $74,379,000 | 1,110 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $74,379,000 | 1,040 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $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 | $3,328,000 | 3,387 |
| Mortgage-backed securities | $72,390,000 | 905 |
| Certificates of participation in pools of residential mortgages | $55,986,000 | 727 |
| Issued or guaranteed by U.S. | $55,986,000 | 715 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $54,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 2,742 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $16,350,000 | 595 |
| Commercial mortgage pass-through securities | $16,350,000 | 315 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $74,379,000 | 1,674 |
| Total debt securities | $74,379,000 | 1,772 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $22,069,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $72,341,000 | 1,715 |
| U.S. Government securities | $72,341,000 | 1,074 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $72,341,000 | 1,009 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,644,000 | 3,363 |
| Mortgage-backed securities | $70,336,000 | 892 |
| Certificates of participation in pools of residential mortgages | $57,060,000 | 659 |
| Issued or guaranteed by U.S. | $57,060,000 | 646 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $392,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 2,537 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $12,884,000 | 647 |
| Commercial mortgage pass-through securities | $12,884,000 | 354 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $72,341,000 | 1,606 |
| Total debt securities | $72,340,000 | 1,700 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $27,138,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $64,299,000 | 1,819 |
| U.S. Government securities | $64,299,000 | 1,182 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $64,299,000 | 1,107 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,926,000 | 3,347 |
| Mortgage-backed securities | $64,299,000 | 954 |
| Certificates of participation in pools of residential mortgages | $50,852,000 | 699 |
| Issued or guaranteed by U.S. | $50,852,000 | 684 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $458,000 | 2,576 |
| CMOs issued by government agencies or sponsored agencies | $458,000 | 2,535 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $12,989,000 | 638 |
| Commercial mortgage pass-through securities | $12,989,000 | 345 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $64,299,000 | 1,699 |
| Total debt securities | $64,300,000 | 1,802 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $27,410,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $68,684,000 | 1,672 |
| U.S. Government securities | $68,684,000 | 1,111 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $68,684,000 | 1,047 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $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 | $5,974,000 | 3,019 |
| Mortgage-backed securities | $68,684,000 | 896 |
| Certificates of participation in pools of residential mortgages | $55,082,000 | 654 |
| Issued or guaranteed by U.S. | $55,082,000 | 637 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $522,000 | 2,553 |
| CMOs issued by government agencies or sponsored agencies | $522,000 | 2,506 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $13,080,000 | 631 |
| Commercial mortgage pass-through securities | $13,080,000 | 337 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $68,684,000 | 1,550 |
| Total debt securities | $68,684,000 | 1,655 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $27,345,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $108,291,000 | 1,184 |
| U.S. Government securities | $108,291,000 | 794 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $108,291,000 | 753 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $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 | $3,562,000 | 3,472 |
| Mortgage-backed securities | $108,291,000 | 626 |
| Certificates of participation in pools of residential mortgages | $71,288,000 | 522 |
| Issued or guaranteed by U.S. | $71,288,000 | 510 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $548,000 | 2,554 |
| CMOs issued by government agencies or sponsored agencies | $548,000 | 2,509 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $36,455,000 | 330 |
| Commercial mortgage pass-through securities | $36,455,000 | 164 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $108,291,000 | 1,068 |
| Total debt securities | $108,291,000 | 1,158 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $117,671,000 | 1,100 |
| U.S. Government securities | $117,671,000 | 730 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $117,671,000 | 687 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,505,000 | 3,197 |
| Mortgage-backed securities | $117,671,000 | 565 |
| Certificates of participation in pools of residential mortgages | $77,113,000 | 483 |
| Issued or guaranteed by U.S. | $77,113,000 | 470 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $619,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $619,000 | 2,496 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $39,939,000 | 316 |
| Commercial mortgage pass-through securities | $39,939,000 | 157 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $117,671,000 | 996 |
| Total debt securities | $117,670,000 | 1,087 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $121,734,000 | 1,074 |
| U.S. Government securities | $121,734,000 | 727 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $121,734,000 | 685 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,013,000 | 1,787 |
| Mortgage-backed securities | $121,734,000 | 547 |
| Certificates of participation in pools of residential mortgages | $81,710,000 | 468 |
| Issued or guaranteed by U.S. | $81,710,000 | 465 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $664,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $664,000 | 2,467 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $39,360,000 | 308 |
| Commercial mortgage pass-through securities | $39,360,000 | 152 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $121,734,000 | 964 |
| Total debt securities | $121,732,000 | 1,059 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $123,138,000 | 1,074 |
| U.S. Government securities | $123,138,000 | 720 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $123,138,000 | 678 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,508,000 | 1,784 |
| Mortgage-backed securities | $123,138,000 | 537 |
| Certificates of participation in pools of residential mortgages | $84,010,000 | 463 |
| Issued or guaranteed by U.S. | $84,010,000 | 461 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $707,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $707,000 | 2,458 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $38,421,000 | 287 |
| Commercial mortgage pass-through securities | $38,421,000 | 145 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $123,138,000 | 958 |
| Total debt securities | $123,138,000 | 1,056 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $126,204,000 | 1,057 |
| U.S. Government securities | $126,204,000 | 709 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $126,204,000 | 670 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,272,000 | 1,756 |
| Mortgage-backed securities | $126,204,000 | 529 |
| Certificates of participation in pools of residential mortgages | $87,040,000 | 459 |
| Issued or guaranteed by U.S. | $87,040,000 | 456 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $738,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $738,000 | 2,452 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $38,426,000 | 288 |
| Commercial mortgage pass-through securities | $38,426,000 | 144 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $126,204,000 | 934 |
| Total debt securities | $126,204,000 | 1,042 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $124,915,000 | 1,057 |
| U.S. Government securities | $124,915,000 | 716 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $124,915,000 | 674 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,823,000 | 1,718 |
| Mortgage-backed securities | $124,915,000 | 532 |
| Certificates of participation in pools of residential mortgages | $85,853,000 | 459 |
| Issued or guaranteed by U.S. | $85,853,000 | 457 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $806,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $806,000 | 2,427 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $38,256,000 | 282 |
| Commercial mortgage pass-through securities | $38,256,000 | 143 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $124,915,000 | 944 |
| Total debt securities | $124,915,000 | 1,040 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $129,127,000 | 1,049 |
| U.S. Government securities | $129,127,000 | 695 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $129,127,000 | 655 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,430,000 | 1,685 |
| Mortgage-backed securities | $129,127,000 | 514 |
| Certificates of participation in pools of residential mortgages | $89,945,000 | 451 |
| Issued or guaranteed by U.S. | $89,945,000 | 448 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $857,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $857,000 | 2,426 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $38,325,000 | 277 |
| Commercial mortgage pass-through securities | $38,325,000 | 138 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $129,127,000 | 933 |
| Total debt securities | $129,127,000 | 1,033 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $128,958,000 | 1,057 |
| U.S. Government securities | $128,958,000 | 712 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $128,958,000 | 672 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,745,000 | 1,649 |
| Mortgage-backed securities | $128,958,000 | 519 |
| Certificates of participation in pools of residential mortgages | $89,538,000 | 469 |
| Issued or guaranteed by U.S. | $89,538,000 | 468 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $896,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $896,000 | 2,398 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $38,524,000 | 257 |
| Commercial mortgage pass-through securities | $38,524,000 | 122 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $128,958,000 | 938 |
| Total debt securities | $128,958,000 | 1,042 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $135,255,000 | 1,029 |
| U.S. Government securities | $135,255,000 | 689 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $135,255,000 | 649 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,153,000 | 1,627 |
| Mortgage-backed securities | $135,255,000 | 493 |
| Certificates of participation in pools of residential mortgages | $94,657,000 | 450 |
| Issued or guaranteed by U.S. | $94,657,000 | 449 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $971,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $971,000 | 2,350 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $39,627,000 | 247 |
| Commercial mortgage pass-through securities | $39,627,000 | 115 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $135,255,000 | 911 |
| Total debt securities | $135,256,000 | 1,010 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $141,162,000 | 1,005 |
| U.S. Government securities | $141,162,000 | 656 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $141,162,000 | 617 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,676,000 | 1,590 |
| Mortgage-backed securities | $141,162,000 | 473 |
| Certificates of participation in pools of residential mortgages | $100,162,000 | 420 |
| Issued or guaranteed by U.S. | $100,162,000 | 419 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,031,000 | 2,402 |
| CMOs issued by government agencies or sponsored agencies | $1,031,000 | 2,343 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $39,969,000 | 235 |
| Commercial mortgage pass-through securities | $39,969,000 | 119 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $141,162,000 | 879 |
| Total debt securities | $141,162,000 | 989 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $114,144,000 | 1,210 |
| U.S. Government securities | $114,144,000 | 804 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $114,144,000 | 769 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,050,000 | 1,545 |
| Mortgage-backed securities | $114,144,000 | 591 |
| Certificates of participation in pools of residential mortgages | $106,749,000 | 406 |
| Issued or guaranteed by U.S. | $106,749,000 | 405 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,101,000 | 2,405 |
| CMOs issued by government agencies or sponsored agencies | $1,101,000 | 2,337 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $6,294,000 | 623 |
| Commercial mortgage pass-through securities | $6,294,000 | 377 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $114,144,000 | 1,068 |
| Total debt securities | $114,143,000 | 1,189 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $137,098,000 | 1,049 |
| U.S. Government securities | $137,098,000 | 708 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $137,098,000 | 666 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,352,000 | 1,522 |
| Mortgage-backed securities | $137,098,000 | 499 |
| Certificates of participation in pools of residential mortgages | $129,657,000 | 339 |
| Issued or guaranteed by U.S. | $129,657,000 | 338 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,183,000 | 2,409 |
| CMOs issued by government agencies or sponsored agencies | $1,183,000 | 2,340 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $6,258,000 | 618 |
| Commercial mortgage pass-through securities | $6,258,000 | 370 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $137,098,000 | 927 |
| Total debt securities | $137,097,000 | 1,036 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $155,463,000 | 917 |
| U.S. Government securities | $155,463,000 | 607 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $155,463,000 | 574 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,230,000 | 1,627 |
| Mortgage-backed securities | $147,911,000 | 463 |
| Certificates of participation in pools of residential mortgages | $140,362,000 | 308 |
| Issued or guaranteed by U.S. | $140,362,000 | 307 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,227,000 | 2,409 |
| CMOs issued by government agencies or sponsored agencies | $1,227,000 | 2,334 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $6,322,000 | 592 |
| Commercial mortgage pass-through securities | $6,322,000 | 350 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $155,463,000 | 803 |
| Total debt securities | $155,463,000 | 909 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $124,272,000 | 1,127 |
| U.S. Government securities | $124,272,000 | 743 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $124,272,000 | 711 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,730,000 | 1,606 |
| Mortgage-backed securities | $116,627,000 | 584 |
| Certificates of participation in pools of residential mortgages | $108,802,000 | 397 |
| Issued or guaranteed by U.S. | $108,802,000 | 396 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,319,000 | 2,397 |
| CMOs issued by government agencies or sponsored agencies | $1,319,000 | 2,327 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $6,506,000 | 555 |
| Commercial mortgage pass-through securities | $6,506,000 | 312 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $124,272,000 | 993 |
| Total debt securities | $124,272,000 | 1,110 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $132,817,000 | 1,074 |
| U.S. Government securities | $132,817,000 | 711 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $132,817,000 | 675 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,717,000 | 1,652 |
| Mortgage-backed securities | $125,203,000 | 545 |
| Certificates of participation in pools of residential mortgages | $115,225,000 | 375 |
| Issued or guaranteed by U.S. | $115,225,000 | 374 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,421,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $1,421,000 | 2,316 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $8,557,000 | 467 |
| Commercial mortgage pass-through securities | $8,557,000 | 255 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $132,817,000 | 948 |
| Total debt securities | $132,817,000 | 1,061 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $62,530,000 | 2,081 |
| U.S. Government securities | $62,530,000 | 1,392 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $62,530,000 | 1,326 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,474,000 | 4,739 |
| Mortgage-backed securities | $55,070,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | $55,070,000 | 722 |
| Issued or guaranteed by U.S. | $55,070,000 | 722 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $62,530,000 | 371 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $62,530,000 | 2,053 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $62,325,000 | 2,107 |
| U.S. Government securities | $62,325,000 | 1,414 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $62,325,000 | 1,341 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,472,000 | 4,788 |
| Mortgage-backed securities | $54,868,000 | 1,052 |
| Certificates of participation in pools of residential mortgages | $54,868,000 | 741 |
| Issued or guaranteed by U.S. | $54,868,000 | 739 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $62,325,000 | 386 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $62,325,000 | 2,076 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $62,303,000 | 2,126 |
| U.S. Government securities | $62,303,000 | 1,421 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $62,303,000 | 1,361 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $54,848,000 | 1,049 |
| Certificates of participation in pools of residential mortgages | $54,848,000 | 724 |
| Issued or guaranteed by U.S. | $54,848,000 | 724 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $62,303,000 | 385 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $62,303,000 | 2,100 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $62,403,000 | 2,157 |
| U.S. Government securities | $62,403,000 | 1,456 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $62,403,000 | 1,401 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $54,951,000 | 1,072 |
| Certificates of participation in pools of residential mortgages | $54,951,000 | 752 |
| Issued or guaranteed by U.S. | $54,951,000 | 752 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $62,403,000 | 383 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $62,403,000 | 2,132 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $64,662,000 | 2,125 |
| U.S. Government securities | $64,662,000 | 1,435 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $64,662,000 | 1,383 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $57,212,000 | 1,043 |
| Certificates of participation in pools of residential mortgages | $57,212,000 | 734 |
| Issued or guaranteed by U.S. | $57,212,000 | 733 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $64,662,000 | 366 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $64,662,000 | 2,097 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $67,982,000 | 2,074 |
| U.S. Government securities | $67,982,000 | 1,385 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $67,982,000 | 1,325 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $60,534,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $60,534,000 | 714 |
| Issued or guaranteed by U.S. | $60,534,000 | 710 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $67,982,000 | 357 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $67,982,000 | 2,044 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $69,117,000 | 2,052 |
| U.S. Government securities | $69,117,000 | 1,391 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $69,117,000 | 1,335 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $61,671,000 | 1,028 |
| Certificates of participation in pools of residential mortgages | $61,671,000 | 711 |
| Issued or guaranteed by U.S. | $61,671,000 | 710 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $69,117,000 | 353 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $69,117,000 | 2,033 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $70,546,000 | 2,037 |
| U.S. Government securities | $70,546,000 | 1,382 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $70,546,000 | 1,323 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $63,103,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $63,103,000 | 703 |
| Issued or guaranteed by U.S. | $63,103,000 | 701 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $70,546,000 | 343 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $70,546,000 | 2,018 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $51,154,000 | 2,637 |
| U.S. Government securities | $51,154,000 | 1,850 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $51,154,000 | 1,788 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $43,713,000 | 1,402 |
| Certificates of participation in pools of residential mortgages | $43,713,000 | 971 |
| Issued or guaranteed by U.S. | $43,713,000 | 970 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $51,154,000 | 413 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $51,154,000 | 2,615 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $53,062,000 | 2,553 |
| U.S. Government securities | $53,062,000 | 1,775 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $53,062,000 | 1,717 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $45,624,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $45,624,000 | 923 |
| Issued or guaranteed by U.S. | $45,624,000 | 923 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $53,062,000 | 394 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $53,062,000 | 2,532 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $40,693,000 | 3,106 |
| U.S. Government securities | $40,693,000 | 2,232 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $40,693,000 | 2,174 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $40,693,000 | 1,494 |
| Certificates of participation in pools of residential mortgages | $40,693,000 | 1,019 |
| Issued or guaranteed by U.S. | $40,693,000 | 1,017 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $40,693,000 | 459 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $40,693,000 | 3,070 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $38,894,000 | 3,183 |
| U.S. Government securities | $38,894,000 | 2,300 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $38,894,000 | 2,238 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $38,894,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $38,894,000 | 1,067 |
| Issued or guaranteed by U.S. | $38,894,000 | 1,066 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $38,894,000 | 446 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $38,894,000 | 3,152 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $33,636,000 | 3,498 |
| U.S. Government securities | $33,636,000 | 2,596 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $33,636,000 | 2,534 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $33,636,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | $33,636,000 | 1,212 |
| Issued or guaranteed by U.S. | $33,636,000 | 1,210 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $33,636,000 | 465 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $33,636,000 | 3,464 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $33,478,000 | 3,463 |
| U.S. Government securities | $33,478,000 | 2,551 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $33,478,000 | 2,491 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $32,478,000 | 1,785 |
| Certificates of participation in pools of residential mortgages | $32,478,000 | 1,248 |
| Issued or guaranteed by U.S. | $32,478,000 | 1,246 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $33,478,000 | 465 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $33,478,000 | 3,433 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $36,115,000 | 3,337 |
| U.S. Government securities | $36,115,000 | 2,471 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $36,115,000 | 2,415 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $35,114,000 | 1,789 |
| Certificates of participation in pools of residential mortgages | $35,114,000 | 1,230 |
| Issued or guaranteed by U.S. | $35,114,000 | 1,230 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $36,115,000 | 445 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $36,115,000 | 3,311 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $40,552,000 | 3,109 |
| U.S. Government securities | $40,552,000 | 2,280 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $40,552,000 | 2,228 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $38,549,000 | 1,688 |
| Certificates of participation in pools of residential mortgages | $38,549,000 | 1,158 |
| Issued or guaranteed by U.S. | $38,549,000 | 1,158 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $40,552,000 | 404 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $40,552,000 | 3,084 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,001,000 | 2,081 |
| 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 | $46,149,000 | 2,853 |
| U.S. Government securities | $46,149,000 | 2,088 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $46,149,000 | 2,040 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $41,056,000 | 1,615 |
| Certificates of participation in pools of residential mortgages | $41,056,000 | 1,088 |
| Issued or guaranteed by U.S. | $41,056,000 | 1,088 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $46,149,000 | 367 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $46,149,000 | 2,831 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $1,003,000 | 2,235 |
| 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 | $46,605,000 | 2,746 |
| U.S. Government securities | $46,605,000 | 1,996 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,605,000 | 1,948 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,510,000 | 1,617 |
| Certificates of participation in pools of residential mortgages | $38,510,000 | 1,076 |
| Issued or guaranteed by U.S. | $38,510,000 | 1,076 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,605,000 | 376 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $46,605,000 | 2,719 |
| 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 | $46,042,000 | 2,690 |
| U.S. Government securities | $46,042,000 | 1,959 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,042,000 | 1,905 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,947,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $34,947,000 | 1,123 |
| Issued or guaranteed by U.S. | $34,947,000 | 1,121 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,042,000 | 354 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $46,042,000 | 2,661 |
| 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 | $52,913,000 | 2,431 |
| U.S. Government securities | $52,913,000 | 1,770 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,913,000 | 1,719 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,817,000 | 1,573 |
| Certificates of participation in pools of residential mortgages | $36,817,000 | 1,042 |
| Issued or guaranteed by U.S. | $36,817,000 | 1,038 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,913,000 | 321 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $52,913,000 | 2,408 |
| 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 | $51,914,000 | 2,454 |
| U.S. Government securities | $51,914,000 | 1,807 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,914,000 | 1,755 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,914,000 | 1,470 |
| Certificates of participation in pools of residential mortgages | $38,914,000 | 977 |
| Issued or guaranteed by U.S. | $38,914,000 | 974 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $51,914,000 | 330 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $51,914,000 | 2,431 |
| 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 | $48,517,000 | 2,473 |
| U.S. Government securities | $48,517,000 | 1,810 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,517,000 | 1,752 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,517,000 | 1,330 |
| Certificates of participation in pools of residential mortgages | $42,517,000 | 862 |
| Issued or guaranteed by U.S. | $42,517,000 | 855 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $48,517,000 | 330 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $48,517,000 | 2,449 |
| 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 | $58,808,000 | 2,084 |
| U.S. Government securities | $58,808,000 | 1,510 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,808,000 | 1,444 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,808,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $42,808,000 | 821 |
| Issued or guaranteed by U.S. | $42,808,000 | 814 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $58,808,000 | 298 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $58,808,000 | 2,057 |
| 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 | $62,136,000 | 1,987 |
| U.S. Government securities | $62,136,000 | 1,471 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $62,136,000 | 1,416 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,133,000 | 1,176 |
| Certificates of participation in pools of residential mortgages | $47,133,000 | 765 |
| Issued or guaranteed by U.S. | $47,133,000 | 758 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $62,136,000 | 289 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $62,136,000 | 1,968 |
| 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 | $59,735,000 | 2,068 |
| U.S. Government securities | $59,735,000 | 1,522 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,735,000 | 1,468 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $51,235,000 | 1,141 |
| Certificates of participation in pools of residential mortgages | $51,235,000 | 753 |
| Issued or guaranteed by U.S. | $51,235,000 | 748 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $59,735,000 | 301 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $59,735,000 | 2,040 |
| 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 | $62,051,000 | 1,989 |
| U.S. Government securities | $62,051,000 | 1,438 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $62,051,000 | 1,394 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $55,544,000 | 1,091 |
| Certificates of participation in pools of residential mortgages | $55,544,000 | 717 |
| Issued or guaranteed by U.S. | $55,544,000 | 711 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $62,051,000 | 283 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $62,051,000 | 1,971 |
| 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 | $68,013,000 | 1,828 |
| U.S. Government securities | $68,013,000 | 1,295 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $68,013,000 | 1,256 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $60,497,000 | 1,029 |
| Certificates of participation in pools of residential mortgages | $60,497,000 | 675 |
| Issued or guaranteed by U.S. | $60,497,000 | 670 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $68,013,000 | 283 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $68,013,000 | 1,802 |
| 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 | $72,640,000 | 1,711 |
| U.S. Government securities | $72,640,000 | 1,194 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $72,640,000 | 1,155 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $66,115,000 | 953 |
| Certificates of participation in pools of residential mortgages | $66,115,000 | 639 |
| Issued or guaranteed by U.S. | $66,115,000 | 630 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,640,000 | 269 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $72,640,000 | 1,692 |
| 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 | $69,517,000 | 1,758 |
| U.S. Government securities | $69,517,000 | 1,250 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $69,517,000 | 1,211 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $69,517,000 | 916 |
| Certificates of participation in pools of residential mortgages | $69,517,000 | 626 |
| Issued or guaranteed by U.S. | $69,517,000 | 616 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $69,517,000 | 266 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $69,517,000 | 1,737 |
| 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 | $74,421,000 | 1,638 |
| U.S. Government securities | $74,421,000 | 1,150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $74,421,000 | 1,125 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $74,421,000 | 852 |
| Certificates of participation in pools of residential mortgages | $74,421,000 | 578 |
| Issued or guaranteed by U.S. | $74,421,000 | 571 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $74,421,000 | 253 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $74,421,000 | 1,613 |
| 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 | $58,058,000 | 1,995 |
| U.S. Government securities | $58,058,000 | 1,442 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,058,000 | 1,416 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $58,058,000 | 1,015 |
| Certificates of participation in pools of residential mortgages | $58,058,000 | 688 |
| Issued or guaranteed by U.S. | $58,058,000 | 680 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $58,058,000 | 310 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $58,058,000 | 1,972 |
| 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 | $51,989,000 | 2,226 |
| U.S. Government securities | $51,989,000 | 1,606 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,989,000 | 1,580 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $51,989,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $51,989,000 | 763 |
| Issued or guaranteed by U.S. | $51,989,000 | 753 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $51,989,000 | 339 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $51,989,000 | 2,178 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $33,302,000 | 3,176 |
| U.S. Government securities | $33,302,000 | 2,395 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,302,000 | 2,345 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,302,000 | 1,482 |
| Certificates of participation in pools of residential mortgages | $33,302,000 | 1,061 |
| Issued or guaranteed by U.S. | $33,302,000 | 1,050 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,302,000 | 482 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $33,302,000 | 3,128 |
| 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 | $13,519,000 | 5,409 |
| U.S. Government securities | $13,519,000 | 4,584 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,519,000 | 4,491 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,519,000 | 2,478 |
| Certificates of participation in pools of residential mortgages | $13,519,000 | 1,902 |
| Issued or guaranteed by U.S. | $13,519,000 | 1,891 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,519,000 | 1,013 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $13,519,000 | 5,357 |
| 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 | $11,652,000 | 5,782 |
| U.S. Government securities | $11,652,000 | 5,020 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,652,000 | 4,929 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,652,000 | 2,510 |
| Certificates of participation in pools of residential mortgages | $11,652,000 | 1,925 |
| Issued or guaranteed by U.S. | $11,652,000 | 1,916 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,652,000 | 1,146 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $11,652,000 | 5,718 |
| 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 | $13,613,000 | 5,445 |
| U.S. Government securities | $13,613,000 | 4,664 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,613,000 | 4,556 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,613,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $13,613,000 | 1,698 |
| Issued or guaranteed by U.S. | $13,613,000 | 1,692 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,613,000 | 1,053 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $13,613,000 | 5,405 |
| 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 | $14,978,000 | 5,255 |
| U.S. Government securities | $14,978,000 | 4,435 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,978,000 | 4,323 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,978,000 | 2,121 |
| Certificates of participation in pools of residential mortgages | $14,978,000 | 1,600 |
| Issued or guaranteed by U.S. | $14,978,000 | 1,594 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,978,000 | 1,007 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $14,978,000 | 5,207 |
| 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 | $16,392,000 | 5,079 |
| U.S. Government securities | $16,392,000 | 4,254 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,392,000 | 4,149 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,392,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $16,392,000 | 1,510 |
| Issued or guaranteed by U.S. | $16,392,000 | 1,504 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,392,000 | 973 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $16,392,000 | 5,034 |
| 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 | $18,106,000 | 4,857 |
| U.S. Government securities | $18,106,000 | 4,024 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,106,000 | 3,914 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,106,000 | 1,889 |
| Certificates of participation in pools of residential mortgages | $18,106,000 | 1,424 |
| Issued or guaranteed by U.S. | $18,106,000 | 1,414 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,106,000 | 943 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $18,106,000 | 4,807 |
| 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 | $20,270,000 | 4,537 |
| U.S. Government securities | $20,270,000 | 3,731 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,270,000 | 3,618 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,270,000 | 1,740 |
| Certificates of participation in pools of residential mortgages | $20,270,000 | 1,323 |
| Issued or guaranteed by U.S. | $20,270,000 | 1,316 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,270,000 | 868 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $20,270,000 | 4,477 |
| 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 | $22,277,000 | 4,333 |
| U.S. Government securities | $22,277,000 | 3,508 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,277,000 | 3,389 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,277,000 | 1,658 |
| Certificates of participation in pools of residential mortgages | $22,277,000 | 1,244 |
| Issued or guaranteed by U.S. | $22,277,000 | 1,234 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,277,000 | 826 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $22,277,000 | 4,277 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $24,090,000 | 4,139 |
| U.S. Government securities | $24,090,000 | 3,314 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,090,000 | 3,206 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,090,000 | 1,590 |
| Certificates of participation in pools of residential mortgages | $24,090,000 | 1,206 |
| Issued or guaranteed by U.S. | $24,090,000 | 1,199 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,090,000 | 798 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $24,090,000 | 4,080 |
| 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 | $26,995,000 | 3,809 |
| U.S. Government securities | $26,995,000 | 3,006 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,995,000 | 2,912 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,995,000 | 1,495 |
| Certificates of participation in pools of residential mortgages | $26,995,000 | 1,128 |
| Issued or guaranteed by U.S. | $26,995,000 | 1,118 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,995,000 | 745 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $26,995,000 | 3,755 |
| 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 | $30,584,000 | 3,532 |
| U.S. Government securities | $30,584,000 | 2,765 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,584,000 | 2,666 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $30,584,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $30,584,000 | 1,048 |
| Issued or guaranteed by U.S. | $30,584,000 | 1,038 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,584,000 | 687 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $30,584,000 | 3,483 |
| 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 | $33,728,000 | 3,326 |
| U.S. Government securities | $33,728,000 | 2,591 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,728,000 | 2,498 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,728,000 | 1,347 |
| Certificates of participation in pools of residential mortgages | $33,728,000 | 1,013 |
| Issued or guaranteed by U.S. | $33,728,000 | 1,004 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,728,000 | 657 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $33,728,000 | 3,271 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $36,851,000 | 3,107 |
| U.S. Government securities | $36,851,000 | 2,406 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,851,000 | 2,315 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,851,000 | 1,289 |
| Certificates of participation in pools of residential mortgages | $36,851,000 | 957 |
| Issued or guaranteed by U.S. | $36,851,000 | 949 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,851,000 | 616 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $36,851,000 | 3,055 |
| 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 | $41,392,000 | 2,813 |
| U.S. Government securities | $41,392,000 | 2,143 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,392,000 | 2,060 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,392,000 | 1,189 |
| Certificates of participation in pools of residential mortgages | $41,392,000 | 869 |
| Issued or guaranteed by U.S. | $41,392,000 | 864 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,392,000 | 543 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $41,392,000 | 2,759 |
| 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 | $49,954,000 | 2,445 |
| U.S. Government securities | $49,954,000 | 1,854 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,954,000 | 1,790 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,954,000 | 1,117 |
| Certificates of participation in pools of residential mortgages | $45,954,000 | 808 |
| Issued or guaranteed by U.S. | $45,954,000 | 803 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $49,954,000 | 470 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $49,954,000 | 2,396 |
| 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 | $49,338,000 | 2,481 |
| U.S. Government securities | $49,338,000 | 1,871 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,338,000 | 1,811 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $49,338,000 | 1,081 |
| Certificates of participation in pools of residential mortgages | $49,338,000 | 778 |
| Issued or guaranteed by U.S. | $49,338,000 | 771 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $49,338,000 | 441 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $49,338,000 | 2,413 |
| 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 | $53,364,000 | 2,359 |
| U.S. Government securities | $53,364,000 | 1,782 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,364,000 | 1,719 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $53,364,000 | 1,014 |
| Certificates of participation in pools of residential mortgages | $53,364,000 | 735 |
| Issued or guaranteed by U.S. | $53,364,000 | 727 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,364,000 | 421 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $53,364,000 | 2,302 |
| 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 | $36,284,000 | 3,153 |
| U.S. Government securities | $36,284,000 | 2,442 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,284,000 | 2,361 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,284,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $36,284,000 | 1,007 |
| Issued or guaranteed by U.S. | $36,284,000 | 1,003 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,284,000 | 603 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $36,284,000 | 3,086 |
| 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 | $58,980,000 | 2,075 |
| U.S. Government securities | $33,603,000 | 2,510 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,603,000 | 2,414 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,377,000 | 188 |
| 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 | $33,603,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $33,603,000 | 1,045 |
| Issued or guaranteed by U.S. | $33,603,000 | 1,039 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,603,000 | 616 |
| Available-for-sale securities (fair market value) | $25,377,000 | 3,457 |
| Total debt securities | $33,603,000 | 3,197 |
| 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 | $62,792,000 | 1,943 |
| U.S. Government securities | $37,552,000 | 2,281 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,552,000 | 2,195 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,240,000 | 177 |
| 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 | $37,552,000 | 1,298 |
| Certificates of participation in pools of residential mortgages | $37,552,000 | 927 |
| Issued or guaranteed by U.S. | $37,552,000 | 923 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,552,000 | 554 |
| Available-for-sale securities (fair market value) | $25,240,000 | 3,430 |
| Total debt securities | $37,552,000 | 2,890 |
| 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 | $69,645,000 | 1,757 |
| U.S. Government securities | $44,526,000 | 1,935 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,526,000 | 1,853 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,119,000 | 193 |
| 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 | $43,526,000 | 1,143 |
| Certificates of participation in pools of residential mortgages | $43,526,000 | 808 |
| Issued or guaranteed by U.S. | $43,526,000 | 802 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,526,000 | 473 |
| Available-for-sale securities (fair market value) | $25,119,000 | 3,417 |
| Total debt securities | $44,526,000 | 2,502 |
| 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 | $45,500,000 | 2,391 |
| U.S. Government securities | $45,500,000 | 1,764 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,500,000 | 1,671 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,500,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $40,500,000 | 750 |
| Issued or guaranteed by U.S. | $40,500,000 | 743 |
| 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) | $45,500,000 | 449 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $45,500,000 | 2,321 |
| 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 | $35,889,000 | 2,967 |
| U.S. Government securities | $35,889,000 | 2,241 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,889,000 | 2,067 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| 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 | $25,889,000 | 1,241 |
| Certificates of participation in pools of residential mortgages | $25,889,000 | 885 |
| Issued or guaranteed by U.S. | $25,889,000 | 878 |
| 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) | $35,889,000 | 697 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $35,889,000 | 2,859 |
| 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 | $42,559,000 | 2,645 |
| U.S. Government securities | $42,559,000 | 1,981 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,559,000 | 1,783 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| 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 | $32,559,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $32,559,000 | 831 |
| Issued or guaranteed by U.S. | $32,559,000 | 823 |
| 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) | $42,559,000 | 649 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $42,559,000 | 2,567 |
| 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 | $43,316,000 | 2,638 |
| U.S. Government securities | $43,316,000 | 2,026 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,316,000 | 1,706 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| 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 | $39,316,000 | 1,079 |
| Certificates of participation in pools of residential mortgages | $39,316,000 | 763 |
| Issued or guaranteed by U.S. | $39,316,000 | 754 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,316,000 | 680 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $43,316,000 | 2,542 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $42,380,000 | 2,674 |
| U.S. Government securities | $42,380,000 | 2,132 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,380,000 | 1,671 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| 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 | $38,980,000 | 1,049 |
| Certificates of participation in pools of residential mortgages | $38,980,000 | 769 |
| Issued or guaranteed by U.S. | $38,980,000 | 756 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,380,000 | 827 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $42,380,000 | 2,594 |
| 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 | $53,971,000 | 2,255 |
| U.S. Government securities | $53,854,000 | 1,808 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,854,000 | 1,354 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-117,000 | 1,057 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,836,000 | 971 |
| Certificates of participation in pools of residential mortgages | $47,836,000 | 713 |
| Issued or guaranteed by U.S. | $47,836,000 | 697 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,971,000 | 751 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $53,854,000 | 2,204 |
| 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 | $88,843,000 | 1,406 |
| U.S. Government securities | $88,702,000 | 1,154 |
| U.S. Treasury securities | $2,997,000 | 6,096 |
| U.S. Government agency obligations | $85,705,000 | 895 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-141,000 | 1,139 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $58,464,000 | 862 |
| Certificates of participation in pools of residential mortgages | $58,464,000 | 617 |
| Issued or guaranteed by U.S. | $58,464,000 | 598 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $88,623,000 | 465 |
| Available-for-sale securities (fair market value) | $220,000 | 10,509 |
| Total debt securities | $88,702,000 | 1,365 |
| 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 | $119,306,000 | 1,088 |
| U.S. Government securities | $119,136,000 | 898 |
| U.S. Treasury securities | $3,979,000 | 6,292 |
| U.S. Government agency obligations | $115,157,000 | 678 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-170,000 | 1,235 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $67,158,000 | 823 |
| Certificates of participation in pools of residential mortgages | $67,158,000 | 572 |
| Issued or guaranteed by U.S. | $67,158,000 | 554 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $119,306,000 | 632 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $119,136,000 | 1,063 |
| 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 | $178,184,000 | 791 |
| U.S. Government securities | $177,653,000 | 675 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $177,653,000 | 475 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $11,000 | 6,433 |
| 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 | $11,000 | 5,005 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-520,000 | 1,511 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $115,302,000 | 601 |
| Certificates of participation in pools of residential mortgages | $115,302,000 | 399 |
| Issued or guaranteed by U.S. | $115,302,000 | 375 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $177,664,000 | 774 |
| 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 | $183,768,000 | 752 |
| U.S. Government securities | $183,056,000 | 622 |
| U.S. Treasury securities | $2,008,000 | 8,754 |
| U.S. Government agency obligations | $181,048,000 | 439 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $14,000 | 7,332 |
| 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 | $14,000 | 5,706 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-698,000 | 1,786 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $141,941,000 | 505 |
| Certificates of participation in pools of residential mortgages | $141,941,000 | 322 |
| Issued or guaranteed by U.S. | $141,941,000 | 301 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $183,070,000 | 738 |
| 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 |