Home > First Federal Savings and Loan Association of Van Wert > Securities
First Federal Savings and Loan Association of Van Wert, Securities
| 2023-12-31 | Rank | |
| Total securities | $32,464,000 | 3,112 |
| U.S. Government securities | $19,402,000 | 2,995 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $19,402,000 | 2,623 |
| Securities issued by states & political subdivisions | $13,062,000 | 2,214 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,540,000 | 2,970 |
| Mortgage-backed securities | $17,087,000 | 2,167 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,527,000 | 2,080 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,606,000 | 1,770 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,461,000 | 700 |
| Other commercial mortgage-backed securities | $493,000 | 1,230 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $32,464,000 | 2,873 |
| Total debt securities | $32,466,000 | 3,090 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $35,408,000 | 3,013 |
| U.S. Government securities | $19,721,000 | 2,979 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $19,721,000 | 2,590 |
| Securities issued by states & political subdivisions | $15,443,000 | 2,035 |
| Other domestic debt securities | $244,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $244,000 | 678 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,255,000 | 2,961 |
| Mortgage-backed securities | $17,650,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,502,000 | 1,995 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,075,000 | 1,841 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,073,000 | 649 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $35,408,000 | 2,768 |
| Total debt securities | $35,408,000 | 2,993 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $37,434,000 | 3,002 |
| U.S. Government securities | $20,942,000 | 2,966 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $20,942,000 | 2,585 |
| Securities issued by states & political subdivisions | $16,248,000 | 2,041 |
| Other domestic debt securities | $244,000 | 2,261 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $244,000 | 661 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,415,000 | 3,007 |
| Mortgage-backed securities | $18,746,000 | 2,092 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,207,000 | 1,985 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,179,000 | 1,835 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,360,000 | 631 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $37,434,000 | 2,761 |
| Total debt securities | $37,433,000 | 2,983 |
| 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 | $39,023,000 | 3,033 |
| U.S. Government securities | $22,279,000 | 2,971 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $22,279,000 | 2,519 |
| Securities issued by states & political subdivisions | $16,499,000 | 2,079 |
| Other domestic debt securities | $245,000 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $245,000 | 656 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,125,000 | 3,045 |
| Mortgage-backed securities | $19,971,000 | 2,096 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,847,000 | 1,988 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,314,000 | 1,848 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,810,000 | 643 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $39,023,000 | 2,788 |
| Total debt securities | $39,024,000 | 3,013 |
| 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 | $36,405,000 | 3,156 |
| U.S. Government securities | $19,020,000 | 3,171 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $19,020,000 | 2,690 |
| Securities issued by states & political subdivisions | $17,141,000 | 2,087 |
| Other domestic debt securities | $244,000 | 2,354 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $244,000 | 673 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,195,000 | 3,051 |
| Mortgage-backed securities | $17,901,000 | 2,199 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,132,000 | 1,976 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,345,000 | 2,097 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,424,000 | 729 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $36,405,000 | 2,900 |
| Total debt securities | $36,405,000 | 3,130 |
| 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 | $37,330,000 | 3,141 |
| U.S. Government securities | $17,747,000 | 3,261 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $17,747,000 | 2,796 |
| Securities issued by states & political subdivisions | $19,583,000 | 1,953 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,605,000 | 3,188 |
| Mortgage-backed securities | $16,397,000 | 2,304 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,009,000 | 1,933 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,144,000 | 870 |
| Other commercial mortgage-backed securities | $244,000 | 1,334 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $37,330,000 | 2,886 |
| Total debt securities | $37,329,000 | 3,117 |
| 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 | $41,357,000 | 3,053 |
| U.S. Government securities | $19,569,000 | 3,176 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $19,569,000 | 2,733 |
| Securities issued by states & political subdivisions | $21,788,000 | 1,892 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,355,000 | 2,898 |
| Mortgage-backed securities | $18,071,000 | 2,268 |
| Certificates of participation in pools of residential mortgages | $14,094,000 | 1,957 |
| Issued or guaranteed by U.S. | $14,094,000 | 1,914 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $3,977,000 | 1,268 |
| Commercial mortgage pass-through securities | $3,977,000 | 781 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $41,357,000 | 2,825 |
| Total debt securities | $41,357,000 | 3,038 |
| 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 | $42,921,000 | 2,969 |
| U.S. Government securities | $20,551,000 | 3,055 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $20,551,000 | 2,669 |
| Securities issued by states & political subdivisions | $22,370,000 | 1,879 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,355,000 | 2,880 |
| Mortgage-backed securities | $19,136,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | $14,624,000 | 1,949 |
| Issued or guaranteed by U.S. | $14,624,000 | 1,907 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,512,000 | 1,209 |
| Commercial mortgage pass-through securities | $4,512,000 | 745 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $42,921,000 | 2,761 |
| Total debt securities | $42,922,000 | 2,954 |
| 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 | $44,826,000 | 2,838 |
| U.S. Government securities | $21,181,000 | 2,875 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $21,181,000 | 2,607 |
| Securities issued by states & political subdivisions | $23,645,000 | 1,873 |
| Other domestic debt securities | $0 | 2,243 |
| 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 | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,285,000 | 2,904 |
| Mortgage-backed securities | $19,914,000 | 2,201 |
| Certificates of participation in pools of residential mortgages | $15,072,000 | 1,929 |
| Issued or guaranteed by U.S. | $15,072,000 | 1,877 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $4,842,000 | 1,165 |
| Commercial mortgage pass-through securities | $4,842,000 | 723 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $44,826,000 | 2,669 |
| Total debt securities | $44,826,000 | 2,820 |
| 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 | $42,087,000 | 2,851 |
| U.S. Government securities | $18,883,000 | 2,949 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $18,883,000 | 2,722 |
| Securities issued by states & political subdivisions | $23,204,000 | 1,853 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,285,000 | 2,905 |
| Mortgage-backed securities | $17,853,000 | 2,322 |
| Certificates of participation in pools of residential mortgages | $13,941,000 | 2,003 |
| Issued or guaranteed by U.S. | $13,941,000 | 1,948 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,912,000 | 1,248 |
| Commercial mortgage pass-through securities | $3,912,000 | 784 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $42,087,000 | 2,690 |
| Total debt securities | $42,087,000 | 2,834 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $43,351,000 | 2,757 |
| U.S. Government securities | $20,497,000 | 2,800 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $20,497,000 | 2,603 |
| Securities issued by states & political subdivisions | $22,854,000 | 1,852 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,305,000 | 3,104 |
| Mortgage-backed securities | $19,296,000 | 2,201 |
| Certificates of participation in pools of residential mortgages | $15,509,000 | 1,870 |
| Issued or guaranteed by U.S. | $15,509,000 | 1,824 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,787,000 | 1,250 |
| Commercial mortgage pass-through securities | $3,787,000 | 780 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $43,351,000 | 2,599 |
| Total debt securities | $43,351,000 | 2,743 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $43,097,000 | 2,657 |
| U.S. Government securities | $20,659,000 | 2,630 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $20,659,000 | 2,471 |
| Securities issued by states & political subdivisions | $22,438,000 | 1,821 |
| Other domestic debt securities | $0 | 2,193 |
| 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 | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,250,000 | 3,094 |
| Mortgage-backed securities | $19,466,000 | 2,100 |
| Certificates of participation in pools of residential mortgages | $15,602,000 | 1,795 |
| Issued or guaranteed by U.S. | $15,602,000 | 1,740 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,864,000 | 1,214 |
| Commercial mortgage pass-through securities | $3,864,000 | 755 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $43,097,000 | 2,493 |
| Total debt securities | $43,098,000 | 2,640 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $39,671,000 | 2,649 |
| U.S. Government securities | $19,647,000 | 2,543 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $19,647,000 | 2,415 |
| Securities issued by states & political subdivisions | $20,024,000 | 1,895 |
| 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 | $5,535,000 | 3,070 |
| Mortgage-backed securities | $18,763,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | $15,238,000 | 1,713 |
| Issued or guaranteed by U.S. | $15,238,000 | 1,671 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,525,000 | 1,204 |
| Commercial mortgage pass-through securities | $3,525,000 | 760 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $39,671,000 | 2,477 |
| Total debt securities | $39,671,000 | 2,628 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $40,064,000 | 2,539 |
| U.S. Government securities | $20,635,000 | 2,450 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $20,635,000 | 2,331 |
| Securities issued by states & political subdivisions | $19,429,000 | 1,818 |
| 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 | $5,535,000 | 3,090 |
| Mortgage-backed securities | $19,750,000 | 2,002 |
| Certificates of participation in pools of residential mortgages | $16,557,000 | 1,603 |
| Issued or guaranteed by U.S. | $16,557,000 | 1,560 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,193,000 | 1,213 |
| Commercial mortgage pass-through securities | $3,193,000 | 785 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $40,064,000 | 2,373 |
| Total debt securities | $40,064,000 | 2,520 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $41,951,000 | 2,429 |
| U.S. Government securities | $23,134,000 | 2,326 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $23,134,000 | 2,202 |
| Securities issued by states & political subdivisions | $18,817,000 | 1,752 |
| 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 | $4,844,000 | 3,210 |
| Mortgage-backed securities | $22,137,000 | 1,889 |
| Certificates of participation in pools of residential mortgages | $18,384,000 | 1,474 |
| Issued or guaranteed by U.S. | $18,384,000 | 1,434 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,753,000 | 1,127 |
| Commercial mortgage pass-through securities | $3,753,000 | 718 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $41,951,000 | 2,261 |
| Total debt securities | $41,949,000 | 2,404 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $36,507,000 | 2,554 |
| U.S. Government securities | $20,382,000 | 2,475 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $20,382,000 | 2,353 |
| Securities issued by states & political subdivisions | $16,125,000 | 1,796 |
| 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 | $4,846,000 | 3,199 |
| Mortgage-backed securities | $18,928,000 | 2,045 |
| Certificates of participation in pools of residential mortgages | $15,295,000 | 1,632 |
| Issued or guaranteed by U.S. | $15,295,000 | 1,587 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,633,000 | 1,128 |
| Commercial mortgage pass-through securities | $3,633,000 | 714 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $36,507,000 | 2,383 |
| Total debt securities | $36,507,000 | 2,534 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $37,906,000 | 2,520 |
| U.S. Government securities | $20,877,000 | 2,516 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $20,877,000 | 2,375 |
| Securities issued by states & political subdivisions | $17,029,000 | 1,710 |
| 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 | $4,850,000 | 3,247 |
| Mortgage-backed securities | $19,302,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $15,335,000 | 1,576 |
| Issued or guaranteed by U.S. | $15,335,000 | 1,533 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,967,000 | 1,065 |
| Commercial mortgage pass-through securities | $3,967,000 | 673 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $37,906,000 | 2,337 |
| Total debt securities | $37,906,000 | 2,501 |
| Structured notes | ||
| Amortized cost | $500,000 | 539 |
| Fair value | $500,000 | 549 |
| 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 | $37,723,000 | 2,537 |
| U.S. Government securities | $19,885,000 | 2,628 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $19,885,000 | 2,490 |
| Securities issued by states & political subdivisions | $17,838,000 | 1,652 |
| 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 | $4,848,000 | 3,314 |
| Mortgage-backed securities | $18,301,000 | 2,020 |
| Certificates of participation in pools of residential mortgages | $14,270,000 | 1,638 |
| Issued or guaranteed by U.S. | $14,270,000 | 1,587 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $4,031,000 | 1,054 |
| Commercial mortgage pass-through securities | $4,031,000 | 668 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $37,723,000 | 2,355 |
| Total debt securities | $37,723,000 | 2,519 |
| Structured notes | ||
| Amortized cost | $500,000 | 667 |
| Fair value | $500,000 | 678 |
| 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 | $38,677,000 | 2,555 |
| U.S. Government securities | $20,899,000 | 2,594 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $20,899,000 | 2,457 |
| Securities issued by states & political subdivisions | $17,778,000 | 1,700 |
| 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 | $4,602,000 | 3,395 |
| Mortgage-backed securities | $19,147,000 | 1,944 |
| Certificates of participation in pools of residential mortgages | $15,074,000 | 1,565 |
| Issued or guaranteed by U.S. | $15,074,000 | 1,539 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,073,000 | 1,028 |
| Commercial mortgage pass-through securities | $4,073,000 | 675 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $38,677,000 | 2,364 |
| Total debt securities | $38,680,000 | 2,534 |
| Structured notes | ||
| Amortized cost | $500,000 | 736 |
| Fair value | $500,000 | 741 |
| 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 | $40,050,000 | 2,530 |
| U.S. Government securities | $20,840,000 | 2,628 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $20,840,000 | 2,479 |
| Securities issued by states & political subdivisions | $19,210,000 | 1,658 |
| 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 | $4,632,000 | 3,446 |
| Mortgage-backed securities | $19,113,000 | 1,959 |
| Certificates of participation in pools of residential mortgages | $15,121,000 | 1,565 |
| Issued or guaranteed by U.S. | $15,121,000 | 1,536 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,992,000 | 969 |
| Commercial mortgage pass-through securities | $3,992,000 | 665 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $40,050,000 | 2,334 |
| Total debt securities | $40,052,000 | 2,507 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $494,000 | 789 |
| 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 | $39,870,000 | 2,560 |
| U.S. Government securities | $20,977,000 | 2,627 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $20,977,000 | 2,484 |
| Securities issued by states & political subdivisions | $18,893,000 | 1,717 |
| 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 | $4,486,000 | 3,495 |
| Mortgage-backed securities | $19,142,000 | 1,958 |
| Certificates of participation in pools of residential mortgages | $15,160,000 | 1,563 |
| Issued or guaranteed by U.S. | $15,160,000 | 1,548 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,982,000 | 945 |
| Commercial mortgage pass-through securities | $3,982,000 | 649 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $39,870,000 | 2,373 |
| Total debt securities | $39,869,000 | 2,541 |
| Structured notes | ||
| Amortized cost | $500,000 | 771 |
| Fair value | $485,000 | 828 |
| 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 | $40,667,000 | 2,544 |
| U.S. Government securities | $21,925,000 | 2,583 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $21,925,000 | 2,456 |
| Securities issued by states & political subdivisions | $18,742,000 | 1,739 |
| 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 | $4,489,000 | 3,538 |
| Mortgage-backed securities | $20,123,000 | 1,898 |
| Certificates of participation in pools of residential mortgages | $16,187,000 | 1,529 |
| Issued or guaranteed by U.S. | $16,187,000 | 1,523 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,936,000 | 939 |
| Commercial mortgage pass-through securities | $3,936,000 | 639 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $40,667,000 | 2,345 |
| Total debt securities | $40,666,000 | 2,528 |
| Structured notes | ||
| Amortized cost | $500,000 | 750 |
| Fair value | $475,000 | 804 |
| 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 | $42,067,000 | 2,526 |
| U.S. Government securities | $23,172,000 | 2,508 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $23,172,000 | 2,380 |
| Securities issued by states & political subdivisions | $18,895,000 | 1,777 |
| 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 | $4,112,000 | 3,630 |
| Mortgage-backed securities | $21,184,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $17,152,000 | 1,506 |
| Issued or guaranteed by U.S. | $17,152,000 | 1,446 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $4,032,000 | 912 |
| Commercial mortgage pass-through securities | $4,032,000 | 612 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $42,067,000 | 2,329 |
| Total debt securities | $42,066,000 | 2,510 |
| Structured notes | ||
| Amortized cost | $500,000 | 749 |
| Fair value | $479,000 | 808 |
| 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 | $42,153,000 | 2,551 |
| U.S. Government securities | $23,073,000 | 2,586 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $23,073,000 | 2,460 |
| Securities issued by states & political subdivisions | $19,080,000 | 1,815 |
| 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 | $4,116,000 | 3,679 |
| Mortgage-backed securities | $20,087,000 | 1,938 |
| Certificates of participation in pools of residential mortgages | $17,005,000 | 1,553 |
| Issued or guaranteed by U.S. | $17,005,000 | 1,550 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $3,082,000 | 875 |
| Commercial mortgage pass-through securities | $3,082,000 | 562 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $42,153,000 | 2,352 |
| Total debt securities | $42,156,000 | 2,534 |
| Structured notes | ||
| Amortized cost | $499,000 | 773 |
| Fair value | $480,000 | 775 |
| 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 | $42,191,000 | 2,570 |
| U.S. Government securities | $22,779,000 | 2,621 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $22,779,000 | 2,497 |
| Securities issued by states & political subdivisions | $19,412,000 | 1,862 |
| 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 | $4,119,000 | 3,740 |
| Mortgage-backed securities | $19,733,000 | 1,955 |
| Certificates of participation in pools of residential mortgages | $16,574,000 | 1,623 |
| Issued or guaranteed by U.S. | $16,574,000 | 1,622 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $3,159,000 | 857 |
| Commercial mortgage pass-through securities | $3,159,000 | 552 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $42,191,000 | 2,375 |
| Total debt securities | $42,194,000 | 2,553 |
| Structured notes | ||
| Amortized cost | $499,000 | 781 |
| Fair value | $489,000 | 775 |
| 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 | $43,161,000 | 2,566 |
| U.S. Government securities | $23,380,000 | 2,603 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $23,380,000 | 2,497 |
| Securities issued by states & political subdivisions | $19,781,000 | 1,873 |
| 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 | $4,123,000 | 3,787 |
| Mortgage-backed securities | $20,306,000 | 1,944 |
| Certificates of participation in pools of residential mortgages | $17,101,000 | 1,617 |
| Issued or guaranteed by U.S. | $17,101,000 | 1,614 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $3,205,000 | 837 |
| Commercial mortgage pass-through securities | $3,205,000 | 546 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $43,161,000 | 2,362 |
| Total debt securities | $43,162,000 | 2,548 |
| Structured notes | ||
| Amortized cost | $499,000 | 812 |
| Fair value | $494,000 | 803 |
| 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 | $44,551,000 | 2,551 |
| U.S. Government securities | $25,517,000 | 2,530 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $25,517,000 | 2,428 |
| Securities issued by states & political subdivisions | $19,034,000 | 1,916 |
| 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 | $4,628,000 | 3,724 |
| Mortgage-backed securities | $21,945,000 | 1,886 |
| Certificates of participation in pools of residential mortgages | $19,324,000 | 1,528 |
| Issued or guaranteed by U.S. | $19,324,000 | 1,527 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,621,000 | 898 |
| Commercial mortgage pass-through securities | $2,621,000 | 580 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $44,551,000 | 2,338 |
| Total debt securities | $44,551,000 | 2,533 |
| Structured notes | ||
| Amortized cost | $499,000 | 872 |
| Fair value | $496,000 | 855 |
| 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 | $45,303,000 | 2,558 |
| U.S. Government securities | $26,498,000 | 2,501 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $26,498,000 | 2,396 |
| Securities issued by states & political subdivisions | $18,805,000 | 1,954 |
| 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 | $4,639,000 | 3,751 |
| Mortgage-backed securities | $22,945,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $20,370,000 | 1,506 |
| Issued or guaranteed by U.S. | $20,370,000 | 1,506 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,575,000 | 882 |
| Commercial mortgage pass-through securities | $2,575,000 | 567 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $45,303,000 | 2,330 |
| Total debt securities | $45,304,000 | 2,540 |
| Structured notes | ||
| Amortized cost | $499,000 | 919 |
| Fair value | $489,000 | 915 |
| 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 | $43,305,000 | 2,609 |
| U.S. Government securities | $25,259,000 | 2,558 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $25,259,000 | 2,451 |
| Securities issued by states & political subdivisions | $18,046,000 | 2,005 |
| 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 | $4,654,000 | 3,784 |
| Mortgage-backed securities | $22,455,000 | 1,892 |
| Certificates of participation in pools of residential mortgages | $21,383,000 | 1,463 |
| Issued or guaranteed by U.S. | $21,383,000 | 1,463 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,072,000 | 1,058 |
| Commercial mortgage pass-through securities | $1,072,000 | 711 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $43,305,000 | 2,377 |
| Total debt securities | $43,306,000 | 2,586 |
| Structured notes | ||
| Amortized cost | $499,000 | 920 |
| Fair value | $485,000 | 911 |
| 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 | $45,311,000 | 2,550 |
| U.S. Government securities | $26,474,000 | 2,488 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $26,474,000 | 2,388 |
| Securities issued by states & political subdivisions | $18,837,000 | 1,951 |
| 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 | $5,684,000 | 3,649 |
| Mortgage-backed securities | $23,962,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $23,437,000 | 1,378 |
| Issued or guaranteed by U.S. | $23,437,000 | 1,377 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $525,000 | 1,172 |
| Commercial mortgage pass-through securities | $525,000 | 772 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $45,311,000 | 2,318 |
| Total debt securities | $45,311,000 | 2,527 |
| Structured notes | ||
| Amortized cost | $499,000 | 901 |
| Fair value | $500,000 | 845 |
| 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 | $49,815,000 | 2,423 |
| U.S. Government securities | $31,227,000 | 2,288 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $31,227,000 | 2,197 |
| Securities issued by states & political subdivisions | $18,588,000 | 1,972 |
| 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 | $6,884,000 | 3,481 |
| Mortgage-backed securities | $26,205,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $25,942,000 | 1,289 |
| Issued or guaranteed by U.S. | $25,942,000 | 1,285 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $263,000 | 1,170 |
| Commercial mortgage pass-through securities | $263,000 | 784 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $49,815,000 | 2,202 |
| Total debt securities | $49,815,000 | 2,396 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,049 |
| Fair value | $500,000 | 993 |
| 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 | $50,899,000 | 2,408 |
| U.S. Government securities | $32,633,000 | 2,283 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $32,633,000 | 2,197 |
| Securities issued by states & political subdivisions | $18,266,000 | 1,978 |
| 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 | $6,907,000 | 3,533 |
| Mortgage-backed securities | $25,887,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | $25,627,000 | 1,295 |
| Issued or guaranteed by U.S. | $25,627,000 | 1,293 |
| 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 | $260,000 | 1,147 |
| Commercial mortgage pass-through securities | $260,000 | 772 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $50,899,000 | 2,188 |
| Total debt securities | $50,899,000 | 2,379 |
| 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 | $50,105,000 | 2,454 |
| U.S. Government securities | $32,347,000 | 2,337 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $32,347,000 | 2,255 |
| Securities issued by states & political subdivisions | $17,758,000 | 2,039 |
| 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 | $6,750,000 | 3,588 |
| Mortgage-backed securities | $25,140,000 | 1,812 |
| Certificates of participation in pools of residential mortgages | $25,140,000 | 1,335 |
| Issued or guaranteed by U.S. | $25,140,000 | 1,334 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $50,105,000 | 2,235 |
| Total debt securities | $50,111,000 | 2,432 |
| 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 | $51,943,000 | 2,424 |
| U.S. Government securities | $34,388,000 | 2,285 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $34,388,000 | 2,196 |
| Securities issued by states & political subdivisions | $17,555,000 | 2,049 |
| 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 | $6,783,000 | 3,624 |
| Mortgage-backed securities | $27,121,000 | 1,735 |
| Certificates of participation in pools of residential mortgages | $27,121,000 | 1,255 |
| Issued or guaranteed by U.S. | $27,121,000 | 1,255 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $51,943,000 | 2,199 |
| Total debt securities | $51,944,000 | 2,404 |
| 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 | $53,215,000 | 2,426 |
| U.S. Government securities | $35,865,000 | 2,280 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $35,865,000 | 2,191 |
| Securities issued by states & political subdivisions | $17,350,000 | 2,026 |
| 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 | $7,816,000 | 3,499 |
| Mortgage-backed securities | $28,706,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $28,706,000 | 1,251 |
| Issued or guaranteed by U.S. | $28,706,000 | 1,251 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $53,215,000 | 2,207 |
| Total debt securities | $53,215,000 | 2,397 |
| 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 | $52,600,000 | 2,463 |
| U.S. Government securities | $35,514,000 | 2,333 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $35,514,000 | 2,252 |
| Securities issued by states & political subdivisions | $17,086,000 | 2,055 |
| 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 | $8,343,000 | 3,458 |
| Mortgage-backed securities | $28,206,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | $28,206,000 | 1,260 |
| Issued or guaranteed by U.S. | $28,206,000 | 1,260 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $52,600,000 | 2,246 |
| Total debt securities | $52,605,000 | 2,442 |
| 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 | $52,575,000 | 2,494 |
| U.S. Government securities | $35,632,000 | 2,364 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $35,632,000 | 2,278 |
| Securities issued by states & political subdivisions | $16,943,000 | 2,082 |
| 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 | $8,868,000 | 3,390 |
| Mortgage-backed securities | $27,976,000 | 1,819 |
| Certificates of participation in pools of residential mortgages | $27,851,000 | 1,312 |
| Issued or guaranteed by U.S. | $27,851,000 | 1,310 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $125,000 | 989 |
| Commercial mortgage pass-through securities | $125,000 | 681 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $52,575,000 | 2,265 |
| Total debt securities | $52,575,000 | 2,471 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $502,000 | 1,753 |
| 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 | $53,844,000 | 2,506 |
| U.S. Government securities | $36,937,000 | 2,353 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $36,937,000 | 2,268 |
| Securities issued by states & political subdivisions | $16,907,000 | 2,093 |
| 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 | $8,930,000 | 3,399 |
| Mortgage-backed securities | $29,421,000 | 1,824 |
| Certificates of participation in pools of residential mortgages | $29,279,000 | 1,304 |
| Issued or guaranteed by U.S. | $29,279,000 | 1,303 |
| 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 | $142,000 | 956 |
| Commercial mortgage pass-through securities | $142,000 | 670 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $53,844,000 | 2,274 |
| Total debt securities | $53,844,000 | 2,484 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,862 |
| Fair value | $491,000 | 1,950 |
| 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 | $57,735,000 | 2,384 |
| U.S. Government securities | $40,386,000 | 2,233 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $40,386,000 | 2,158 |
| Securities issued by states & political subdivisions | $17,349,000 | 2,067 |
| 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 | $9,451,000 | 3,337 |
| Mortgage-backed securities | $32,905,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $32,751,000 | 1,221 |
| Issued or guaranteed by U.S. | $32,751,000 | 1,221 |
| 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 | $154,000 | 947 |
| Commercial mortgage pass-through securities | $154,000 | 665 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $57,735,000 | 2,157 |
| Total debt securities | $57,731,000 | 2,363 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,912 |
| Fair value | $491,000 | 1,989 |
| 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 | $58,556,000 | 2,375 |
| U.S. Government securities | $41,532,000 | 2,207 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $41,532,000 | 2,138 |
| Securities issued by states & political subdivisions | $17,024,000 | 2,100 |
| 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 | $10,812,000 | 3,166 |
| Mortgage-backed securities | $33,200,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $33,037,000 | 1,225 |
| Issued or guaranteed by U.S. | $33,037,000 | 1,225 |
| 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 | $163,000 | 930 |
| Commercial mortgage pass-through securities | $163,000 | 660 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $58,556,000 | 2,152 |
| Total debt securities | $58,557,000 | 2,354 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,730 |
| Fair value | $957,000 | 1,713 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $57,653,000 | 2,383 |
| U.S. Government securities | $41,790,000 | 2,189 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $41,790,000 | 2,122 |
| Securities issued by states & political subdivisions | $15,863,000 | 2,209 |
| 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 | $10,522,000 | 3,207 |
| Mortgage-backed securities | $32,561,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $32,235,000 | 1,248 |
| Issued or guaranteed by U.S. | $32,235,000 | 1,248 |
| 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 | $326,000 | 843 |
| Commercial mortgage pass-through securities | $326,000 | 583 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $57,653,000 | 2,164 |
| Total debt securities | $57,653,000 | 2,364 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,432 |
| Fair value | $1,449,000 | 1,421 |
| 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 | $58,887,000 | 2,361 |
| U.S. Government securities | $42,982,000 | 2,147 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $42,982,000 | 2,092 |
| Securities issued by states & political subdivisions | $15,905,000 | 2,195 |
| 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 | $10,695,000 | 3,174 |
| Mortgage-backed securities | $33,682,000 | 1,713 |
| Certificates of participation in pools of residential mortgages | $33,331,000 | 1,202 |
| Issued or guaranteed by U.S. | $33,331,000 | 1,201 |
| 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 | $351,000 | 827 |
| Commercial mortgage pass-through securities | $351,000 | 558 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $58,887,000 | 2,143 |
| Total debt securities | $58,889,000 | 2,343 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,420 |
| Fair value | $1,454,000 | 1,410 |
| 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 | $61,539,000 | 2,275 |
| U.S. Government securities | $45,695,000 | 2,013 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $45,695,000 | 1,962 |
| Securities issued by states & political subdivisions | $15,844,000 | 2,201 |
| 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 | $10,908,000 | 3,133 |
| Mortgage-backed securities | $36,217,000 | 1,630 |
| Certificates of participation in pools of residential mortgages | $35,839,000 | 1,130 |
| Issued or guaranteed by U.S. | $35,839,000 | 1,130 |
| 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 | $378,000 | 802 |
| Commercial mortgage pass-through securities | $378,000 | 557 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $61,539,000 | 2,076 |
| Total debt securities | $61,539,000 | 2,253 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,396 |
| Fair value | $1,462,000 | 1,390 |
| 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 | $62,181,000 | 2,277 |
| U.S. Government securities | $47,903,000 | 1,973 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $47,903,000 | 1,914 |
| Securities issued by states & political subdivisions | $14,278,000 | 2,332 |
| 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 | $13,152,000 | 2,865 |
| Mortgage-backed securities | $36,505,000 | 1,654 |
| Certificates of participation in pools of residential mortgages | $36,104,000 | 1,138 |
| Issued or guaranteed by U.S. | $36,104,000 | 1,138 |
| 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 | $401,000 | 710 |
| Commercial mortgage pass-through securities | $401,000 | 506 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $62,181,000 | 2,089 |
| Total debt securities | $62,182,000 | 2,256 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 1,015 |
| Fair value | $3,002,000 | 983 |
| 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 | $58,916,000 | 2,333 |
| U.S. Government securities | $46,849,000 | 1,966 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $46,849,000 | 1,909 |
| Securities issued by states & political subdivisions | $12,067,000 | 2,545 |
| 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 | $13,243,000 | 2,850 |
| Mortgage-backed securities | $32,246,000 | 1,798 |
| Certificates of participation in pools of residential mortgages | $31,819,000 | 1,270 |
| Issued or guaranteed by U.S. | $31,819,000 | 1,268 |
| 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 | $427,000 | 586 |
| Commercial mortgage pass-through securities | $427,000 | 434 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $58,916,000 | 2,145 |
| Total debt securities | $58,918,000 | 2,306 |
| Structured notes | ||
| Amortized cost | $9,497,000 | 436 |
| Fair value | $9,517,000 | 436 |
| 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 | $60,653,000 | 2,295 |
| U.S. Government securities | $51,324,000 | 1,851 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $51,324,000 | 1,808 |
| Securities issued by states & political subdivisions | $9,329,000 | 2,920 |
| 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 | $13,347,000 | 2,868 |
| Mortgage-backed securities | $36,721,000 | 1,732 |
| Certificates of participation in pools of residential mortgages | $36,265,000 | 1,196 |
| Issued or guaranteed by U.S. | $36,265,000 | 1,195 |
| 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 | $456,000 | 555 |
| Commercial mortgage pass-through securities | $456,000 | 399 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $60,653,000 | 2,102 |
| Total debt securities | $60,653,000 | 2,273 |
| Structured notes | ||
| Amortized cost | $9,497,000 | 465 |
| Fair value | $9,512,000 | 464 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $61,394,000 | 2,270 |
| U.S. Government securities | $54,170,000 | 1,791 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $54,170,000 | 1,749 |
| Securities issued by states & political subdivisions | $7,224,000 | 3,227 |
| 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 | $13,467,000 | 2,864 |
| Mortgage-backed securities | $39,292,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | $38,811,000 | 1,154 |
| Issued or guaranteed by U.S. | $38,811,000 | 1,154 |
| 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 | $481,000 | 506 |
| Commercial mortgage pass-through securities | $481,000 | 353 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $61,394,000 | 2,074 |
| Total debt securities | $61,392,000 | 2,250 |
| Structured notes | ||
| Amortized cost | $10,247,000 | 483 |
| Fair value | $10,271,000 | 486 |
| 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 | $60,975,000 | 2,294 |
| U.S. Government securities | $59,580,000 | 1,714 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $59,580,000 | 1,673 |
| Securities issued by states & political subdivisions | $1,395,000 | 4,752 |
| 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 | $13,829,000 | 2,825 |
| Mortgage-backed securities | $39,642,000 | 1,660 |
| Certificates of participation in pools of residential mortgages | $39,128,000 | 1,126 |
| Issued or guaranteed by U.S. | $39,128,000 | 1,126 |
| 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 | $514,000 | 463 |
| Commercial mortgage pass-through securities | $514,000 | 320 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $60,975,000 | 2,094 |
| Total debt securities | $60,975,000 | 2,275 |
| Structured notes | ||
| Amortized cost | $16,000,000 | 364 |
| Fair value | $15,878,000 | 365 |
| 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 | $57,398,000 | 2,345 |
| U.S. Government securities | $57,328,000 | 1,691 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,328,000 | 1,650 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $70,000 | 2,776 |
| 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 | $70,000 | 2,082 |
| 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 | $34,760,000 | 1,739 |
| Certificates of participation in pools of residential mortgages | $34,760,000 | 1,173 |
| Issued or guaranteed by U.S. | $34,760,000 | 1,171 |
| 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) | $662,000 | 2,226 |
| Available-for-sale securities (fair market value) | $56,736,000 | 2,144 |
| Total debt securities | $57,398,000 | 2,323 |
| 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 | $55,258,000 | 2,342 |
| U.S. Government securities | $55,186,000 | 1,693 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,186,000 | 1,647 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $72,000 | 2,757 |
| 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 | $72,000 | 2,051 |
| 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 | $33,586,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $33,586,000 | 1,169 |
| Issued or guaranteed by U.S. | $33,586,000 | 1,166 |
| 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) | $597,000 | 2,288 |
| Available-for-sale securities (fair market value) | $54,661,000 | 2,141 |
| Total debt securities | $55,258,000 | 2,320 |
| 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 | $54,985,000 | 2,368 |
| U.S. Government securities | $54,910,000 | 1,708 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,910,000 | 1,661 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $75,000 | 2,711 |
| 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 | $75,000 | 1,985 |
| 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 | $29,027,000 | 1,869 |
| Certificates of participation in pools of residential mortgages | $29,027,000 | 1,271 |
| Issued or guaranteed by U.S. | $29,027,000 | 1,265 |
| 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) | $280,000 | 2,541 |
| Available-for-sale securities (fair market value) | $54,705,000 | 2,153 |
| Total debt securities | $54,985,000 | 2,345 |
| 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 | $53,686,000 | 2,396 |
| U.S. Government securities | $53,609,000 | 1,757 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,609,000 | 1,703 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $77,000 | 2,762 |
| 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 | $77,000 | 2,029 |
| 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 | $29,576,000 | 1,804 |
| Certificates of participation in pools of residential mortgages | $29,576,000 | 1,214 |
| Issued or guaranteed by U.S. | $29,576,000 | 1,209 |
| 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) | $314,000 | 2,509 |
| Available-for-sale securities (fair market value) | $53,372,000 | 2,179 |
| Total debt securities | $53,686,000 | 2,374 |
| 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 | $52,754,000 | 2,319 |
| U.S. Government securities | $52,676,000 | 1,684 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,676,000 | 1,627 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $78,000 | 2,908 |
| 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 | $78,000 | 2,034 |
| 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 | $30,820,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $30,820,000 | 1,125 |
| Issued or guaranteed by U.S. | $30,820,000 | 1,114 |
| 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) | $342,000 | 2,518 |
| Available-for-sale securities (fair market value) | $52,412,000 | 2,100 |
| Total debt securities | $52,754,000 | 2,290 |
| 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 | $49,782,000 | 2,378 |
| U.S. Government securities | $49,699,000 | 1,738 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,699,000 | 1,677 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $83,000 | 2,985 |
| 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 | $83,000 | 2,082 |
| 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 | $33,035,000 | 1,593 |
| Certificates of participation in pools of residential mortgages | $33,035,000 | 1,050 |
| Issued or guaranteed by U.S. | $33,035,000 | 1,040 |
| 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) | $387,000 | 2,554 |
| Available-for-sale securities (fair market value) | $49,395,000 | 2,160 |
| Total debt securities | $49,782,000 | 2,350 |
| 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 | $51,587,000 | 2,311 |
| U.S. Government securities | $51,498,000 | 1,703 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,498,000 | 1,639 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $89,000 | 2,976 |
| 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 | $89,000 | 2,038 |
| 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 | $30,543,000 | 1,672 |
| Certificates of participation in pools of residential mortgages | $30,543,000 | 1,116 |
| Issued or guaranteed by U.S. | $30,543,000 | 1,109 |
| 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) | $157,000 | 2,851 |
| Available-for-sale securities (fair market value) | $51,430,000 | 2,076 |
| Total debt securities | $51,587,000 | 2,288 |
| 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 | $47,325,000 | 2,505 |
| U.S. Government securities | $47,235,000 | 1,885 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,235,000 | 1,829 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $90,000 | 3,037 |
| 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 | $90,000 | 2,060 |
| 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 | $32,782,000 | 1,622 |
| Certificates of participation in pools of residential mortgages | $32,782,000 | 1,116 |
| Issued or guaranteed by U.S. | $32,782,000 | 1,108 |
| 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) | $191,000 | 2,869 |
| Available-for-sale securities (fair market value) | $47,134,000 | 2,243 |
| Total debt securities | $47,325,000 | 2,483 |
| 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 | $47,251,000 | 2,491 |
| U.S. Government securities | $47,157,000 | 1,838 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,157,000 | 1,780 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $94,000 | 3,090 |
| 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 | $94,000 | 2,110 |
| 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 | $34,661,000 | 1,573 |
| Certificates of participation in pools of residential mortgages | $34,661,000 | 1,081 |
| Issued or guaranteed by U.S. | $34,661,000 | 1,073 |
| 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) | $203,000 | 2,900 |
| Available-for-sale securities (fair market value) | $47,048,000 | 2,216 |
| Total debt securities | $47,251,000 | 2,463 |
| 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 | $44,592,000 | 2,617 |
| U.S. Government securities | $44,488,000 | 1,908 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,488,000 | 1,851 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $104,000 | 3,154 |
| 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 | $104,000 | 2,166 |
| 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 | $35,762,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | $35,762,000 | 1,091 |
| Issued or guaranteed by U.S. | $35,762,000 | 1,084 |
| 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) | $223,000 | 2,960 |
| Available-for-sale securities (fair market value) | $44,369,000 | 2,325 |
| Total debt securities | $44,592,000 | 2,587 |
| 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 | $46,116,000 | 2,492 |
| U.S. Government securities | $46,011,000 | 1,797 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,011,000 | 1,759 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $105,000 | 3,235 |
| 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 | $105,000 | 2,261 |
| 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 | $36,810,000 | 1,559 |
| Certificates of participation in pools of residential mortgages | $36,810,000 | 1,080 |
| Issued or guaranteed by U.S. | $36,810,000 | 1,070 |
| 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) | $227,000 | 3,008 |
| Available-for-sale securities (fair market value) | $45,889,000 | 2,212 |
| Total debt securities | $46,116,000 | 2,463 |
| 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 | $42,915,000 | 2,627 |
| U.S. Government securities | $42,809,000 | 1,955 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,809,000 | 1,914 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $106,000 | 3,180 |
| 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 | $106,000 | 2,390 |
| 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 | $36,282,000 | 1,589 |
| Certificates of participation in pools of residential mortgages | $36,282,000 | 1,151 |
| Issued or guaranteed by U.S. | $36,282,000 | 1,138 |
| 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) | $215,000 | 3,055 |
| Available-for-sale securities (fair market value) | $42,700,000 | 2,354 |
| Total debt securities | $42,915,000 | 2,597 |
| 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 | $36,137,000 | 3,024 |
| U.S. Government securities | $36,030,000 | 2,269 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,030,000 | 2,230 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $107,000 | 3,099 |
| 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 | $107,000 | 2,315 |
| 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 | $28,952,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $28,952,000 | 1,318 |
| Issued or guaranteed by U.S. | $28,952,000 | 1,307 |
| 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) | $26,000 | 3,399 |
| Available-for-sale securities (fair market value) | $36,111,000 | 2,682 |
| Total debt securities | $36,137,000 | 2,986 |
| 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 | $34,783,000 | 3,045 |
| U.S. Government securities | $34,662,000 | 2,304 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,662,000 | 2,253 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $121,000 | 3,044 |
| 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 | $121,000 | 2,267 |
| 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 | $26,782,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $26,782,000 | 1,329 |
| Issued or guaranteed by U.S. | $26,782,000 | 1,316 |
| 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) | $42,000 | 3,386 |
| Available-for-sale securities (fair market value) | $34,741,000 | 2,697 |
| Total debt securities | $34,783,000 | 3,009 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $34,020,000 | 3,145 |
| U.S. Government securities | $33,890,000 | 2,373 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,890,000 | 2,324 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $130,000 | 3,014 |
| 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 | $130,000 | 2,272 |
| 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 | $26,000,000 | 1,850 |
| Certificates of participation in pools of residential mortgages | $26,000,000 | 1,372 |
| Issued or guaranteed by U.S. | $26,000,000 | 1,360 |
| 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) | $57,000 | 3,372 |
| Available-for-sale securities (fair market value) | $33,963,000 | 2,814 |
| Total debt securities | $34,020,000 | 3,110 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $32,031,000 | 3,294 |
| U.S. Government securities | $31,900,000 | 2,495 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,900,000 | 2,441 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $131,000 | 2,972 |
| 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 | $131,000 | 2,232 |
| 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 | $24,809,000 | 1,848 |
| Certificates of participation in pools of residential mortgages | $24,809,000 | 1,355 |
| Issued or guaranteed by U.S. | $24,809,000 | 1,346 |
| 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) | $52,000 | 3,428 |
| Available-for-sale securities (fair market value) | $31,979,000 | 2,927 |
| Total debt securities | $32,031,000 | 3,244 |
| 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 | $28,177,000 | 3,593 |
| U.S. Government securities | $28,045,000 | 2,819 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,045,000 | 2,758 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $132,000 | 2,802 |
| 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 | $132,000 | 2,101 |
| 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 | $22,025,000 | 1,797 |
| Certificates of participation in pools of residential mortgages | $22,025,000 | 1,314 |
| Issued or guaranteed by U.S. | $22,025,000 | 1,305 |
| 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) | $41,000 | 3,519 |
| Available-for-sale securities (fair market value) | $28,136,000 | 3,184 |
| Total debt securities | $28,177,000 | 3,547 |
| 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 | $27,408,000 | 3,642 |
| U.S. Government securities | $27,275,000 | 2,907 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,275,000 | 2,847 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $133,000 | 2,766 |
| 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 | $133,000 | 2,079 |
| 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 | $20,794,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | $20,794,000 | 1,275 |
| Issued or guaranteed by U.S. | $20,794,000 | 1,266 |
| 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) | $40,000 | 3,567 |
| Available-for-sale securities (fair market value) | $27,368,000 | 3,223 |
| Total debt securities | $27,408,000 | 3,595 |
| 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 | $28,823,000 | 3,509 |
| U.S. Government securities | $28,681,000 | 2,779 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,681,000 | 2,716 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $142,000 | 2,710 |
| 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 | $142,000 | 2,043 |
| 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 | $22,295,000 | 1,620 |
| Certificates of participation in pools of residential mortgages | $22,295,000 | 1,191 |
| Issued or guaranteed by U.S. | $22,295,000 | 1,183 |
| 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) | $50,000 | 3,591 |
| Available-for-sale securities (fair market value) | $28,773,000 | 3,084 |
| Total debt securities | $28,823,000 | 3,472 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $29,330,000 | 3,504 |
| U.S. Government securities | $29,173,000 | 2,756 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,173,000 | 2,689 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $157,000 | 2,717 |
| 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 | $157,000 | 2,072 |
| 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 | $23,224,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | $23,224,000 | 1,148 |
| Issued or guaranteed by U.S. | $23,224,000 | 1,139 |
| 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) | $61,000 | 3,647 |
| Available-for-sale securities (fair market value) | $29,269,000 | 3,057 |
| Total debt securities | $29,330,000 | 3,467 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $29,622,000 | 3,501 |
| U.S. Government securities | $29,451,000 | 2,771 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,451,000 | 2,694 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $171,000 | 2,743 |
| 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 | $171,000 | 2,125 |
| 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 | $24,500,000 | 1,518 |
| Certificates of participation in pools of residential mortgages | $24,500,000 | 1,123 |
| Issued or guaranteed by U.S. | $24,500,000 | 1,113 |
| 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) | $76,000 | 3,691 |
| Available-for-sale securities (fair market value) | $29,546,000 | 3,049 |
| Total debt securities | $29,622,000 | 3,456 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $28,604,000 | 3,613 |
| U.S. Government securities | $28,423,000 | 2,891 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,423,000 | 2,812 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $181,000 | 2,781 |
| 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 | $181,000 | 2,162 |
| 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 | $24,475,000 | 1,523 |
| Certificates of participation in pools of residential mortgages | $24,475,000 | 1,137 |
| Issued or guaranteed by U.S. | $24,475,000 | 1,128 |
| 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) | $111,000 | 3,702 |
| Available-for-sale securities (fair market value) | $28,493,000 | 3,155 |
| Total debt securities | $28,604,000 | 3,565 |
| 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 | $30,605,000 | 3,457 |
| U.S. Government securities | $30,388,000 | 2,724 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,388,000 | 2,642 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $217,000 | 2,765 |
| 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 | $217,000 | 2,163 |
| 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 | $26,508,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | $26,508,000 | 1,080 |
| Issued or guaranteed by U.S. | $26,508,000 | 1,072 |
| 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) | $130,000 | 3,728 |
| Available-for-sale securities (fair market value) | $30,475,000 | 3,009 |
| Total debt securities | $30,605,000 | 3,401 |
| 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 | $33,025,000 | 3,305 |
| U.S. Government securities | $32,776,000 | 2,594 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,776,000 | 2,525 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $249,000 | 2,801 |
| 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 | $249,000 | 2,244 |
| 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 | $28,858,000 | 1,394 |
| Certificates of participation in pools of residential mortgages | $28,858,000 | 1,021 |
| Issued or guaranteed by U.S. | $28,858,000 | 1,011 |
| 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) | $156,000 | 3,756 |
| Available-for-sale securities (fair market value) | $32,869,000 | 2,872 |
| Total debt securities | $33,025,000 | 3,249 |
| 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 | $33,480,000 | 3,254 |
| U.S. Government securities | $33,152,000 | 2,552 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,152,000 | 2,473 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $328,000 | 2,756 |
| 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 | $328,000 | 2,233 |
| 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 | $29,711,000 | 1,373 |
| Certificates of participation in pools of residential mortgages | $29,711,000 | 1,014 |
| Issued or guaranteed by U.S. | $29,711,000 | 1,006 |
| 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) | $197,000 | 3,763 |
| Available-for-sale securities (fair market value) | $33,283,000 | 2,831 |
| Total debt securities | $33,480,000 | 3,203 |
| 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 | $35,962,000 | 3,064 |
| U.S. Government securities | $35,594,000 | 2,398 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,594,000 | 2,331 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $368,000 | 2,776 |
| 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 | $368,000 | 2,276 |
| 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 | $30,106,000 | 1,378 |
| Certificates of participation in pools of residential mortgages | $30,106,000 | 1,034 |
| Issued or guaranteed by U.S. | $30,106,000 | 1,025 |
| 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) | $243,000 | 3,745 |
| Available-for-sale securities (fair market value) | $35,719,000 | 2,649 |
| Total debt securities | $35,962,000 | 3,009 |
| 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 | $39,391,000 | 2,874 |
| U.S. Government securities | $39,010,000 | 2,251 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,010,000 | 2,178 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $381,000 | 2,834 |
| 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 | $381,000 | 2,356 |
| 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 | $33,504,000 | 1,317 |
| Certificates of participation in pools of residential mortgages | $33,504,000 | 979 |
| Issued or guaranteed by U.S. | $33,504,000 | 970 |
| 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) | $299,000 | 3,729 |
| Available-for-sale securities (fair market value) | $39,092,000 | 2,487 |
| Total debt securities | $39,391,000 | 2,825 |
| 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 | $41,753,000 | 2,787 |
| U.S. Government securities | $41,356,000 | 2,174 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,356,000 | 2,096 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $397,000 | 2,879 |
| 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 | $397,000 | 2,426 |
| 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 | $35,892,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $35,892,000 | 965 |
| Issued or guaranteed by U.S. | $35,892,000 | 957 |
| 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) | $437,000 | 3,627 |
| Available-for-sale securities (fair market value) | $41,316,000 | 2,401 |
| Total debt securities | $41,753,000 | 2,740 |
| 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 | $41,904,000 | 2,787 |
| U.S. Government securities | $41,456,000 | 2,175 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,456,000 | 2,086 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $448,000 | 2,860 |
| 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 | $448,000 | 2,425 |
| 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 | $36,439,000 | 1,300 |
| Certificates of participation in pools of residential mortgages | $36,439,000 | 970 |
| Issued or guaranteed by U.S. | $36,439,000 | 962 |
| 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) | $395,000 | 3,736 |
| Available-for-sale securities (fair market value) | $41,509,000 | 2,411 |
| Total debt securities | $41,904,000 | 2,729 |
| 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 | $43,578,000 | 2,683 |
| U.S. Government securities | $43,086,000 | 2,066 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,086,000 | 1,988 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $467,000 | 2,882 |
| 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 | $467,000 | 2,478 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,063 |
| 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 | $38,027,000 | 1,260 |
| Certificates of participation in pools of residential mortgages | $38,027,000 | 939 |
| Issued or guaranteed by U.S. | $38,027,000 | 932 |
| 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) | $571,000 | 3,599 |
| Available-for-sale securities (fair market value) | $43,007,000 | 2,335 |
| Total debt securities | $43,553,000 | 2,630 |
| 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 | $45,562,000 | 2,645 |
| U.S. Government securities | $45,027,000 | 2,036 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,027,000 | 1,964 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $510,000 | 2,871 |
| 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 | $510,000 | 2,472 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,108 |
| 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 | $40,080,000 | 1,229 |
| Certificates of participation in pools of residential mortgages | $40,080,000 | 908 |
| Issued or guaranteed by U.S. | $40,080,000 | 901 |
| 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) | $523,000 | 3,671 |
| Available-for-sale securities (fair market value) | $45,039,000 | 2,275 |
| Total debt securities | $45,537,000 | 2,588 |
| 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 | $46,267,000 | 2,622 |
| U.S. Government securities | $45,690,000 | 2,007 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,690,000 | 1,938 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $552,000 | 2,891 |
| 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 | $552,000 | 2,476 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,125 |
| 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 | $40,577,000 | 1,254 |
| Certificates of participation in pools of residential mortgages | $40,577,000 | 908 |
| Issued or guaranteed by U.S. | $40,577,000 | 902 |
| 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) | $521,000 | 3,732 |
| Available-for-sale securities (fair market value) | $45,746,000 | 2,270 |
| Total debt securities | $46,242,000 | 2,563 |
| 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 | $44,553,000 | 2,738 |
| U.S. Government securities | $43,901,000 | 2,140 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,901,000 | 2,060 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $627,000 | 2,879 |
| 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 | $627,000 | 2,554 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,170 |
| 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 | $38,480,000 | 1,320 |
| Certificates of participation in pools of residential mortgages | $38,480,000 | 986 |
| Issued or guaranteed by U.S. | $38,480,000 | 977 |
| 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) | $472,000 | 3,850 |
| Available-for-sale securities (fair market value) | $44,081,000 | 2,387 |
| Total debt securities | $44,528,000 | 2,676 |
| 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 | $41,959,000 | 2,821 |
| U.S. Government securities | $41,286,000 | 2,190 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,286,000 | 2,115 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $648,000 | 2,994 |
| 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 | $648,000 | 2,668 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,228 |
| 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 | $37,907,000 | 1,316 |
| Certificates of participation in pools of residential mortgages | $37,904,000 | 978 |
| Issued or guaranteed by U.S. | $37,904,000 | 970 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,000 | 4,117 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,882 |
| 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) | $509,000 | 3,841 |
| Available-for-sale securities (fair market value) | $41,450,000 | 2,442 |
| Total debt securities | $41,934,000 | 2,749 |
| 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 | $46,530,000 | 2,544 |
| U.S. Government securities | $45,784,000 | 1,922 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,784,000 | 1,853 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $721,000 | 3,023 |
| 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 | $721,000 | 2,684 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,233 |
| 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 | $43,397,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $43,389,000 | 854 |
| Issued or guaranteed by U.S. | $43,389,000 | 848 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,000 | 4,236 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 4,012 |
| 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) | $620,000 | 3,756 |
| Available-for-sale securities (fair market value) | $45,910,000 | 2,199 |
| Total debt securities | $46,505,000 | 2,477 |
| 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 | $44,018,000 | 2,614 |
| U.S. Government securities | $43,226,000 | 1,993 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,226,000 | 1,927 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $767,000 | 3,007 |
| 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 | $767,000 | 2,661 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,240 |
| 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 | $40,820,000 | 1,214 |
| Certificates of participation in pools of residential mortgages | $40,712,000 | 871 |
| Issued or guaranteed by U.S. | $40,712,000 | 866 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $108,000 | 4,044 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 3,863 |
| 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) | $67,000 | 4,559 |
| Available-for-sale securities (fair market value) | $43,951,000 | 2,242 |
| Total debt securities | $43,993,000 | 2,548 |
| 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 | $42,960,000 | 2,631 |
| U.S. Government securities | $42,130,000 | 2,022 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,130,000 | 1,935 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $805,000 | 2,992 |
| 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 | $805,000 | 2,650 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,234 |
| 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 | $39,715,000 | 1,222 |
| Certificates of participation in pools of residential mortgages | $39,497,000 | 859 |
| Issued or guaranteed by U.S. | $39,497,000 | 855 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $218,000 | 3,927 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 3,758 |
| 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) | $468,000 | 4,086 |
| Available-for-sale securities (fair market value) | $42,492,000 | 2,261 |
| Total debt securities | $42,935,000 | 2,564 |
| 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 | $39,187,000 | 2,702 |
| U.S. Government securities | $38,208,000 | 2,059 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,208,000 | 1,942 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $954,000 | 2,997 |
| 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 | $954,000 | 2,584 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,180 |
| 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 | $33,935,000 | 1,265 |
| Certificates of participation in pools of residential mortgages | $33,389,000 | 879 |
| Issued or guaranteed by U.S. | $33,389,000 | 872 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $546,000 | 3,664 |
| CMOs issued by government agencies or sponsored agencies | $546,000 | 3,496 |
| 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) | $403,000 | 4,402 |
| Available-for-sale securities (fair market value) | $38,784,000 | 2,266 |
| Total debt securities | $39,162,000 | 2,634 |
| 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 | $37,051,000 | 2,872 |
| U.S. Government securities | $37,026,000 | 2,164 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,026,000 | 2,007 |
| 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 | $25,000 | 7,663 |
| 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 | $28,123,000 | 1,179 |
| Certificates of participation in pools of residential mortgages | $27,953,000 | 842 |
| Issued or guaranteed by U.S. | $27,953,000 | 837 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $170,000 | 3,830 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 3,650 |
| 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) | $145,000 | 5,378 |
| Available-for-sale securities (fair market value) | $36,906,000 | 2,293 |
| Total debt securities | $37,026,000 | 2,787 |
| 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 | $41,339,000 | 2,722 |
| U.S. Government securities | $41,314,000 | 2,025 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,314,000 | 1,837 |
| 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 | $25,000 | 7,657 |
| 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 | $32,368,000 | 1,164 |
| Certificates of participation in pools of residential mortgages | $32,198,000 | 834 |
| Issued or guaranteed by U.S. | $32,198,000 | 826 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $170,000 | 4,056 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 3,871 |
| 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) | $177,000 | 5,766 |
| Available-for-sale securities (fair market value) | $41,162,000 | 2,117 |
| Total debt securities | $41,314,000 | 2,642 |
| 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 | $43,375,000 | 2,636 |
| U.S. Government securities | $43,350,000 | 2,024 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,350,000 | 1,705 |
| 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 | $25,000 | 7,522 |
| 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 | $37,186,000 | 1,116 |
| Certificates of participation in pools of residential mortgages | $36,850,000 | 794 |
| Issued or guaranteed by U.S. | $36,850,000 | 784 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $336,000 | 4,028 |
| CMOs issued by government agencies or sponsored agencies | $336,000 | 3,868 |
| 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) | $37,228,000 | 787 |
| Available-for-sale securities (fair market value) | $6,147,000 | 6,948 |
| Total debt securities | $43,350,000 | 2,540 |
| 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 | $48,571,000 | 2,355 |
| U.S. Government securities | $48,546,000 | 1,877 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,546,000 | 1,476 |
| 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 | $25,000 | 7,509 |
| 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 | $33,218,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $32,394,000 | 878 |
| Issued or guaranteed by U.S. | $32,394,000 | 862 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $824,000 | 3,611 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 3,488 |
| 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) | $35,500,000 | 989 |
| Available-for-sale securities (fair market value) | $13,071,000 | 4,903 |
| Total debt securities | $48,546,000 | 2,286 |
| 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 | $53,345,000 | 2,293 |
| U.S. Government securities | $52,978,000 | 1,836 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,978,000 | 1,374 |
| 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 | $25,000 | 7,594 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-342,000 | 1,179 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,029,000 | 1,172 |
| Certificates of participation in pools of residential mortgages | $35,205,000 | 876 |
| Issued or guaranteed by U.S. | $35,205,000 | 858 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $824,000 | 4,043 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 3,886 |
| 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) | $38,531,000 | 1,051 |
| Available-for-sale securities (fair market value) | $14,814,000 | 4,754 |
| Total debt securities | $52,978,000 | 2,243 |
| 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 | $58,753,000 | 2,125 |
| U.S. Government securities | $58,283,000 | 1,735 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $58,283,000 | 1,252 |
| 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 | $25,000 | 7,634 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-445,000 | 1,273 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,434,000 | 1,224 |
| Certificates of participation in pools of residential mortgages | $35,610,000 | 883 |
| Issued or guaranteed by U.S. | $35,610,000 | 863 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $824,000 | 4,472 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 4,297 |
| 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) | $36,975,000 | 1,185 |
| Available-for-sale securities (fair market value) | $21,778,000 | 3,685 |
| Total debt securities | $58,283,000 | 2,077 |
| 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 | $62,744,000 | 2,098 |
| U.S. Government securities | $62,120,000 | 1,716 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $62,120,000 | 1,151 |
| 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 | $25,000 | 7,669 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-599,000 | 1,402 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,474,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $39,650,000 | 824 |
| Issued or guaranteed by U.S. | $39,650,000 | 805 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $824,000 | 4,796 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 4,599 |
| 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) | $42,839,000 | 1,728 |
| Available-for-sale securities (fair market value) | $19,905,000 | 2,816 |
| Total debt securities | $62,120,000 | 2,066 |
| 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 | $64,145,000 | 2,142 |
| U.S. Government securities | $63,331,000 | 1,734 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $63,331,000 | 1,169 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-814,000 | 1,555 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,131,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $39,590,000 | 876 |
| Issued or guaranteed by U.S. | $39,590,000 | 850 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,541,000 | 3,685 |
| CMOs issued by government agencies or sponsored agencies | $2,541,000 | 3,488 |
| 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 | $63,331,000 | 2,107 |
| 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 | $59,900,000 | 2,249 |
| U.S. Government securities | $58,926,000 | 1,815 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $58,926,000 | 1,219 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-974,000 | 1,821 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,484,000 | 1,134 |
| Certificates of participation in pools of residential mortgages | $39,276,000 | 905 |
| Issued or guaranteed by U.S. | $39,276,000 | 871 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $11,208,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $11,208,000 | 1,367 |
| 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 | $58,926,000 | 2,231 |
| 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 |