Home > San Luis Valley Federal Bank > Securities
San Luis Valley Federal Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $79,213,000 | 2,002 |
| U.S. Government securities | $79,213,000 | 1,393 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $79,213,000 | 1,177 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $79,213,000 | 935 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $75,882,000 | 618 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,592,000 | 1,998 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,739,000 | 1,045 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $79,213,000 | 1,794 |
| Total debt securities | $79,213,000 | 1,986 |
| 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 | $79,263,000 | 1,978 |
| U.S. Government securities | $79,263,000 | 1,391 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $79,263,000 | 1,164 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $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 | $0 | 3,957 |
| Mortgage-backed securities | $79,263,000 | 910 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $75,805,000 | 610 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,700,000 | 1,940 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,758,000 | 1,015 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $79,263,000 | 1,762 |
| Total debt securities | $79,263,000 | 1,964 |
| 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 | $84,697,000 | 1,945 |
| U.S. Government securities | $84,697,000 | 1,357 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $84,697,000 | 1,135 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $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 | $0 | 3,969 |
| Mortgage-backed securities | $84,697,000 | 897 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $81,197,000 | 595 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,666,000 | 1,957 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,834,000 | 1,000 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $84,697,000 | 1,730 |
| Total debt securities | $84,697,000 | 1,932 |
| 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 | $88,612,000 | 1,961 |
| U.S. Government securities | $88,580,000 | 1,380 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $88,580,000 | 1,109 |
| Securities issued by states & political subdivisions | $32,000 | 3,907 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $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 | $0 | 3,989 |
| Mortgage-backed securities | $88,580,000 | 904 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $84,850,000 | 601 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,785,000 | 1,971 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,945,000 | 1,004 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $32,000 | 1,811 |
| Available-for-sale securities (fair market value) | $88,580,000 | 1,734 |
| Total debt securities | $88,612,000 | 1,945 |
| 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 | $91,938,000 | 1,936 |
| U.S. Government securities | $91,906,000 | 1,354 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $91,906,000 | 1,074 |
| Securities issued by states & political subdivisions | $32,000 | 3,948 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $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 | $0 | 3,972 |
| Mortgage-backed securities | $91,906,000 | 887 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $88,096,000 | 599 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,823,000 | 1,977 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,987,000 | 992 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $32,000 | 1,831 |
| Available-for-sale securities (fair market value) | $91,906,000 | 1,718 |
| Total debt securities | $91,938,000 | 1,919 |
| 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 | $94,466,000 | 1,901 |
| U.S. Government securities | $94,434,000 | 1,330 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $94,434,000 | 1,060 |
| Securities issued by states & political subdivisions | $32,000 | 3,988 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $94,434,000 | 876 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $90,377,000 | 592 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,947,000 | 1,957 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,110,000 | 1,013 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $32,000 | 1,825 |
| Available-for-sale securities (fair market value) | $94,434,000 | 1,689 |
| Total debt securities | $94,466,000 | 1,884 |
| 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 | $95,072,000 | 1,934 |
| U.S. Government securities | $95,040,000 | 1,336 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $95,040,000 | 1,084 |
| Securities issued by states & political subdivisions | $32,000 | 4,026 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $95,040,000 | 886 |
| Certificates of participation in pools of residential mortgages | $90,733,000 | 613 |
| Issued or guaranteed by U.S. | $90,733,000 | 607 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,110,000 | 2,020 |
| CMOs issued by government agencies or sponsored agencies | $2,110,000 | 1,947 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,197,000 | 1,479 |
| Commercial mortgage pass-through securities | $2,197,000 | 979 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $32,000 | 1,762 |
| Available-for-sale securities (fair market value) | $95,040,000 | 1,752 |
| Total debt securities | $95,071,000 | 1,918 |
| 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 | $85,195,000 | 2,038 |
| U.S. Government securities | $85,123,000 | 1,408 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $85,123,000 | 1,191 |
| Securities issued by states & political subdivisions | $72,000 | 4,040 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $85,123,000 | 980 |
| Certificates of participation in pools of residential mortgages | $80,207,000 | 685 |
| Issued or guaranteed by U.S. | $80,207,000 | 677 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,359,000 | 1,968 |
| CMOs issued by government agencies or sponsored agencies | $2,359,000 | 1,905 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,557,000 | 1,426 |
| Commercial mortgage pass-through securities | $2,557,000 | 935 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $72,000 | 1,666 |
| Available-for-sale securities (fair market value) | $85,123,000 | 1,891 |
| Total debt securities | $85,197,000 | 2,020 |
| 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 | $88,232,000 | 1,937 |
| U.S. Government securities | $88,160,000 | 1,284 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $88,160,000 | 1,130 |
| Securities issued by states & political subdivisions | $72,000 | 4,065 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $88,160,000 | 959 |
| Certificates of participation in pools of residential mortgages | $82,765,000 | 672 |
| Issued or guaranteed by U.S. | $82,765,000 | 661 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,625,000 | 1,899 |
| CMOs issued by government agencies or sponsored agencies | $2,625,000 | 1,842 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,770,000 | 1,384 |
| Commercial mortgage pass-through securities | $2,770,000 | 908 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $72,000 | 1,589 |
| Available-for-sale securities (fair market value) | $88,160,000 | 1,808 |
| Total debt securities | $88,229,000 | 1,921 |
| 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 | $71,796,000 | 2,131 |
| U.S. Government securities | $71,724,000 | 1,426 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $71,724,000 | 1,299 |
| Securities issued by states & political subdivisions | $72,000 | 4,119 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $71,724,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $65,770,000 | 771 |
| Issued or guaranteed by U.S. | $65,770,000 | 758 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,871,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $2,871,000 | 1,830 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,083,000 | 1,337 |
| Commercial mortgage pass-through securities | $3,083,000 | 858 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $72,000 | 1,611 |
| Available-for-sale securities (fair market value) | $71,724,000 | 2,002 |
| Total debt securities | $71,796,000 | 2,118 |
| 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 | $55,764,000 | 2,423 |
| U.S. Government securities | $54,800,000 | 1,620 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $54,800,000 | 1,481 |
| Securities issued by states & political subdivisions | $72,000 | 4,147 |
| Other domestic debt securities | $892,000 | 1,853 |
| Privately issued residential mortgage-backed securities | $892,000 | 452 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $55,692,000 | 1,235 |
| Certificates of participation in pools of residential mortgages | $49,562,000 | 902 |
| Issued or guaranteed by U.S. | $49,562,000 | 882 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,997,000 | 1,820 |
| CMOs issued by government agencies or sponsored agencies | $2,105,000 | 1,948 |
| Privately issued | $892,000 | 296 |
| Commercial mortgage-backed securities | $3,133,000 | 1,320 |
| Commercial mortgage pass-through securities | $3,133,000 | 856 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $72,000 | 1,597 |
| Available-for-sale securities (fair market value) | $55,692,000 | 2,274 |
| Total debt securities | $55,764,000 | 2,406 |
| 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 | $61,441,000 | 2,155 |
| U.S. Government securities | $60,381,000 | 1,431 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $60,381,000 | 1,328 |
| Securities issued by states & political subdivisions | $139,000 | 4,147 |
| Other domestic debt securities | $921,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $921,000 | 448 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $61,302,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $54,945,000 | 797 |
| Issued or guaranteed by U.S. | $54,945,000 | 777 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,123,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $2,202,000 | 1,903 |
| Privately issued | $921,000 | 287 |
| Commercial mortgage-backed securities | $3,234,000 | 1,288 |
| Commercial mortgage pass-through securities | $3,234,000 | 830 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $139,000 | 1,559 |
| Available-for-sale securities (fair market value) | $61,302,000 | 2,027 |
| Total debt securities | $61,441,000 | 2,135 |
| 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 | $66,958,000 | 1,915 |
| U.S. Government securities | $65,825,000 | 1,219 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $65,825,000 | 1,143 |
| Securities issued by states & political subdivisions | $193,000 | 4,145 |
| Other domestic debt securities | $940,000 | 1,761 |
| Privately issued residential mortgage-backed securities | $940,000 | 417 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $66,765,000 | 970 |
| Certificates of participation in pools of residential mortgages | $60,169,000 | 680 |
| Issued or guaranteed by U.S. | $60,169,000 | 669 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,274,000 | 1,783 |
| CMOs issued by government agencies or sponsored agencies | $2,334,000 | 1,905 |
| Privately issued | $940,000 | 271 |
| Commercial mortgage-backed securities | $3,322,000 | 1,232 |
| Commercial mortgage pass-through securities | $3,322,000 | 785 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $193,000 | 1,529 |
| Available-for-sale securities (fair market value) | $66,765,000 | 1,796 |
| Total debt securities | $66,960,000 | 1,896 |
| 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 | $56,348,000 | 2,043 |
| U.S. Government securities | $55,077,000 | 1,344 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $55,077,000 | 1,272 |
| Securities issued by states & political subdivisions | $249,000 | 4,110 |
| Other domestic debt securities | $1,022,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $1,022,000 | 404 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $56,099,000 | 1,072 |
| Certificates of participation in pools of residential mortgages | $49,151,000 | 744 |
| Issued or guaranteed by U.S. | $49,151,000 | 728 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,486,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $2,464,000 | 1,904 |
| Privately issued | $1,022,000 | 250 |
| Commercial mortgage-backed securities | $3,462,000 | 1,184 |
| Commercial mortgage pass-through securities | $3,462,000 | 751 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $249,000 | 1,496 |
| Available-for-sale securities (fair market value) | $56,099,000 | 1,921 |
| Total debt securities | $56,349,000 | 2,027 |
| 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 | $49,855,000 | 2,168 |
| U.S. Government securities | $48,560,000 | 1,477 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $48,560,000 | 1,381 |
| Securities issued by states & political subdivisions | $249,000 | 4,124 |
| Other domestic debt securities | $1,046,000 | 1,581 |
| Privately issued residential mortgage-backed securities | $1,046,000 | 378 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $49,606,000 | 1,149 |
| Certificates of participation in pools of residential mortgages | $42,474,000 | 803 |
| Issued or guaranteed by U.S. | $42,474,000 | 787 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,689,000 | 1,779 |
| CMOs issued by government agencies or sponsored agencies | $2,643,000 | 1,895 |
| Privately issued | $1,046,000 | 231 |
| Commercial mortgage-backed securities | $3,443,000 | 1,163 |
| Commercial mortgage pass-through securities | $3,443,000 | 742 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $249,000 | 1,505 |
| Available-for-sale securities (fair market value) | $49,606,000 | 2,029 |
| Total debt securities | $49,855,000 | 2,147 |
| 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 | $41,168,000 | 2,377 |
| U.S. Government securities | $39,827,000 | 1,696 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $39,827,000 | 1,612 |
| Securities issued by states & political subdivisions | $297,000 | 4,108 |
| Other domestic debt securities | $1,044,000 | 1,508 |
| Privately issued residential mortgage-backed securities | $1,044,000 | 391 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $40,871,000 | 1,318 |
| Certificates of participation in pools of residential mortgages | $33,543,000 | 957 |
| Issued or guaranteed by U.S. | $33,543,000 | 931 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,792,000 | 1,763 |
| CMOs issued by government agencies or sponsored agencies | $2,748,000 | 1,899 |
| Privately issued | $1,044,000 | 235 |
| Commercial mortgage-backed securities | $3,536,000 | 1,142 |
| Commercial mortgage pass-through securities | $3,536,000 | 724 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $297,000 | 1,501 |
| Available-for-sale securities (fair market value) | $40,871,000 | 2,223 |
| Total debt securities | $41,167,000 | 2,359 |
| 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 | $44,524,000 | 2,283 |
| U.S. Government securities | $42,336,000 | 1,641 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $42,336,000 | 1,549 |
| Securities issued by states & political subdivisions | $1,144,000 | 3,805 |
| Other domestic debt securities | $1,044,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $1,044,000 | 375 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $43,380,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | $35,929,000 | 876 |
| Issued or guaranteed by U.S. | $35,929,000 | 858 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,913,000 | 1,749 |
| CMOs issued by government agencies or sponsored agencies | $2,869,000 | 1,887 |
| Privately issued | $1,044,000 | 229 |
| Commercial mortgage-backed securities | $3,538,000 | 1,118 |
| Commercial mortgage pass-through securities | $3,538,000 | 719 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,144,000 | 1,320 |
| Available-for-sale securities (fair market value) | $43,380,000 | 2,158 |
| Total debt securities | $44,527,000 | 2,267 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $47,389,000 | 2,168 |
| U.S. Government securities | $45,192,000 | 1,573 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $45,192,000 | 1,484 |
| Securities issued by states & political subdivisions | $1,143,000 | 3,846 |
| Other domestic debt securities | $1,054,000 | 1,501 |
| Privately issued residential mortgage-backed securities | $1,054,000 | 387 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $46,246,000 | 1,160 |
| Certificates of participation in pools of residential mortgages | $38,360,000 | 808 |
| Issued or guaranteed by U.S. | $38,360,000 | 786 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,153,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $3,099,000 | 1,854 |
| Privately issued | $1,054,000 | 221 |
| Commercial mortgage-backed securities | $3,733,000 | 1,080 |
| Commercial mortgage pass-through securities | $3,733,000 | 698 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $1,143,000 | 1,376 |
| Available-for-sale securities (fair market value) | $46,246,000 | 2,043 |
| Total debt securities | $47,390,000 | 2,153 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $50,371,000 | 2,112 |
| U.S. Government securities | $48,145,000 | 1,509 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $48,145,000 | 1,418 |
| Securities issued by states & political subdivisions | $1,142,000 | 3,909 |
| Other domestic debt securities | $1,084,000 | 1,477 |
| Privately issued residential mortgage-backed securities | $1,084,000 | 353 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $49,229,000 | 1,082 |
| Certificates of participation in pools of residential mortgages | $41,104,000 | 756 |
| Issued or guaranteed by U.S. | $41,104,000 | 750 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,352,000 | 1,679 |
| CMOs issued by government agencies or sponsored agencies | $3,268,000 | 1,800 |
| Privately issued | $1,084,000 | 226 |
| Commercial mortgage-backed securities | $3,773,000 | 1,056 |
| Commercial mortgage pass-through securities | $3,773,000 | 699 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,142,000 | 1,420 |
| Available-for-sale securities (fair market value) | $49,229,000 | 1,996 |
| Total debt securities | $50,371,000 | 2,097 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $52,737,000 | 2,067 |
| U.S. Government securities | $50,424,000 | 1,448 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $50,424,000 | 1,369 |
| Securities issued by states & political subdivisions | $1,210,000 | 3,953 |
| Other domestic debt securities | $1,103,000 | 1,477 |
| Privately issued residential mortgage-backed securities | $1,103,000 | 356 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $51,527,000 | 1,045 |
| Certificates of participation in pools of residential mortgages | $43,241,000 | 736 |
| Issued or guaranteed by U.S. | $43,241,000 | 730 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,480,000 | 1,665 |
| CMOs issued by government agencies or sponsored agencies | $3,377,000 | 1,792 |
| Privately issued | $1,103,000 | 233 |
| Commercial mortgage-backed securities | $3,806,000 | 992 |
| Commercial mortgage pass-through securities | $3,806,000 | 680 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,210,000 | 1,434 |
| Available-for-sale securities (fair market value) | $51,527,000 | 1,941 |
| Total debt securities | $52,736,000 | 2,053 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $55,219,000 | 2,030 |
| U.S. Government securities | $52,880,000 | 1,420 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $52,880,000 | 1,356 |
| Securities issued by states & political subdivisions | $1,210,000 | 4,002 |
| Other domestic debt securities | $1,129,000 | 1,450 |
| Privately issued residential mortgage-backed securities | $1,129,000 | 329 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $54,009,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $45,561,000 | 715 |
| Issued or guaranteed by U.S. | $45,561,000 | 711 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,677,000 | 1,639 |
| CMOs issued by government agencies or sponsored agencies | $3,548,000 | 1,760 |
| Privately issued | $1,129,000 | 234 |
| Commercial mortgage-backed securities | $3,771,000 | 967 |
| Commercial mortgage pass-through securities | $3,771,000 | 670 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,210,000 | 1,461 |
| Available-for-sale securities (fair market value) | $54,009,000 | 1,904 |
| Total debt securities | $55,218,000 | 2,017 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $54,922,000 | 2,058 |
| U.S. Government securities | $52,509,000 | 1,428 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $52,509,000 | 1,357 |
| Securities issued by states & political subdivisions | $1,252,000 | 4,033 |
| Other domestic debt securities | $1,161,000 | 1,410 |
| Privately issued residential mortgage-backed securities | $1,161,000 | 276 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $53,670,000 | 999 |
| Certificates of participation in pools of residential mortgages | $44,997,000 | 730 |
| Issued or guaranteed by U.S. | $44,997,000 | 727 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,866,000 | 1,575 |
| CMOs issued by government agencies or sponsored agencies | $3,705,000 | 1,696 |
| Privately issued | $1,161,000 | 232 |
| Commercial mortgage-backed securities | $3,807,000 | 953 |
| Commercial mortgage pass-through securities | $3,807,000 | 650 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,252,000 | 1,480 |
| Available-for-sale securities (fair market value) | $53,670,000 | 1,914 |
| Total debt securities | $54,922,000 | 2,042 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $58,509,000 | 1,986 |
| U.S. Government securities | $56,065,000 | 1,354 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $56,065,000 | 1,284 |
| Securities issued by states & political subdivisions | $1,252,000 | 4,089 |
| Other domestic debt securities | $1,192,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $1,192,000 | 456 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $57,257,000 | 970 |
| Certificates of participation in pools of residential mortgages | $48,386,000 | 726 |
| Issued or guaranteed by U.S. | $48,386,000 | 713 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,008,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $3,816,000 | 1,707 |
| Privately issued | $1,192,000 | 234 |
| Commercial mortgage-backed securities | $3,863,000 | 927 |
| Commercial mortgage pass-through securities | $3,863,000 | 625 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,252,000 | 1,510 |
| Available-for-sale securities (fair market value) | $57,257,000 | 1,858 |
| Total debt securities | $58,510,000 | 1,966 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $62,397,000 | 1,906 |
| U.S. Government securities | $59,878,000 | 1,323 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $59,878,000 | 1,262 |
| Securities issued by states & political subdivisions | $1,287,000 | 4,121 |
| Other domestic debt securities | $1,232,000 | 1,392 |
| Privately issued residential mortgage-backed securities | $1,232,000 | 257 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $57,062,000 | 962 |
| Certificates of participation in pools of residential mortgages | $51,816,000 | 706 |
| Issued or guaranteed by U.S. | $51,816,000 | 706 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,246,000 | 1,543 |
| CMOs issued by government agencies or sponsored agencies | $4,014,000 | 1,661 |
| Privately issued | $1,232,000 | 243 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,287,000 | 1,533 |
| Available-for-sale securities (fair market value) | $61,110,000 | 1,786 |
| Total debt securities | $62,396,000 | 1,890 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $66,651,000 | 1,850 |
| U.S. Government securities | $64,108,000 | 1,263 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $64,108,000 | 1,203 |
| Securities issued by states & political subdivisions | $1,287,000 | 4,196 |
| Other domestic debt securities | $1,256,000 | 1,400 |
| Privately issued residential mortgage-backed securities | $1,256,000 | 254 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $61,203,000 | 925 |
| Certificates of participation in pools of residential mortgages | $55,751,000 | 680 |
| Issued or guaranteed by U.S. | $55,751,000 | 680 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,452,000 | 1,504 |
| CMOs issued by government agencies or sponsored agencies | $4,196,000 | 1,620 |
| Privately issued | $1,256,000 | 241 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,287,000 | 1,563 |
| Available-for-sale securities (fair market value) | $65,364,000 | 1,743 |
| Total debt securities | $66,651,000 | 1,833 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $77,845,000 | 1,659 |
| U.S. Government securities | $68,016,000 | 1,231 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $68,016,000 | 1,172 |
| Securities issued by states & political subdivisions | $8,547,000 | 2,889 |
| Other domestic debt securities | $1,282,000 | 1,414 |
| Privately issued residential mortgage-backed securities | $1,282,000 | 261 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $65,045,000 | 889 |
| Certificates of participation in pools of residential mortgages | $59,386,000 | 648 |
| Issued or guaranteed by U.S. | $59,386,000 | 648 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,659,000 | 1,470 |
| CMOs issued by government agencies or sponsored agencies | $4,377,000 | 1,599 |
| Privately issued | $1,282,000 | 247 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,287,000 | 1,612 |
| Available-for-sale securities (fair market value) | $76,558,000 | 1,540 |
| Total debt securities | $77,845,000 | 1,639 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $74,472,000 | 1,762 |
| U.S. Government securities | $65,863,000 | 1,279 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $65,863,000 | 1,227 |
| Securities issued by states & political subdivisions | $8,609,000 | 2,909 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $65,863,000 | 898 |
| Certificates of participation in pools of residential mortgages | $59,907,000 | 663 |
| Issued or guaranteed by U.S. | $59,907,000 | 663 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,956,000 | 1,456 |
| CMOs issued by government agencies or sponsored agencies | $5,956,000 | 1,401 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,327,000 | 1,634 |
| Available-for-sale securities (fair market value) | $73,145,000 | 1,636 |
| Total debt securities | $74,472,000 | 1,743 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $78,053,000 | 1,697 |
| U.S. Government securities | $69,608,000 | 1,246 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $69,608,000 | 1,186 |
| Securities issued by states & political subdivisions | $8,445,000 | 2,970 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $69,608,000 | 879 |
| Certificates of participation in pools of residential mortgages | $63,382,000 | 646 |
| Issued or guaranteed by U.S. | $63,382,000 | 646 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,226,000 | 1,436 |
| CMOs issued by government agencies or sponsored agencies | $6,226,000 | 1,375 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,357,000 | 1,659 |
| Available-for-sale securities (fair market value) | $76,696,000 | 1,572 |
| Total debt securities | $78,053,000 | 1,675 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $82,271,000 | 1,631 |
| U.S. Government securities | $73,878,000 | 1,163 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $73,878,000 | 1,118 |
| Securities issued by states & political subdivisions | $8,393,000 | 3,010 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $73,878,000 | 837 |
| Certificates of participation in pools of residential mortgages | $67,412,000 | 599 |
| Issued or guaranteed by U.S. | $67,412,000 | 599 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,466,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $6,466,000 | 1,328 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,357,000 | 1,669 |
| Available-for-sale securities (fair market value) | $80,914,000 | 1,492 |
| Total debt securities | $82,270,000 | 1,608 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $77,823,000 | 1,692 |
| U.S. Government securities | $72,287,000 | 1,174 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $72,287,000 | 1,128 |
| Securities issued by states & political subdivisions | $5,536,000 | 3,430 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $72,287,000 | 852 |
| Certificates of participation in pools of residential mortgages | $65,472,000 | 618 |
| Issued or guaranteed by U.S. | $65,472,000 | 618 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,815,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $6,815,000 | 1,319 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,356,000 | 1,696 |
| Available-for-sale securities (fair market value) | $76,467,000 | 1,561 |
| Total debt securities | $77,824,000 | 1,667 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $82,741,000 | 1,635 |
| U.S. Government securities | $77,178,000 | 1,131 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $77,178,000 | 1,080 |
| Securities issued by states & political subdivisions | $5,563,000 | 3,445 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $77,178,000 | 799 |
| Certificates of participation in pools of residential mortgages | $70,123,000 | 580 |
| Issued or guaranteed by U.S. | $70,123,000 | 578 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,055,000 | 1,396 |
| CMOs issued by government agencies or sponsored agencies | $7,055,000 | 1,326 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,356,000 | 1,737 |
| Available-for-sale securities (fair market value) | $81,385,000 | 1,487 |
| Total debt securities | $82,741,000 | 1,613 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $75,197,000 | 1,792 |
| U.S. Government securities | $69,648,000 | 1,265 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $69,648,000 | 1,207 |
| Securities issued by states & political subdivisions | $5,549,000 | 3,433 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $69,648,000 | 863 |
| Certificates of participation in pools of residential mortgages | $62,412,000 | 653 |
| Issued or guaranteed by U.S. | $62,412,000 | 653 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,236,000 | 1,395 |
| CMOs issued by government agencies or sponsored agencies | $7,236,000 | 1,333 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,397,000 | 1,762 |
| Available-for-sale securities (fair market value) | $73,800,000 | 1,644 |
| Total debt securities | $75,197,000 | 1,773 |
| 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 | $78,759,000 | 1,735 |
| U.S. Government securities | $73,247,000 | 1,239 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $73,247,000 | 1,176 |
| Securities issued by states & political subdivisions | $5,512,000 | 3,459 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $73,247,000 | 829 |
| Certificates of participation in pools of residential mortgages | $65,897,000 | 633 |
| Issued or guaranteed by U.S. | $65,897,000 | 633 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,350,000 | 1,384 |
| CMOs issued by government agencies or sponsored agencies | $7,350,000 | 1,328 |
| 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) | $1,397,000 | 1,789 |
| Available-for-sale securities (fair market value) | $77,362,000 | 1,588 |
| Total debt securities | $78,759,000 | 1,713 |
| 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 | $69,856,000 | 1,939 |
| U.S. Government securities | $64,836,000 | 1,370 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $64,836,000 | 1,310 |
| Securities issued by states & political subdivisions | $5,020,000 | 3,597 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $64,836,000 | 909 |
| Certificates of participation in pools of residential mortgages | $57,293,000 | 704 |
| Issued or guaranteed by U.S. | $57,293,000 | 704 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,543,000 | 1,391 |
| CMOs issued by government agencies or sponsored agencies | $7,543,000 | 1,326 |
| 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) | $1,493,000 | 1,775 |
| Available-for-sale securities (fair market value) | $68,363,000 | 1,781 |
| Total debt securities | $69,857,000 | 1,910 |
| 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 | $73,433,000 | 1,890 |
| U.S. Government securities | $65,942,000 | 1,396 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $65,942,000 | 1,334 |
| Securities issued by states & political subdivisions | $4,412,000 | 3,737 |
| 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 | $3,079,000 | 326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $65,942,000 | 924 |
| Certificates of participation in pools of residential mortgages | $58,123,000 | 715 |
| Issued or guaranteed by U.S. | $58,123,000 | 715 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,819,000 | 1,426 |
| CMOs issued by government agencies or sponsored agencies | $7,819,000 | 1,362 |
| 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) | $1,493,000 | 1,803 |
| Available-for-sale securities (fair market value) | $71,940,000 | 1,736 |
| Total debt securities | $70,354,000 | 1,944 |
| 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 | $68,922,000 | 2,029 |
| U.S. Government securities | $64,986,000 | 1,429 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $64,986,000 | 1,376 |
| Securities issued by states & political subdivisions | $844,000 | 4,736 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $3,092,000 | 324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $64,986,000 | 938 |
| Certificates of participation in pools of residential mortgages | $56,675,000 | 742 |
| Issued or guaranteed by U.S. | $56,675,000 | 741 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $8,311,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $8,311,000 | 1,360 |
| 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) | $844,000 | 1,973 |
| Available-for-sale securities (fair market value) | $68,078,000 | 1,852 |
| Total debt securities | $65,830,000 | 2,075 |
| 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 | $64,010,000 | 2,177 |
| U.S. Government securities | $60,070,000 | 1,547 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $60,070,000 | 1,482 |
| Securities issued by states & political subdivisions | $844,000 | 4,820 |
| 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 | $3,096,000 | 327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $60,070,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | $51,646,000 | 808 |
| Issued or guaranteed by U.S. | $51,646,000 | 806 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,424,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $8,424,000 | 1,363 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $844,000 | 1,988 |
| Available-for-sale securities (fair market value) | $63,166,000 | 1,983 |
| Total debt securities | $60,914,000 | 2,232 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $66,876,000 | 2,117 |
| U.S. Government securities | $62,940,000 | 1,518 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $62,940,000 | 1,455 |
| Securities issued by states & political subdivisions | $844,000 | 4,872 |
| 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 | $3,092,000 | 327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $62,940,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $54,357,000 | 790 |
| Issued or guaranteed by U.S. | $54,357,000 | 789 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,583,000 | 1,455 |
| CMOs issued by government agencies or sponsored agencies | $8,583,000 | 1,377 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $844,000 | 2,016 |
| Available-for-sale securities (fair market value) | $66,032,000 | 1,928 |
| Total debt securities | $63,783,000 | 2,188 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $67,825,000 | 2,104 |
| U.S. Government securities | $63,775,000 | 1,515 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $63,775,000 | 1,453 |
| Securities issued by states & political subdivisions | $843,000 | 4,921 |
| 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 | $3,207,000 | 335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $63,775,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $54,780,000 | 806 |
| Issued or guaranteed by U.S. | $54,780,000 | 805 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,995,000 | 1,433 |
| CMOs issued by government agencies or sponsored agencies | $8,995,000 | 1,362 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $843,000 | 2,033 |
| Available-for-sale securities (fair market value) | $66,982,000 | 1,909 |
| Total debt securities | $64,620,000 | 2,172 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $66,854,000 | 2,139 |
| U.S. Government securities | $62,804,000 | 1,542 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $62,804,000 | 1,482 |
| Securities issued by states & political subdivisions | $843,000 | 4,961 |
| 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 | $3,207,000 | 339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $62,804,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | $53,596,000 | 814 |
| Issued or guaranteed by U.S. | $53,596,000 | 813 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,208,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $9,208,000 | 1,351 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $843,000 | 2,038 |
| Available-for-sale securities (fair market value) | $66,011,000 | 1,944 |
| Total debt securities | $63,647,000 | 2,207 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $57,776,000 | 2,379 |
| U.S. Government securities | $53,722,000 | 1,760 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $53,722,000 | 1,704 |
| Securities issued by states & political subdivisions | $843,000 | 5,005 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $3,211,000 | 338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $53,722,000 | 1,170 |
| Certificates of participation in pools of residential mortgages | $44,314,000 | 947 |
| Issued or guaranteed by U.S. | $44,314,000 | 946 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $9,408,000 | 1,407 |
| CMOs issued by government agencies or sponsored agencies | $9,408,000 | 1,340 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $843,000 | 2,034 |
| Available-for-sale securities (fair market value) | $56,933,000 | 2,190 |
| Total debt securities | $54,565,000 | 2,475 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $60,732,000 | 2,299 |
| U.S. Government securities | $56,674,000 | 1,687 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $56,674,000 | 1,636 |
| Securities issued by states & political subdivisions | $843,000 | 5,015 |
| 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 | $3,215,000 | 348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $56,674,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $56,674,000 | 766 |
| Issued or guaranteed by U.S. | $56,674,000 | 766 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $843,000 | 2,022 |
| Available-for-sale securities (fair market value) | $59,889,000 | 2,108 |
| Total debt securities | $57,517,000 | 2,391 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $65,320,000 | 2,184 |
| U.S. Government securities | $61,318,000 | 1,571 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $61,318,000 | 1,520 |
| Securities issued by states & political subdivisions | $843,000 | 5,018 |
| 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 | $3,159,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $61,318,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | $61,318,000 | 722 |
| Issued or guaranteed by U.S. | $61,318,000 | 721 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $843,000 | 1,967 |
| Available-for-sale securities (fair market value) | $64,477,000 | 2,003 |
| Total debt securities | $62,163,000 | 2,236 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $71,319,000 | 2,050 |
| U.S. Government securities | $67,291,000 | 1,481 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $67,291,000 | 1,435 |
| Securities issued by states & political subdivisions | $843,000 | 5,041 |
| 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 | $3,185,000 | 363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $67,291,000 | 999 |
| Certificates of participation in pools of residential mortgages | $67,291,000 | 672 |
| Issued or guaranteed by U.S. | $67,291,000 | 671 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $843,000 | 1,955 |
| Available-for-sale securities (fair market value) | $70,476,000 | 1,885 |
| Total debt securities | $68,133,000 | 2,095 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $65,256,000 | 2,143 |
| U.S. Government securities | $61,215,000 | 1,586 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $61,215,000 | 1,536 |
| Securities issued by states & political subdivisions | $843,000 | 5,056 |
| 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 | $3,198,000 | 349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $61,215,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $61,215,000 | 714 |
| Issued or guaranteed by U.S. | $61,215,000 | 713 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $843,000 | 1,984 |
| Available-for-sale securities (fair market value) | $64,413,000 | 1,985 |
| Total debt securities | $62,057,000 | 2,213 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $71,027,000 | 2,016 |
| U.S. Government securities | $66,320,000 | 1,508 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $66,320,000 | 1,461 |
| Securities issued by states & political subdivisions | $1,487,000 | 4,765 |
| 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 | $3,220,000 | 349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $66,320,000 | 1,068 |
| Certificates of participation in pools of residential mortgages | $66,320,000 | 691 |
| Issued or guaranteed by U.S. | $66,320,000 | 690 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,487,000 | 1,804 |
| Available-for-sale securities (fair market value) | $69,540,000 | 1,870 |
| Total debt securities | $67,807,000 | 2,074 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $63,863,000 | 2,202 |
| U.S. Government securities | $59,161,000 | 1,685 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $59,161,000 | 1,642 |
| Securities issued by states & political subdivisions | $1,487,000 | 4,762 |
| 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 | $3,215,000 | 335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $59,161,000 | 1,216 |
| Certificates of participation in pools of residential mortgages | $59,161,000 | 785 |
| Issued or guaranteed by U.S. | $59,161,000 | 784 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,487,000 | 1,815 |
| Available-for-sale securities (fair market value) | $62,376,000 | 2,053 |
| Total debt securities | $60,648,000 | 2,277 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $55,992,000 | 2,456 |
| U.S. Government securities | $51,290,000 | 1,922 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $51,290,000 | 1,875 |
| Securities issued by states & political subdivisions | $1,487,000 | 4,716 |
| 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 | $3,215,000 | 326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $51,290,000 | 1,356 |
| Certificates of participation in pools of residential mortgages | $51,290,000 | 899 |
| Issued or guaranteed by U.S. | $51,290,000 | 898 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,487,000 | 1,864 |
| Available-for-sale securities (fair market value) | $54,505,000 | 2,294 |
| Total debt securities | $52,777,000 | 2,545 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $47,639,000 | 2,698 |
| U.S. Government securities | $42,937,000 | 2,129 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,937,000 | 2,082 |
| Securities issued by states & political subdivisions | $1,487,000 | 4,723 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,215,000 | 311 |
| 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 | $42,937,000 | 1,474 |
| Certificates of participation in pools of residential mortgages | $42,937,000 | 992 |
| Issued or guaranteed by U.S. | $42,937,000 | 991 |
| 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) | $1,486,000 | 1,941 |
| Available-for-sale securities (fair market value) | $46,153,000 | 2,519 |
| Total debt securities | $44,424,000 | 2,835 |
| 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 | $49,288,000 | 2,554 |
| U.S. Government securities | $44,572,000 | 2,003 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,572,000 | 1,954 |
| Securities issued by states & political subdivisions | $1,487,000 | 4,678 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,229,000 | 320 |
| 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 | $44,572,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $44,572,000 | 931 |
| Issued or guaranteed by U.S. | $44,572,000 | 928 |
| 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) | $1,487,000 | 1,958 |
| Available-for-sale securities (fair market value) | $47,801,000 | 2,384 |
| Total debt securities | $46,059,000 | 2,659 |
| 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 | $31,041,000 | 3,565 |
| U.S. Government securities | $26,321,000 | 3,075 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,321,000 | 2,990 |
| Securities issued by states & political subdivisions | $1,487,000 | 4,645 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,233,000 | 330 |
| 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 | $26,321,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $26,321,000 | 1,363 |
| Issued or guaranteed by U.S. | $26,321,000 | 1,358 |
| 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) | $1,487,000 | 1,981 |
| Available-for-sale securities (fair market value) | $29,554,000 | 3,358 |
| Total debt securities | $27,808,000 | 3,762 |
| 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 | $23,396,000 | 4,185 |
| U.S. Government securities | $18,681,000 | 3,778 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,681,000 | 3,671 |
| Securities issued by states & political subdivisions | $1,487,000 | 4,641 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,228,000 | 327 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,681,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $18,681,000 | 1,723 |
| Issued or guaranteed by U.S. | $18,681,000 | 1,719 |
| 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) | $1,486,000 | 2,008 |
| Available-for-sale securities (fair market value) | $21,910,000 | 3,985 |
| Total debt securities | $20,168,000 | 4,491 |
| 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 | $15,634,000 | 4,942 |
| U.S. Government securities | $11,250,000 | 4,656 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,250,000 | 4,534 |
| Securities issued by states & political subdivisions | $1,142,000 | 4,847 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,242,000 | 329 |
| 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 | $11,250,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $11,250,000 | 2,298 |
| Issued or guaranteed by U.S. | $11,250,000 | 2,291 |
| 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) | $1,142,000 | 2,120 |
| Available-for-sale securities (fair market value) | $14,492,000 | 4,661 |
| Total debt securities | $12,392,000 | 5,347 |
| 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 | $15,796,000 | 4,875 |
| U.S. Government securities | $11,883,000 | 4,505 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,883,000 | 4,386 |
| Securities issued by states & political subdivisions | $645,000 | 5,099 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,268,000 | 350 |
| 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 | $11,883,000 | 2,926 |
| Certificates of participation in pools of residential mortgages | $11,883,000 | 2,194 |
| Issued or guaranteed by U.S. | $11,883,000 | 2,188 |
| 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) | $646,000 | 2,381 |
| Available-for-sale securities (fair market value) | $15,150,000 | 4,517 |
| Total debt securities | $12,528,000 | 5,271 |
| 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 | $16,635,000 | 4,794 |
| U.S. Government securities | $12,509,000 | 4,488 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,509,000 | 4,376 |
| Securities issued by states & political subdivisions | $645,000 | 5,076 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,481,000 | 346 |
| 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 | $12,509,000 | 2,844 |
| Certificates of participation in pools of residential mortgages | $12,509,000 | 2,161 |
| Issued or guaranteed by U.S. | $12,509,000 | 2,153 |
| 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) | $646,000 | 2,446 |
| Available-for-sale securities (fair market value) | $15,989,000 | 4,451 |
| Total debt securities | $13,154,000 | 5,192 |
| 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 | $7,518,000 | 6,240 |
| U.S. Government securities | $3,190,000 | 6,616 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,190,000 | 6,504 |
| Securities issued by states & political subdivisions | $645,000 | 5,098 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,683,000 | 337 |
| 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 | $3,190,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $3,190,000 | 3,989 |
| Issued or guaranteed by U.S. | $3,190,000 | 3,980 |
| 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) | $646,000 | 2,496 |
| Available-for-sale securities (fair market value) | $6,872,000 | 5,860 |
| Total debt securities | $3,835,000 | 6,899 |
| 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 | $7,880,000 | 6,167 |
| U.S. Government securities | $3,308,000 | 6,586 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,308,000 | 6,490 |
| Securities issued by states & political subdivisions | $645,000 | 5,137 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,927,000 | 339 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,308,000 | 4,587 |
| Certificates of participation in pools of residential mortgages | $3,308,000 | 4,031 |
| Issued or guaranteed by U.S. | $3,308,000 | 4,023 |
| 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) | $645,000 | 2,544 |
| Available-for-sale securities (fair market value) | $7,235,000 | 5,790 |
| Total debt securities | $3,953,000 | 6,903 |
| 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 | $8,236,000 | 6,131 |
| U.S. Government securities | $3,419,000 | 6,608 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,419,000 | 6,513 |
| Securities issued by states & political subdivisions | $890,000 | 5,002 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,927,000 | 377 |
| 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 | $3,419,000 | 4,640 |
| Certificates of participation in pools of residential mortgages | $3,419,000 | 4,073 |
| Issued or guaranteed by U.S. | $3,419,000 | 4,065 |
| 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) | $891,000 | 2,508 |
| Available-for-sale securities (fair market value) | $7,345,000 | 5,803 |
| Total debt securities | $4,309,000 | 6,880 |
| 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 | $8,868,000 | 6,029 |
| U.S. Government securities | $3,685,000 | 6,551 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,685,000 | 6,463 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,679 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,798,000 | 418 |
| 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 | $3,685,000 | 4,603 |
| Certificates of participation in pools of residential mortgages | $3,685,000 | 4,052 |
| Issued or guaranteed by U.S. | $3,685,000 | 4,039 |
| 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) | $1,386,000 | 2,327 |
| Available-for-sale securities (fair market value) | $7,482,000 | 5,789 |
| Total debt securities | $5,070,000 | 6,746 |
| 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 | $9,049,000 | 6,075 |
| U.S. Government securities | $3,888,000 | 6,602 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,888,000 | 6,514 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,602 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,776,000 | 429 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,888,000 | 4,630 |
| Certificates of participation in pools of residential mortgages | $3,888,000 | 4,085 |
| Issued or guaranteed by U.S. | $3,888,000 | 4,075 |
| 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) | $1,385,000 | 2,368 |
| Available-for-sale securities (fair market value) | $7,664,000 | 5,791 |
| Total debt securities | $5,273,000 | 6,767 |
| 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 | $9,291,000 | 6,058 |
| U.S. Government securities | $4,007,000 | 6,693 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,007,000 | 6,593 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,557 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,899,000 | 383 |
| 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 | $4,007,000 | 4,564 |
| Certificates of participation in pools of residential mortgages | $4,007,000 | 4,008 |
| Issued or guaranteed by U.S. | $4,007,000 | 3,996 |
| 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) | $1,385,000 | 2,385 |
| Available-for-sale securities (fair market value) | $7,906,000 | 5,786 |
| Total debt securities | $5,392,000 | 6,807 |
| 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 | $10,164,000 | 5,859 |
| U.S. Government securities | $4,490,000 | 6,549 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,490,000 | 6,455 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,539 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,289,000 | 365 |
| 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 | $4,490,000 | 4,355 |
| Certificates of participation in pools of residential mortgages | $4,490,000 | 3,790 |
| Issued or guaranteed by U.S. | $4,490,000 | 3,778 |
| 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) | $1,385,000 | 2,393 |
| Available-for-sale securities (fair market value) | $8,779,000 | 5,574 |
| Total debt securities | $5,875,000 | 6,676 |
| 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 | $11,004,000 | 5,752 |
| U.S. Government securities | $4,971,000 | 6,465 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,971,000 | 6,377 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,572 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,648,000 | 491 |
| 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 | $4,971,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $4,971,000 | 3,650 |
| Issued or guaranteed by U.S. | $4,971,000 | 3,635 |
| 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) | $1,385,000 | 2,403 |
| Available-for-sale securities (fair market value) | $9,619,000 | 5,491 |
| Total debt securities | $6,356,000 | 6,606 |
| 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 | $11,762,000 | 5,630 |
| U.S. Government securities | $5,459,000 | 6,329 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,459,000 | 6,232 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,598 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,918,000 | 527 |
| 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 | $5,459,000 | 3,996 |
| Certificates of participation in pools of residential mortgages | $5,459,000 | 3,411 |
| Issued or guaranteed by U.S. | $5,459,000 | 3,394 |
| 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) | $1,385,000 | 2,451 |
| Available-for-sale securities (fair market value) | $10,377,000 | 5,334 |
| Total debt securities | $6,844,000 | 6,528 |
| 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 | $12,428,000 | 5,609 |
| U.S. Government securities | $6,126,000 | 6,257 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,126,000 | 6,153 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,612 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,917,000 | 490 |
| 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 | $6,126,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $6,126,000 | 2,965 |
| Issued or guaranteed by U.S. | $6,126,000 | 2,950 |
| 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) | $1,385,000 | 2,510 |
| Available-for-sale securities (fair market value) | $11,043,000 | 5,268 |
| Total debt securities | $7,511,000 | 6,483 |
| 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 | $13,335,000 | 5,486 |
| U.S. Government securities | $7,105,000 | 6,060 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,105,000 | 5,952 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,613 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,845,000 | 476 |
| 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 | $7,105,000 | 3,211 |
| Certificates of participation in pools of residential mortgages | $7,105,000 | 2,582 |
| Issued or guaranteed by U.S. | $7,105,000 | 2,569 |
| 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) | $1,385,000 | 2,565 |
| Available-for-sale securities (fair market value) | $11,950,000 | 5,152 |
| Total debt securities | $8,490,000 | 6,323 |
| 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 | $14,240,000 | 5,339 |
| U.S. Government securities | $7,924,000 | 5,870 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,924,000 | 5,762 |
| Securities issued by states & political subdivisions | $1,530,000 | 4,539 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,786,000 | 482 |
| 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 | $7,924,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $7,924,000 | 2,374 |
| Issued or guaranteed by U.S. | $7,924,000 | 2,362 |
| 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) | $1,531,000 | 2,527 |
| Available-for-sale securities (fair market value) | $12,709,000 | 5,002 |
| Total debt securities | $9,454,000 | 6,150 |
| 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 | $15,275,000 | 5,211 |
| U.S. Government securities | $8,997,000 | 5,648 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,997,000 | 5,532 |
| Securities issued by states & political subdivisions | $1,530,000 | 4,557 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,748,000 | 489 |
| 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 | $8,997,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $8,997,000 | 2,210 |
| Issued or guaranteed by U.S. | $8,997,000 | 2,201 |
| 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) | $1,529,000 | 2,577 |
| Available-for-sale securities (fair market value) | $13,746,000 | 4,852 |
| Total debt securities | $10,527,000 | 5,960 |
| 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 | $15,996,000 | 5,132 |
| U.S. Government securities | $9,643,000 | 5,561 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,643,000 | 5,438 |
| Securities issued by states & political subdivisions | $1,670,000 | 4,490 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,683,000 | 497 |
| 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 | $9,643,000 | 2,697 |
| Certificates of participation in pools of residential mortgages | $9,643,000 | 2,127 |
| Issued or guaranteed by U.S. | $9,643,000 | 2,116 |
| 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) | $1,669,000 | 2,585 |
| Available-for-sale securities (fair market value) | $14,327,000 | 4,773 |
| Total debt securities | $11,313,000 | 5,863 |
| 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 | $16,923,000 | 5,036 |
| U.S. Government securities | $10,619,000 | 5,383 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,619,000 | 5,258 |
| Securities issued by states & political subdivisions | $1,671,000 | 4,507 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,633,000 | 493 |
| 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 | $10,619,000 | 2,562 |
| Certificates of participation in pools of residential mortgages | $10,619,000 | 2,022 |
| Issued or guaranteed by U.S. | $10,619,000 | 2,008 |
| 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) | $1,671,000 | 2,641 |
| Available-for-sale securities (fair market value) | $15,252,000 | 4,654 |
| Total debt securities | $12,290,000 | 5,727 |
| 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 | $17,909,000 | 4,862 |
| U.S. Government securities | $11,681,000 | 5,187 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,681,000 | 5,052 |
| Securities issued by states & political subdivisions | $1,670,000 | 4,509 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,558,000 | 502 |
| 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 | $11,681,000 | 2,426 |
| Certificates of participation in pools of residential mortgages | $11,681,000 | 1,912 |
| Issued or guaranteed by U.S. | $11,681,000 | 1,901 |
| 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) | $1,670,000 | 2,673 |
| Available-for-sale securities (fair market value) | $16,239,000 | 4,481 |
| Total debt securities | $13,351,000 | 5,555 |
| 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 | $19,102,000 | 4,732 |
| U.S. Government securities | $12,915,000 | 4,955 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,915,000 | 4,816 |
| Securities issued by states & political subdivisions | $1,671,000 | 4,538 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,516,000 | 512 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,915,000 | 2,336 |
| Certificates of participation in pools of residential mortgages | $12,915,000 | 1,830 |
| Issued or guaranteed by U.S. | $12,915,000 | 1,815 |
| 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) | $1,671,000 | 2,724 |
| Available-for-sale securities (fair market value) | $17,431,000 | 4,347 |
| Total debt securities | $14,586,000 | 5,386 |
| 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 | $19,989,000 | 4,627 |
| U.S. Government securities | $13,841,000 | 4,765 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,841,000 | 4,623 |
| Securities issued by states & political subdivisions | $1,670,000 | 4,578 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,478,000 | 526 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,841,000 | 2,254 |
| Certificates of participation in pools of residential mortgages | $13,841,000 | 1,757 |
| Issued or guaranteed by U.S. | $13,841,000 | 1,745 |
| 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) | $1,670,000 | 2,772 |
| Available-for-sale securities (fair market value) | $18,319,000 | 4,204 |
| Total debt securities | $15,511,000 | 5,236 |
| 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 | $21,963,000 | 4,356 |
| U.S. Government securities | $15,118,000 | 4,471 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,118,000 | 4,341 |
| Securities issued by states & political subdivisions | $2,401,000 | 4,122 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,444,000 | 530 |
| 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 | $15,118,000 | 2,142 |
| Certificates of participation in pools of residential mortgages | $15,118,000 | 1,674 |
| Issued or guaranteed by U.S. | $15,118,000 | 1,662 |
| 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) | $2,401,000 | 2,532 |
| Available-for-sale securities (fair market value) | $19,562,000 | 4,044 |
| Total debt securities | $17,519,000 | 4,932 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $23,553,000 | 4,198 |
| U.S. Government securities | $16,730,000 | 4,286 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,730,000 | 4,154 |
| Securities issued by states & political subdivisions | $2,402,000 | 4,111 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,421,000 | 558 |
| 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 | $16,730,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | $16,730,000 | 1,616 |
| Issued or guaranteed by U.S. | $16,730,000 | 1,602 |
| 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) | $2,402,000 | 2,576 |
| Available-for-sale securities (fair market value) | $21,151,000 | 3,890 |
| Total debt securities | $19,132,000 | 4,694 |
| 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 | $25,112,000 | 4,088 |
| U.S. Government securities | $18,308,000 | 4,109 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,308,000 | 3,962 |
| Securities issued by states & political subdivisions | $2,402,000 | 4,110 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,402,000 | 572 |
| 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 | $18,308,000 | 2,018 |
| Certificates of participation in pools of residential mortgages | $18,308,000 | 1,567 |
| Issued or guaranteed by U.S. | $18,308,000 | 1,555 |
| 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) | $2,402,000 | 2,601 |
| Available-for-sale securities (fair market value) | $22,710,000 | 3,788 |
| Total debt securities | $20,710,000 | 4,561 |
| 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 | $26,254,000 | 3,974 |
| U.S. Government securities | $19,467,000 | 3,943 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,467,000 | 3,809 |
| Securities issued by states & political subdivisions | $2,403,000 | 4,113 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,384,000 | 600 |
| 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 | $19,467,000 | 1,966 |
| Certificates of participation in pools of residential mortgages | $19,467,000 | 1,518 |
| Issued or guaranteed by U.S. | $19,467,000 | 1,505 |
| 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) | $2,403,000 | 2,629 |
| Available-for-sale securities (fair market value) | $23,851,000 | 3,698 |
| Total debt securities | $21,870,000 | 4,421 |
| 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 | $26,298,000 | 3,961 |
| U.S. Government securities | $18,535,000 | 4,027 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,535,000 | 3,885 |
| Securities issued by states & political subdivisions | $2,403,000 | 4,114 |
| Other domestic debt securities | $1,001,000 | 2,350 |
| 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 | $1,001,000 | 1,980 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,359,000 | 623 |
| 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 | $18,535,000 | 2,036 |
| Certificates of participation in pools of residential mortgages | $18,535,000 | 1,582 |
| Issued or guaranteed by U.S. | $18,535,000 | 1,573 |
| 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) | $2,403,000 | 2,678 |
| Available-for-sale securities (fair market value) | $23,895,000 | 3,656 |
| Total debt securities | $21,939,000 | 4,397 |
| 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 | $27,457,000 | 3,920 |
| U.S. Government securities | $19,716,000 | 3,928 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,716,000 | 3,783 |
| Securities issued by states & political subdivisions | $2,404,000 | 4,116 |
| Other domestic debt securities | $1,004,000 | 2,432 |
| 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 | $1,004,000 | 2,068 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,333,000 | 647 |
| 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 | $19,716,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | $19,716,000 | 1,523 |
| Issued or guaranteed by U.S. | $19,716,000 | 1,511 |
| 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) | $2,404,000 | 2,686 |
| Available-for-sale securities (fair market value) | $25,053,000 | 3,595 |
| Total debt securities | $23,124,000 | 4,308 |
| 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 | $29,833,000 | 3,670 |
| U.S. Government securities | $22,087,000 | 3,591 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,087,000 | 3,470 |
| Securities issued by states & political subdivisions | $2,405,000 | 4,108 |
| Other domestic debt securities | $1,006,000 | 2,525 |
| 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 | $1,006,000 | 2,150 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,335,000 | 699 |
| 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 | $22,087,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $22,087,000 | 1,419 |
| Issued or guaranteed by U.S. | $22,087,000 | 1,407 |
| 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) | $2,404,000 | 2,669 |
| Available-for-sale securities (fair market value) | $27,429,000 | 3,379 |
| Total debt securities | $25,498,000 | 4,029 |
| 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 | $25,796,000 | 4,123 |
| U.S. Government securities | $18,070,000 | 4,186 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,070,000 | 4,038 |
| Securities issued by states & political subdivisions | $2,405,000 | 4,149 |
| Other domestic debt securities | $1,009,000 | 2,574 |
| 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 | $1,009,000 | 2,272 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,312,000 | 687 |
| 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 | $17,068,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $17,068,000 | 1,737 |
| Issued or guaranteed by U.S. | $17,068,000 | 1,725 |
| 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) | $2,405,000 | 2,715 |
| Available-for-sale securities (fair market value) | $23,391,000 | 3,806 |
| Total debt securities | $21,484,000 | 4,536 |
| 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 | $27,561,000 | 3,865 |
| U.S. Government securities | $19,836,000 | 3,818 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,836,000 | 3,682 |
| Securities issued by states & political subdivisions | $2,427,000 | 4,169 |
| Other domestic debt securities | $1,009,000 | 2,686 |
| 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 | $1,009,000 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,289,000 | 735 |
| 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 | $18,825,000 | 2,086 |
| Certificates of participation in pools of residential mortgages | $18,825,000 | 1,594 |
| Issued or guaranteed by U.S. | $18,825,000 | 1,584 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,524,000 | 2,698 |
| Available-for-sale securities (fair market value) | $25,037,000 | 3,570 |
| Total debt securities | $23,272,000 | 4,260 |
| 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 | $23,811,000 | 4,184 |
| U.S. Government securities | $15,088,000 | 4,480 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,088,000 | 4,326 |
| Securities issued by states & political subdivisions | $2,428,000 | 4,126 |
| Other domestic debt securities | $2,003,000 | 2,189 |
| 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 | $2,003,000 | 1,906 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,292,000 | 764 |
| 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 | $14,069,000 | 2,548 |
| Certificates of participation in pools of residential mortgages | $14,069,000 | 1,937 |
| Issued or guaranteed by U.S. | $14,069,000 | 1,928 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,502,000 | 2,714 |
| Available-for-sale securities (fair market value) | $21,309,000 | 3,921 |
| Total debt securities | $19,519,000 | 4,661 |
| 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 | $25,986,000 | 3,905 |
| U.S. Government securities | $17,337,000 | 4,087 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,337,000 | 3,923 |
| Securities issued by states & political subdivisions | $2,428,000 | 4,049 |
| Other domestic debt securities | $1,952,000 | 2,240 |
| 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 | $1,952,000 | 1,944 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,269,000 | 769 |
| 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 | $16,306,000 | 2,300 |
| Certificates of participation in pools of residential mortgages | $16,306,000 | 1,728 |
| Issued or guaranteed by U.S. | $16,306,000 | 1,723 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,509,000 | 2,754 |
| Available-for-sale securities (fair market value) | $23,477,000 | 3,614 |
| Total debt securities | $21,717,000 | 4,328 |
| 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 | $22,737,000 | 4,276 |
| U.S. Government securities | $15,107,000 | 4,444 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,107,000 | 4,280 |
| Securities issued by states & political subdivisions | $2,429,000 | 4,050 |
| Other domestic debt securities | $960,000 | 2,896 |
| 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 | $960,000 | 2,561 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,248,000 | 756 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $7,000 | 9 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,068,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $14,068,000 | 1,868 |
| Issued or guaranteed by U.S. | $14,068,000 | 1,860 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,495,000 | 2,836 |
| Available-for-sale securities (fair market value) | $20,242,000 | 3,978 |
| Total debt securities | $18,496,000 | 4,784 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $16,548,000 | 5,100 |
| U.S. Government securities | $11,911,000 | 5,029 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,911,000 | 4,826 |
| Securities issued by states & political subdivisions | $530,000 | 5,874 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,116,000 | 751 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $9,000 | 8 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,407,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $11,407,000 | 1,923 |
| Issued or guaranteed by U.S. | $11,407,000 | 1,911 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $521,000 | 4,250 |
| Available-for-sale securities (fair market value) | $16,027,000 | 4,439 |
| Total debt securities | $12,441,000 | 5,809 |
| 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 | $10,996,000 | 6,497 |
| U.S. Government securities | $10,466,000 | 5,712 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,466,000 | 5,402 |
| Securities issued by states & political subdivisions | $530,000 | 6,012 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,973,000 | 2,655 |
| Certificates of participation in pools of residential mortgages | $7,973,000 | 2,008 |
| Issued or guaranteed by U.S. | $7,973,000 | 1,993 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $530,000 | 4,903 |
| Available-for-sale securities (fair market value) | $10,466,000 | 5,604 |
| Total debt securities | $10,996,000 | 6,381 |
| 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 | $12,366,000 | 6,437 |
| U.S. Government securities | $11,836,000 | 5,556 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,836,000 | 5,050 |
| Securities issued by states & political subdivisions | $530,000 | 6,335 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,367,000 | 2,988 |
| Certificates of participation in pools of residential mortgages | $7,367,000 | 2,235 |
| Issued or guaranteed by U.S. | $7,367,000 | 2,223 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $530,000 | 5,309 |
| Available-for-sale securities (fair market value) | $11,836,000 | 5,402 |
| Total debt securities | $12,366,000 | 6,319 |
| 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 | $6,861,000 | 8,067 |
| U.S. Government securities | $6,331,000 | 7,415 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,331,000 | 6,584 |
| Securities issued by states & political subdivisions | $530,000 | 6,508 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,797,000 | 5,460 |
| Certificates of participation in pools of residential mortgages | $1,797,000 | 4,546 |
| Issued or guaranteed by U.S. | $1,797,000 | 4,527 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $530,000 | 5,843 |
| Available-for-sale securities (fair market value) | $6,331,000 | 6,886 |
| Total debt securities | $6,861,000 | 7,945 |
| 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 | $7,259,000 | 8,347 |
| U.S. Government securities | $6,737,000 | 7,786 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,737,000 | 6,494 |
| Securities issued by states & political subdivisions | $530,000 | 6,661 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $8,000 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,243,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $2,243,000 | 4,217 |
| Issued or guaranteed by U.S. | $2,243,000 | 4,204 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $510,000 | 6,759 |
| Available-for-sale securities (fair market value) | $6,749,000 | 6,791 |
| Total debt securities | $7,267,000 | 8,211 |
| 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 | $11,474,000 | 7,448 |
| U.S. Government securities | $7,926,000 | 7,870 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,926,000 | 6,297 |
| Securities issued by states & political subdivisions | $530,000 | 6,988 |
| 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 | $3,044,000 | 1,098 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $26,000 | 181 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,439,000 | 4,961 |
| Certificates of participation in pools of residential mortgages | $3,439,000 | 3,850 |
| Issued or guaranteed by U.S. | $3,439,000 | 3,827 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $504,000 | 7,417 |
| Available-for-sale securities (fair market value) | $10,970,000 | 5,699 |
| Total debt securities | $8,456,000 | 8,343 |
| 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 | $11,437,000 | 7,787 |
| U.S. Government securities | $8,516,000 | 7,947 |
| U.S. Treasury securities | $4,539,000 | 4,874 |
| U.S. Government agency obligations | $3,977,000 | 8,352 |
| 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 | $2,939,000 | 1,098 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $18,000 | 227 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,979,000 | 6,279 |
| Certificates of participation in pools of residential mortgages | $1,979,000 | 4,924 |
| Issued or guaranteed by U.S. | $1,979,000 | 4,892 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $11,437,000 | 5,724 |
| Total debt securities | $8,516,000 | 8,696 |
| 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 | $14,595,000 | 7,239 |
| U.S. Government securities | $11,860,000 | 7,015 |
| U.S. Treasury securities | $5,878,000 | 5,036 |
| U.S. Government agency obligations | $5,982,000 | 7,172 |
| Securities issued by states & political subdivisions | $120,000 | 8,963 |
| 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 | $2,638,000 | 1,063 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $23,000 | 272 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,116,000 | 6,536 |
| Certificates of participation in pools of residential mortgages | $2,116,000 | 5,070 |
| Issued or guaranteed by U.S. | $2,116,000 | 5,046 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,213,000 | 9,868 |
| Available-for-sale securities (fair market value) | $12,382,000 | 4,139 |
| Total debt securities | $11,980,000 | 7,950 |
| 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 | $15,818,000 | 7,146 |
| U.S. Government securities | $12,059,000 | 7,206 |
| U.S. Treasury securities | $9,075,000 | 3,797 |
| U.S. Government agency obligations | $2,984,000 | 9,413 |
| Securities issued by states & political subdivisions | $180,000 | 8,964 |
| 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 | $3,601,000 | 948 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $22,000 | 246 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,984,000 | 6,440 |
| Certificates of participation in pools of residential mortgages | $2,984,000 | 4,896 |
| Issued or guaranteed by U.S. | $2,984,000 | 4,859 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,239,000 | 8,107 |
| 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 | $17,999,000 | 6,525 |
| U.S. Government securities | $14,539,000 | 6,394 |
| U.S. Treasury securities | $9,610,000 | 3,626 |
| U.S. Government agency obligations | $4,929,000 | 8,038 |
| Securities issued by states & political subdivisions | $60,000 | 9,532 |
| 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 | $3,432,000 | 849 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $32,000 | 337 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,929,000 | 5,503 |
| Certificates of participation in pools of residential mortgages | $4,929,000 | 4,014 |
| Issued or guaranteed by U.S. | $4,929,000 | 3,958 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,599,000 | 7,357 |
| 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 |