Home > Slovenian Savings and Loan Association of Franklin-Conemaugh > Securities
Slovenian Savings and Loan Association of Franklin-Conemaugh, Securities
| 2023-12-31 | Rank | |
| Total securities | $47,581,000 | 2,667 |
| U.S. Government securities | $17,668,000 | 3,110 |
| U.S. Treasury securities | $978,000 | 2,535 |
| U.S. Government agency obligations | $16,690,000 | 2,789 |
| Securities issued by states & political subdivisions | $28,967,000 | 1,403 |
| Other domestic debt securities | $941,000 | 2,015 |
| 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 | $941,000 | 1,590 |
| 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 | $2,310,000 | 3,607 |
| Mortgage-backed securities | $14,593,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,072,000 | 2,321 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,331,000 | 2,066 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,316,000 | 1,144 |
| Other commercial mortgage-backed securities | $4,874,000 | 719 |
| Held to maturity securities (book value) | $4,118,000 | 1,223 |
| Available-for-sale securities (fair market value) | $43,458,000 | 2,551 |
| Total debt securities | $47,583,000 | 2,650 |
| 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 | $46,605,000 | 2,681 |
| U.S. Government securities | $17,861,000 | 3,091 |
| U.S. Treasury securities | $966,000 | 2,599 |
| U.S. Government agency obligations | $16,895,000 | 2,764 |
| Securities issued by states & political subdivisions | $27,321,000 | 1,444 |
| Other domestic debt securities | $1,420,000 | 1,880 |
| 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 | $1,420,000 | 1,459 |
| 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 | $2,330,000 | 3,610 |
| Mortgage-backed securities | $14,864,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,015,000 | 2,322 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,345,000 | 2,026 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,270,000 | 1,128 |
| Other commercial mortgage-backed securities | $5,234,000 | 683 |
| Held to maturity securities (book value) | $4,643,000 | 1,221 |
| Available-for-sale securities (fair market value) | $41,959,000 | 2,563 |
| Total debt securities | $46,603,000 | 2,664 |
| 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 | $48,628,000 | 2,684 |
| U.S. Government securities | $18,646,000 | 3,099 |
| U.S. Treasury securities | $962,000 | 2,621 |
| U.S. Government agency obligations | $17,684,000 | 2,778 |
| Securities issued by states & political subdivisions | $28,560,000 | 1,450 |
| Other domestic debt securities | $1,420,000 | 1,891 |
| 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 | $1,420,000 | 1,468 |
| 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 | $2,167,000 | 3,611 |
| Mortgage-backed securities | $15,545,000 | 2,247 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,430,000 | 2,313 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,423,000 | 2,017 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,302,000 | 1,125 |
| Other commercial mortgage-backed securities | $5,390,000 | 679 |
| Held to maturity securities (book value) | $4,683,000 | 1,234 |
| Available-for-sale securities (fair market value) | $43,943,000 | 2,570 |
| Total debt securities | $48,624,000 | 2,670 |
| 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 | $50,155,000 | 2,724 |
| U.S. Government securities | $19,455,000 | 3,134 |
| U.S. Treasury securities | $973,000 | 2,682 |
| U.S. Government agency obligations | $18,482,000 | 2,729 |
| Securities issued by states & political subdivisions | $28,863,000 | 1,490 |
| Other domestic debt securities | $1,835,000 | 1,846 |
| 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 | $1,835,000 | 1,428 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,293,000 | 3,573 |
| Mortgage-backed securities | $16,254,000 | 2,261 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,771,000 | 2,337 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,496,000 | 2,039 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,325,000 | 1,144 |
| Other commercial mortgage-backed securities | $5,662,000 | 680 |
| Held to maturity securities (book value) | $5,131,000 | 1,248 |
| Available-for-sale securities (fair market value) | $45,022,000 | 2,616 |
| Total debt securities | $50,153,000 | 2,705 |
| 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 | $48,933,000 | 2,788 |
| U.S. Government securities | $19,571,000 | 3,146 |
| U.S. Treasury securities | $960,000 | 2,735 |
| U.S. Government agency obligations | $18,611,000 | 2,717 |
| Securities issued by states & political subdivisions | $27,540,000 | 1,603 |
| Other domestic debt securities | $1,820,000 | 1,878 |
| 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 | $1,820,000 | 1,454 |
| 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 | $1,850,000 | 3,590 |
| Mortgage-backed securities | $16,457,000 | 2,277 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,888,000 | 2,343 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,514,000 | 2,048 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,298,000 | 1,140 |
| Other commercial mortgage-backed securities | $5,757,000 | 679 |
| Held to maturity securities (book value) | $5,158,000 | 1,263 |
| Available-for-sale securities (fair market value) | $43,773,000 | 2,674 |
| Total debt securities | $48,929,000 | 2,767 |
| 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 | $50,773,000 | 2,743 |
| U.S. Government securities | $20,030,000 | 3,149 |
| U.S. Treasury securities | $962,000 | 2,746 |
| U.S. Government agency obligations | $19,068,000 | 2,718 |
| Securities issued by states & political subdivisions | $28,413,000 | 1,545 |
| Other domestic debt securities | $2,327,000 | 1,734 |
| 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 | $2,327,000 | 1,336 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,886,000 | 3,582 |
| Mortgage-backed securities | $16,911,000 | 2,274 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,032,000 | 2,349 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,573,000 | 2,038 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,294,000 | 1,161 |
| Other commercial mortgage-backed securities | $6,012,000 | 696 |
| Held to maturity securities (book value) | $5,941,000 | 1,196 |
| Available-for-sale securities (fair market value) | $44,829,000 | 2,662 |
| Total debt securities | $50,770,000 | 2,723 |
| 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 | $54,599,000 | 2,669 |
| U.S. Government securities | $21,112,000 | 3,108 |
| U.S. Treasury securities | $982,000 | 2,704 |
| U.S. Government agency obligations | $20,130,000 | 2,696 |
| Securities issued by states & political subdivisions | $30,144,000 | 1,543 |
| Other domestic debt securities | $3,341,000 | 1,495 |
| 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 | $3,341,000 | 1,197 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,957,000 | 3,583 |
| Mortgage-backed securities | $17,896,000 | 2,276 |
| Certificates of participation in pools of residential mortgages | $8,610,000 | 2,394 |
| Issued or guaranteed by U.S. | $8,610,000 | 2,331 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,631,000 | 2,137 |
| CMOs issued by government agencies or sponsored agencies | $1,631,000 | 2,060 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $7,655,000 | 981 |
| Commercial mortgage pass-through securities | $1,348,000 | 1,143 |
| Other commercial mortgage-backed securities | $6,307,000 | 740 |
| Held to maturity securities (book value) | $7,147,000 | 1,064 |
| Available-for-sale securities (fair market value) | $47,450,000 | 2,652 |
| Total debt securities | $54,596,000 | 2,654 |
| 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 | $60,530,000 | 2,513 |
| U.S. Government securities | $22,707,000 | 2,938 |
| U.S. Treasury securities | $998,000 | 2,438 |
| U.S. Government agency obligations | $21,709,000 | 2,607 |
| Securities issued by states & political subdivisions | $32,942,000 | 1,469 |
| Other domestic debt securities | $4,376,000 | 1,371 |
| 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 | $4,376,000 | 1,077 |
| Foreign debt securities | $501,000 | 236 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,009,000 | 3,579 |
| Mortgage-backed securities | $19,396,000 | 2,225 |
| Certificates of participation in pools of residential mortgages | $9,423,000 | 2,334 |
| Issued or guaranteed by U.S. | $9,423,000 | 2,277 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,847,000 | 2,084 |
| CMOs issued by government agencies or sponsored agencies | $1,847,000 | 2,018 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $8,126,000 | 958 |
| Commercial mortgage pass-through securities | $1,391,000 | 1,130 |
| Other commercial mortgage-backed securities | $6,735,000 | 712 |
| Held to maturity securities (book value) | $8,883,000 | 917 |
| Available-for-sale securities (fair market value) | $51,643,000 | 2,537 |
| Total debt securities | $60,526,000 | 2,500 |
| 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 | $66,268,000 | 2,323 |
| U.S. Government securities | $23,775,000 | 2,740 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $23,775,000 | 2,487 |
| Securities issued by states & political subdivisions | $37,557,000 | 1,374 |
| Other domestic debt securities | $4,430,000 | 1,331 |
| 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 | $4,430,000 | 1,017 |
| Foreign debt securities | $502,000 | 229 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,247,000 | 3,552 |
| Mortgage-backed securities | $21,320,000 | 2,151 |
| Certificates of participation in pools of residential mortgages | $10,427,000 | 2,238 |
| Issued or guaranteed by U.S. | $10,427,000 | 2,176 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,913,000 | 2,057 |
| CMOs issued by government agencies or sponsored agencies | $1,913,000 | 2,000 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $8,980,000 | 913 |
| Commercial mortgage pass-through securities | $1,493,000 | 1,102 |
| Other commercial mortgage-backed securities | $7,487,000 | 679 |
| Held to maturity securities (book value) | $11,023,000 | 741 |
| Available-for-sale securities (fair market value) | $55,241,000 | 2,402 |
| Total debt securities | $66,264,000 | 2,309 |
| 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 | $70,631,000 | 2,155 |
| U.S. Government securities | $25,091,000 | 2,601 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $25,091,000 | 2,410 |
| Securities issued by states & political subdivisions | $40,079,000 | 1,273 |
| Other domestic debt securities | $4,953,000 | 1,240 |
| 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 | $4,953,000 | 916 |
| Foreign debt securities | $504,000 | 217 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,456,000 | 3,539 |
| Mortgage-backed securities | $22,617,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | $11,197,000 | 2,189 |
| Issued or guaranteed by U.S. | $11,197,000 | 2,134 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,994,000 | 2,063 |
| CMOs issued by government agencies or sponsored agencies | $1,994,000 | 2,012 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $9,426,000 | 892 |
| Commercial mortgage pass-through securities | $1,509,000 | 1,102 |
| Other commercial mortgage-backed securities | $7,917,000 | 655 |
| Held to maturity securities (book value) | $15,030,000 | 634 |
| Available-for-sale securities (fair market value) | $55,597,000 | 2,337 |
| Total debt securities | $70,627,000 | 2,140 |
| 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 | $71,753,000 | 2,085 |
| U.S. Government securities | $22,977,000 | 2,649 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $22,977,000 | 2,466 |
| Securities issued by states & political subdivisions | $42,296,000 | 1,181 |
| Other domestic debt securities | $5,967,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $5,967,000 | 787 |
| Foreign debt securities | $505,000 | 210 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,464,000 | 3,547 |
| Mortgage-backed securities | $21,455,000 | 2,093 |
| Certificates of participation in pools of residential mortgages | $11,948,000 | 2,109 |
| Issued or guaranteed by U.S. | $11,948,000 | 2,052 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $9,507,000 | 878 |
| Commercial mortgage pass-through securities | $1,521,000 | 1,101 |
| Other commercial mortgage-backed securities | $7,986,000 | 630 |
| Held to maturity securities (book value) | $19,361,000 | 544 |
| Available-for-sale securities (fair market value) | $52,384,000 | 2,350 |
| Total debt securities | $71,746,000 | 2,068 |
| 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 | $63,647,000 | 2,109 |
| U.S. Government securities | $15,831,000 | 2,940 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $15,831,000 | 2,770 |
| Securities issued by states & political subdivisions | $41,331,000 | 1,148 |
| Other domestic debt securities | $6,474,000 | 1,024 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $6,474,000 | 678 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,490,000 | 3,548 |
| Mortgage-backed securities | $14,331,000 | 2,408 |
| Certificates of participation in pools of residential mortgages | $6,267,000 | 2,590 |
| Issued or guaranteed by U.S. | $6,267,000 | 2,515 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $8,064,000 | 906 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $8,064,000 | 602 |
| Held to maturity securities (book value) | $21,828,000 | 476 |
| Available-for-sale securities (fair market value) | $41,808,000 | 2,533 |
| Total debt securities | $63,637,000 | 2,090 |
| 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 | $45,799,000 | 2,455 |
| U.S. Government securities | $11,120,000 | 3,187 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $11,120,000 | 3,041 |
| Securities issued by states & political subdivisions | $28,177,000 | 1,513 |
| Other domestic debt securities | $5,982,000 | 1,000 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $5,982,000 | 678 |
| Foreign debt securities | $507,000 | 213 |
| 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 | $9,620,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $5,545,000 | 2,618 |
| Issued or guaranteed by U.S. | $5,545,000 | 2,547 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $4,075,000 | 1,145 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $4,075,000 | 757 |
| Held to maturity securities (book value) | $24,807,000 | 427 |
| Available-for-sale securities (fair market value) | $20,979,000 | 3,167 |
| Total debt securities | $45,784,000 | 2,429 |
| 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 | $37,708,000 | 2,625 |
| U.S. Government securities | $6,735,000 | 3,599 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,735,000 | 3,437 |
| Securities issued by states & political subdivisions | $12,464,000 | 2,281 |
| Other domestic debt securities | $18,499,000 | 543 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $18,499,000 | 339 |
| 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 | $5,235,000 | 3,128 |
| Certificates of participation in pools of residential mortgages | $5,235,000 | 2,650 |
| Issued or guaranteed by U.S. | $5,235,000 | 2,571 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $37,698,000 | 328 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $37,698,000 | 2,602 |
| 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 | $49,204,000 | 2,192 |
| U.S. Government securities | $7,384,000 | 3,542 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,384,000 | 3,388 |
| Securities issued by states & political subdivisions | $12,820,000 | 2,181 |
| Other domestic debt securities | $28,988,000 | 407 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $28,988,000 | 229 |
| 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 | $5,884,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $5,884,000 | 2,531 |
| Issued or guaranteed by U.S. | $5,884,000 | 2,455 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $49,192,000 | 278 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $49,192,000 | 2,171 |
| 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 | $46,427,000 | 2,210 |
| U.S. Government securities | $5,412,000 | 3,834 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,412,000 | 3,665 |
| Securities issued by states & political subdivisions | $13,073,000 | 2,047 |
| Other domestic debt securities | $27,934,000 | 395 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $27,934,000 | 224 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $8,000 | 268 |
| 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 | $2,425,000 | 3,540 |
| Certificates of participation in pools of residential mortgages | $2,425,000 | 3,136 |
| Issued or guaranteed by U.S. | $2,425,000 | 3,041 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $46,419,000 | 291 |
| Available-for-sale securities (fair market value) | $8,000 | 4,702 |
| Total debt securities | $46,419,000 | 2,190 |
| 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 | $46,697,000 | 2,211 |
| U.S. Government securities | $12,668,000 | 3,132 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,668,000 | 2,977 |
| Securities issued by states & political subdivisions | $13,553,000 | 1,973 |
| Other domestic debt securities | $20,460,000 | 440 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $20,460,000 | 263 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $16,000 | 298 |
| 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 | $438,000 | 3,963 |
| Certificates of participation in pools of residential mortgages | $438,000 | 3,743 |
| Issued or guaranteed by U.S. | $438,000 | 3,665 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $46,681,000 | 305 |
| Available-for-sale securities (fair market value) | $16,000 | 4,758 |
| Total debt securities | $46,681,000 | 2,193 |
| 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 | $46,630,000 | 2,204 |
| U.S. Government securities | $15,182,000 | 2,950 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $15,182,000 | 2,788 |
| Securities issued by states & political subdivisions | $14,471,000 | 1,906 |
| Other domestic debt securities | $16,957,000 | 479 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $16,957,000 | 304 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $20,000 | 379 |
| 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 | $457,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $457,000 | 3,772 |
| Issued or guaranteed by U.S. | $457,000 | 3,695 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $46,610,000 | 329 |
| Available-for-sale securities (fair market value) | $20,000 | 4,839 |
| Total debt securities | $46,610,000 | 2,187 |
| Structured notes | ||
| Amortized cost | $500,000 | 667 |
| Fair value | $499,000 | 711 |
| 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 | $48,162,000 | 2,194 |
| U.S. Government securities | $16,211,000 | 2,917 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $16,211,000 | 2,751 |
| Securities issued by states & political subdivisions | $14,474,000 | 1,943 |
| Other domestic debt securities | $17,463,000 | 452 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $17,463,000 | 290 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $14,000 | 422 |
| 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 | $486,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $486,000 | 3,774 |
| Issued or guaranteed by U.S. | $486,000 | 3,704 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $48,148,000 | 342 |
| Available-for-sale securities (fair market value) | $14,000 | 4,888 |
| Total debt securities | $48,148,000 | 2,181 |
| Structured notes | ||
| Amortized cost | $500,000 | 736 |
| Fair value | $496,000 | 786 |
| 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 | $43,595,000 | 2,385 |
| U.S. Government securities | $16,480,000 | 2,930 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $16,480,000 | 2,766 |
| Securities issued by states & political subdivisions | $14,390,000 | 2,014 |
| Other domestic debt securities | $12,710,000 | 539 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $12,710,000 | 360 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $15,000 | 431 |
| 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 | $506,000 | 4,030 |
| Certificates of participation in pools of residential mortgages | $506,000 | 3,798 |
| Issued or guaranteed by U.S. | $506,000 | 3,715 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $43,580,000 | 367 |
| Available-for-sale securities (fair market value) | $15,000 | 4,926 |
| Total debt securities | $43,580,000 | 2,368 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $492,000 | 799 |
| 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 | $43,868,000 | 2,403 |
| U.S. Government securities | $16,503,000 | 2,942 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $16,503,000 | 2,779 |
| Securities issued by states & political subdivisions | $14,893,000 | 2,006 |
| Other domestic debt securities | $12,466,000 | 530 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $12,466,000 | 359 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $6,000 | 635 |
| 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 | $529,000 | 4,049 |
| Certificates of participation in pools of residential mortgages | $529,000 | 3,817 |
| Issued or guaranteed by U.S. | $529,000 | 3,750 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $43,862,000 | 385 |
| Available-for-sale securities (fair market value) | $6,000 | 4,982 |
| Total debt securities | $43,862,000 | 2,385 |
| Structured notes | ||
| Amortized cost | $500,000 | 771 |
| Fair value | $479,000 | 835 |
| 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 | $39,946,000 | 2,573 |
| U.S. Government securities | $16,537,000 | 2,968 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,537,000 | 2,816 |
| Securities issued by states & political subdivisions | $15,417,000 | 1,995 |
| Other domestic debt securities | $7,984,000 | 651 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $7,984,000 | 475 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $8,000 | 659 |
| 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 | $563,000 | 4,090 |
| Certificates of participation in pools of residential mortgages | $563,000 | 3,853 |
| Issued or guaranteed by U.S. | $563,000 | 3,827 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $39,938,000 | 420 |
| Available-for-sale securities (fair market value) | $8,000 | 5,052 |
| Total debt securities | $39,938,000 | 2,553 |
| Structured notes | ||
| Amortized cost | $500,000 | 750 |
| Fair value | $473,000 | 807 |
| 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 | $37,074,000 | 2,716 |
| U.S. Government securities | $16,570,000 | 2,962 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $16,570,000 | 2,812 |
| Securities issued by states & political subdivisions | $16,002,000 | 2,002 |
| Other domestic debt securities | $4,493,000 | 992 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $4,493,000 | 642 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $9,000 | 690 |
| 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 | $597,000 | 4,131 |
| Certificates of participation in pools of residential mortgages | $597,000 | 3,890 |
| Issued or guaranteed by U.S. | $597,000 | 3,729 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $37,065,000 | 441 |
| Available-for-sale securities (fair market value) | $9,000 | 5,109 |
| Total debt securities | $37,065,000 | 2,698 |
| Structured notes | ||
| Amortized cost | $500,000 | 749 |
| Fair value | $472,000 | 816 |
| 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 | $35,026,000 | 2,837 |
| U.S. Government securities | $16,606,000 | 3,046 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $16,606,000 | 2,907 |
| Securities issued by states & political subdivisions | $16,107,000 | 2,030 |
| Other domestic debt securities | $2,306,000 | 1,140 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $2,306,000 | 883 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $7,000 | 738 |
| 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 | $633,000 | 4,164 |
| Certificates of participation in pools of residential mortgages | $633,000 | 3,921 |
| Issued or guaranteed by U.S. | $633,000 | 3,914 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $35,019,000 | 462 |
| Available-for-sale securities (fair market value) | $7,000 | 5,169 |
| Total debt securities | $35,020,000 | 2,820 |
| Structured notes | ||
| Amortized cost | $500,000 | 718 |
| Fair value | $482,000 | 770 |
| 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 | $35,075,000 | 2,862 |
| U.S. Government securities | $16,640,000 | 3,058 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $16,640,000 | 2,920 |
| Securities issued by states & political subdivisions | $16,113,000 | 2,090 |
| Other domestic debt securities | $2,308,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $2,308,000 | 890 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $14,000 | 983 |
| 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 | $667,000 | 4,182 |
| Certificates of participation in pools of residential mortgages | $667,000 | 3,949 |
| Issued or guaranteed by U.S. | $667,000 | 3,943 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $35,061,000 | 465 |
| Available-for-sale securities (fair market value) | $14,000 | 5,228 |
| Total debt securities | $35,061,000 | 2,845 |
| Structured notes | ||
| Amortized cost | $500,000 | 725 |
| Fair value | $493,000 | 761 |
| 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 | $35,373,000 | 2,890 |
| U.S. Government securities | $16,678,000 | 3,095 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $16,678,000 | 2,971 |
| Securities issued by states & political subdivisions | $16,369,000 | 2,099 |
| Other domestic debt securities | $2,310,000 | 1,159 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $2,310,000 | 922 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $16,000 | 981 |
| 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 | $706,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $706,000 | 3,978 |
| Issued or guaranteed by U.S. | $706,000 | 3,973 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $35,357,000 | 487 |
| Available-for-sale securities (fair market value) | $16,000 | 5,278 |
| Total debt securities | $35,357,000 | 2,867 |
| Structured notes | ||
| Amortized cost | $500,000 | 753 |
| Fair value | $494,000 | 803 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $37,068,000 | 2,851 |
| U.S. Government securities | $18,230,000 | 2,997 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $18,230,000 | 2,877 |
| Securities issued by states & political subdivisions | $17,270,000 | 2,048 |
| Other domestic debt securities | $1,556,000 | 1,366 |
| 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 | $1,556,000 | 1,113 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $12,000 | 1,001 |
| 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 | $758,000 | 4,236 |
| Certificates of participation in pools of residential mortgages | $758,000 | 3,997 |
| Issued or guaranteed by U.S. | $758,000 | 3,991 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $37,056,000 | 486 |
| Available-for-sale securities (fair market value) | $12,000 | 5,327 |
| Total debt securities | $37,056,000 | 2,833 |
| Structured notes | ||
| Amortized cost | $500,000 | 804 |
| Fair value | $496,000 | 855 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $35,062,000 | 2,981 |
| U.S. Government securities | $16,510,000 | 3,185 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $16,510,000 | 3,062 |
| Securities issued by states & political subdivisions | $18,538,000 | 1,976 |
| 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 | $14,000 | 995 |
| 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 | $788,000 | 4,294 |
| Certificates of participation in pools of residential mortgages | $788,000 | 4,053 |
| Issued or guaranteed by U.S. | $788,000 | 4,049 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $35,048,000 | 512 |
| Available-for-sale securities (fair market value) | $14,000 | 5,390 |
| Total debt securities | $35,048,000 | 2,962 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $488,000 | 918 |
| 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 | $35,232,000 | 2,956 |
| U.S. Government securities | $16,043,000 | 3,210 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,043,000 | 3,087 |
| Securities issued by states & political subdivisions | $19,169,000 | 1,930 |
| 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 | $20,000 | 978 |
| 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 | $821,000 | 4,311 |
| Certificates of participation in pools of residential mortgages | $821,000 | 4,065 |
| Issued or guaranteed by U.S. | $821,000 | 4,059 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $35,212,000 | 513 |
| Available-for-sale securities (fair market value) | $20,000 | 5,437 |
| Total debt securities | $35,212,000 | 2,940 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $472,000 | 928 |
| 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 | $35,000,000 | 2,942 |
| U.S. Government securities | $16,819,000 | 3,143 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $16,819,000 | 3,032 |
| Securities issued by states & political subdivisions | $18,172,000 | 2,009 |
| 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 | $9,000 | 1,024 |
| 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 | $849,000 | 4,353 |
| Certificates of participation in pools of residential mortgages | $849,000 | 4,095 |
| Issued or guaranteed by U.S. | $849,000 | 4,092 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $34,991,000 | 515 |
| Available-for-sale securities (fair market value) | $9,000 | 5,502 |
| Total debt securities | $34,991,000 | 2,927 |
| Structured notes | ||
| Amortized cost | $500,000 | 832 |
| Fair value | $499,000 | 879 |
| 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 | $34,062,000 | 3,056 |
| U.S. Government securities | $19,457,000 | 3,000 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $19,457,000 | 2,882 |
| Securities issued by states & political subdivisions | $14,595,000 | 2,316 |
| 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 | $10,000 | 1,039 |
| 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 | $886,000 | 4,397 |
| Certificates of participation in pools of residential mortgages | $886,000 | 4,126 |
| Issued or guaranteed by U.S. | $886,000 | 4,121 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $34,052,000 | 536 |
| Available-for-sale securities (fair market value) | $10,000 | 5,578 |
| Total debt securities | $34,052,000 | 3,035 |
| Structured notes | ||
| Amortized cost | $11,000,000 | 141 |
| Fair value | $10,883,000 | 142 |
| 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 | $35,546,000 | 3,037 |
| U.S. Government securities | $22,237,000 | 2,865 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $22,237,000 | 2,760 |
| Securities issued by states & political subdivisions | $13,302,000 | 2,416 |
| 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 | $7,000 | 1,072 |
| 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 | $922,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $922,000 | 4,150 |
| Issued or guaranteed by U.S. | $922,000 | 4,146 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $35,539,000 | 544 |
| Available-for-sale securities (fair market value) | $7,000 | 5,629 |
| Total debt securities | $35,539,000 | 3,020 |
| Structured notes | ||
| Amortized cost | $12,500,000 | 145 |
| Fair value | $12,355,000 | 145 |
| 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 | $35,538,000 | 3,065 |
| U.S. Government securities | $22,766,000 | 2,861 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $22,766,000 | 2,760 |
| Securities issued by states & political subdivisions | $12,763,000 | 2,496 |
| 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 | $9,000 | 1,061 |
| 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 | $955,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $955,000 | 4,171 |
| Issued or guaranteed by U.S. | $955,000 | 4,168 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $35,529,000 | 557 |
| Available-for-sale securities (fair market value) | $9,000 | 5,683 |
| Total debt securities | $35,529,000 | 3,044 |
| Structured notes | ||
| Amortized cost | $13,600,000 | 157 |
| Fair value | $13,283,000 | 158 |
| 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 | $35,570,000 | 3,098 |
| U.S. Government securities | $23,843,000 | 2,841 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $23,843,000 | 2,751 |
| Securities issued by states & political subdivisions | $11,715,000 | 2,608 |
| 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 | $12,000 | 1,056 |
| 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 | $992,000 | 4,479 |
| Certificates of participation in pools of residential mortgages | $992,000 | 4,214 |
| Issued or guaranteed by U.S. | $992,000 | 4,209 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $35,558,000 | 551 |
| Available-for-sale securities (fair market value) | $12,000 | 5,759 |
| Total debt securities | $35,558,000 | 3,072 |
| Structured notes | ||
| Amortized cost | $16,150,000 | 166 |
| Fair value | $15,891,000 | 170 |
| 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 | $35,895,000 | 3,146 |
| U.S. Government securities | $24,469,000 | 2,893 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $24,469,000 | 2,812 |
| Securities issued by states & political subdivisions | $11,414,000 | 2,665 |
| 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 | $12,000 | 1,065 |
| 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 | $1,027,000 | 4,549 |
| Certificates of participation in pools of residential mortgages | $1,027,000 | 4,277 |
| Issued or guaranteed by U.S. | $1,027,000 | 4,273 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $35,883,000 | 550 |
| Available-for-sale securities (fair market value) | $12,000 | 5,833 |
| Total debt securities | $35,883,000 | 3,119 |
| Structured notes | ||
| Amortized cost | $18,250,000 | 173 |
| Fair value | $17,774,000 | 174 |
| 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 | $35,079,000 | 3,235 |
| U.S. Government securities | $24,473,000 | 2,933 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $24,473,000 | 2,858 |
| Securities issued by states & political subdivisions | $10,594,000 | 2,740 |
| 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 | $12,000 | 1,062 |
| 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 | $1,083,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $1,083,000 | 4,322 |
| Issued or guaranteed by U.S. | $1,083,000 | 4,315 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $35,067,000 | 558 |
| Available-for-sale securities (fair market value) | $12,000 | 5,898 |
| Total debt securities | $35,067,000 | 3,210 |
| Structured notes | ||
| Amortized cost | $18,200,000 | 185 |
| Fair value | $17,983,000 | 187 |
| 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 | $36,003,000 | 3,210 |
| U.S. Government securities | $25,146,000 | 2,933 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $25,146,000 | 2,837 |
| Securities issued by states & political subdivisions | $10,595,000 | 2,759 |
| Other domestic debt securities | $251,000 | 2,167 |
| 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 | $251,000 | 1,744 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,000 | 1,067 |
| 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 | $1,109,000 | 4,673 |
| Certificates of participation in pools of residential mortgages | $1,109,000 | 4,383 |
| Issued or guaranteed by U.S. | $1,109,000 | 4,376 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $35,992,000 | 549 |
| Available-for-sale securities (fair market value) | $11,000 | 5,994 |
| Total debt securities | $35,992,000 | 3,188 |
| Structured notes | ||
| Amortized cost | $18,350,000 | 183 |
| Fair value | $17,812,000 | 187 |
| 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 | $36,290,000 | 3,282 |
| U.S. Government securities | $25,429,000 | 2,993 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $25,429,000 | 2,891 |
| Securities issued by states & political subdivisions | $10,596,000 | 2,789 |
| Other domestic debt securities | $251,000 | 2,231 |
| 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 | $251,000 | 1,775 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $14,000 | 1,081 |
| 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 | $1,145,000 | 4,743 |
| Certificates of participation in pools of residential mortgages | $1,145,000 | 4,448 |
| Issued or guaranteed by U.S. | $1,145,000 | 4,445 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $36,276,000 | 548 |
| Available-for-sale securities (fair market value) | $14,000 | 6,066 |
| Total debt securities | $36,276,000 | 3,258 |
| Structured notes | ||
| Amortized cost | $18,600,000 | 208 |
| Fair value | $17,811,000 | 214 |
| 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 | $35,167,000 | 3,371 |
| U.S. Government securities | $24,729,000 | 3,092 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $24,729,000 | 3,000 |
| Securities issued by states & political subdivisions | $10,165,000 | 2,869 |
| Other domestic debt securities | $252,000 | 2,286 |
| 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 | $252,000 | 1,833 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $21,000 | 1,060 |
| 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 | $1,194,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $1,194,000 | 4,481 |
| Issued or guaranteed by U.S. | $1,194,000 | 4,479 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $35,146,000 | 552 |
| Available-for-sale securities (fair market value) | $21,000 | 6,116 |
| Total debt securities | $35,146,000 | 3,344 |
| Structured notes | ||
| Amortized cost | $18,850,000 | 230 |
| Fair value | $17,336,000 | 244 |
| 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 | $36,308,000 | 3,332 |
| U.S. Government securities | $25,276,000 | 3,061 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $25,276,000 | 2,985 |
| Securities issued by states & political subdivisions | $10,508,000 | 2,815 |
| Other domestic debt securities | $503,000 | 2,133 |
| 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 | $503,000 | 1,696 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $21,000 | 1,077 |
| 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 | $1,243,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $1,243,000 | 4,497 |
| Issued or guaranteed by U.S. | $1,243,000 | 4,493 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $36,287,000 | 527 |
| Available-for-sale securities (fair market value) | $21,000 | 6,185 |
| Total debt securities | $36,287,000 | 3,307 |
| Structured notes | ||
| Amortized cost | $18,850,000 | 243 |
| Fair value | $17,411,000 | 253 |
| 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 | $36,339,000 | 3,322 |
| U.S. Government securities | $25,313,000 | 3,045 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,313,000 | 2,975 |
| Securities issued by states & political subdivisions | $10,507,000 | 2,823 |
| Other domestic debt securities | $503,000 | 2,188 |
| 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 | $503,000 | 1,732 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $16,000 | 1,123 |
| 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 | $1,281,000 | 4,824 |
| Certificates of participation in pools of residential mortgages | $1,281,000 | 4,505 |
| Issued or guaranteed by U.S. | $1,281,000 | 4,499 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $36,323,000 | 510 |
| Available-for-sale securities (fair market value) | $16,000 | 6,268 |
| Total debt securities | $36,323,000 | 3,296 |
| Structured notes | ||
| Amortized cost | $18,850,000 | 240 |
| Fair value | $16,641,000 | 252 |
| 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 | $36,365,000 | 3,341 |
| U.S. Government securities | $25,348,000 | 3,081 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,348,000 | 3,003 |
| Securities issued by states & political subdivisions | $10,506,000 | 2,837 |
| Other domestic debt securities | $504,000 | 2,242 |
| 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 | $504,000 | 1,764 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $7,000 | 1,210 |
| 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 | $1,317,000 | 4,860 |
| Certificates of participation in pools of residential mortgages | $1,317,000 | 4,532 |
| Issued or guaranteed by U.S. | $1,317,000 | 4,527 |
| 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) | $36,358,000 | 494 |
| Available-for-sale securities (fair market value) | $7,000 | 6,341 |
| Total debt securities | $36,358,000 | 3,308 |
| Structured notes | ||
| Amortized cost | $18,850,000 | 236 |
| Fair value | $17,130,000 | 245 |
| 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 | $36,919,000 | 3,297 |
| U.S. Government securities | $25,402,000 | 3,065 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $25,402,000 | 2,987 |
| Securities issued by states & political subdivisions | $10,505,000 | 2,814 |
| Other domestic debt securities | $1,005,000 | 1,965 |
| 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 | $1,005,000 | 1,520 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $7,000 | 1,213 |
| 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 | $1,372,000 | 4,846 |
| Certificates of participation in pools of residential mortgages | $1,372,000 | 4,480 |
| Issued or guaranteed by U.S. | $1,372,000 | 4,476 |
| 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) | $36,912,000 | 458 |
| Available-for-sale securities (fair market value) | $7,000 | 6,390 |
| Total debt securities | $36,912,000 | 3,261 |
| Structured notes | ||
| Amortized cost | $18,850,000 | 228 |
| Fair value | $18,122,000 | 233 |
| 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 | $37,211,000 | 3,298 |
| U.S. Government securities | $25,443,000 | 3,095 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $25,443,000 | 3,024 |
| Securities issued by states & political subdivisions | $10,503,000 | 2,787 |
| Other domestic debt securities | $1,261,000 | 1,856 |
| 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 | $1,261,000 | 1,405 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,000 | 1,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,556 |
| Mortgage-backed securities | $1,413,000 | 4,879 |
| Certificates of participation in pools of residential mortgages | $1,413,000 | 4,508 |
| Issued or guaranteed by U.S. | $1,413,000 | 4,506 |
| 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) | $37,207,000 | 437 |
| Available-for-sale securities (fair market value) | $4,000 | 6,468 |
| Total debt securities | $37,207,000 | 3,266 |
| Structured notes | ||
| Amortized cost | $18,850,000 | 237 |
| Fair value | $18,715,000 | 239 |
| 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 | $36,635,000 | 3,273 |
| U.S. Government securities | $25,914,000 | 2,997 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $25,914,000 | 2,932 |
| Securities issued by states & political subdivisions | $9,709,000 | 2,888 |
| Other domestic debt securities | $1,011,000 | 1,968 |
| 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 | $1,011,000 | 1,483 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,000 | 1,300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,586 |
| Mortgage-backed securities | $1,450,000 | 4,899 |
| Certificates of participation in pools of residential mortgages | $1,450,000 | 4,514 |
| Issued or guaranteed by U.S. | $1,450,000 | 4,513 |
| 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) | $36,634,000 | 431 |
| Available-for-sale securities (fair market value) | $1,000 | 6,532 |
| Total debt securities | $36,634,000 | 3,237 |
| Structured notes | ||
| Amortized cost | $20,471,000 | 219 |
| Fair value | $20,485,000 | 219 |
| 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 | $37,325,000 | 3,272 |
| U.S. Government securities | $26,965,000 | 2,982 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,965,000 | 2,928 |
| Securities issued by states & political subdivisions | $9,343,000 | 2,914 |
| Other domestic debt securities | $1,016,000 | 2,021 |
| 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 | $1,016,000 | 1,519 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,000 | 1,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,668 |
| Mortgage-backed securities | $1,495,000 | 4,997 |
| Certificates of participation in pools of residential mortgages | $1,495,000 | 4,620 |
| Issued or guaranteed by U.S. | $1,495,000 | 4,618 |
| 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) | $37,324,000 | 426 |
| Available-for-sale securities (fair market value) | $1,000 | 6,617 |
| Total debt securities | $37,324,000 | 3,244 |
| Structured notes | ||
| Amortized cost | $18,482,000 | 251 |
| Fair value | $18,570,000 | 249 |
| 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 | $35,678,000 | 3,372 |
| U.S. Government securities | $26,335,000 | 3,087 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $26,335,000 | 3,024 |
| Securities issued by states & political subdivisions | $9,342,000 | 2,851 |
| 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 | $1,000 | 1,326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,741 |
| Mortgage-backed securities | $1,547,000 | 5,033 |
| Certificates of participation in pools of residential mortgages | $1,547,000 | 4,638 |
| Issued or guaranteed by U.S. | $1,547,000 | 4,636 |
| 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) | $35,677,000 | 447 |
| Available-for-sale securities (fair market value) | $1,000 | 6,676 |
| Total debt securities | $35,677,000 | 3,350 |
| Structured notes | ||
| Amortized cost | $17,299,000 | 280 |
| Fair value | $17,382,000 | 278 |
| 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 | $35,923,000 | 3,371 |
| U.S. Government securities | $26,596,000 | 3,112 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $26,596,000 | 3,054 |
| Securities issued by states & political subdivisions | $9,326,000 | 2,774 |
| 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 | $1,000 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,761 |
| Mortgage-backed securities | $1,584,000 | 5,045 |
| Certificates of participation in pools of residential mortgages | $1,584,000 | 4,643 |
| Issued or guaranteed by U.S. | $1,584,000 | 4,639 |
| 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) | $35,922,000 | 452 |
| Available-for-sale securities (fair market value) | $1,000 | 6,729 |
| Total debt securities | $35,922,000 | 3,349 |
| Structured notes | ||
| Amortized cost | $17,024,000 | 349 |
| Fair value | $17,056,000 | 349 |
| 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 | $30,697,000 | 3,628 |
| U.S. Government securities | $21,459,000 | 3,494 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,459,000 | 3,413 |
| Securities issued by states & political subdivisions | $9,237,000 | 2,760 |
| 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 | $1,000 | 1,348 |
| 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 | $1,721,000 | 4,978 |
| Certificates of participation in pools of residential mortgages | $1,721,000 | 4,535 |
| Issued or guaranteed by U.S. | $1,721,000 | 4,528 |
| 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) | $30,696,000 | 506 |
| Available-for-sale securities (fair market value) | $1,000 | 6,750 |
| Total debt securities | $30,696,000 | 3,602 |
| 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 | $30,165,000 | 3,598 |
| U.S. Government securities | $23,005,000 | 3,282 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,005,000 | 3,199 |
| Securities issued by states & political subdivisions | $7,159,000 | 3,045 |
| 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 | $1,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,766,000 | 4,953 |
| Certificates of participation in pools of residential mortgages | $1,766,000 | 4,499 |
| Issued or guaranteed by U.S. | $1,766,000 | 4,486 |
| 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) | $30,164,000 | 502 |
| Available-for-sale securities (fair market value) | $1,000 | 6,812 |
| Total debt securities | $30,164,000 | 3,568 |
| 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 | $28,655,000 | 3,724 |
| U.S. Government securities | $26,656,000 | 3,049 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,656,000 | 2,965 |
| Securities issued by states & political subdivisions | $1,997,000 | 4,448 |
| 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 | $2,000 | 1,369 |
| 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 | $1,818,000 | 4,914 |
| Certificates of participation in pools of residential mortgages | $1,818,000 | 4,447 |
| Issued or guaranteed by U.S. | $1,818,000 | 4,437 |
| 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) | $28,653,000 | 520 |
| Available-for-sale securities (fair market value) | $2,000 | 6,882 |
| Total debt securities | $28,653,000 | 3,695 |
| 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 | $25,998,000 | 3,945 |
| U.S. Government securities | $25,092,000 | 3,155 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,092,000 | 3,064 |
| Securities issued by states & political subdivisions | $904,000 | 4,993 |
| 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 | $2,000 | 1,400 |
| 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 | $1,872,000 | 4,867 |
| Certificates of participation in pools of residential mortgages | $1,872,000 | 4,383 |
| Issued or guaranteed by U.S. | $1,872,000 | 4,373 |
| 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) | $25,996,000 | 559 |
| Available-for-sale securities (fair market value) | $2,000 | 6,938 |
| Total debt securities | $25,996,000 | 3,913 |
| 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 | $23,063,000 | 4,077 |
| U.S. Government securities | $22,157,000 | 3,254 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,157,000 | 3,155 |
| Securities issued by states & political subdivisions | $904,000 | 5,009 |
| 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 | $2,000 | 1,402 |
| 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 | $1,930,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $1,930,000 | 4,264 |
| Issued or guaranteed by U.S. | $1,930,000 | 4,258 |
| 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) | $23,061,000 | 592 |
| Available-for-sale securities (fair market value) | $2,000 | 6,986 |
| Total debt securities | $23,061,000 | 4,043 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $17,380,000 | 4,661 |
| U.S. Government securities | $16,474,000 | 3,847 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,474,000 | 3,740 |
| Securities issued by states & political subdivisions | $904,000 | 4,937 |
| 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 | $2,000 | 1,451 |
| 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 | $1,989,000 | 4,807 |
| Certificates of participation in pools of residential mortgages | $1,989,000 | 4,240 |
| Issued or guaranteed by U.S. | $1,989,000 | 4,233 |
| 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) | $17,378,000 | 768 |
| Available-for-sale securities (fair market value) | $2,000 | 7,066 |
| Total debt securities | $17,378,000 | 4,620 |
| 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 | $16,241,000 | 4,842 |
| U.S. Government securities | $15,334,000 | 4,046 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,334,000 | 3,941 |
| Securities issued by states & political subdivisions | $905,000 | 4,913 |
| 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 | $2,000 | 1,501 |
| 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 | $2,049,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $2,049,000 | 4,275 |
| Issued or guaranteed by U.S. | $2,049,000 | 4,266 |
| 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) | $16,239,000 | 817 |
| Available-for-sale securities (fair market value) | $2,000 | 7,127 |
| Total debt securities | $16,239,000 | 4,801 |
| 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 | $11,331,000 | 5,558 |
| U.S. Government securities | $10,419,000 | 4,919 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,419,000 | 4,813 |
| Securities issued by states & political subdivisions | $905,000 | 4,921 |
| 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 | $7,000 | 1,468 |
| 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 | $2,123,000 | 4,866 |
| Certificates of participation in pools of residential mortgages | $2,123,000 | 4,356 |
| Issued or guaranteed by U.S. | $2,123,000 | 4,349 |
| 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) | $11,324,000 | 1,024 |
| Available-for-sale securities (fair market value) | $7,000 | 7,204 |
| Total debt securities | $11,324,000 | 5,520 |
| 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 | $7,879,000 | 6,168 |
| U.S. Government securities | $6,966,000 | 5,611 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,966,000 | 5,511 |
| Securities issued by states & political subdivisions | $905,000 | 4,962 |
| 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 | $8,000 | 1,507 |
| 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 | $2,216,000 | 4,911 |
| Certificates of participation in pools of residential mortgages | $2,216,000 | 4,406 |
| Issued or guaranteed by U.S. | $2,216,000 | 4,400 |
| 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) | $7,871,000 | 1,219 |
| Available-for-sale securities (fair market value) | $8,000 | 7,253 |
| Total debt securities | $7,871,000 | 6,125 |
| 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 | $9,047,000 | 5,995 |
| U.S. Government securities | $8,132,000 | 5,370 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,132,000 | 5,274 |
| Securities issued by states & political subdivisions | $905,000 | 4,996 |
| 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 | $10,000 | 1,556 |
| 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 | $2,382,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $2,382,000 | 4,448 |
| Issued or guaranteed by U.S. | $2,382,000 | 4,441 |
| 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) | $9,037,000 | 1,199 |
| Available-for-sale securities (fair market value) | $10,000 | 7,319 |
| Total debt securities | $9,037,000 | 5,955 |
| 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 | $6,682,000 | 6,459 |
| U.S. Government securities | $5,773,000 | 5,965 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,773,000 | 5,876 |
| Securities issued by states & political subdivisions | $905,000 | 5,000 |
| 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 | $4,000 | 1,666 |
| 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 | $2,523,000 | 4,952 |
| Certificates of participation in pools of residential mortgages | $2,523,000 | 4,462 |
| Issued or guaranteed by U.S. | $2,523,000 | 4,450 |
| 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) | $6,678,000 | 1,412 |
| Available-for-sale securities (fair market value) | $4,000 | 7,401 |
| Total debt securities | $6,678,000 | 6,413 |
| 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 | $11,110,000 | 5,686 |
| U.S. Government securities | $11,106,000 | 4,877 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,106,000 | 4,789 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,681 |
| 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 | $2,326,000 | 5,096 |
| Certificates of participation in pools of residential mortgages | $2,326,000 | 4,619 |
| Issued or guaranteed by U.S. | $2,326,000 | 4,608 |
| 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) | $11,106,000 | 1,091 |
| Available-for-sale securities (fair market value) | $4,000 | 7,458 |
| Total debt securities | $11,106,000 | 5,643 |
| 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 | $14,940,000 | 5,129 |
| U.S. Government securities | $14,936,000 | 4,253 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,936,000 | 4,178 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,682 |
| 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 | $2,409,000 | 5,052 |
| Certificates of participation in pools of residential mortgages | $2,409,000 | 4,569 |
| Issued or guaranteed by U.S. | $2,409,000 | 4,557 |
| 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) | $14,936,000 | 921 |
| Available-for-sale securities (fair market value) | $4,000 | 7,499 |
| Total debt securities | $14,936,000 | 5,088 |
| 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 | $17,369,000 | 4,707 |
| U.S. Government securities | $17,360,000 | 3,848 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,360,000 | 3,771 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 1,748 |
| 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 | $2,513,000 | 4,973 |
| Certificates of participation in pools of residential mortgages | $2,513,000 | 4,476 |
| Issued or guaranteed by U.S. | $2,513,000 | 4,463 |
| 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) | $17,360,000 | 824 |
| Available-for-sale securities (fair market value) | $9,000 | 7,537 |
| Total debt securities | $17,360,000 | 4,669 |
| 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 | $18,989,000 | 4,574 |
| U.S. Government securities | $18,899,000 | 3,681 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,899,000 | 3,606 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 1,683 |
| 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 | $2,802,000 | 4,869 |
| Certificates of participation in pools of residential mortgages | $2,802,000 | 4,364 |
| Issued or guaranteed by U.S. | $2,802,000 | 4,348 |
| 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) | $18,899,000 | 774 |
| Available-for-sale securities (fair market value) | $90,000 | 7,542 |
| Total debt securities | $18,899,000 | 4,537 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $20,230,000 | 4,406 |
| U.S. Government securities | $20,092,000 | 3,512 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,092,000 | 3,450 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $138,000 | 1,615 |
| 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 | $2,734,000 | 4,811 |
| Certificates of participation in pools of residential mortgages | $2,734,000 | 4,307 |
| Issued or guaranteed by U.S. | $2,734,000 | 4,290 |
| 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) | $20,092,000 | 723 |
| Available-for-sale securities (fair market value) | $138,000 | 7,556 |
| Total debt securities | $20,092,000 | 4,359 |
| 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 | $24,334,000 | 3,948 |
| U.S. Government securities | $24,147,000 | 3,138 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,147,000 | 3,071 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $187,000 | 1,517 |
| 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 | $3,036,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $3,036,000 | 3,887 |
| Issued or guaranteed by U.S. | $3,036,000 | 3,871 |
| 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) | $24,147,000 | 665 |
| Available-for-sale securities (fair market value) | $187,000 | 7,559 |
| Total debt securities | $24,147,000 | 3,918 |
| 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 | $26,208,000 | 3,761 |
| U.S. Government securities | $25,885,000 | 3,026 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,885,000 | 2,964 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $323,000 | 1,356 |
| 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 | $2,952,000 | 4,372 |
| Certificates of participation in pools of residential mortgages | $2,952,000 | 3,775 |
| Issued or guaranteed by U.S. | $2,952,000 | 3,760 |
| 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) | $25,886,000 | 652 |
| Available-for-sale securities (fair market value) | $322,000 | 7,554 |
| Total debt securities | $25,885,000 | 3,740 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $30,282,000 | 3,413 |
| U.S. Government securities | $29,950,000 | 2,682 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,950,000 | 2,617 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $332,000 | 1,348 |
| 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 | $3,367,000 | 4,166 |
| Certificates of participation in pools of residential mortgages | $3,367,000 | 3,548 |
| Issued or guaranteed by U.S. | $3,367,000 | 3,534 |
| 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) | $29,950,000 | 591 |
| Available-for-sale securities (fair market value) | $332,000 | 7,589 |
| Total debt securities | $29,950,000 | 3,389 |
| 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 | $28,648,000 | 3,549 |
| U.S. Government securities | $28,323,000 | 2,823 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,323,000 | 2,757 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $325,000 | 1,374 |
| 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 | $3,773,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $3,773,000 | 3,391 |
| Issued or guaranteed by U.S. | $3,773,000 | 3,372 |
| 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) | $28,323,000 | 628 |
| Available-for-sale securities (fair market value) | $325,000 | 7,605 |
| Total debt securities | $28,323,000 | 3,542 |
| 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 | $27,182,000 | 3,714 |
| U.S. Government securities | $26,811,000 | 2,981 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,811,000 | 2,903 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $371,000 | 1,375 |
| 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 | $4,201,000 | 3,864 |
| Certificates of participation in pools of residential mortgages | $4,201,000 | 3,250 |
| Issued or guaranteed by U.S. | $4,201,000 | 3,236 |
| 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) | $26,811,000 | 671 |
| Available-for-sale securities (fair market value) | $371,000 | 7,647 |
| Total debt securities | $26,811,000 | 3,693 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $28,396,000 | 3,635 |
| U.S. Government securities | $28,033,000 | 2,913 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,033,000 | 2,832 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $363,000 | 1,415 |
| 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 | $4,702,000 | 3,709 |
| Certificates of participation in pools of residential mortgages | $4,702,000 | 3,096 |
| Issued or guaranteed by U.S. | $4,702,000 | 3,081 |
| 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) | $28,033,000 | 675 |
| Available-for-sale securities (fair market value) | $363,000 | 7,707 |
| Total debt securities | $28,033,000 | 3,616 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $29,326,000 | 3,557 |
| U.S. Government securities | $29,014,000 | 2,826 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,014,000 | 2,741 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $312,000 | 1,462 |
| 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 | $5,004,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | $5,004,000 | 3,020 |
| Issued or guaranteed by U.S. | $5,004,000 | 3,008 |
| 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) | $29,014,000 | 656 |
| Available-for-sale securities (fair market value) | $312,000 | 7,756 |
| Total debt securities | $29,014,000 | 3,518 |
| 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 | $24,490,000 | 4,087 |
| U.S. Government securities | $24,157,000 | 3,329 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,157,000 | 3,207 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $333,000 | 1,468 |
| 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 | $5,618,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $5,618,000 | 2,917 |
| Issued or guaranteed by U.S. | $5,618,000 | 2,902 |
| 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) | $24,157,000 | 773 |
| Available-for-sale securities (fair market value) | $333,000 | 7,785 |
| Total debt securities | $24,157,000 | 4,058 |
| 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 | $21,913,000 | 4,380 |
| U.S. Government securities | $21,556,000 | 3,591 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,556,000 | 3,458 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $357,000 | 1,481 |
| 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 | $6,146,000 | 3,419 |
| Certificates of participation in pools of residential mortgages | $6,146,000 | 2,823 |
| Issued or guaranteed by U.S. | $6,146,000 | 2,814 |
| 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) | $21,556,000 | 878 |
| Available-for-sale securities (fair market value) | $357,000 | 7,822 |
| Total debt securities | $21,556,000 | 4,357 |
| 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 | $19,052,000 | 4,746 |
| U.S. Government securities | $18,743,000 | 3,930 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,743,000 | 3,808 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $309,000 | 1,525 |
| 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 | $6,903,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $6,903,000 | 2,693 |
| Issued or guaranteed by U.S. | $6,903,000 | 2,681 |
| 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) | $18,743,000 | 963 |
| Available-for-sale securities (fair market value) | $309,000 | 7,866 |
| Total debt securities | $18,743,000 | 4,741 |
| 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 | $17,913,000 | 4,950 |
| U.S. Government securities | $17,556,000 | 4,146 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,556,000 | 4,019 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $357,000 | 1,513 |
| 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 | $7,963,000 | 3,121 |
| Certificates of participation in pools of residential mortgages | $7,963,000 | 2,557 |
| Issued or guaranteed by U.S. | $7,963,000 | 2,548 |
| 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) | $17,556,000 | 1,017 |
| Available-for-sale securities (fair market value) | $357,000 | 7,878 |
| Total debt securities | $17,556,000 | 4,962 |
| 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 | $17,497,000 | 5,071 |
| U.S. Government securities | $17,152,000 | 4,274 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,152,000 | 4,138 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $345,000 | 1,563 |
| 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 | $8,810,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $8,810,000 | 2,489 |
| Issued or guaranteed by U.S. | $8,810,000 | 2,482 |
| 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) | $17,152,000 | 1,057 |
| Available-for-sale securities (fair market value) | $345,000 | 7,961 |
| Total debt securities | $17,152,000 | 5,060 |
| 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 | $16,904,000 | 5,187 |
| U.S. Government securities | $16,501,000 | 4,361 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,501,000 | 4,229 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $403,000 | 1,561 |
| 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 | $9,460,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $9,460,000 | 2,444 |
| Issued or guaranteed by U.S. | $9,460,000 | 2,437 |
| 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) | $16,501,000 | 1,086 |
| Available-for-sale securities (fair market value) | $403,000 | 7,975 |
| Total debt securities | $16,501,000 | 5,184 |
| 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 | $17,687,000 | 5,067 |
| U.S. Government securities | $17,330,000 | 4,193 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,330,000 | 4,059 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $357,000 | 1,596 |
| 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 | $9,642,000 | 3,011 |
| Certificates of participation in pools of residential mortgages | $9,642,000 | 2,430 |
| Issued or guaranteed by U.S. | $9,642,000 | 2,420 |
| 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) | $17,330,000 | 1,052 |
| Available-for-sale securities (fair market value) | $357,000 | 8,036 |
| Total debt securities | $17,330,000 | 5,044 |
| 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 | $15,903,000 | 5,407 |
| U.S. Government securities | $15,557,000 | 4,587 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,557,000 | 4,426 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $346,000 | 1,649 |
| 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 | $7,811,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $7,811,000 | 2,757 |
| Issued or guaranteed by U.S. | $7,811,000 | 2,748 |
| 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) | $15,557,000 | 1,128 |
| Available-for-sale securities (fair market value) | $346,000 | 8,088 |
| Total debt securities | $15,557,000 | 5,394 |
| 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 | $11,767,000 | 6,189 |
| U.S. Government securities | $11,438,000 | 5,397 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,438,000 | 5,245 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $329,000 | 1,698 |
| 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 | $6,690,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $6,690,000 | 2,993 |
| Issued or guaranteed by U.S. | $6,690,000 | 2,983 |
| 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) | $11,438,000 | 1,342 |
| Available-for-sale securities (fair market value) | $329,000 | 8,111 |
| Total debt securities | $11,438,000 | 6,183 |
| 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 | $13,614,000 | 5,863 |
| U.S. Government securities | $12,975,000 | 5,081 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,975,000 | 4,931 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $639,000 | 1,494 |
| 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 | $6,726,000 | 3,608 |
| Certificates of participation in pools of residential mortgages | $6,726,000 | 3,008 |
| Issued or guaranteed by U.S. | $6,726,000 | 2,994 |
| 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) | $12,975,000 | 1,257 |
| Available-for-sale securities (fair market value) | $639,000 | 8,082 |
| Total debt securities | $12,975,000 | 5,911 |
| 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 | $12,137,000 | 6,093 |
| U.S. Government securities | $11,563,000 | 5,256 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,563,000 | 5,097 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $574,000 | 1,580 |
| 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 | $5,864,000 | 3,790 |
| Certificates of participation in pools of residential mortgages | $5,864,000 | 3,185 |
| Issued or guaranteed by U.S. | $5,864,000 | 3,169 |
| 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) | $11,563,000 | 1,340 |
| Available-for-sale securities (fair market value) | $574,000 | 8,138 |
| Total debt securities | $11,563,000 | 6,126 |
| 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 | $9,766,000 | 6,552 |
| U.S. Government securities | $9,209,000 | 5,752 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,209,000 | 5,571 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $557,000 | 1,601 |
| 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 | $4,924,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $4,924,000 | 3,458 |
| Issued or guaranteed by U.S. | $4,924,000 | 3,447 |
| 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) | $9,209,000 | 1,517 |
| Available-for-sale securities (fair market value) | $557,000 | 8,162 |
| Total debt securities | $9,209,000 | 6,573 |
| 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 | $8,712,000 | 6,785 |
| U.S. Government securities | $8,130,000 | 6,083 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,130,000 | 5,902 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $582,000 | 1,583 |
| 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 | $3,180,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $3,180,000 | 4,087 |
| Issued or guaranteed by U.S. | $3,180,000 | 4,072 |
| 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) | $8,130,000 | 1,648 |
| Available-for-sale securities (fair market value) | $582,000 | 8,189 |
| Total debt securities | $8,130,000 | 6,839 |
| 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 | $9,043,000 | 6,741 |
| U.S. Government securities | $8,396,000 | 6,058 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,396,000 | 5,849 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $647,000 | 1,559 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,446,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $3,446,000 | 3,962 |
| Issued or guaranteed by U.S. | $3,446,000 | 3,948 |
| 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) | $8,396,000 | 1,646 |
| Available-for-sale securities (fair market value) | $647,000 | 8,189 |
| Total debt securities | $8,396,000 | 6,809 |
| 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 | $5,873,000 | 7,669 |
| U.S. Government securities | $4,443,000 | 7,464 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,443,000 | 7,201 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,430,000 | 1,169 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,943,000 | 5,305 |
| Certificates of participation in pools of residential mortgages | $1,943,000 | 4,526 |
| Issued or guaranteed by U.S. | $1,943,000 | 4,506 |
| 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) | $4,443,000 | 2,402 |
| Available-for-sale securities (fair market value) | $1,430,000 | 8,114 |
| Total debt securities | $4,443,000 | 8,000 |
| 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 | $11,434,000 | 6,374 |
| U.S. Government securities | $9,928,000 | 5,877 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,928,000 | 5,553 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,506,000 | 1,904 |
| 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 | $1,374,000 | 5,220 |
| Certificates of participation in pools of residential mortgages | $1,374,000 | 4,451 |
| Issued or guaranteed by U.S. | $1,374,000 | 4,430 |
| 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) | $9,928,000 | 1,906 |
| Available-for-sale securities (fair market value) | $1,506,000 | 8,330 |
| Total debt securities | $9,928,000 | 6,685 |
| 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 | $10,772,000 | 6,845 |
| U.S. Government securities | $9,743,000 | 6,180 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,743,000 | 5,678 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,029,000 | 2,352 |
| 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 | $1,745,000 | 5,254 |
| Certificates of participation in pools of residential mortgages | $1,745,000 | 4,386 |
| Issued or guaranteed by U.S. | $1,745,000 | 4,367 |
| 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) | $9,743,000 | 2,153 |
| Available-for-sale securities (fair market value) | $1,029,000 | 8,757 |
| Total debt securities | $9,743,000 | 7,034 |
| 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 | $7,965,000 | 7,717 |
| U.S. Government securities | $6,556,000 | 7,322 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,556,000 | 6,484 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,409,000 | 1,895 |
| 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 | $2,306,000 | 5,118 |
| Certificates of participation in pools of residential mortgages | $2,306,000 | 4,178 |
| Issued or guaranteed by U.S. | $2,306,000 | 4,160 |
| 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) | $6,556,000 | 2,974 |
| Available-for-sale securities (fair market value) | $1,409,000 | 8,694 |
| Total debt securities | $6,556,000 | 8,055 |
| 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 | $9,923,000 | 7,434 |
| U.S. Government securities | $9,006,000 | 6,855 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,006,000 | 5,587 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $917,000 | 2,465 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,982,000 | 4,789 |
| Certificates of participation in pools of residential mortgages | $2,982,000 | 3,760 |
| Issued or guaranteed by U.S. | $2,982,000 | 3,746 |
| 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) | $9,006,000 | 2,995 |
| Available-for-sale securities (fair market value) | $917,000 | 9,256 |
| Total debt securities | $9,006,000 | 7,618 |
| 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 | $6,876,000 | 9,031 |
| U.S. Government securities | $6,263,000 | 8,547 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,263,000 | 6,995 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $603,000 | 3,136 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-10,000 | 812 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,032,000 | 5,187 |
| Certificates of participation in pools of residential mortgages | $3,032,000 | 4,067 |
| Issued or guaranteed by U.S. | $3,032,000 | 4,047 |
| 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) | $6,273,000 | 4,190 |
| Available-for-sale securities (fair market value) | $603,000 | 9,741 |
| Total debt securities | $6,263,000 | 9,172 |
| 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 | $6,741,000 | 9,491 |
| U.S. Government securities | $6,233,000 | 8,959 |
| U.S. Treasury securities | $200,000 | 9,974 |
| U.S. Government agency obligations | $6,033,000 | 7,146 |
| 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 | $497,000 | 3,319 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-11,000 | 857 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,632,000 | 6,603 |
| Certificates of participation in pools of residential mortgages | $1,632,000 | 5,294 |
| Issued or guaranteed by U.S. | $1,632,000 | 5,262 |
| 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) | $6,244,000 | 4,503 |
| Available-for-sale securities (fair market value) | $497,000 | 10,284 |
| Total debt securities | $6,233,000 | 9,573 |
| 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 | $9,343,000 | 8,985 |
| U.S. Government securities | $8,974,000 | 8,201 |
| U.S. Treasury securities | $3,336,000 | 6,817 |
| U.S. Government agency obligations | $5,638,000 | 7,357 |
| Securities issued by states & political subdivisions | $225,000 | 8,565 |
| Other domestic debt securities | $101,000 | 5,013 |
| 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 | $101,000 | 3,959 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,452 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-13,000 | 932 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,841,000 | 6,805 |
| Certificates of participation in pools of residential mortgages | $1,841,000 | 5,358 |
| Issued or guaranteed by U.S. | $1,841,000 | 5,334 |
| 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) | $9,343,000 | 5,930 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $9,300,000 | 8,903 |
| 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 | $9,868,000 | 9,141 |
| U.S. Government securities | $8,743,000 | 8,563 |
| U.S. Treasury securities | $2,489,000 | 7,947 |
| U.S. Government agency obligations | $6,254,000 | 7,197 |
| Securities issued by states & political subdivisions | $325,000 | 8,385 |
| Other domestic debt securities | $771,000 | 3,675 |
| 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 | $771,000 | 2,832 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,311 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $1,000 | 380 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,704,000 | 7,591 |
| Certificates of participation in pools of residential mortgages | $1,704,000 | 6,088 |
| Issued or guaranteed by U.S. | $1,704,000 | 6,037 |
| 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 | $9,839,000 | 9,015 |
| 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 | $6,292,000 | 10,918 |
| U.S. Government securities | $3,351,000 | 11,869 |
| U.S. Treasury securities | $299,000 | 11,717 |
| U.S. Government agency obligations | $3,052,000 | 9,494 |
| Securities issued by states & political subdivisions | $165,000 | 8,908 |
| Other domestic debt securities | $2,748,000 | 2,474 |
| 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 | $2,748,000 | 1,726 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,071 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 542 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,849,000 | 7,829 |
| Certificates of participation in pools of residential mortgages | $1,849,000 | 6,331 |
| Issued or guaranteed by U.S. | $1,849,000 | 6,266 |
| 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 | $6,264,000 | 10,791 |
| 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 |