Home > The Liberty Savings Association, FSA > Securities
The Liberty Savings Association, FSA, Securities
| 2023-12-31 | Rank | |
| Total securities | $16,158,000 | 3,729 |
| U.S. Government securities | $12,890,000 | 3,392 |
| U.S. Treasury securities | $1,500,000 | 2,399 |
| U.S. Government agency obligations | $11,390,000 | 3,139 |
| Securities issued by states & political subdivisions | $3,268,000 | 3,122 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $997,000 | 3,760 |
| Mortgage-backed securities | $9,195,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,270,000 | 2,292 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,925,000 | 1,910 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $16,158,000 | 853 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $16,157,000 | 3,707 |
| 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 | $16,424,000 | 3,744 |
| U.S. Government securities | $13,155,000 | 3,394 |
| U.S. Treasury securities | $1,499,000 | 2,463 |
| U.S. Government agency obligations | $11,656,000 | 3,090 |
| Securities issued by states & political subdivisions | $3,269,000 | 3,141 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $996,000 | 3,770 |
| Mortgage-backed securities | $9,462,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,508,000 | 2,270 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,954,000 | 1,871 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $16,424,000 | 862 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $16,424,000 | 3,721 |
| 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 | $17,411,000 | 3,742 |
| U.S. Government securities | $13,141,000 | 3,441 |
| U.S. Treasury securities | $1,499,000 | 2,486 |
| U.S. Government agency obligations | $11,642,000 | 3,145 |
| Securities issued by states & political subdivisions | $4,270,000 | 3,062 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $9,449,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,440,000 | 2,312 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,009,000 | 1,868 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $17,411,000 | 847 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $17,410,000 | 3,721 |
| 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 | $17,670,000 | 3,814 |
| U.S. Government securities | $13,399,000 | 3,498 |
| U.S. Treasury securities | $1,499,000 | 2,562 |
| U.S. Government agency obligations | $11,900,000 | 3,155 |
| Securities issued by states & political subdivisions | $4,271,000 | 3,114 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $9,708,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,653,000 | 2,350 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,055,000 | 1,905 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $17,670,000 | 876 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $17,670,000 | 3,791 |
| 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 | $17,848,000 | 3,834 |
| U.S. Government securities | $13,575,000 | 3,512 |
| U.S. Treasury securities | $1,498,000 | 2,598 |
| U.S. Government agency obligations | $12,077,000 | 3,141 |
| Securities issued by states & political subdivisions | $4,273,000 | 3,147 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,000 | 3,950 |
| Mortgage-backed securities | $9,886,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,796,000 | 2,356 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,090,000 | 1,910 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $17,848,000 | 877 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $17,847,000 | 3,812 |
| 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 | $17,877,000 | 3,846 |
| U.S. Government securities | $13,602,000 | 3,523 |
| U.S. Treasury securities | $1,498,000 | 2,620 |
| U.S. Government agency obligations | $12,104,000 | 3,155 |
| Securities issued by states & political subdivisions | $4,275,000 | 3,168 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,000 | 3,974 |
| Mortgage-backed securities | $9,914,000 | 2,701 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,792,000 | 2,377 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,122,000 | 1,915 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $17,877,000 | 873 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $17,878,000 | 3,821 |
| 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 | $16,926,000 | 3,912 |
| U.S. Government securities | $12,650,000 | 3,609 |
| U.S. Treasury securities | $998,000 | 2,674 |
| U.S. Government agency obligations | $11,652,000 | 3,228 |
| Securities issued by states & political subdivisions | $4,276,000 | 3,225 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,000 | 3,997 |
| Mortgage-backed securities | $9,463,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | $7,278,000 | 2,546 |
| Issued or guaranteed by U.S. | $7,278,000 | 2,476 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,185,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $2,185,000 | 1,931 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $16,926,000 | 812 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $16,928,000 | 3,892 |
| 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 | $16,560,000 | 3,880 |
| U.S. Government securities | $12,611,000 | 3,538 |
| U.S. Treasury securities | $998,000 | 2,438 |
| U.S. Government agency obligations | $11,613,000 | 3,215 |
| Securities issued by states & political subdivisions | $3,949,000 | 3,268 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,000 | 4,022 |
| Mortgage-backed securities | $9,426,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $7,152,000 | 2,571 |
| Issued or guaranteed by U.S. | $7,152,000 | 2,505 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,274,000 | 1,984 |
| CMOs issued by government agencies or sponsored agencies | $2,274,000 | 1,921 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $16,560,000 | 734 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $16,559,000 | 3,864 |
| 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 | $13,847,000 | 3,948 |
| U.S. Government securities | $9,897,000 | 3,612 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $9,897,000 | 3,316 |
| Securities issued by states & political subdivisions | $3,950,000 | 3,316 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,000 | 4,052 |
| Mortgage-backed securities | $9,097,000 | 2,836 |
| Certificates of participation in pools of residential mortgages | $6,684,000 | 2,607 |
| Issued or guaranteed by U.S. | $6,684,000 | 2,527 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,413,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $2,413,000 | 1,883 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $13,847,000 | 676 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $13,848,000 | 3,930 |
| 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 | $14,801,000 | 3,892 |
| U.S. Government securities | $10,849,000 | 3,484 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $10,849,000 | 3,234 |
| Securities issued by states & political subdivisions | $3,952,000 | 3,338 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,000 | 4,084 |
| Mortgage-backed securities | $10,049,000 | 2,785 |
| Certificates of participation in pools of residential mortgages | $7,239,000 | 2,555 |
| Issued or guaranteed by U.S. | $7,239,000 | 2,486 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,810,000 | 1,885 |
| CMOs issued by government agencies or sponsored agencies | $2,810,000 | 1,841 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $14,801,000 | 642 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $14,801,000 | 3,871 |
| 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 | $15,491,000 | 3,847 |
| U.S. Government securities | $11,538,000 | 3,396 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $11,538,000 | 3,174 |
| Securities issued by states & political subdivisions | $3,953,000 | 3,353 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,000 | 4,124 |
| Mortgage-backed securities | $10,738,000 | 2,710 |
| Certificates of participation in pools of residential mortgages | $7,164,000 | 2,555 |
| Issued or guaranteed by U.S. | $7,164,000 | 2,479 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,574,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $3,574,000 | 1,687 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $15,491,000 | 602 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $15,490,000 | 3,824 |
| 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 | $16,359,000 | 3,715 |
| U.S. Government securities | $12,404,000 | 3,235 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $12,404,000 | 3,053 |
| Securities issued by states & political subdivisions | $3,955,000 | 3,348 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,000 | 4,143 |
| Mortgage-backed securities | $11,604,000 | 2,602 |
| Certificates of participation in pools of residential mortgages | $7,966,000 | 2,409 |
| Issued or guaranteed by U.S. | $7,966,000 | 2,335 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,638,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $3,638,000 | 1,638 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $16,359,000 | 553 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $16,358,000 | 3,689 |
| 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 | $16,134,000 | 3,642 |
| U.S. Government securities | $12,941,000 | 3,019 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $12,941,000 | 2,870 |
| Securities issued by states & political subdivisions | $3,193,000 | 3,445 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,000 | 4,164 |
| Mortgage-backed securities | $12,941,000 | 2,423 |
| Certificates of participation in pools of residential mortgages | $8,931,000 | 2,191 |
| Issued or guaranteed by U.S. | $8,931,000 | 2,132 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,010,000 | 1,664 |
| CMOs issued by government agencies or sponsored agencies | $4,010,000 | 1,621 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $16,134,000 | 541 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $16,134,000 | 3,621 |
| 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 | $18,006,000 | 3,478 |
| U.S. Government securities | $14,377,000 | 2,861 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $14,377,000 | 2,720 |
| Securities issued by states & political subdivisions | $3,629,000 | 3,317 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,000 | 4,177 |
| Mortgage-backed securities | $14,377,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $10,122,000 | 2,054 |
| Issued or guaranteed by U.S. | $10,122,000 | 1,992 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,255,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $4,255,000 | 1,621 |
| 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) | $18,006,000 | 494 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $18,007,000 | 3,454 |
| 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 | $17,857,000 | 3,444 |
| U.S. Government securities | $14,780,000 | 2,841 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $14,780,000 | 2,708 |
| Securities issued by states & political subdivisions | $3,077,000 | 3,395 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,000 | 4,210 |
| Mortgage-backed securities | $14,780,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $11,331,000 | 1,933 |
| Issued or guaranteed by U.S. | $11,331,000 | 1,883 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,449,000 | 1,812 |
| CMOs issued by government agencies or sponsored agencies | $3,449,000 | 1,770 |
| 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) | $17,857,000 | 494 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $17,857,000 | 3,419 |
| 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 | $18,136,000 | 3,420 |
| U.S. Government securities | $15,055,000 | 2,851 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $15,055,000 | 2,703 |
| Securities issued by states & political subdivisions | $3,081,000 | 3,333 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,000 | 4,238 |
| Mortgage-backed securities | $15,055,000 | 2,263 |
| Certificates of participation in pools of residential mortgages | $11,479,000 | 1,905 |
| Issued or guaranteed by U.S. | $11,479,000 | 1,850 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,576,000 | 1,798 |
| CMOs issued by government agencies or sponsored agencies | $3,576,000 | 1,755 |
| 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) | $18,136,000 | 498 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $18,137,000 | 3,394 |
| 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 | $18,505,000 | 3,450 |
| U.S. Government securities | $15,419,000 | 2,890 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $15,419,000 | 2,730 |
| Securities issued by states & political subdivisions | $3,086,000 | 3,339 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,000 | 4,302 |
| Mortgage-backed securities | $15,419,000 | 2,207 |
| Certificates of participation in pools of residential mortgages | $11,738,000 | 1,845 |
| Issued or guaranteed by U.S. | $11,738,000 | 1,795 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,681,000 | 1,787 |
| CMOs issued by government agencies or sponsored agencies | $3,681,000 | 1,740 |
| 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) | $18,505,000 | 532 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $18,506,000 | 3,426 |
| 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 | $19,180,000 | 3,462 |
| U.S. Government securities | $16,090,000 | 2,885 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $16,090,000 | 2,725 |
| Securities issued by states & political subdivisions | $3,090,000 | 3,372 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,000 | 4,381 |
| Mortgage-backed securities | $16,090,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $12,293,000 | 1,791 |
| Issued or guaranteed by U.S. | $12,293,000 | 1,736 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,797,000 | 1,764 |
| CMOs issued by government agencies or sponsored agencies | $3,797,000 | 1,722 |
| 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) | $19,180,000 | 548 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $19,181,000 | 3,441 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $20,276,000 | 3,448 |
| U.S. Government securities | $17,181,000 | 2,851 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $17,181,000 | 2,690 |
| Securities issued by states & political subdivisions | $3,095,000 | 3,405 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,000 | 4,426 |
| Mortgage-backed securities | $17,181,000 | 2,081 |
| Certificates of participation in pools of residential mortgages | $13,277,000 | 1,710 |
| Issued or guaranteed by U.S. | $13,277,000 | 1,680 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,904,000 | 1,734 |
| CMOs issued by government agencies or sponsored agencies | $3,904,000 | 1,688 |
| 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) | $20,276,000 | 555 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $20,275,000 | 3,425 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $19,998,000 | 3,508 |
| U.S. Government securities | $16,899,000 | 2,902 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $16,899,000 | 2,742 |
| Securities issued by states & political subdivisions | $3,099,000 | 3,477 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,000 | 4,470 |
| Mortgage-backed securities | $16,899,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | $12,903,000 | 1,724 |
| Issued or guaranteed by U.S. | $12,903,000 | 1,691 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,996,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $3,996,000 | 1,678 |
| 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) | $19,998,000 | 583 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $19,998,000 | 3,488 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $18,990,000 | 3,614 |
| U.S. Government securities | $15,887,000 | 2,995 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $15,887,000 | 2,828 |
| Securities issued by states & political subdivisions | $3,103,000 | 3,539 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,000 | 4,512 |
| Mortgage-backed securities | $15,887,000 | 2,145 |
| Certificates of participation in pools of residential mortgages | $11,840,000 | 1,816 |
| Issued or guaranteed by U.S. | $11,840,000 | 1,794 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,047,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $4,047,000 | 1,676 |
| 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) | $18,990,000 | 636 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $18,990,000 | 3,593 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $19,671,000 | 3,607 |
| U.S. Government securities | $16,563,000 | 2,967 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,563,000 | 2,814 |
| Securities issued by states & political subdivisions | $3,108,000 | 3,568 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,000 | 4,565 |
| Mortgage-backed securities | $16,563,000 | 2,108 |
| Certificates of participation in pools of residential mortgages | $12,454,000 | 1,797 |
| Issued or guaranteed by U.S. | $12,454,000 | 1,786 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,109,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $4,109,000 | 1,637 |
| 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) | $19,671,000 | 633 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $19,670,000 | 3,585 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $19,107,000 | 3,688 |
| U.S. Government securities | $15,995,000 | 3,024 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $15,995,000 | 2,869 |
| Securities issued by states & political subdivisions | $3,112,000 | 3,621 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,000 | 4,616 |
| Mortgage-backed securities | $15,995,000 | 2,183 |
| Certificates of participation in pools of residential mortgages | $11,830,000 | 1,905 |
| Issued or guaranteed by U.S. | $11,830,000 | 1,825 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,165,000 | 1,690 |
| CMOs issued by government agencies or sponsored agencies | $4,165,000 | 1,638 |
| 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) | $19,107,000 | 648 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $19,105,000 | 3,666 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $19,154,000 | 3,728 |
| U.S. Government securities | $16,038,000 | 3,093 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $16,038,000 | 2,952 |
| Securities issued by states & political subdivisions | $3,116,000 | 3,665 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,000 | 4,679 |
| Mortgage-backed securities | $16,038,000 | 2,177 |
| Certificates of participation in pools of residential mortgages | $11,818,000 | 1,941 |
| Issued or guaranteed by U.S. | $11,818,000 | 1,939 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,220,000 | 1,675 |
| CMOs issued by government agencies or sponsored agencies | $4,220,000 | 1,621 |
| 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) | $19,154,000 | 667 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $19,153,000 | 3,706 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $19,318,000 | 3,767 |
| U.S. Government securities | $16,198,000 | 3,103 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $16,198,000 | 2,961 |
| Securities issued by states & political subdivisions | $3,120,000 | 3,739 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,000 | 4,756 |
| Mortgage-backed securities | $16,198,000 | 2,187 |
| Certificates of participation in pools of residential mortgages | $12,416,000 | 1,915 |
| Issued or guaranteed by U.S. | $12,416,000 | 1,913 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,782,000 | 1,732 |
| CMOs issued by government agencies or sponsored agencies | $3,782,000 | 1,680 |
| 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) | $19,318,000 | 678 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $19,317,000 | 3,747 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $20,335,000 | 3,748 |
| U.S. Government securities | $17,211,000 | 3,049 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $17,211,000 | 2,926 |
| Securities issued by states & political subdivisions | $3,124,000 | 3,788 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $191,000 | 4,818 |
| Mortgage-backed securities | $17,211,000 | 2,143 |
| Certificates of participation in pools of residential mortgages | $13,374,000 | 1,864 |
| Issued or guaranteed by U.S. | $13,374,000 | 1,863 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,837,000 | 1,731 |
| CMOs issued by government agencies or sponsored agencies | $3,837,000 | 1,674 |
| 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) | $20,335,000 | 683 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $20,326,000 | 3,723 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $20,438,000 | 3,782 |
| U.S. Government securities | $17,309,000 | 3,095 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,309,000 | 2,972 |
| Securities issued by states & political subdivisions | $3,129,000 | 3,816 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,000 | 4,854 |
| Mortgage-backed securities | $17,309,000 | 2,167 |
| Certificates of participation in pools of residential mortgages | $14,470,000 | 1,827 |
| Issued or guaranteed by U.S. | $14,470,000 | 1,826 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,839,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $2,839,000 | 1,871 |
| 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) | $20,438,000 | 687 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $20,438,000 | 3,759 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $20,178,000 | 3,839 |
| U.S. Government securities | $17,045,000 | 3,154 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $17,045,000 | 3,025 |
| Securities issued by states & political subdivisions | $3,133,000 | 3,857 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,000 | 4,908 |
| Mortgage-backed securities | $17,045,000 | 2,225 |
| Certificates of participation in pools of residential mortgages | $14,164,000 | 1,876 |
| Issued or guaranteed by U.S. | $14,164,000 | 1,876 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,881,000 | 1,934 |
| CMOs issued by government agencies or sponsored agencies | $2,881,000 | 1,876 |
| 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) | $20,178,000 | 701 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $20,178,000 | 3,814 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $21,151,000 | 3,788 |
| U.S. Government securities | $18,014,000 | 3,053 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,014,000 | 2,931 |
| Securities issued by states & political subdivisions | $3,137,000 | 3,884 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $221,000 | 4,952 |
| Mortgage-backed securities | $18,014,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $15,094,000 | 1,832 |
| Issued or guaranteed by U.S. | $15,094,000 | 1,830 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,920,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $2,920,000 | 1,845 |
| 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) | $21,151,000 | 692 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $21,151,000 | 3,759 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $21,474,000 | 3,761 |
| U.S. Government securities | $18,708,000 | 2,986 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $18,708,000 | 2,876 |
| Securities issued by states & political subdivisions | $2,766,000 | 3,986 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $225,000 | 5,028 |
| Mortgage-backed securities | $18,708,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $16,925,000 | 1,714 |
| Issued or guaranteed by U.S. | $16,925,000 | 1,714 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,783,000 | 2,244 |
| CMOs issued by government agencies or sponsored agencies | $1,783,000 | 2,172 |
| 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) | $21,474,000 | 696 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $21,475,000 | 3,730 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $21,929,000 | 3,791 |
| U.S. Government securities | $19,159,000 | 3,028 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $19,159,000 | 2,907 |
| Securities issued by states & political subdivisions | $2,770,000 | 4,001 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,000 | 5,110 |
| Mortgage-backed securities | $19,159,000 | 2,093 |
| Certificates of participation in pools of residential mortgages | $18,145,000 | 1,645 |
| Issued or guaranteed by U.S. | $18,145,000 | 1,641 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,014,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $1,014,000 | 2,461 |
| 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) | $21,929,000 | 709 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $21,927,000 | 3,760 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $21,780,000 | 3,857 |
| U.S. Government securities | $19,006,000 | 3,109 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $19,006,000 | 3,002 |
| Securities issued by states & political subdivisions | $2,774,000 | 4,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,000 | 5,169 |
| Mortgage-backed securities | $19,006,000 | 2,122 |
| Certificates of participation in pools of residential mortgages | $17,992,000 | 1,661 |
| Issued or guaranteed by U.S. | $17,992,000 | 1,659 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,014,000 | 2,549 |
| CMOs issued by government agencies or sponsored agencies | $1,014,000 | 2,473 |
| 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) | $21,780,000 | 724 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $21,781,000 | 3,834 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $22,164,000 | 3,869 |
| U.S. Government securities | $19,386,000 | 3,126 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $19,386,000 | 3,008 |
| Securities issued by states & political subdivisions | $2,778,000 | 4,053 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $253,000 | 5,197 |
| Mortgage-backed securities | $19,386,000 | 2,098 |
| Certificates of participation in pools of residential mortgages | $18,372,000 | 1,654 |
| Issued or guaranteed by U.S. | $18,372,000 | 1,653 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,014,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $1,014,000 | 2,513 |
| 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) | $22,164,000 | 730 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $22,162,000 | 3,843 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $23,383,000 | 3,850 |
| U.S. Government securities | $20,602,000 | 3,080 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $20,602,000 | 2,984 |
| Securities issued by states & political subdivisions | $2,781,000 | 4,088 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,000 | 5,275 |
| Mortgage-backed securities | $20,602,000 | 2,055 |
| Certificates of participation in pools of residential mortgages | $19,587,000 | 1,595 |
| Issued or guaranteed by U.S. | $19,587,000 | 1,595 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,015,000 | 2,614 |
| CMOs issued by government agencies or sponsored agencies | $1,015,000 | 2,539 |
| 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) | $23,383,000 | 708 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $23,383,000 | 3,824 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $22,555,000 | 4,003 |
| U.S. Government securities | $20,288,000 | 3,194 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $20,288,000 | 3,094 |
| Securities issued by states & political subdivisions | $2,267,000 | 4,245 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,000 | 5,329 |
| Mortgage-backed securities | $20,288,000 | 2,139 |
| Certificates of participation in pools of residential mortgages | $20,288,000 | 1,606 |
| Issued or guaranteed by U.S. | $20,288,000 | 1,606 |
| 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) | $22,555,000 | 734 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $22,555,000 | 3,983 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $22,821,000 | 4,010 |
| U.S. Government securities | $21,361,000 | 3,174 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $21,361,000 | 3,076 |
| Securities issued by states & political subdivisions | $1,460,000 | 4,515 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,000 | 5,376 |
| Mortgage-backed securities | $21,361,000 | 2,135 |
| Certificates of participation in pools of residential mortgages | $21,361,000 | 1,571 |
| Issued or guaranteed by U.S. | $21,361,000 | 1,571 |
| 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) | $22,821,000 | 725 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $22,820,000 | 3,986 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $23,476,000 | 4,016 |
| U.S. Government securities | $22,015,000 | 3,184 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $22,015,000 | 3,084 |
| Securities issued by states & political subdivisions | $1,461,000 | 4,586 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,464,000 | 4,244 |
| Mortgage-backed securities | $22,015,000 | 2,129 |
| Certificates of participation in pools of residential mortgages | $22,015,000 | 1,572 |
| Issued or guaranteed by U.S. | $22,015,000 | 1,570 |
| 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) | $23,476,000 | 716 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $23,475,000 | 3,992 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $23,826,000 | 4,082 |
| U.S. Government securities | $22,365,000 | 3,237 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $22,365,000 | 3,138 |
| Securities issued by states & political subdivisions | $1,461,000 | 4,633 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,689,000 | 4,236 |
| Mortgage-backed securities | $22,365,000 | 2,161 |
| Certificates of participation in pools of residential mortgages | $22,365,000 | 1,597 |
| Issued or guaranteed by U.S. | $22,365,000 | 1,597 |
| 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) | $23,826,000 | 714 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $23,826,000 | 4,052 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $23,450,000 | 4,148 |
| U.S. Government securities | $21,988,000 | 3,310 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $21,988,000 | 3,212 |
| Securities issued by states & political subdivisions | $1,462,000 | 4,681 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,996,000 | 4,193 |
| Mortgage-backed securities | $21,988,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $21,988,000 | 1,651 |
| Issued or guaranteed by U.S. | $21,988,000 | 1,650 |
| 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) | $23,450,000 | 718 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $23,450,000 | 4,125 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $23,638,000 | 4,170 |
| U.S. Government securities | $22,175,000 | 3,319 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $22,175,000 | 3,222 |
| Securities issued by states & political subdivisions | $1,463,000 | 4,712 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,883,000 | 4,250 |
| Mortgage-backed securities | $22,175,000 | 2,201 |
| Certificates of participation in pools of residential mortgages | $22,175,000 | 1,653 |
| Issued or guaranteed by U.S. | $22,175,000 | 1,653 |
| 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) | $23,638,000 | 703 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $23,638,000 | 4,142 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $23,229,000 | 4,200 |
| U.S. Government securities | $21,766,000 | 3,329 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,766,000 | 3,238 |
| Securities issued by states & political subdivisions | $1,463,000 | 4,745 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,103,000 | 4,209 |
| Mortgage-backed securities | $21,766,000 | 2,228 |
| Certificates of participation in pools of residential mortgages | $21,766,000 | 1,668 |
| Issued or guaranteed by U.S. | $21,766,000 | 1,667 |
| 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) | $23,229,000 | 698 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $23,228,000 | 4,170 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $23,502,000 | 4,195 |
| U.S. Government securities | $22,038,000 | 3,338 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $22,038,000 | 3,252 |
| Securities issued by states & political subdivisions | $1,464,000 | 4,776 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,533,000 | 4,132 |
| Mortgage-backed securities | $22,038,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $22,038,000 | 1,659 |
| Issued or guaranteed by U.S. | $22,038,000 | 1,656 |
| 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) | $23,502,000 | 673 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $23,503,000 | 4,167 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $22,526,000 | 4,274 |
| U.S. Government securities | $21,062,000 | 3,407 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $21,062,000 | 3,321 |
| Securities issued by states & political subdivisions | $1,464,000 | 4,764 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,157,000 | 3,993 |
| Mortgage-backed securities | $21,062,000 | 2,305 |
| Certificates of participation in pools of residential mortgages | $21,062,000 | 1,717 |
| Issued or guaranteed by U.S. | $21,062,000 | 1,715 |
| 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) | $22,526,000 | 648 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $22,524,000 | 4,241 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $22,916,000 | 4,249 |
| U.S. Government securities | $22,481,000 | 3,310 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,481,000 | 3,232 |
| Securities issued by states & political subdivisions | $435,000 | 5,277 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,608,000 | 3,943 |
| Mortgage-backed securities | $22,481,000 | 2,258 |
| Certificates of participation in pools of residential mortgages | $22,481,000 | 1,675 |
| Issued or guaranteed by U.S. | $22,481,000 | 1,674 |
| 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) | $22,916,000 | 609 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $22,917,000 | 4,223 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $23,157,000 | 4,195 |
| U.S. Government securities | $22,722,000 | 3,253 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $22,722,000 | 3,182 |
| Securities issued by states & political subdivisions | $435,000 | 5,308 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,101,000 | 3,813 |
| Mortgage-backed securities | $22,722,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $22,722,000 | 1,627 |
| Issued or guaranteed by U.S. | $22,722,000 | 1,625 |
| 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) | $23,157,000 | 603 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $23,157,000 | 4,167 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $23,062,000 | 4,248 |
| U.S. Government securities | $22,627,000 | 3,329 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $22,627,000 | 3,263 |
| Securities issued by states & political subdivisions | $435,000 | 5,363 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,497,000 | 3,784 |
| Mortgage-backed securities | $22,627,000 | 2,336 |
| Certificates of participation in pools of residential mortgages | $22,627,000 | 1,699 |
| Issued or guaranteed by U.S. | $22,627,000 | 1,698 |
| 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) | $23,062,000 | 608 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $23,062,000 | 4,217 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $23,862,000 | 4,225 |
| U.S. Government securities | $23,427,000 | 3,317 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $23,427,000 | 3,249 |
| Securities issued by states & political subdivisions | $435,000 | 5,367 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,652,000 | 3,796 |
| Mortgage-backed securities | $23,427,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $23,427,000 | 1,688 |
| Issued or guaranteed by U.S. | $23,427,000 | 1,687 |
| 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) | $23,862,000 | 593 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $23,862,000 | 4,188 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $21,171,000 | 4,502 |
| U.S. Government securities | $20,736,000 | 3,641 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $20,736,000 | 3,561 |
| Securities issued by states & political subdivisions | $435,000 | 5,359 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,059,000 | 3,723 |
| Mortgage-backed securities | $20,736,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $20,736,000 | 1,832 |
| Issued or guaranteed by U.S. | $20,736,000 | 1,830 |
| 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) | $21,171,000 | 644 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $21,171,000 | 4,478 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $21,630,000 | 4,401 |
| U.S. Government securities | $21,195,000 | 3,517 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,195,000 | 3,437 |
| Securities issued by states & political subdivisions | $435,000 | 5,360 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,195,000 | 2,387 |
| Certificates of participation in pools of residential mortgages | $21,195,000 | 1,711 |
| Issued or guaranteed by U.S. | $21,195,000 | 1,711 |
| 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) | $21,630,000 | 642 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $21,630,000 | 4,372 |
| 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 | $19,630,000 | 4,545 |
| U.S. Government securities | $19,630,000 | 3,619 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,630,000 | 3,537 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,630,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $19,630,000 | 1,750 |
| Issued or guaranteed by U.S. | $19,630,000 | 1,745 |
| 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) | $19,630,000 | 686 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $19,630,000 | 4,510 |
| 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 | $21,683,000 | 4,385 |
| U.S. Government securities | $21,683,000 | 3,489 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,683,000 | 3,397 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,208,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $20,208,000 | 1,652 |
| Issued or guaranteed by U.S. | $20,208,000 | 1,649 |
| 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) | $21,683,000 | 639 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $21,683,000 | 4,354 |
| 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 | $21,200,000 | 4,404 |
| U.S. Government securities | $21,200,000 | 3,530 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,200,000 | 3,430 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,725,000 | 2,402 |
| Certificates of participation in pools of residential mortgages | $18,725,000 | 1,718 |
| Issued or guaranteed by U.S. | $18,725,000 | 1,714 |
| 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) | $21,200,000 | 644 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $21,200,000 | 4,373 |
| 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 | $19,973,000 | 4,402 |
| U.S. Government securities | $19,973,000 | 3,476 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,973,000 | 3,378 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,498,000 | 2,393 |
| Certificates of participation in pools of residential mortgages | $17,498,000 | 1,725 |
| Issued or guaranteed by U.S. | $17,498,000 | 1,720 |
| 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) | $19,973,000 | 671 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $19,973,000 | 4,370 |
| 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 | $20,415,000 | 4,306 |
| U.S. Government securities | $20,415,000 | 3,382 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,415,000 | 3,289 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,940,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $17,940,000 | 1,661 |
| Issued or guaranteed by U.S. | $17,940,000 | 1,657 |
| 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) | $20,415,000 | 689 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $20,415,000 | 4,269 |
| 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 | $20,111,000 | 4,375 |
| U.S. Government securities | $20,111,000 | 3,482 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,111,000 | 3,395 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,111,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | $19,111,000 | 1,605 |
| Issued or guaranteed by U.S. | $19,111,000 | 1,598 |
| 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) | $20,111,000 | 701 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $20,111,000 | 4,333 |
| 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 | $19,920,000 | 4,468 |
| U.S. Government securities | $19,920,000 | 3,564 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,920,000 | 3,479 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,920,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | $19,920,000 | 1,635 |
| Issued or guaranteed by U.S. | $19,920,000 | 1,630 |
| 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) | $19,920,000 | 711 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $19,920,000 | 4,430 |
| 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 | $21,317,000 | 4,259 |
| U.S. Government securities | $21,317,000 | 3,378 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,317,000 | 3,300 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,317,000 | 2,197 |
| Certificates of participation in pools of residential mortgages | $21,317,000 | 1,610 |
| Issued or guaranteed by U.S. | $21,317,000 | 1,603 |
| 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) | $21,317,000 | 690 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $21,317,000 | 4,229 |
| 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 | $20,210,000 | 4,420 |
| U.S. Government securities | $20,210,000 | 3,479 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,210,000 | 3,403 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,210,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $20,210,000 | 1,713 |
| Issued or guaranteed by U.S. | $20,210,000 | 1,707 |
| 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) | $20,210,000 | 746 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $20,210,000 | 4,382 |
| 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 | $18,646,000 | 4,594 |
| U.S. Government securities | $18,646,000 | 3,621 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,646,000 | 3,551 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,646,000 | 2,460 |
| Certificates of participation in pools of residential mortgages | $18,646,000 | 1,872 |
| Issued or guaranteed by U.S. | $18,646,000 | 1,862 |
| 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) | $18,646,000 | 794 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $18,646,000 | 4,552 |
| 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 | $19,402,000 | 4,506 |
| U.S. Government securities | $19,402,000 | 3,596 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,402,000 | 3,523 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,402,000 | 2,445 |
| Certificates of participation in pools of residential mortgages | $19,402,000 | 1,860 |
| Issued or guaranteed by U.S. | $19,402,000 | 1,848 |
| 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) | $19,402,000 | 760 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $19,402,000 | 4,465 |
| 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 | $18,680,000 | 4,606 |
| U.S. Government securities | $18,680,000 | 3,726 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,680,000 | 3,653 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,680,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $17,680,000 | 1,921 |
| Issued or guaranteed by U.S. | $17,680,000 | 1,911 |
| 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) | $18,680,000 | 781 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $18,680,000 | 4,572 |
| 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 | $19,829,000 | 4,414 |
| U.S. Government securities | $19,829,000 | 3,522 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,829,000 | 3,454 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,829,000 | 2,417 |
| Certificates of participation in pools of residential mortgages | $17,829,000 | 1,828 |
| Issued or guaranteed by U.S. | $17,829,000 | 1,816 |
| 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) | $19,829,000 | 755 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $19,829,000 | 4,383 |
| 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 | $19,317,000 | 4,539 |
| U.S. Government securities | $19,317,000 | 3,634 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,317,000 | 3,560 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,317,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $18,317,000 | 1,790 |
| Issued or guaranteed by U.S. | $18,317,000 | 1,779 |
| 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) | $19,317,000 | 762 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $19,317,000 | 4,484 |
| 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 | $19,780,000 | 4,464 |
| U.S. Government securities | $19,780,000 | 3,560 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,780,000 | 3,494 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,780,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $19,780,000 | 1,642 |
| Issued or guaranteed by U.S. | $19,780,000 | 1,633 |
| 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) | $19,780,000 | 736 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $19,780,000 | 4,402 |
| 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 | $18,944,000 | 4,588 |
| U.S. Government securities | $18,944,000 | 3,720 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,944,000 | 3,645 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,948,000 | 2,432 |
| Certificates of participation in pools of residential mortgages | $13,948,000 | 1,863 |
| Issued or guaranteed by U.S. | $13,948,000 | 1,854 |
| 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) | $18,944,000 | 790 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $18,944,000 | 4,535 |
| 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 | $19,846,000 | 4,508 |
| U.S. Government securities | $19,843,000 | 3,654 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,843,000 | 3,577 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $3,000 | 2,946 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,413 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,850,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $14,847,000 | 1,646 |
| Issued or guaranteed by U.S. | $14,847,000 | 1,637 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $3,000 | 1,327 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,846,000 | 795 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $19,846,000 | 4,457 |
| 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 | $19,208,000 | 4,586 |
| U.S. Government securities | $19,198,000 | 3,752 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,198,000 | 3,665 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $10,000 | 2,881 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,212,000 | 2,383 |
| Certificates of participation in pools of residential mortgages | $12,202,000 | 1,822 |
| Issued or guaranteed by U.S. | $12,202,000 | 1,817 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,000 | 3,558 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $10,000 | 1,256 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,208,000 | 819 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $19,208,000 | 4,539 |
| 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 | $20,195,000 | 4,469 |
| U.S. Government securities | $20,176,000 | 3,639 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,176,000 | 3,543 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $19,000 | 2,891 |
| Privately issued residential mortgage-backed securities | $19,000 | 1,292 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,199,000 | 2,287 |
| Certificates of participation in pools of residential mortgages | $13,180,000 | 1,738 |
| Issued or guaranteed by U.S. | $13,180,000 | 1,732 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $19,000 | 3,502 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $19,000 | 1,197 |
| 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) | $20,195,000 | 813 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $20,195,000 | 4,427 |
| 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 | $20,484,000 | 4,473 |
| U.S. Government securities | $20,454,000 | 3,656 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,454,000 | 3,560 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $30,000 | 2,917 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,260 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,488,000 | 2,248 |
| Certificates of participation in pools of residential mortgages | $13,458,000 | 1,729 |
| Issued or guaranteed by U.S. | $13,458,000 | 1,720 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $30,000 | 3,469 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $30,000 | 1,177 |
| 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) | $20,484,000 | 813 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $20,484,000 | 4,423 |
| 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 | $21,972,000 | 4,307 |
| U.S. Government securities | $21,930,000 | 3,515 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,930,000 | 3,412 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $42,000 | 2,953 |
| Privately issued residential mortgage-backed securities | $42,000 | 1,236 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,978,000 | 2,297 |
| Certificates of participation in pools of residential mortgages | $12,936,000 | 1,785 |
| Issued or guaranteed by U.S. | $12,936,000 | 1,774 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $42,000 | 3,429 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $42,000 | 1,141 |
| 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) | $21,972,000 | 810 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $21,972,000 | 4,251 |
| 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 | $22,783,000 | 4,206 |
| U.S. Government securities | $22,726,000 | 3,435 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,726,000 | 3,318 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $57,000 | 3,009 |
| Privately issued residential mortgage-backed securities | $57,000 | 1,208 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,789,000 | 2,226 |
| Certificates of participation in pools of residential mortgages | $13,732,000 | 1,738 |
| Issued or guaranteed by U.S. | $13,732,000 | 1,727 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $57,000 | 3,414 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $57,000 | 1,117 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,783,000 | 797 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $22,783,000 | 4,145 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $22,695,000 | 4,280 |
| U.S. Government securities | $22,622,000 | 3,472 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,622,000 | 3,359 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $73,000 | 3,067 |
| Privately issued residential mortgage-backed securities | $73,000 | 1,174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,701,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $13,628,000 | 1,762 |
| Issued or guaranteed by U.S. | $13,628,000 | 1,751 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $73,000 | 3,387 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $73,000 | 1,089 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,695,000 | 814 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $22,695,000 | 4,221 |
| 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 | $22,070,000 | 4,356 |
| U.S. Government securities | $21,979,000 | 3,531 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,979,000 | 3,405 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $91,000 | 3,141 |
| Privately issued residential mortgage-backed securities | $91,000 | 1,132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,076,000 | 2,335 |
| Certificates of participation in pools of residential mortgages | $12,985,000 | 1,841 |
| Issued or guaranteed by U.S. | $12,985,000 | 1,829 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $91,000 | 3,367 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $91,000 | 1,043 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,070,000 | 857 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $22,070,000 | 4,293 |
| 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 | $22,133,000 | 4,333 |
| U.S. Government securities | $21,997,000 | 3,505 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,997,000 | 3,371 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $136,000 | 3,116 |
| Privately issued residential mortgage-backed securities | $111,000 | 1,106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,690 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,114,000 | 2,357 |
| Certificates of participation in pools of residential mortgages | $13,003,000 | 1,864 |
| Issued or guaranteed by U.S. | $13,003,000 | 1,849 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $111,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $111,000 | 1,017 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,133,000 | 855 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $22,133,000 | 4,277 |
| 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 | $22,372,000 | 4,328 |
| U.S. Government securities | $22,210,000 | 3,529 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,210,000 | 3,409 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $162,000 | 3,126 |
| Privately issued residential mortgage-backed securities | $133,000 | 1,058 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,000 | 2,766 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,350,000 | 2,400 |
| Certificates of participation in pools of residential mortgages | $13,217,000 | 1,908 |
| Issued or guaranteed by U.S. | $13,217,000 | 1,895 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $133,000 | 3,332 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $133,000 | 966 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,372,000 | 862 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $22,372,000 | 4,266 |
| 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 | $21,911,000 | 4,463 |
| U.S. Government securities | $21,721,000 | 3,650 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,721,000 | 3,526 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $190,000 | 3,150 |
| Privately issued residential mortgage-backed securities | $157,000 | 1,024 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,000 | 2,835 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,885,000 | 2,519 |
| Certificates of participation in pools of residential mortgages | $12,728,000 | 2,001 |
| Issued or guaranteed by U.S. | $12,728,000 | 1,992 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $157,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $157,000 | 940 |
| 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) | $21,911,000 | 885 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $21,911,000 | 4,403 |
| 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 | $21,811,000 | 4,496 |
| U.S. Government securities | $21,592,000 | 3,680 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,592,000 | 3,551 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $219,000 | 3,128 |
| Privately issued residential mortgage-backed securities | $182,000 | 1,004 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,000 | 2,912 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,781,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | $12,599,000 | 2,047 |
| Issued or guaranteed by U.S. | $12,599,000 | 2,038 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $182,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $182,000 | 927 |
| 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) | $21,811,000 | 895 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $21,811,000 | 4,427 |
| 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 | $22,769,000 | 4,375 |
| U.S. Government securities | $20,584,000 | 3,774 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,584,000 | 3,647 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $252,000 | 3,121 |
| Privately issued residential mortgage-backed securities | $211,000 | 939 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,000 | 2,985 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,933,000 | 961 |
| 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 | $13,802,000 | 2,451 |
| Certificates of participation in pools of residential mortgages | $13,591,000 | 1,960 |
| Issued or guaranteed by U.S. | $13,591,000 | 1,953 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $211,000 | 3,329 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $211,000 | 864 |
| 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) | $20,836,000 | 922 |
| Available-for-sale securities (fair market value) | $1,933,000 | 7,630 |
| Total debt securities | $20,836,000 | 4,549 |
| 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 | $23,919,000 | 4,299 |
| U.S. Government securities | $21,708,000 | 3,715 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,708,000 | 3,582 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $290,000 | 3,158 |
| Privately issued residential mortgage-backed securities | $246,000 | 909 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,000 | 3,089 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,921,000 | 993 |
| 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 | $14,962,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | $14,716,000 | 1,873 |
| Issued or guaranteed by U.S. | $14,716,000 | 1,863 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $246,000 | 3,342 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $246,000 | 841 |
| 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) | $21,998,000 | 896 |
| Available-for-sale securities (fair market value) | $1,921,000 | 7,704 |
| Total debt securities | $21,998,000 | 4,456 |
| 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 | $25,387,000 | 4,113 |
| U.S. Government securities | $23,129,000 | 3,478 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,129,000 | 3,358 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $336,000 | 3,198 |
| Privately issued residential mortgage-backed securities | $288,000 | 944 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $48,000 | 3,165 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,922,000 | 1,071 |
| 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 | $16,425,000 | 2,287 |
| Certificates of participation in pools of residential mortgages | $16,137,000 | 1,788 |
| Issued or guaranteed by U.S. | $16,137,000 | 1,780 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $288,000 | 3,368 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $288,000 | 868 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,465,000 | 832 |
| Available-for-sale securities (fair market value) | $1,922,000 | 7,702 |
| Total debt securities | $23,465,000 | 4,250 |
| 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 | $26,681,000 | 4,031 |
| U.S. Government securities | $24,717,000 | 3,370 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,717,000 | 3,255 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $52,000 | 3,698 |
| 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 | $52,000 | 3,291 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,912,000 | 1,060 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,725,000 | 2,174 |
| Certificates of participation in pools of residential mortgages | $17,396,000 | 1,714 |
| Issued or guaranteed by U.S. | $17,396,000 | 1,701 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $329,000 | 3,357 |
| CMOs issued by government agencies or sponsored agencies | $329,000 | 3,194 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,769,000 | 810 |
| Available-for-sale securities (fair market value) | $1,912,000 | 7,772 |
| Total debt securities | $24,769,000 | 4,170 |
| 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 | $24,329,000 | 4,225 |
| U.S. Government securities | $22,372,000 | 3,517 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,372,000 | 3,391 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $55,000 | 3,802 |
| 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 | $55,000 | 3,387 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,902,000 | 1,115 |
| 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 | $17,378,000 | 2,188 |
| Certificates of participation in pools of residential mortgages | $16,988,000 | 1,725 |
| Issued or guaranteed by U.S. | $16,988,000 | 1,717 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $390,000 | 3,368 |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 3,202 |
| 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) | $22,427,000 | 853 |
| Available-for-sale securities (fair market value) | $1,902,000 | 7,778 |
| Total debt securities | $22,427,000 | 4,364 |
| 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 | $24,905,000 | 4,063 |
| U.S. Government securities | $22,944,000 | 3,350 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,944,000 | 3,222 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $58,000 | 3,854 |
| 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 | $58,000 | 3,409 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,903,000 | 1,125 |
| 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 | $19,947,000 | 2,056 |
| Certificates of participation in pools of residential mortgages | $19,477,000 | 1,558 |
| Issued or guaranteed by U.S. | $19,477,000 | 1,551 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $470,000 | 3,494 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 3,332 |
| 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) | $23,002,000 | 807 |
| Available-for-sale securities (fair market value) | $1,903,000 | 7,789 |
| Total debt securities | $23,002,000 | 4,198 |
| 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 | $26,442,000 | 3,861 |
| U.S. Government securities | $24,487,000 | 3,178 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,487,000 | 3,038 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $62,000 | 3,906 |
| 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 | $62,000 | 3,452 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,893,000 | 1,126 |
| 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 | $20,495,000 | 1,989 |
| Certificates of participation in pools of residential mortgages | $19,927,000 | 1,502 |
| Issued or guaranteed by U.S. | $19,927,000 | 1,497 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $568,000 | 3,449 |
| CMOs issued by government agencies or sponsored agencies | $568,000 | 3,287 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,549,000 | 783 |
| Available-for-sale securities (fair market value) | $1,893,000 | 7,834 |
| Total debt securities | $24,549,000 | 3,995 |
| 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 | $24,979,000 | 4,006 |
| U.S. Government securities | $21,536,000 | 3,497 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,536,000 | 3,337 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $65,000 | 3,946 |
| 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 | $65,000 | 3,485 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,378,000 | 860 |
| 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 | $16,546,000 | 2,244 |
| Certificates of participation in pools of residential mortgages | $15,881,000 | 1,714 |
| Issued or guaranteed by U.S. | $15,881,000 | 1,705 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $665,000 | 3,429 |
| CMOs issued by government agencies or sponsored agencies | $665,000 | 3,278 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,601,000 | 864 |
| Available-for-sale securities (fair market value) | $3,378,000 | 7,422 |
| Total debt securities | $21,601,000 | 4,324 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $25,494,000 | 3,794 |
| U.S. Government securities | $20,160,000 | 3,494 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,160,000 | 3,328 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $77,000 | 3,996 |
| 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 | $77,000 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,257,000 | 637 |
| 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 | $20,160,000 | 1,828 |
| Certificates of participation in pools of residential mortgages | $18,541,000 | 1,378 |
| Issued or guaranteed by U.S. | $18,541,000 | 1,370 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,619,000 | 2,908 |
| CMOs issued by government agencies or sponsored agencies | $1,619,000 | 2,748 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,260,000 | 913 |
| Available-for-sale securities (fair market value) | $5,234,000 | 6,910 |
| Total debt securities | $20,237,000 | 4,405 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $25,095,000 | 3,934 |
| U.S. Government securities | $23,699,000 | 3,217 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,699,000 | 2,975 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $92,000 | 3,666 |
| 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 | $92,000 | 3,208 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,304,000 | 2,113 |
| 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 | $17,700,000 | 1,626 |
| Certificates of participation in pools of residential mortgages | $15,529,000 | 1,278 |
| Issued or guaranteed by U.S. | $15,529,000 | 1,270 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,171,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $2,171,000 | 2,076 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,095,000 | 937 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $23,791,000 | 3,973 |
| 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 | $24,901,000 | 4,157 |
| U.S. Government securities | $24,901,000 | 3,237 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,901,000 | 2,895 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,903,000 | 1,669 |
| Certificates of participation in pools of residential mortgages | $16,647,000 | 1,309 |
| Issued or guaranteed by U.S. | $16,647,000 | 1,300 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,256,000 | 2,336 |
| CMOs issued by government agencies or sponsored agencies | $2,256,000 | 2,197 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,901,000 | 1,045 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $24,901,000 | 4,038 |
| 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 | $25,654,000 | 4,091 |
| U.S. Government securities | $25,654,000 | 3,237 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,654,000 | 2,724 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,654,000 | 1,571 |
| Certificates of participation in pools of residential mortgages | $21,426,000 | 1,172 |
| Issued or guaranteed by U.S. | $21,426,000 | 1,162 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,228,000 | 3,080 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000 | 2,940 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,654,000 | 1,112 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $25,654,000 | 3,976 |
| 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 | $24,643,000 | 4,252 |
| U.S. Government securities | $24,643,000 | 3,477 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,643,000 | 2,725 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,643,000 | 1,447 |
| Certificates of participation in pools of residential mortgages | $24,643,000 | 1,065 |
| Issued or guaranteed by U.S. | $24,643,000 | 1,051 |
| 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) | $24,643,000 | 1,408 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $24,643,000 | 4,137 |
| 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 | $25,621,000 | 4,440 |
| U.S. Government securities | $25,288,000 | 3,689 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,288,000 | 2,764 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-333,000 | 1,176 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,790,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $21,790,000 | 1,245 |
| Issued or guaranteed by U.S. | $21,790,000 | 1,228 |
| 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) | $25,621,000 | 1,552 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $25,288,000 | 4,372 |
| 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 | $26,849,000 | 4,443 |
| U.S. Government securities | $26,420,000 | 3,733 |
| U.S. Treasury securities | $3,493,000 | 5,658 |
| U.S. Government agency obligations | $22,927,000 | 2,967 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,634 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-404,000 | 1,268 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,427,000 | 1,798 |
| Certificates of participation in pools of residential mortgages | $22,427,000 | 1,225 |
| Issued or guaranteed by U.S. | $22,427,000 | 1,202 |
| 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) | $26,849,000 | 1,552 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $26,420,000 | 4,424 |
| 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 | $27,584,000 | 4,585 |
| U.S. Government securities | $27,103,000 | 3,801 |
| U.S. Treasury securities | $992,000 | 9,683 |
| U.S. Government agency obligations | $26,111,000 | 2,557 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,669 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-456,000 | 1,369 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,111,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $25,111,000 | 1,170 |
| Issued or guaranteed by U.S. | $25,111,000 | 1,149 |
| 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) | $27,584,000 | 2,639 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $27,103,000 | 4,571 |
| 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 | $28,441,000 | 4,692 |
| U.S. Government securities | $27,908,000 | 3,842 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $27,908,000 | 2,461 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,553 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-508,000 | 1,505 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,408,000 | 1,849 |
| Certificates of participation in pools of residential mortgages | $26,408,000 | 1,212 |
| Issued or guaranteed by U.S. | $26,408,000 | 1,182 |
| 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 | $27,908,000 | 4,645 |
| 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 | $25,285,000 | 5,122 |
| U.S. Government securities | $24,134,000 | 4,355 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $24,134,000 | 2,761 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $775,000 | 2,149 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-376,000 | 1,694 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,634,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $22,634,000 | 1,376 |
| Issued or guaranteed by U.S. | $22,634,000 | 1,343 |
| 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 | $24,134,000 | 5,203 |
| 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 |