Home > Thrivent Trust Company > Securities
Thrivent Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $9,255,000 | 4,043 |
| U.S. Government securities | $9,255,000 | 3,637 |
| U.S. Treasury securities | $93,000 | 2,750 |
| U.S. Government agency obligations | $9,162,000 | 3,304 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,000 | 3,927 |
| Mortgage-backed securities | $9,162,000 | 2,633 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,176,000 | 2,301 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,986,000 | 1,896 |
| 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) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $9,255,000 | 3,784 |
| Total debt securities | $9,255,000 | 4,017 |
| 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 | $8,198,000 | 4,110 |
| U.S. Government securities | $8,198,000 | 3,736 |
| U.S. Treasury securities | $91,000 | 2,804 |
| U.S. Government agency obligations | $8,107,000 | 3,394 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,000 | 3,941 |
| Mortgage-backed securities | $8,107,000 | 2,717 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,070,000 | 2,435 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,037,000 | 1,854 |
| 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) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $8,198,000 | 3,830 |
| Total debt securities | $8,198,000 | 4,087 |
| 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 | $8,278,000 | 4,143 |
| U.S. Government securities | $6,115,000 | 3,944 |
| U.S. Treasury securities | $90,000 | 2,827 |
| U.S. Government agency obligations | $6,025,000 | 3,620 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $2,163,000 | 1,731 |
| Privately issued residential mortgage-backed securities | $2,163,000 | 432 |
| 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 | $90,000 | 3,945 |
| Mortgage-backed securities | $8,188,000 | 2,754 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,025,000 | 2,482 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $2,163,000 | 330 |
| 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) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $8,278,000 | 3,864 |
| Total debt securities | $8,278,000 | 4,120 |
| 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 | $8,951,000 | 4,193 |
| U.S. Government securities | $6,625,000 | 3,984 |
| U.S. Treasury securities | $91,000 | 2,897 |
| U.S. Government agency obligations | $6,534,000 | 3,578 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $2,326,000 | 1,747 |
| Privately issued residential mortgage-backed securities | $2,326,000 | 449 |
| 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 | $91,000 | 3,963 |
| Mortgage-backed securities | $8,860,000 | 2,746 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,534,000 | 2,475 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $2,326,000 | 340 |
| 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) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $8,951,000 | 3,906 |
| Total debt securities | $8,950,000 | 4,170 |
| 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 | $9,547,000 | 4,192 |
| U.S. Government securities | $7,107,000 | 3,965 |
| U.S. Treasury securities | $90,000 | 2,936 |
| U.S. Government agency obligations | $7,017,000 | 3,550 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $2,440,000 | 1,745 |
| Privately issued residential mortgage-backed securities | $2,440,000 | 457 |
| 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 | $90,000 | 3,942 |
| Mortgage-backed securities | $9,457,000 | 2,727 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,017,000 | 2,447 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $2,440,000 | 331 |
| 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) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $9,547,000 | 3,897 |
| Total debt securities | $9,547,000 | 4,169 |
| 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 | $9,137,000 | 4,240 |
| U.S. Government securities | $6,516,000 | 4,037 |
| U.S. Treasury securities | $89,000 | 2,952 |
| U.S. Government agency obligations | $6,427,000 | 3,613 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $2,621,000 | 1,677 |
| Privately issued residential mortgage-backed securities | $2,621,000 | 436 |
| 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 | $89,000 | 3,967 |
| Mortgage-backed securities | $9,048,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,427,000 | 2,525 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $2,621,000 | 328 |
| 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) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $9,137,000 | 3,949 |
| Total debt securities | $9,137,000 | 4,216 |
| 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 | $9,506,000 | 4,242 |
| U.S. Government securities | $9,506,000 | 3,821 |
| U.S. Treasury securities | $91,000 | 2,914 |
| U.S. Government agency obligations | $9,415,000 | 3,400 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| 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 | $99,000 | 3,987 |
| Mortgage-backed securities | $9,415,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $9,415,000 | 2,309 |
| Issued or guaranteed by U.S. | $9,415,000 | 2,248 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $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) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $9,506,000 | 3,967 |
| Total debt securities | $9,506,000 | 4,226 |
| 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 | $10,988,000 | 4,148 |
| U.S. Government securities | $10,988,000 | 3,645 |
| U.S. Treasury securities | $93,000 | 2,660 |
| U.S. Government agency obligations | $10,895,000 | 3,260 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $10,895,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $10,895,000 | 2,205 |
| Issued or guaranteed by U.S. | $10,895,000 | 2,155 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $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) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $10,988,000 | 3,886 |
| Total debt securities | $10,987,000 | 4,127 |
| 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 | $12,953,000 | 3,992 |
| U.S. Government securities | $12,953,000 | 3,366 |
| U.S. Treasury securities | $97,000 | 2,205 |
| U.S. Government agency obligations | $12,856,000 | 3,087 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $12,856,000 | 2,566 |
| Certificates of participation in pools of residential mortgages | $12,856,000 | 2,065 |
| Issued or guaranteed by U.S. | $12,856,000 | 2,004 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $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) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $12,953,000 | 3,779 |
| Total debt securities | $12,953,000 | 3,972 |
| 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 | $9,998,000 | 4,139 |
| U.S. Government securities | $9,998,000 | 3,557 |
| U.S. Treasury securities | $98,000 | 2,001 |
| U.S. Government agency obligations | $9,900,000 | 3,315 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $9,900,000 | 2,792 |
| Certificates of participation in pools of residential mortgages | $9,900,000 | 2,297 |
| Issued or guaranteed by U.S. | $9,900,000 | 2,241 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $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) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $9,998,000 | 3,913 |
| Total debt securities | $9,998,000 | 4,117 |
| 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 | $12,516,000 | 3,990 |
| U.S. Government securities | $12,516,000 | 3,324 |
| U.S. Treasury securities | $98,000 | 1,905 |
| U.S. Government agency obligations | $12,418,000 | 3,103 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| 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 | $99,000 | 4,117 |
| Mortgage-backed securities | $12,418,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | $12,418,000 | 2,067 |
| Issued or guaranteed by U.S. | $12,418,000 | 2,013 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $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) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $12,516,000 | 3,778 |
| Total debt securities | $12,516,000 | 3,967 |
| 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 | $15,456,000 | 3,770 |
| U.S. Government securities | $15,456,000 | 2,967 |
| U.S. Treasury securities | $97,000 | 1,624 |
| U.S. Government agency obligations | $15,359,000 | 2,803 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| 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 | $99,000 | 4,138 |
| Mortgage-backed securities | $15,359,000 | 2,335 |
| Certificates of participation in pools of residential mortgages | $15,359,000 | 1,808 |
| Issued or guaranteed by U.S. | $15,359,000 | 1,753 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $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) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $15,456,000 | 3,550 |
| Total debt securities | $15,457,000 | 3,745 |
| 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 | $18,675,000 | 3,499 |
| U.S. Government securities | $18,675,000 | 2,599 |
| U.S. Treasury securities | $100,000 | 1,183 |
| U.S. Government agency obligations | $18,575,000 | 2,473 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,000 | 4,160 |
| Mortgage-backed securities | $18,575,000 | 2,091 |
| Certificates of participation in pools of residential mortgages | $18,575,000 | 1,526 |
| Issued or guaranteed by U.S. | $18,575,000 | 1,490 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $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) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $18,675,000 | 3,288 |
| Total debt securities | $18,675,000 | 3,477 |
| 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 | $25,576,000 | 3,093 |
| U.S. Government securities | $25,576,000 | 2,193 |
| U.S. Treasury securities | $100,000 | 1,200 |
| U.S. Government agency obligations | $25,476,000 | 2,081 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 4,170 |
| Mortgage-backed securities | $25,476,000 | 1,768 |
| Certificates of participation in pools of residential mortgages | $25,476,000 | 1,206 |
| Issued or guaranteed by U.S. | $25,476,000 | 1,176 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $25,576,000 | 2,903 |
| Total debt securities | $25,576,000 | 3,072 |
| 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 | $26,262,000 | 3,031 |
| U.S. Government securities | $26,262,000 | 2,162 |
| U.S. Treasury securities | $101,000 | 1,240 |
| U.S. Government agency obligations | $26,161,000 | 2,061 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,000 | 4,215 |
| Mortgage-backed securities | $26,161,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | $26,161,000 | 1,143 |
| Issued or guaranteed by U.S. | $26,161,000 | 1,110 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $26,262,000 | 2,833 |
| Total debt securities | $26,262,000 | 3,009 |
| 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 | $26,059,000 | 3,008 |
| U.S. Government securities | $26,059,000 | 2,185 |
| U.S. Treasury securities | $101,000 | 1,285 |
| U.S. Government agency obligations | $25,958,000 | 2,076 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,000 | 4,248 |
| Mortgage-backed securities | $25,958,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $25,958,000 | 1,139 |
| Issued or guaranteed by U.S. | $25,958,000 | 1,108 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $26,059,000 | 2,816 |
| Total debt securities | $26,059,000 | 2,987 |
| 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 | $25,135,000 | 3,103 |
| U.S. Government securities | $25,135,000 | 2,286 |
| U.S. Treasury securities | $100,000 | 1,347 |
| U.S. Government agency obligations | $25,035,000 | 2,158 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 4,312 |
| Mortgage-backed securities | $25,035,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | $25,035,000 | 1,141 |
| Issued or guaranteed by U.S. | $25,035,000 | 1,114 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $25,135,000 | 2,899 |
| Total debt securities | $25,134,000 | 3,084 |
| 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 | $26,824,000 | 3,032 |
| U.S. Government securities | $26,824,000 | 2,212 |
| U.S. Treasury securities | $100,000 | 1,413 |
| U.S. Government agency obligations | $26,724,000 | 2,099 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 4,391 |
| Mortgage-backed securities | $26,724,000 | 1,634 |
| Certificates of participation in pools of residential mortgages | $26,724,000 | 1,045 |
| Issued or guaranteed by U.S. | $26,724,000 | 1,016 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $26,824,000 | 2,829 |
| Total debt securities | $26,825,000 | 3,016 |
| 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 | $26,877,000 | 3,073 |
| U.S. Government securities | $26,877,000 | 2,254 |
| U.S. Treasury securities | $100,000 | 1,450 |
| U.S. Government agency obligations | $26,777,000 | 2,141 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 4,433 |
| Mortgage-backed securities | $26,777,000 | 1,616 |
| Certificates of participation in pools of residential mortgages | $26,777,000 | 1,045 |
| Issued or guaranteed by U.S. | $26,777,000 | 1,034 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $26,877,000 | 2,854 |
| Total debt securities | $26,877,000 | 3,053 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $26,674,000 | 3,136 |
| U.S. Government securities | $26,674,000 | 2,297 |
| U.S. Treasury securities | $99,000 | 1,504 |
| U.S. Government agency obligations | $26,575,000 | 2,173 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 4,479 |
| Mortgage-backed securities | $26,575,000 | 1,607 |
| Certificates of participation in pools of residential mortgages | $26,575,000 | 1,058 |
| Issued or guaranteed by U.S. | $26,575,000 | 1,047 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $26,674,000 | 2,902 |
| Total debt securities | $26,674,000 | 3,118 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $25,981,000 | 3,198 |
| U.S. Government securities | $25,981,000 | 2,337 |
| U.S. Treasury securities | $98,000 | 1,503 |
| U.S. Government agency obligations | $25,883,000 | 2,227 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 4,526 |
| Mortgage-backed securities | $25,883,000 | 1,634 |
| Certificates of participation in pools of residential mortgages | $25,883,000 | 1,093 |
| Issued or guaranteed by U.S. | $25,883,000 | 1,085 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $25,981,000 | 2,963 |
| Total debt securities | $25,980,000 | 3,179 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $25,067,000 | 3,248 |
| U.S. Government securities | $25,067,000 | 2,404 |
| U.S. Treasury securities | $98,000 | 1,489 |
| U.S. Government agency obligations | $24,969,000 | 2,289 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 4,587 |
| Mortgage-backed securities | $24,969,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $24,969,000 | 1,133 |
| Issued or guaranteed by U.S. | $24,969,000 | 1,127 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $25,067,000 | 3,002 |
| Total debt securities | $25,066,000 | 3,226 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $25,282,000 | 3,286 |
| U.S. Government securities | $25,282,000 | 2,388 |
| U.S. Treasury securities | $98,000 | 1,463 |
| U.S. Government agency obligations | $25,184,000 | 2,288 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 4,634 |
| Mortgage-backed securities | $25,184,000 | 1,705 |
| Certificates of participation in pools of residential mortgages | $25,184,000 | 1,160 |
| Issued or guaranteed by U.S. | $25,184,000 | 1,124 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $25,282,000 | 3,029 |
| Total debt securities | $25,282,000 | 3,263 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $25,358,000 | 3,323 |
| U.S. Government securities | $25,358,000 | 2,456 |
| U.S. Treasury securities | $98,000 | 1,411 |
| U.S. Government agency obligations | $25,260,000 | 2,357 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 4,701 |
| Mortgage-backed securities | $25,260,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $25,260,000 | 1,190 |
| Issued or guaranteed by U.S. | $25,260,000 | 1,187 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $25,358,000 | 3,063 |
| Total debt securities | $25,357,000 | 3,299 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $24,209,000 | 3,445 |
| U.S. Government securities | $24,209,000 | 2,524 |
| U.S. Treasury securities | $99,000 | 1,315 |
| U.S. Government agency obligations | $24,110,000 | 2,418 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 4,780 |
| Mortgage-backed securities | $24,110,000 | 1,738 |
| Certificates of participation in pools of residential mortgages | $24,110,000 | 1,253 |
| Issued or guaranteed by U.S. | $24,110,000 | 1,252 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $24,209,000 | 3,178 |
| Total debt securities | $24,207,000 | 3,421 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $20,732,000 | 3,720 |
| U.S. Government securities | $20,732,000 | 2,777 |
| U.S. Treasury securities | $100,000 | 1,291 |
| U.S. Government agency obligations | $20,632,000 | 2,678 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 4,847 |
| Mortgage-backed securities | $20,632,000 | 1,925 |
| Certificates of participation in pools of residential mortgages | $20,632,000 | 1,429 |
| Issued or guaranteed by U.S. | $20,632,000 | 1,426 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $20,732,000 | 3,433 |
| Total debt securities | $20,732,000 | 3,697 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $6,769,000 | 4,884 |
| U.S. Government securities | $6,769,000 | 4,247 |
| U.S. Treasury securities | $100,000 | 1,329 |
| U.S. Government agency obligations | $6,669,000 | 4,136 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 4,892 |
| Mortgage-backed securities | $6,669,000 | 3,121 |
| Certificates of participation in pools of residential mortgages | $6,669,000 | 2,614 |
| Issued or guaranteed by U.S. | $6,669,000 | 2,613 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $6,769,000 | 4,596 |
| Total debt securities | $6,770,000 | 4,858 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $5,833,000 | 5,040 |
| U.S. Government securities | $5,833,000 | 4,445 |
| U.S. Treasury securities | $100,000 | 1,370 |
| U.S. Government agency obligations | $5,733,000 | 4,329 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 4,946 |
| Mortgage-backed securities | $5,733,000 | 3,292 |
| Certificates of participation in pools of residential mortgages | $5,733,000 | 2,808 |
| Issued or guaranteed by U.S. | $5,733,000 | 2,805 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $5,833,000 | 4,740 |
| Total debt securities | $5,833,000 | 5,014 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $6,268,000 | 5,036 |
| U.S. Government securities | $6,268,000 | 4,394 |
| U.S. Treasury securities | $100,000 | 1,345 |
| U.S. Government agency obligations | $6,168,000 | 4,278 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 4,996 |
| Mortgage-backed securities | $6,168,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $6,168,000 | 2,769 |
| Issued or guaranteed by U.S. | $6,168,000 | 2,764 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $6,268,000 | 4,715 |
| Total debt securities | $6,268,000 | 5,010 |
| 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 | $6,820,000 | 5,031 |
| U.S. Government securities | $6,820,000 | 4,324 |
| U.S. Treasury securities | $102,000 | 1,186 |
| U.S. Government agency obligations | $6,718,000 | 4,220 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,000 | 5,075 |
| Mortgage-backed securities | $6,718,000 | 3,189 |
| Certificates of participation in pools of residential mortgages | $6,718,000 | 2,692 |
| Issued or guaranteed by U.S. | $6,718,000 | 2,691 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $6,820,000 | 4,697 |
| Total debt securities | $6,820,000 | 5,011 |
| 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 | $6,771,000 | 5,088 |
| U.S. Government securities | $6,771,000 | 4,421 |
| U.S. Treasury securities | $103,000 | 1,220 |
| U.S. Government agency obligations | $6,668,000 | 4,310 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,000 | 5,158 |
| Mortgage-backed securities | $6,668,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $6,668,000 | 2,765 |
| Issued or guaranteed by U.S. | $6,668,000 | 2,759 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $6,771,000 | 4,751 |
| Total debt securities | $6,770,000 | 5,070 |
| 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 | $6,628,000 | 5,186 |
| U.S. Government securities | $6,628,000 | 4,555 |
| U.S. Treasury securities | $102,000 | 1,263 |
| U.S. Government agency obligations | $6,526,000 | 4,446 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,000 | 5,220 |
| Mortgage-backed securities | $6,526,000 | 3,254 |
| Certificates of participation in pools of residential mortgages | $6,526,000 | 2,778 |
| Issued or guaranteed by U.S. | $6,526,000 | 2,775 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $6,628,000 | 4,842 |
| Total debt securities | $6,628,000 | 5,169 |
| 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 | $6,110,000 | 5,283 |
| U.S. Government securities | $6,110,000 | 4,661 |
| U.S. Treasury securities | $99,000 | 1,342 |
| U.S. Government agency obligations | $6,011,000 | 4,561 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 5,260 |
| Mortgage-backed securities | $6,011,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $6,011,000 | 2,873 |
| Issued or guaranteed by U.S. | $6,011,000 | 2,871 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $6,110,000 | 4,935 |
| Total debt securities | $6,111,000 | 5,264 |
| 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 | $6,427,000 | 5,345 |
| U.S. Government securities | $6,427,000 | 4,725 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,427,000 | 4,605 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,296,000 | 4,888 |
| Mortgage-backed securities | $6,427,000 | 3,326 |
| Certificates of participation in pools of residential mortgages | $6,427,000 | 2,844 |
| Issued or guaranteed by U.S. | $6,427,000 | 2,842 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $6,427,000 | 4,984 |
| Total debt securities | $6,427,000 | 5,326 |
| 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 | $6,845,000 | 5,398 |
| U.S. Government securities | $6,845,000 | 4,775 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,845,000 | 4,664 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,463,000 | 4,887 |
| Mortgage-backed securities | $6,845,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $6,845,000 | 2,863 |
| Issued or guaranteed by U.S. | $6,845,000 | 2,861 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $6,845,000 | 5,031 |
| Total debt securities | $6,845,000 | 5,376 |
| 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 | $6,411,000 | 5,485 |
| U.S. Government securities | $6,411,000 | 4,912 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,411,000 | 4,806 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,639,000 | 4,905 |
| Mortgage-backed securities | $6,411,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $6,411,000 | 2,981 |
| Issued or guaranteed by U.S. | $6,411,000 | 2,979 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $6,411,000 | 5,121 |
| Total debt securities | $6,410,000 | 5,466 |
| 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 | $6,651,000 | 5,554 |
| U.S. Government securities | $6,651,000 | 4,945 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,651,000 | 4,829 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,695,000 | 4,952 |
| Mortgage-backed securities | $6,651,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $6,651,000 | 2,997 |
| Issued or guaranteed by U.S. | $6,651,000 | 2,996 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $6,651,000 | 5,182 |
| Total debt securities | $6,651,000 | 5,534 |
| 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 | $5,994,000 | 5,722 |
| U.S. Government securities | $5,994,000 | 5,143 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,994,000 | 5,027 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,901,000 | 4,959 |
| Mortgage-backed securities | $5,994,000 | 3,674 |
| Certificates of participation in pools of residential mortgages | $5,994,000 | 3,171 |
| Issued or guaranteed by U.S. | $5,994,000 | 3,168 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $5,994,000 | 5,346 |
| Total debt securities | $5,995,000 | 5,702 |
| 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 | $6,359,000 | 5,741 |
| U.S. Government securities | $6,359,000 | 5,161 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,359,000 | 5,039 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,061,000 | 4,949 |
| Mortgage-backed securities | $6,359,000 | 3,683 |
| Certificates of participation in pools of residential mortgages | $6,359,000 | 3,180 |
| Issued or guaranteed by U.S. | $6,359,000 | 3,178 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $6,359,000 | 5,343 |
| Total debt securities | $6,360,000 | 5,720 |
| 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 | $6,695,000 | 5,754 |
| U.S. Government securities | $6,695,000 | 5,136 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,695,000 | 5,031 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,216,000 | 4,951 |
| Mortgage-backed securities | $6,695,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $6,695,000 | 3,134 |
| Issued or guaranteed by U.S. | $6,695,000 | 3,134 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $6,695,000 | 5,363 |
| Total debt securities | $6,695,000 | 5,727 |
| 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 | $6,089,000 | 5,867 |
| U.S. Government securities | $6,089,000 | 5,240 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,089,000 | 5,139 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,357,000 | 4,932 |
| Mortgage-backed securities | $6,089,000 | 3,745 |
| Certificates of participation in pools of residential mortgages | $6,089,000 | 3,248 |
| Issued or guaranteed by U.S. | $6,089,000 | 3,244 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $6,089,000 | 5,470 |
| Total debt securities | $6,089,000 | 5,845 |
| 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 | $6,354,000 | 5,897 |
| U.S. Government securities | $6,354,000 | 5,251 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,354,000 | 5,152 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,461,000 | 4,959 |
| Mortgage-backed securities | $6,354,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $6,354,000 | 3,223 |
| Issued or guaranteed by U.S. | $6,354,000 | 3,218 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $6,354,000 | 5,504 |
| Total debt securities | $6,355,000 | 5,874 |
| 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 | $5,775,000 | 5,969 |
| U.S. Government securities | $5,775,000 | 5,352 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,775,000 | 5,246 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $5,775,000 | 3,866 |
| Certificates of participation in pools of residential mortgages | $3,590,000 | 3,822 |
| Issued or guaranteed by U.S. | $3,590,000 | 3,816 |
| 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 | $2,185,000 | 519 |
| Commercial mortgage pass-through securities | $2,185,000 | 321 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $5,775,000 | 5,601 |
| Total debt securities | $5,775,000 | 5,943 |
| 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 | $35,186,000 | 3,415 |
| U.S. Government securities | $35,186,000 | 2,509 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $35,186,000 | 2,448 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $35,186,000 | 1,691 |
| Certificates of participation in pools of residential mortgages | $35,186,000 | 1,160 |
| Issued or guaranteed by U.S. | $35,186,000 | 1,158 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $35,186,000 | 3,162 |
| Total debt securities | $35,186,000 | 3,383 |
| 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 | $0 | 6,916 |
| U.S. Government securities | $0 | 6,761 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $0 | 6,682 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $0 | 6,885 |
| 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 | $78,243,000 | 1,864 |
| U.S. Government securities | $73,633,000 | 1,374 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $73,633,000 | 1,333 |
| Securities issued by states & political subdivisions | $4,610,000 | 3,829 |
| 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 | $16,967,000 | 2,474 |
| Mortgage-backed securities | $67,534,000 | 1,050 |
| Certificates of participation in pools of residential mortgages | $43,850,000 | 1,014 |
| Issued or guaranteed by U.S. | $43,850,000 | 1,014 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $19,669,000 | 1,063 |
| CMOs issued by government agencies or sponsored agencies | $19,669,000 | 998 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $4,015,000 | 294 |
| Commercial mortgage pass-through securities | $4,015,000 | 171 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $78,243,000 | 1,697 |
| Total debt securities | $78,243,000 | 1,841 |
| 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 | $86,213,000 | 1,709 |
| U.S. Government securities | $81,870,000 | 1,266 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $81,870,000 | 1,230 |
| Securities issued by states & political subdivisions | $4,343,000 | 3,834 |
| 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 | $9,793,000 | 3,380 |
| Mortgage-backed securities | $73,258,000 | 995 |
| Certificates of participation in pools of residential mortgages | $58,141,000 | 806 |
| Issued or guaranteed by U.S. | $58,141,000 | 805 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,072,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $11,072,000 | 1,412 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $4,045,000 | 276 |
| Commercial mortgage pass-through securities | $4,045,000 | 154 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $86,213,000 | 1,556 |
| Total debt securities | $86,213,000 | 1,687 |
| Structured notes | ||
| Amortized cost | $2,553,000 | 1,337 |
| Fair value | $2,509,000 | 1,351 |
| 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 | $88,755,000 | 1,653 |
| U.S. Government securities | $84,448,000 | 1,254 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $84,448,000 | 1,219 |
| Securities issued by states & political subdivisions | $4,307,000 | 3,780 |
| 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 | $10,056,000 | 3,363 |
| Mortgage-backed securities | $75,844,000 | 982 |
| Certificates of participation in pools of residential mortgages | $59,566,000 | 781 |
| Issued or guaranteed by U.S. | $59,566,000 | 781 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,201,000 | 1,478 |
| CMOs issued by government agencies or sponsored agencies | $12,201,000 | 1,364 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $4,077,000 | 243 |
| Commercial mortgage pass-through securities | $4,077,000 | 132 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $88,755,000 | 1,499 |
| Total debt securities | $88,755,000 | 1,630 |
| Structured notes | ||
| Amortized cost | $2,547,000 | 1,506 |
| Fair value | $2,518,000 | 1,519 |
| 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 | $82,261,000 | 1,701 |
| U.S. Government securities | $75,506,000 | 1,340 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $75,506,000 | 1,301 |
| Securities issued by states & political subdivisions | $4,276,000 | 3,774 |
| Other domestic debt securities | $2,479,000 | 1,450 |
| 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 | $2,479,000 | 1,011 |
| 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 | $66,912,000 | 1,045 |
| Certificates of participation in pools of residential mortgages | $51,691,000 | 841 |
| Issued or guaranteed by U.S. | $51,691,000 | 839 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $15,221,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $15,221,000 | 1,134 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $82,261,000 | 1,549 |
| Total debt securities | $82,261,000 | 1,686 |
| 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 | $78,393,000 | 1,748 |
| U.S. Government securities | $72,413,000 | 1,358 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $72,413,000 | 1,314 |
| Securities issued by states & political subdivisions | $4,001,000 | 3,791 |
| Other domestic debt securities | $1,975,000 | 1,617 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,975,000 | 1,113 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 1,304 |
| 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 | $63,183,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $50,523,000 | 838 |
| Issued or guaranteed by U.S. | $50,523,000 | 834 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $12,660,000 | 1,412 |
| CMOs issued by government agencies or sponsored agencies | $12,660,000 | 1,254 |
| 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) | $4,000 | 2,916 |
| Available-for-sale securities (fair market value) | $78,389,000 | 1,584 |
| Total debt securities | $78,389,000 | 1,729 |
| 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 | $79,371,000 | 1,716 |
| U.S. Government securities | $74,754,000 | 1,329 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $74,754,000 | 1,284 |
| Securities issued by states & political subdivisions | $3,870,000 | 3,780 |
| Other domestic debt securities | $739,000 | 2,108 |
| 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 | $739,000 | 1,485 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,263 |
| 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 | $65,463,000 | 1,010 |
| Certificates of participation in pools of residential mortgages | $52,627,000 | 788 |
| Issued or guaranteed by U.S. | $52,627,000 | 785 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $12,836,000 | 1,357 |
| CMOs issued by government agencies or sponsored agencies | $12,836,000 | 1,189 |
| 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) | $8,000 | 2,952 |
| Available-for-sale securities (fair market value) | $79,363,000 | 1,553 |
| Total debt securities | $79,363,000 | 1,701 |
| 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 | $82,936,000 | 1,643 |
| U.S. Government securities | $78,661,000 | 1,264 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $78,661,000 | 1,217 |
| Securities issued by states & political subdivisions | $3,773,000 | 3,777 |
| Other domestic debt securities | $494,000 | 2,368 |
| 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 | $494,000 | 1,719 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,287 |
| 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 | $58,884,000 | 1,074 |
| Certificates of participation in pools of residential mortgages | $49,979,000 | 789 |
| Issued or guaranteed by U.S. | $49,979,000 | 786 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $8,905,000 | 1,618 |
| CMOs issued by government agencies or sponsored agencies | $8,905,000 | 1,433 |
| 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) | $8,000 | 2,967 |
| Available-for-sale securities (fair market value) | $82,928,000 | 1,478 |
| Total debt securities | $82,928,000 | 1,628 |
| 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 | $75,866,000 | 1,702 |
| U.S. Government securities | $72,045,000 | 1,302 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $72,045,000 | 1,245 |
| Securities issued by states & political subdivisions | $3,318,000 | 3,913 |
| Other domestic debt securities | $495,000 | 2,504 |
| 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 | $495,000 | 1,721 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,290 |
| 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 | $58,981,000 | 1,019 |
| Certificates of participation in pools of residential mortgages | $49,622,000 | 751 |
| Issued or guaranteed by U.S. | $49,622,000 | 746 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $9,359,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $9,359,000 | 1,358 |
| 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) | $8,000 | 2,997 |
| Available-for-sale securities (fair market value) | $75,858,000 | 1,525 |
| Total debt securities | $75,858,000 | 1,687 |
| 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 | $61,627,000 | 2,004 |
| U.S. Government securities | $57,669,000 | 1,537 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,669,000 | 1,474 |
| Securities issued by states & political subdivisions | $3,457,000 | 3,803 |
| Other domestic debt securities | $493,000 | 2,605 |
| 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 | $493,000 | 1,760 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,327 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $47,499,000 | 1,181 |
| Certificates of participation in pools of residential mortgages | $37,454,000 | 933 |
| Issued or guaranteed by U.S. | $37,454,000 | 925 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,045,000 | 1,470 |
| CMOs issued by government agencies or sponsored agencies | $10,045,000 | 1,279 |
| 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) | $8,000 | 3,072 |
| Available-for-sale securities (fair market value) | $61,619,000 | 1,792 |
| Total debt securities | $61,619,000 | 1,985 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $62,941,000 | 1,956 |
| U.S. Government securities | $60,076,000 | 1,501 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,076,000 | 1,448 |
| Securities issued by states & political subdivisions | $2,857,000 | 3,952 |
| 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 | $8,000 | 1,392 |
| 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 | $49,978,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $23,856,000 | 1,339 |
| Issued or guaranteed by U.S. | $23,856,000 | 1,333 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $26,122,000 | 824 |
| CMOs issued by government agencies or sponsored agencies | $26,122,000 | 687 |
| 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) | $8,000 | 3,141 |
| Available-for-sale securities (fair market value) | $62,933,000 | 1,747 |
| Total debt securities | $62,933,000 | 1,937 |
| 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 | $58,687,000 | 2,102 |
| U.S. Government securities | $55,907,000 | 1,607 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,907,000 | 1,556 |
| Securities issued by states & political subdivisions | $2,772,000 | 3,970 |
| 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 | $8,000 | 1,457 |
| 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 | $40,963,000 | 1,369 |
| Certificates of participation in pools of residential mortgages | $19,899,000 | 1,637 |
| Issued or guaranteed by U.S. | $19,899,000 | 1,632 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $21,064,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $21,064,000 | 750 |
| 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) | $8,000 | 3,187 |
| Available-for-sale securities (fair market value) | $58,679,000 | 1,875 |
| Total debt securities | $58,679,000 | 2,078 |
| 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 | $48,904,000 | 2,412 |
| U.S. Government securities | $42,519,000 | 2,003 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,519,000 | 1,938 |
| Securities issued by states & political subdivisions | $2,731,000 | 4,001 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,654,000 | 358 |
| 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 | $42,519,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | $21,426,000 | 1,603 |
| Issued or guaranteed by U.S. | $21,426,000 | 1,596 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $21,093,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $21,093,000 | 738 |
| 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) | $2,739,000 | 1,878 |
| Available-for-sale securities (fair market value) | $46,165,000 | 2,259 |
| Total debt securities | $45,250,000 | 2,559 |
| 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 | $67,964,000 | 1,830 |
| U.S. Government securities | $44,481,000 | 1,909 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,481,000 | 1,852 |
| Securities issued by states & political subdivisions | $2,824,000 | 3,990 |
| 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 | $20,659,000 | 101 |
| 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 | $44,481,000 | 1,341 |
| Certificates of participation in pools of residential mortgages | $23,205,000 | 1,552 |
| Issued or guaranteed by U.S. | $23,205,000 | 1,546 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $21,276,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $21,276,000 | 703 |
| 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) | $8,000 | 3,349 |
| Available-for-sale securities (fair market value) | $67,956,000 | 1,612 |
| Total debt securities | $47,305,000 | 2,459 |
| 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 | $68,219,000 | 1,802 |
| U.S. Government securities | $50,452,000 | 1,659 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,452,000 | 1,614 |
| Securities issued by states & political subdivisions | $2,759,000 | 3,993 |
| 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 | $15,008,000 | 153 |
| 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 | $50,452,000 | 1,199 |
| Certificates of participation in pools of residential mortgages | $29,109,000 | 1,326 |
| Issued or guaranteed by U.S. | $29,109,000 | 1,317 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $21,343,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $21,343,000 | 669 |
| 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) | $15,008,000 | 891 |
| Available-for-sale securities (fair market value) | $53,211,000 | 1,939 |
| Total debt securities | $53,211,000 | 2,173 |
| 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 | $55,091,000 | 2,137 |
| U.S. Government securities | $52,809,000 | 1,610 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,809,000 | 1,574 |
| Securities issued by states & political subdivisions | $2,274,000 | 4,135 |
| 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 | $8,000 | 1,611 |
| 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 | $52,809,000 | 1,170 |
| Certificates of participation in pools of residential mortgages | $35,944,000 | 1,156 |
| Issued or guaranteed by U.S. | $35,944,000 | 1,144 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,865,000 | 1,001 |
| CMOs issued by government agencies or sponsored agencies | $16,865,000 | 768 |
| 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) | $8,000 | 3,438 |
| Available-for-sale securities (fair market value) | $55,083,000 | 1,878 |
| Total debt securities | $55,083,000 | 2,116 |
| 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 | $56,054,000 | 2,097 |
| U.S. Government securities | $56,046,000 | 1,533 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,046,000 | 1,510 |
| 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 | $8,000 | 1,610 |
| 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 | $56,046,000 | 1,083 |
| Certificates of participation in pools of residential mortgages | $39,039,000 | 1,034 |
| Issued or guaranteed by U.S. | $39,039,000 | 1,023 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $17,007,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $17,007,000 | 738 |
| 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) | $8,000 | 3,454 |
| Available-for-sale securities (fair market value) | $56,046,000 | 1,838 |
| Total debt securities | $56,046,000 | 2,070 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $58,189,000 | 1,993 |
| U.S. Government securities | $58,181,000 | 1,438 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,181,000 | 1,412 |
| 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 | $8,000 | 1,759 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $58,181,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $56,195,000 | 712 |
| Issued or guaranteed by U.S. | $56,195,000 | 702 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,986,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $1,986,000 | 2,030 |
| 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) | $8,000 | 3,488 |
| Available-for-sale securities (fair market value) | $58,181,000 | 1,750 |
| Total debt securities | $58,181,000 | 1,971 |
| 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 | $61,642,000 | 1,919 |
| U.S. Government securities | $61,635,000 | 1,384 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $61,635,000 | 1,350 |
| 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 | $7,000 | 1,889 |
| 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 | $61,635,000 | 958 |
| Certificates of participation in pools of residential mortgages | $51,399,000 | 775 |
| Issued or guaranteed by U.S. | $51,399,000 | 765 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,236,000 | 1,240 |
| CMOs issued by government agencies or sponsored agencies | $10,236,000 | 971 |
| 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) | $7,000 | 3,522 |
| Available-for-sale securities (fair market value) | $61,635,000 | 1,681 |
| Total debt securities | $61,635,000 | 1,891 |
| 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 | $75,284,000 | 1,586 |
| U.S. Government securities | $75,276,000 | 1,104 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $75,276,000 | 1,078 |
| 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 | $8,000 | 1,863 |
| 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 | $62,502,000 | 910 |
| Certificates of participation in pools of residential mortgages | $50,527,000 | 748 |
| Issued or guaranteed by U.S. | $50,527,000 | 738 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,975,000 | 1,117 |
| CMOs issued by government agencies or sponsored agencies | $11,975,000 | 872 |
| 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) | $8,000 | 3,549 |
| Available-for-sale securities (fair market value) | $75,276,000 | 1,377 |
| Total debt securities | $75,276,000 | 1,542 |
| 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 | $74,355,000 | 1,593 |
| U.S. Government securities | $74,348,000 | 1,125 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $74,348,000 | 1,099 |
| 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 | $7,000 | 1,823 |
| 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 | $56,506,000 | 893 |
| Certificates of participation in pools of residential mortgages | $43,048,000 | 781 |
| Issued or guaranteed by U.S. | $43,048,000 | 772 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,458,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $13,458,000 | 749 |
| 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) | $7,000 | 3,613 |
| Available-for-sale securities (fair market value) | $74,348,000 | 1,389 |
| Total debt securities | $74,348,000 | 1,554 |
| 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 | $76,796,000 | 1,554 |
| U.S. Government securities | $76,667,000 | 1,122 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $76,667,000 | 1,091 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $129,000 | 1,519 |
| 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 | $59,245,000 | 812 |
| Certificates of participation in pools of residential mortgages | $44,314,000 | 726 |
| Issued or guaranteed by U.S. | $44,314,000 | 717 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $14,931,000 | 853 |
| CMOs issued by government agencies or sponsored agencies | $14,931,000 | 655 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $129,000 | 3,388 |
| Available-for-sale securities (fair market value) | $76,667,000 | 1,339 |
| Total debt securities | $76,667,000 | 1,520 |
| 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 | $94,213,000 | 1,276 |
| U.S. Government securities | $94,206,000 | 911 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $94,206,000 | 878 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 1,793 |
| 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 | $77,202,000 | 649 |
| Certificates of participation in pools of residential mortgages | $61,365,000 | 548 |
| Issued or guaranteed by U.S. | $61,365,000 | 539 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $15,837,000 | 799 |
| CMOs issued by government agencies or sponsored agencies | $15,837,000 | 618 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,000 | 3,714 |
| Available-for-sale securities (fair market value) | $94,206,000 | 1,111 |
| Total debt securities | $94,206,000 | 1,251 |
| 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 | $83,280,000 | 1,426 |
| U.S. Government securities | $83,273,000 | 1,060 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $83,273,000 | 1,030 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 1,818 |
| 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 | $66,011,000 | 735 |
| Certificates of participation in pools of residential mortgages | $48,884,000 | 669 |
| Issued or guaranteed by U.S. | $48,884,000 | 661 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $17,127,000 | 753 |
| CMOs issued by government agencies or sponsored agencies | $17,127,000 | 594 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,000 | 3,784 |
| Available-for-sale securities (fair market value) | $83,273,000 | 1,236 |
| Total debt securities | $83,273,000 | 1,398 |
| 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 | $57,997,000 | 2,032 |
| U.S. Government securities | $57,990,000 | 1,507 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,990,000 | 1,474 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 1,871 |
| 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 | $40,787,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $22,574,000 | 1,193 |
| Issued or guaranteed by U.S. | $22,574,000 | 1,184 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $18,213,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $18,213,000 | 588 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,000 | 3,868 |
| Available-for-sale securities (fair market value) | $57,990,000 | 1,750 |
| Total debt securities | $57,990,000 | 1,989 |
| 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 | $43,144,000 | 2,660 |
| U.S. Government securities | $43,137,000 | 2,018 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,137,000 | 1,957 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 1,905 |
| 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 | $43,137,000 | 1,043 |
| Certificates of participation in pools of residential mortgages | $23,737,000 | 1,165 |
| Issued or guaranteed by U.S. | $23,737,000 | 1,153 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $19,400,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $19,400,000 | 558 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,000 | 3,956 |
| Available-for-sale securities (fair market value) | $43,137,000 | 2,287 |
| Total debt securities | $43,137,000 | 2,622 |
| 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 | $45,041,000 | 2,549 |
| U.S. Government securities | $45,034,000 | 1,946 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,034,000 | 1,881 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 1,931 |
| 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 | $45,034,000 | 1,011 |
| Certificates of participation in pools of residential mortgages | $24,936,000 | 1,134 |
| Issued or guaranteed by U.S. | $24,936,000 | 1,127 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $20,098,000 | 686 |
| CMOs issued by government agencies or sponsored agencies | $20,098,000 | 542 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,000 | 4,012 |
| Available-for-sale securities (fair market value) | $45,034,000 | 2,191 |
| Total debt securities | $45,034,000 | 2,506 |
| 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 | $47,652,000 | 2,466 |
| U.S. Government securities | $47,645,000 | 1,887 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,645,000 | 1,822 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 1,971 |
| 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 | $47,645,000 | 990 |
| Certificates of participation in pools of residential mortgages | $26,739,000 | 1,087 |
| Issued or guaranteed by U.S. | $26,739,000 | 1,079 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $20,906,000 | 669 |
| CMOs issued by government agencies or sponsored agencies | $20,906,000 | 530 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,000 | 4,079 |
| Available-for-sale securities (fair market value) | $47,645,000 | 2,117 |
| Total debt securities | $47,645,000 | 2,417 |
| 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 | $50,187,000 | 2,366 |
| U.S. Government securities | $50,180,000 | 1,813 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,180,000 | 1,747 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 1,996 |
| 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 | $50,180,000 | 944 |
| Certificates of participation in pools of residential mortgages | $28,544,000 | 1,049 |
| Issued or guaranteed by U.S. | $28,544,000 | 1,039 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $21,636,000 | 652 |
| CMOs issued by government agencies or sponsored agencies | $21,636,000 | 514 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,000 | 4,165 |
| Available-for-sale securities (fair market value) | $50,180,000 | 2,006 |
| Total debt securities | $50,180,000 | 2,321 |
| 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 | $53,435,000 | 2,192 |
| U.S. Government securities | $53,428,000 | 1,678 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,428,000 | 1,615 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,000 | 2,006 |
| 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 | $53,428,000 | 895 |
| Certificates of participation in pools of residential mortgages | $30,737,000 | 1,017 |
| Issued or guaranteed by U.S. | $30,737,000 | 1,006 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $22,691,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $22,691,000 | 508 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,000 | 4,227 |
| Available-for-sale securities (fair market value) | $53,428,000 | 1,849 |
| Total debt securities | $53,428,000 | 2,151 |
| 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 | $57,188,000 | 2,085 |
| U.S. Government securities | $57,182,000 | 1,594 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,182,000 | 1,528 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,033 |
| 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 | $57,182,000 | 864 |
| Certificates of participation in pools of residential mortgages | $33,648,000 | 976 |
| Issued or guaranteed by U.S. | $33,648,000 | 967 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $23,534,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $23,534,000 | 512 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 4,290 |
| Available-for-sale securities (fair market value) | $57,182,000 | 1,763 |
| Total debt securities | $57,182,000 | 2,041 |
| 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 | $59,928,000 | 2,055 |
| U.S. Government securities | $59,922,000 | 1,540 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,922,000 | 1,478 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,081 |
| 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 | $59,922,000 | 867 |
| Certificates of participation in pools of residential mortgages | $36,175,000 | 957 |
| Issued or guaranteed by U.S. | $36,175,000 | 949 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $23,747,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $23,747,000 | 529 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 4,361 |
| Available-for-sale securities (fair market value) | $59,922,000 | 1,729 |
| Total debt securities | $59,922,000 | 2,006 |
| 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 | $63,324,000 | 1,965 |
| U.S. Government securities | $63,318,000 | 1,475 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $63,318,000 | 1,415 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,122 |
| 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 | $63,016,000 | 853 |
| Certificates of participation in pools of residential mortgages | $38,712,000 | 921 |
| Issued or guaranteed by U.S. | $38,712,000 | 913 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $24,304,000 | 645 |
| CMOs issued by government agencies or sponsored agencies | $24,304,000 | 532 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 4,424 |
| Available-for-sale securities (fair market value) | $63,318,000 | 1,650 |
| Total debt securities | $63,318,000 | 1,915 |
| 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 | $66,189,000 | 1,870 |
| U.S. Government securities | $66,183,000 | 1,395 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $66,183,000 | 1,342 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,147 |
| 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 | $65,876,000 | 831 |
| Certificates of participation in pools of residential mortgages | $41,405,000 | 868 |
| Issued or guaranteed by U.S. | $41,405,000 | 863 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $24,471,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $24,471,000 | 534 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 4,484 |
| Available-for-sale securities (fair market value) | $66,183,000 | 1,570 |
| Total debt securities | $66,183,000 | 1,818 |
| 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 | $82,045,000 | 1,574 |
| U.S. Government securities | $82,039,000 | 1,162 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $82,039,000 | 1,111 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 2,196 |
| 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 | $81,728,000 | 723 |
| Certificates of participation in pools of residential mortgages | $57,274,000 | 677 |
| Issued or guaranteed by U.S. | $57,274,000 | 669 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $24,454,000 | 650 |
| CMOs issued by government agencies or sponsored agencies | $24,454,000 | 546 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 4,534 |
| Available-for-sale securities (fair market value) | $82,039,000 | 1,336 |
| Total debt securities | $82,039,000 | 1,532 |
| 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 | $90,600,000 | 1,445 |
| U.S. Government securities | $90,535,000 | 1,049 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $90,535,000 | 1,005 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $65,000 | 2,032 |
| 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 | $89,618,000 | 699 |
| Certificates of participation in pools of residential mortgages | $64,099,000 | 629 |
| Issued or guaranteed by U.S. | $64,099,000 | 624 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $25,519,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $25,519,000 | 549 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $65,000 | 4,404 |
| Available-for-sale securities (fair market value) | $90,535,000 | 1,233 |
| Total debt securities | $90,535,000 | 1,401 |
| 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 | $102,225,000 | 1,336 |
| U.S. Government securities | $92,469,000 | 1,082 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $92,469,000 | 1,034 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,756,000 | 401 |
| 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 | $91,545,000 | 697 |
| Certificates of participation in pools of residential mortgages | $66,201,000 | 639 |
| Issued or guaranteed by U.S. | $66,201,000 | 631 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $25,344,000 | 655 |
| CMOs issued by government agencies or sponsored agencies | $25,344,000 | 596 |
| 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) | $10,680,000 | 1,416 |
| Available-for-sale securities (fair market value) | $91,545,000 | 1,270 |
| Total debt securities | $92,469,000 | 1,409 |
| 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 | $105,488,000 | 1,258 |
| U.S. Government securities | $95,756,000 | 1,024 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $95,756,000 | 984 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,732,000 | 436 |
| 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 | $94,823,000 | 679 |
| Certificates of participation in pools of residential mortgages | $68,847,000 | 609 |
| Issued or guaranteed by U.S. | $68,847,000 | 603 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $25,976,000 | 652 |
| CMOs issued by government agencies or sponsored agencies | $25,976,000 | 599 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,665,000 | 1,404 |
| Available-for-sale securities (fair market value) | $94,823,000 | 1,200 |
| Total debt securities | $95,756,000 | 1,345 |
| 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 | $70,931,000 | 1,760 |
| U.S. Government securities | $48,250,000 | 1,838 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,250,000 | 1,776 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,681,000 | 216 |
| 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 | $47,308,000 | 1,100 |
| Certificates of participation in pools of residential mortgages | $47,308,000 | 792 |
| Issued or guaranteed by U.S. | $47,308,000 | 789 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,623,000 | 787 |
| Available-for-sale securities (fair market value) | $47,308,000 | 2,134 |
| Total debt securities | $48,250,000 | 2,407 |
| 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 | $50,527,000 | 2,356 |
| U.S. Government securities | $17,432,000 | 4,071 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,432,000 | 3,909 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,095,000 | 142 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,485,000 | 2,279 |
| Certificates of participation in pools of residential mortgages | $16,485,000 | 1,713 |
| Issued or guaranteed by U.S. | $16,485,000 | 1,707 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,042,000 | 593 |
| Available-for-sale securities (fair market value) | $16,485,000 | 4,541 |
| Total debt securities | $17,432,000 | 4,977 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $9,901,000 | 6,535 |
| U.S. Government securities | $4,868,000 | 7,221 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,868,000 | 7,018 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,033,000 | 686 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,934,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $3,934,000 | 3,754 |
| Issued or guaranteed by U.S. | $3,934,000 | 3,741 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,967,000 | 2,009 |
| Available-for-sale securities (fair market value) | $3,934,000 | 7,272 |
| Total debt securities | $4,868,000 | 7,792 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $16,341,000 | 5,142 |
| U.S. Government securities | $1,284,000 | 8,777 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,284,000 | 8,598 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,057,000 | 284 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,284,000 | 5,704 |
| Certificates of participation in pools of residential mortgages | $1,049,000 | 5,153 |
| Issued or guaranteed by U.S. | $1,049,000 | 5,131 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $235,000 | 4,074 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 3,894 |
| 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) | $15,057,000 | 1,161 |
| Available-for-sale securities (fair market value) | $1,284,000 | 8,145 |
| Total debt securities | $1,284,000 | 8,982 |
| 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 | $1,314,000 | 9,447 |
| U.S. Government securities | $1,314,000 | 9,217 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,314,000 | 8,964 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,314,000 | 5,264 |
| Certificates of participation in pools of residential mortgages | $1,314,000 | 4,490 |
| Issued or guaranteed by U.S. | $1,314,000 | 4,471 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,314,000 | 8,411 |
| Total debt securities | $1,314,000 | 9,344 |
| 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 | $1,540,000 | 9,744 |
| U.S. Government securities | $1,540,000 | 9,511 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,540,000 | 9,145 |
| 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 | $1,540,000 | 5,406 |
| Certificates of participation in pools of residential mortgages | $1,540,000 | 4,547 |
| Issued or guaranteed by U.S. | $1,540,000 | 4,534 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $1,540,000 | 8,570 |
| Total debt securities | $1,540,000 | 9,651 |
| 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 | $2,812,000 | 9,553 |
| U.S. Government securities | $2,462,000 | 9,234 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,462,000 | 8,503 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $350,000 | 2,946 |
| 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 | $350,000 | 2,450 |
| 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 | $494,000 | 6,696 |
| Certificates of participation in pools of residential mortgages | $494,000 | 5,983 |
| Issued or guaranteed by U.S. | $494,000 | 5,968 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $2,812,000 | 8,171 |
| Total debt securities | $2,812,000 | 9,441 |
| 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 |