Home > Carrollton Federal Bank > Securities
Carrollton Federal Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $8,807,000 | 4,062 |
| U.S. Government securities | $5,949,000 | 3,900 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $5,949,000 | 3,587 |
| Securities issued by states & political subdivisions | $2,858,000 | 3,195 |
| 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 | $6,273,000 | 3,230 |
| Mortgage-backed securities | $4,170,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,839,000 | 2,717 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $331,000 | 2,425 |
| 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) | $8,807,000 | 3,801 |
| Total debt securities | $8,806,000 | 4,037 |
| Structured notes | ||
| Amortized cost | $500,000 | 939 |
| Fair value | $451,000 | 1,006 |
| 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 | $7,959,000 | 4,122 |
| U.S. Government securities | $5,841,000 | 3,922 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $5,841,000 | 3,600 |
| Securities issued by states & political subdivisions | $2,118,000 | 3,328 |
| 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 | $4,761,000 | 3,340 |
| Mortgage-backed securities | $3,652,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,323,000 | 2,795 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $329,000 | 2,417 |
| 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) | $7,959,000 | 3,843 |
| Total debt securities | $7,958,000 | 4,100 |
| Structured notes | ||
| Amortized cost | $500,000 | 962 |
| Fair value | $432,000 | 1,029 |
| 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 | $8,363,000 | 4,137 |
| U.S. Government securities | $6,083,000 | 3,950 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $6,083,000 | 3,615 |
| Securities issued by states & political subdivisions | $2,280,000 | 3,345 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,978,000 | 3,409 |
| Mortgage-backed securities | $3,859,000 | 3,157 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,517,000 | 2,798 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $342,000 | 2,409 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $8,363,000 | 3,858 |
| Total debt securities | $8,364,000 | 4,114 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,012 |
| Fair value | $434,000 | 1,080 |
| 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 | $7,624,000 | 4,242 |
| U.S. Government securities | $5,811,000 | 4,041 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $5,811,000 | 3,649 |
| Securities issued by states & political subdivisions | $1,813,000 | 3,485 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,090,000 | 3,359 |
| Mortgage-backed securities | $3,540,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,167,000 | 2,907 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 2,429 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $7,624,000 | 3,957 |
| Total debt securities | $7,625,000 | 4,220 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,040 |
| Fair value | $443,000 | 1,105 |
| 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 | $7,589,000 | 4,284 |
| U.S. Government securities | $5,823,000 | 4,065 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $5,823,000 | 3,649 |
| Securities issued by states & political subdivisions | $1,766,000 | 3,532 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,260,000 | 3,276 |
| Mortgage-backed securities | $3,572,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,199,000 | 2,921 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 2,449 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $7,589,000 | 3,987 |
| Total debt securities | $7,590,000 | 4,259 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,066 |
| Fair value | $435,000 | 1,137 |
| 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 | $7,390,000 | 4,326 |
| U.S. Government securities | $5,740,000 | 4,088 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $5,740,000 | 3,674 |
| Securities issued by states & political subdivisions | $1,650,000 | 3,588 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,555,000 | 3,342 |
| Mortgage-backed securities | $2,611,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,221,000 | 3,081 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 2,465 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $7,390,000 | 4,032 |
| Total debt securities | $7,389,000 | 4,303 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,055 |
| Fair value | $432,000 | 1,123 |
| 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 | $7,294,000 | 4,346 |
| U.S. Government securities | $5,541,000 | 4,115 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $5,541,000 | 3,725 |
| Securities issued by states & political subdivisions | $1,753,000 | 3,621 |
| 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 | $3,707,000 | 3,325 |
| Mortgage-backed securities | $2,290,000 | 3,477 |
| Certificates of participation in pools of residential mortgages | $1,861,000 | 3,277 |
| Issued or guaranteed by U.S. | $1,861,000 | 3,185 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $429,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $429,000 | 2,470 |
| 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) | $7,294,000 | 4,071 |
| Total debt securities | $7,294,000 | 4,329 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,031 |
| Fair value | $456,000 | 1,096 |
| 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 | $6,369,000 | 4,345 |
| U.S. Government securities | $4,824,000 | 4,108 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $4,824,000 | 3,788 |
| Securities issued by states & political subdivisions | $1,545,000 | 3,670 |
| 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 | $3,468,000 | 3,347 |
| Mortgage-backed securities | $2,497,000 | 3,463 |
| Certificates of participation in pools of residential mortgages | $2,044,000 | 3,249 |
| Issued or guaranteed by U.S. | $2,044,000 | 3,157 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $453,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $453,000 | 2,456 |
| 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) | $6,369,000 | 4,094 |
| Total debt securities | $6,369,000 | 4,324 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $946,000 | 812 |
| 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 | $5,914,000 | 4,338 |
| U.S. Government securities | $4,195,000 | 4,067 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,195,000 | 3,824 |
| Securities issued by states & political subdivisions | $1,719,000 | 3,674 |
| 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 | $3,720,000 | 3,316 |
| Mortgage-backed securities | $2,229,000 | 3,513 |
| Certificates of participation in pools of residential mortgages | $2,229,000 | 3,227 |
| Issued or guaranteed by U.S. | $2,229,000 | 3,122 |
| 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) | $5,914,000 | 4,111 |
| Total debt securities | $5,913,000 | 4,317 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 656 |
| Fair value | $991,000 | 700 |
| 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 | $5,537,000 | 4,385 |
| U.S. Government securities | $3,816,000 | 4,111 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $3,816,000 | 3,905 |
| Securities issued by states & political subdivisions | $1,721,000 | 3,693 |
| 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 | $2,407,000 | 3,543 |
| Mortgage-backed securities | $2,315,000 | 3,534 |
| Certificates of participation in pools of residential mortgages | $2,315,000 | 3,230 |
| Issued or guaranteed by U.S. | $2,315,000 | 3,144 |
| 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) | $5,537,000 | 4,156 |
| Total debt securities | $5,538,000 | 4,363 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 586 |
| Fair value | $997,000 | 634 |
| 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 | $4,090,000 | 4,486 |
| U.S. Government securities | $2,365,000 | 4,288 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,365,000 | 4,112 |
| Securities issued by states & political subdivisions | $1,725,000 | 3,720 |
| 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 | $2,163,000 | 3,587 |
| Mortgage-backed securities | $1,365,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $1,365,000 | 3,450 |
| Issued or guaranteed by U.S. | $1,365,000 | 3,350 |
| 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) | $4,090,000 | 4,249 |
| Total debt securities | $4,090,000 | 4,464 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 511 |
| Fair value | $1,000,000 | 523 |
| 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 | $2,679,000 | 4,571 |
| U.S. Government securities | $1,919,000 | 4,296 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,919,000 | 4,153 |
| Securities issued by states & political subdivisions | $760,000 | 3,942 |
| 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 | $1,742,000 | 3,689 |
| Mortgage-backed securities | $1,418,000 | 3,686 |
| Certificates of participation in pools of residential mortgages | $1,418,000 | 3,413 |
| Issued or guaranteed by U.S. | $1,418,000 | 3,316 |
| 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) | $2,679,000 | 4,328 |
| Total debt securities | $2,680,000 | 4,549 |
| 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 | $1,708,000 | 4,649 |
| U.S. Government securities | $939,000 | 4,411 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $939,000 | 4,283 |
| Securities issued by states & political subdivisions | $769,000 | 3,955 |
| 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 | $1,477,000 | 3,766 |
| Mortgage-backed securities | $436,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $436,000 | 3,709 |
| Issued or guaranteed by U.S. | $436,000 | 3,633 |
| 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) | $1,708,000 | 4,404 |
| Total debt securities | $1,709,000 | 4,625 |
| 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 | $1,735,000 | 4,672 |
| U.S. Government securities | $976,000 | 4,433 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $976,000 | 4,312 |
| Securities issued by states & political subdivisions | $759,000 | 3,934 |
| 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 | $1,498,000 | 3,788 |
| Mortgage-backed securities | $471,000 | 3,900 |
| Certificates of participation in pools of residential mortgages | $471,000 | 3,697 |
| Issued or guaranteed by U.S. | $471,000 | 3,618 |
| 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) | $1,735,000 | 4,422 |
| Total debt securities | $1,735,000 | 4,647 |
| 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 | $1,782,000 | 4,684 |
| U.S. Government securities | $1,027,000 | 4,436 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,027,000 | 4,317 |
| Securities issued by states & political subdivisions | $755,000 | 3,949 |
| 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 | $1,000,000 | 3,958 |
| Mortgage-backed securities | $520,000 | 3,907 |
| Certificates of participation in pools of residential mortgages | $520,000 | 3,683 |
| Issued or guaranteed by U.S. | $520,000 | 3,603 |
| 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) | $1,782,000 | 4,439 |
| Total debt securities | $1,783,000 | 4,658 |
| 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 | $1,996,000 | 4,703 |
| U.S. Government securities | $1,559,000 | 4,411 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,559,000 | 4,281 |
| Securities issued by states & political subdivisions | $436,000 | 4,060 |
| 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 | $1,000 | 311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,200,000 | 3,921 |
| Mortgage-backed securities | $553,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $553,000 | 3,692 |
| Issued or guaranteed by U.S. | $553,000 | 3,599 |
| 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) | $1,996,000 | 4,461 |
| Total debt securities | $1,996,000 | 4,679 |
| 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 | $1,841,000 | 4,794 |
| U.S. Government securities | $1,580,000 | 4,493 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,580,000 | 4,352 |
| Securities issued by states & political subdivisions | $260,000 | 4,138 |
| 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 | $1,000 | 372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $820,000 | 4,099 |
| Mortgage-backed securities | $581,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $581,000 | 3,686 |
| Issued or guaranteed by U.S. | $581,000 | 3,600 |
| 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) | $1,841,000 | 4,550 |
| Total debt securities | $1,840,000 | 4,768 |
| 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 | $1,889,000 | 4,880 |
| U.S. Government securities | $1,628,000 | 4,576 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,628,000 | 4,432 |
| Securities issued by states & political subdivisions | $260,000 | 4,196 |
| 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 | $1,000 | 470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 4,212 |
| Mortgage-backed securities | $630,000 | 3,945 |
| Certificates of participation in pools of residential mortgages | $630,000 | 3,700 |
| Issued or guaranteed by U.S. | $630,000 | 3,611 |
| 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) | $1,889,000 | 4,626 |
| Total debt securities | $1,888,000 | 4,855 |
| 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 | $1,949,000 | 4,925 |
| U.S. Government securities | $1,693,000 | 4,634 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,693,000 | 4,491 |
| Securities issued by states & political subdivisions | $255,000 | 4,262 |
| 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 | $1,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 4,254 |
| Mortgage-backed securities | $697,000 | 3,938 |
| Certificates of participation in pools of residential mortgages | $697,000 | 3,683 |
| Issued or guaranteed by U.S. | $697,000 | 3,604 |
| 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) | $1,949,000 | 4,661 |
| Total debt securities | $1,947,000 | 4,900 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $1,755,000 | 4,995 |
| U.S. Government securities | $1,754,000 | 4,673 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,754,000 | 4,525 |
| 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 | $1,000 | 517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,402,000 | 4,094 |
| Mortgage-backed securities | $766,000 | 3,956 |
| Certificates of participation in pools of residential mortgages | $766,000 | 3,692 |
| Issued or guaranteed by U.S. | $766,000 | 3,605 |
| 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) | $1,755,000 | 4,725 |
| Total debt securities | $1,754,000 | 4,971 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $1,802,000 | 5,028 |
| U.S. Government securities | $1,801,000 | 4,706 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,801,000 | 4,555 |
| 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 | $1,000 | 687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,422,000 | 4,139 |
| Mortgage-backed securities | $820,000 | 3,959 |
| Certificates of participation in pools of residential mortgages | $820,000 | 3,689 |
| Issued or guaranteed by U.S. | $820,000 | 3,617 |
| 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) | $1,802,000 | 4,768 |
| Total debt securities | $1,802,000 | 5,006 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $1,870,000 | 5,092 |
| U.S. Government securities | $1,869,000 | 4,765 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,869,000 | 4,614 |
| 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 | $1,000 | 715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,443,000 | 4,189 |
| Mortgage-backed securities | $895,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $895,000 | 3,702 |
| Issued or guaranteed by U.S. | $895,000 | 3,672 |
| 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) | $1,870,000 | 4,823 |
| Total debt securities | $1,869,000 | 5,069 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $2,015,000 | 5,138 |
| U.S. Government securities | $2,014,000 | 4,768 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,014,000 | 4,620 |
| 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 | $1,000 | 749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,466,000 | 4,233 |
| Mortgage-backed securities | $1,038,000 | 3,977 |
| Certificates of participation in pools of residential mortgages | $1,038,000 | 3,698 |
| Issued or guaranteed by U.S. | $1,038,000 | 3,520 |
| 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) | $2,015,000 | 4,869 |
| Total debt securities | $2,014,000 | 5,116 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $2,118,000 | 5,190 |
| U.S. Government securities | $2,117,000 | 4,818 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,117,000 | 4,682 |
| 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 | $1,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,490,000 | 4,270 |
| Mortgage-backed securities | $1,138,000 | 3,984 |
| Certificates of participation in pools of residential mortgages | $1,138,000 | 3,713 |
| Issued or guaranteed by U.S. | $1,138,000 | 3,706 |
| 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) | $2,118,000 | 4,914 |
| Total debt securities | $2,118,000 | 5,170 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $1,722,000 | 5,295 |
| U.S. Government securities | $1,721,000 | 4,943 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,721,000 | 4,821 |
| 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 | $1,000 | 1,057 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,510,000 | 4,329 |
| Mortgage-backed securities | $735,000 | 4,160 |
| Certificates of participation in pools of residential mortgages | $735,000 | 3,925 |
| Issued or guaranteed by U.S. | $735,000 | 3,919 |
| 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) | $1,722,000 | 5,014 |
| Total debt securities | $1,722,000 | 5,274 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $1,765,000 | 5,357 |
| U.S. Government securities | $1,764,000 | 4,993 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,764,000 | 4,873 |
| 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 | $1,000 | 1,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,489,000 | 4,416 |
| Mortgage-backed securities | $769,000 | 4,197 |
| Certificates of participation in pools of residential mortgages | $769,000 | 3,955 |
| Issued or guaranteed by U.S. | $769,000 | 3,950 |
| 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) | $1,765,000 | 5,061 |
| Total debt securities | $1,765,000 | 5,333 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $1,806,000 | 5,408 |
| U.S. Government securities | $1,805,000 | 5,032 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,805,000 | 4,913 |
| 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 | $1,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,784,000 | 4,366 |
| Mortgage-backed securities | $806,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $806,000 | 3,972 |
| Issued or guaranteed by U.S. | $806,000 | 3,966 |
| 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) | $1,806,000 | 5,109 |
| Total debt securities | $1,805,000 | 5,383 |
| 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 | $2,587,000 | 5,382 |
| U.S. Government securities | $2,586,000 | 4,939 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,586,000 | 4,820 |
| 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 | $1,000 | 1,103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,207,000 | 4,293 |
| Mortgage-backed securities | $1,596,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $1,537,000 | 3,786 |
| Issued or guaranteed by U.S. | $1,537,000 | 3,782 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $59,000 | 3,025 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 2,941 |
| 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) | $2,587,000 | 5,072 |
| Total debt securities | $2,586,000 | 5,357 |
| 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 | $2,678,000 | 5,413 |
| U.S. Government securities | $2,677,000 | 4,938 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,677,000 | 4,823 |
| 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 | $1,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,877,000 | 4,441 |
| Mortgage-backed securities | $1,690,000 | 4,066 |
| Certificates of participation in pools of residential mortgages | $1,630,000 | 3,788 |
| Issued or guaranteed by U.S. | $1,630,000 | 3,781 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $60,000 | 3,038 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 2,940 |
| 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) | $2,678,000 | 5,090 |
| Total debt securities | $2,676,000 | 5,385 |
| 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 | $2,826,000 | 5,457 |
| U.S. Government securities | $2,825,000 | 4,966 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,825,000 | 4,852 |
| 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 | $1,000 | 1,123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,425,000 | 4,350 |
| Mortgage-backed securities | $1,816,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $1,755,000 | 3,783 |
| Issued or guaranteed by U.S. | $1,755,000 | 3,780 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $61,000 | 3,066 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 2,971 |
| 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) | $2,826,000 | 5,126 |
| Total debt securities | $2,825,000 | 5,430 |
| 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 | $2,942,000 | 5,537 |
| U.S. Government securities | $2,941,000 | 5,048 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,941,000 | 4,933 |
| 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 | $1,000 | 1,140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,451,000 | 4,428 |
| Mortgage-backed securities | $1,932,000 | 4,086 |
| Certificates of participation in pools of residential mortgages | $1,871,000 | 3,774 |
| Issued or guaranteed by U.S. | $1,871,000 | 3,768 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $61,000 | 3,105 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,000 |
| 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) | $2,942,000 | 5,189 |
| Total debt securities | $2,941,000 | 5,514 |
| 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 | $3,531,000 | 5,537 |
| U.S. Government securities | $3,530,000 | 5,026 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,530,000 | 4,920 |
| 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 | $1,000 | 1,148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,864,000 | 4,354 |
| Mortgage-backed securities | $2,025,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $1,963,000 | 3,782 |
| Issued or guaranteed by U.S. | $1,963,000 | 3,778 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $62,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 3,028 |
| 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) | $3,531,000 | 5,186 |
| Total debt securities | $3,528,000 | 5,513 |
| 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 | $3,631,000 | 5,578 |
| U.S. Government securities | $3,630,000 | 5,086 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,630,000 | 4,973 |
| 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 | $1,000 | 1,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,463,000 | 4,499 |
| Mortgage-backed securities | $2,145,000 | 4,086 |
| Certificates of participation in pools of residential mortgages | $2,082,000 | 3,764 |
| Issued or guaranteed by U.S. | $2,082,000 | 3,761 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $63,000 | 3,156 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,058 |
| 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) | $3,631,000 | 5,224 |
| Total debt securities | $3,631,000 | 5,554 |
| 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 | $3,767,000 | 5,652 |
| U.S. Government securities | $3,766,000 | 5,158 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,766,000 | 5,048 |
| 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 | $1,000 | 1,183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,230,000 | 4,626 |
| Mortgage-backed securities | $2,269,000 | 4,127 |
| Certificates of participation in pools of residential mortgages | $2,205,000 | 3,781 |
| Issued or guaranteed by U.S. | $2,205,000 | 3,778 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $64,000 | 3,205 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,103 |
| 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) | $3,767,000 | 5,286 |
| Total debt securities | $3,766,000 | 5,626 |
| 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 | $3,852,000 | 5,726 |
| U.S. Government securities | $3,851,000 | 5,244 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,851,000 | 5,129 |
| 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 | $1,000 | 1,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,668,000 | 4,555 |
| Mortgage-backed securities | $2,374,000 | 4,178 |
| Certificates of participation in pools of residential mortgages | $2,309,000 | 3,834 |
| Issued or guaranteed by U.S. | $2,309,000 | 3,830 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $65,000 | 3,247 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,140 |
| 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) | $3,852,000 | 5,354 |
| Total debt securities | $3,851,000 | 5,702 |
| 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 | $3,031,000 | 5,865 |
| U.S. Government securities | $3,030,000 | 5,462 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,030,000 | 5,364 |
| 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 | $1,000 | 1,207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,276,000 | 4,726 |
| Mortgage-backed securities | $2,535,000 | 4,203 |
| Certificates of participation in pools of residential mortgages | $2,469,000 | 3,858 |
| Issued or guaranteed by U.S. | $2,469,000 | 3,853 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $66,000 | 3,282 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 3,169 |
| 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) | $3,031,000 | 5,481 |
| Total debt securities | $3,031,000 | 5,838 |
| 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 | $3,597,000 | 5,900 |
| U.S. Government securities | $3,596,000 | 5,449 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,596,000 | 5,355 |
| 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 | $1,000 | 1,214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,385,000 | 4,764 |
| Mortgage-backed securities | $2,629,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $2,564,000 | 3,897 |
| Issued or guaranteed by U.S. | $2,564,000 | 3,891 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $65,000 | 3,323 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,210 |
| 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) | $3,597,000 | 5,517 |
| Total debt securities | $3,595,000 | 5,875 |
| 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 | $3,984,000 | 5,953 |
| U.S. Government securities | $3,983,000 | 5,472 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,983,000 | 5,367 |
| 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 | $1,000 | 1,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,385,000 | 4,820 |
| Mortgage-backed securities | $2,723,000 | 4,319 |
| Certificates of participation in pools of residential mortgages | $2,658,000 | 3,948 |
| Issued or guaranteed by U.S. | $2,658,000 | 3,945 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $65,000 | 3,385 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,260 |
| 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) | $3,984,000 | 5,568 |
| Total debt securities | $3,984,000 | 5,929 |
| 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 | $4,448,000 | 5,969 |
| U.S. Government securities | $4,447,000 | 5,474 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,447,000 | 5,362 |
| 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 | $1,000 | 1,246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,385,000 | 4,864 |
| Mortgage-backed securities | $2,887,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $2,821,000 | 3,965 |
| Issued or guaranteed by U.S. | $2,821,000 | 3,963 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $66,000 | 3,429 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 3,300 |
| 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) | $4,448,000 | 5,574 |
| Total debt securities | $4,448,000 | 5,944 |
| 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 | $5,369,000 | 5,909 |
| U.S. Government securities | $5,368,000 | 5,367 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,368,000 | 5,254 |
| 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 | $1,000 | 1,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,980,000 | 4,739 |
| Mortgage-backed securities | $3,004,000 | 4,352 |
| Certificates of participation in pools of residential mortgages | $2,914,000 | 3,979 |
| Issued or guaranteed by U.S. | $2,914,000 | 3,977 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $90,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 3,305 |
| 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) | $5,369,000 | 5,525 |
| Total debt securities | $5,369,000 | 5,887 |
| 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 | $5,784,000 | 5,909 |
| U.S. Government securities | $5,783,000 | 5,297 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,783,000 | 5,195 |
| 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 | $1,000 | 1,283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,680,000 | 4,857 |
| Mortgage-backed securities | $3,123,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $3,032,000 | 3,962 |
| Issued or guaranteed by U.S. | $3,032,000 | 3,956 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $91,000 | 3,443 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,308 |
| 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) | $5,784,000 | 5,515 |
| Total debt securities | $5,781,000 | 5,886 |
| 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 | $5,946,000 | 5,953 |
| U.S. Government securities | $5,945,000 | 5,322 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,945,000 | 5,213 |
| 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 | $1,000 | 1,297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,880,000 | 4,546 |
| Mortgage-backed securities | $3,272,000 | 4,359 |
| Certificates of participation in pools of residential mortgages | $3,180,000 | 3,935 |
| Issued or guaranteed by U.S. | $3,180,000 | 3,928 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $92,000 | 3,481 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 3,342 |
| 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) | $5,946,000 | 5,561 |
| Total debt securities | $5,945,000 | 5,926 |
| 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 | $6,203,000 | 5,926 |
| U.S. Government securities | $6,202,000 | 5,275 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,202,000 | 5,166 |
| 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 | $1,000 | 1,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,380,000 | 4,697 |
| Mortgage-backed securities | $3,517,000 | 4,317 |
| Certificates of participation in pools of residential mortgages | $3,406,000 | 3,866 |
| Issued or guaranteed by U.S. | $3,406,000 | 3,860 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $111,000 | 3,484 |
| CMOs issued by government agencies or sponsored agencies | $111,000 | 3,342 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $6,203,000 | 5,556 |
| Total debt securities | $6,202,000 | 5,898 |
| 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 | $5,070,000 | 6,118 |
| U.S. Government securities | $5,069,000 | 5,518 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,069,000 | 5,410 |
| 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 | $1,000 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,380,000 | 4,734 |
| Mortgage-backed securities | $2,823,000 | 4,530 |
| Certificates of participation in pools of residential mortgages | $2,710,000 | 4,104 |
| Issued or guaranteed by U.S. | $2,710,000 | 4,100 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $113,000 | 3,529 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 3,367 |
| 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) | $5,070,000 | 5,747 |
| Total debt securities | $5,069,000 | 6,094 |
| 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 | $5,298,000 | 6,137 |
| U.S. Government securities | $5,297,000 | 5,503 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,297,000 | 5,391 |
| 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 | $1,000 | 1,300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,700,000 | 4,962 |
| Mortgage-backed securities | $3,543,000 | 4,390 |
| Certificates of participation in pools of residential mortgages | $2,988,000 | 4,031 |
| Issued or guaranteed by U.S. | $2,988,000 | 4,029 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $555,000 | 3,249 |
| CMOs issued by government agencies or sponsored agencies | $555,000 | 3,110 |
| 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) | $5,298,000 | 5,743 |
| Total debt securities | $5,297,000 | 6,112 |
| 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 | $5,718,000 | 6,172 |
| U.S. Government securities | $5,717,000 | 5,558 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,717,000 | 5,444 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| 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 | $1,000 | 1,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,210,000 | 5,181 |
| Mortgage-backed securities | $3,956,000 | 4,426 |
| Certificates of participation in pools of residential mortgages | $3,262,000 | 4,086 |
| Issued or guaranteed by U.S. | $3,262,000 | 4,084 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $694,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $694,000 | 3,119 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $5,718,000 | 5,777 |
| Total debt securities | $5,717,000 | 6,146 |
| 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 | $6,068,000 | 6,184 |
| U.S. Government securities | $6,067,000 | 5,561 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,067,000 | 5,448 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $1,000 | 1,326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,210,000 | 5,246 |
| Mortgage-backed securities | $4,308,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $3,527,000 | 4,047 |
| Issued or guaranteed by U.S. | $3,527,000 | 4,045 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $781,000 | 3,249 |
| CMOs issued by government agencies or sponsored agencies | $781,000 | 3,089 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $6,068,000 | 5,770 |
| Total debt securities | $6,067,000 | 6,153 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $5,374,000 | 6,335 |
| U.S. Government securities | $5,373,000 | 5,781 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,373,000 | 5,668 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,000 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,205,000 | 5,276 |
| Mortgage-backed securities | $4,107,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $3,248,000 | 4,142 |
| Issued or guaranteed by U.S. | $3,248,000 | 4,138 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $859,000 | 3,244 |
| CMOs issued by government agencies or sponsored agencies | $859,000 | 3,088 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $5,374,000 | 5,911 |
| Total debt securities | $5,373,000 | 6,307 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $5,730,000 | 6,303 |
| U.S. Government securities | $5,729,000 | 5,717 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,729,000 | 5,607 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,459,000 | 4,322 |
| Certificates of participation in pools of residential mortgages | $3,543,000 | 3,975 |
| Issued or guaranteed by U.S. | $3,543,000 | 3,969 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $916,000 | 3,162 |
| CMOs issued by government agencies or sponsored agencies | $916,000 | 2,917 |
| 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) | $5,730,000 | 5,861 |
| Total debt securities | $5,729,000 | 6,272 |
| 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 | $6,148,000 | 6,259 |
| U.S. Government securities | $6,146,000 | 5,643 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,146,000 | 5,530 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,348 |
| 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 | $4,865,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $3,833,000 | 3,833 |
| Issued or guaranteed by U.S. | $3,833,000 | 3,821 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,032,000 | 3,092 |
| CMOs issued by government agencies or sponsored agencies | $1,032,000 | 2,850 |
| 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) | $68,000 | 2,754 |
| Available-for-sale securities (fair market value) | $6,080,000 | 5,829 |
| Total debt securities | $6,146,000 | 6,230 |
| 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 | $5,842,000 | 6,408 |
| U.S. Government securities | $5,840,000 | 5,852 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,840,000 | 5,724 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,369 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,062,000 | 4,362 |
| Certificates of participation in pools of residential mortgages | $2,941,000 | 4,069 |
| Issued or guaranteed by U.S. | $2,941,000 | 4,056 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,121,000 | 3,018 |
| CMOs issued by government agencies or sponsored agencies | $1,121,000 | 2,769 |
| 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) | $26,000 | 2,890 |
| Available-for-sale securities (fair market value) | $5,816,000 | 5,949 |
| Total debt securities | $5,840,000 | 6,379 |
| 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 | $5,476,000 | 6,489 |
| U.S. Government securities | $5,474,000 | 5,920 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,474,000 | 5,788 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,721,000 | 4,361 |
| Certificates of participation in pools of residential mortgages | $2,541,000 | 4,142 |
| Issued or guaranteed by U.S. | $2,541,000 | 4,131 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,180,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $1,180,000 | 2,678 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $5,476,000 | 6,011 |
| Total debt securities | $5,474,000 | 6,457 |
| 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 | $4,093,000 | 6,694 |
| U.S. Government securities | $4,091,000 | 6,129 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,091,000 | 5,998 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,091,000 | 4,214 |
| Certificates of participation in pools of residential mortgages | $2,791,000 | 3,966 |
| Issued or guaranteed by U.S. | $2,791,000 | 3,956 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,300,000 | 2,874 |
| CMOs issued by government agencies or sponsored agencies | $1,300,000 | 2,600 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $4,093,000 | 6,187 |
| Total debt securities | $4,091,000 | 6,659 |
| 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 | $5,078,000 | 6,530 |
| U.S. Government securities | $5,076,000 | 5,889 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,076,000 | 5,764 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,575,000 | 4,119 |
| Certificates of participation in pools of residential mortgages | $3,127,000 | 3,835 |
| Issued or guaranteed by U.S. | $3,127,000 | 3,826 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,448,000 | 2,793 |
| CMOs issued by government agencies or sponsored agencies | $1,448,000 | 2,515 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,078,000 | 6,025 |
| Total debt securities | $5,076,000 | 6,490 |
| 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 | $5,536,000 | 6,534 |
| U.S. Government securities | $5,533,000 | 5,897 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,533,000 | 5,785 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,481 |
| 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 | $5,031,000 | 4,005 |
| Certificates of participation in pools of residential mortgages | $3,400,000 | 3,792 |
| Issued or guaranteed by U.S. | $3,400,000 | 3,785 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,631,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $1,631,000 | 2,342 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $5,536,000 | 6,025 |
| Total debt securities | $5,533,000 | 6,493 |
| 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 | $5,534,000 | 6,622 |
| U.S. Government securities | $5,531,000 | 5,989 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,531,000 | 5,871 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,528 |
| 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 | $5,531,000 | 3,983 |
| Certificates of participation in pools of residential mortgages | $3,716,000 | 3,811 |
| Issued or guaranteed by U.S. | $3,716,000 | 3,804 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,815,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $1,815,000 | 2,229 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,534,000 | 6,100 |
| Total debt securities | $5,531,000 | 6,582 |
| 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 | $5,913,000 | 6,555 |
| U.S. Government securities | $5,910,000 | 5,879 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,910,000 | 5,770 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,576 |
| 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 | $5,910,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $3,899,000 | 3,841 |
| Issued or guaranteed by U.S. | $3,899,000 | 3,834 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,011,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $2,011,000 | 2,159 |
| 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) | $117,000 | 3,015 |
| Available-for-sale securities (fair market value) | $5,796,000 | 6,061 |
| Total debt securities | $5,910,000 | 6,519 |
| 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 | $6,291,000 | 6,530 |
| U.S. Government securities | $6,288,000 | 5,814 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,288,000 | 5,726 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,636 |
| 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 | $6,288,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $4,170,000 | 3,840 |
| Issued or guaranteed by U.S. | $4,170,000 | 3,830 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,118,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $2,118,000 | 2,094 |
| 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) | $28,000 | 3,285 |
| Available-for-sale securities (fair market value) | $6,263,000 | 6,008 |
| Total debt securities | $6,288,000 | 6,488 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $8,032,000 | 6,181 |
| U.S. Government securities | $8,029,000 | 5,373 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,029,000 | 5,290 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,686 |
| 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 | $6,220,000 | 4,010 |
| Certificates of participation in pools of residential mortgages | $3,974,000 | 3,957 |
| Issued or guaranteed by U.S. | $3,974,000 | 3,943 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,246,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $2,246,000 | 2,044 |
| 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) | $36,000 | 3,316 |
| Available-for-sale securities (fair market value) | $7,996,000 | 5,685 |
| Total debt securities | $8,029,000 | 6,139 |
| 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 | $8,686,000 | 6,138 |
| U.S. Government securities | $8,683,000 | 5,360 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,683,000 | 5,279 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,703 |
| 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 | $6,853,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $4,439,000 | 3,923 |
| Issued or guaranteed by U.S. | $4,439,000 | 3,911 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,414,000 | 2,382 |
| CMOs issued by government agencies or sponsored agencies | $2,414,000 | 2,005 |
| 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) | $45,000 | 3,335 |
| Available-for-sale securities (fair market value) | $8,641,000 | 5,625 |
| Total debt securities | $8,683,000 | 6,083 |
| 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 | $8,995,000 | 6,112 |
| U.S. Government securities | $8,990,000 | 5,362 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,990,000 | 5,280 |
| 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 | $5,000 | 1,668 |
| 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 | $7,149,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | $4,608,000 | 3,844 |
| Issued or guaranteed by U.S. | $4,608,000 | 3,831 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,541,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $2,541,000 | 1,942 |
| 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) | $2,000 | 3,497 |
| Available-for-sale securities (fair market value) | $8,993,000 | 5,578 |
| Total debt securities | $8,990,000 | 6,066 |
| 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 | $9,285,000 | 6,028 |
| U.S. Government securities | $9,273,000 | 5,251 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,273,000 | 5,166 |
| 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 | $12,000 | 1,721 |
| 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 | $7,440,000 | 3,671 |
| Certificates of participation in pools of residential mortgages | $4,796,000 | 3,706 |
| Issued or guaranteed by U.S. | $4,796,000 | 3,695 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,644,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $2,644,000 | 1,829 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $9,285,000 | 5,476 |
| Total debt securities | $9,273,000 | 5,982 |
| 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 | $10,994,000 | 5,755 |
| U.S. Government securities | $10,868,000 | 4,961 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,868,000 | 4,881 |
| 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 | $126,000 | 1,625 |
| 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 | $7,728,000 | 3,608 |
| Certificates of participation in pools of residential mortgages | $5,008,000 | 3,641 |
| Issued or guaranteed by U.S. | $5,008,000 | 3,626 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,720,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $2,720,000 | 1,816 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $10,994,000 | 5,232 |
| Total debt securities | $10,868,000 | 5,722 |
| 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 | $12,062,000 | 5,582 |
| U.S. Government securities | $11,877,000 | 4,771 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,877,000 | 4,686 |
| 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 | $185,000 | 1,571 |
| 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 | $8,686,000 | 3,376 |
| Certificates of participation in pools of residential mortgages | $5,723,000 | 3,356 |
| Issued or guaranteed by U.S. | $5,723,000 | 3,339 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,963,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $2,963,000 | 1,749 |
| 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) | $262,000 | 3,096 |
| Available-for-sale securities (fair market value) | $11,800,000 | 5,117 |
| Total debt securities | $11,877,000 | 5,538 |
| 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 | $7,654,000 | 6,504 |
| U.S. Government securities | $7,427,000 | 5,906 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,427,000 | 5,794 |
| 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 | $227,000 | 1,481 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,770,000 | 4,214 |
| Certificates of participation in pools of residential mortgages | $678,000 | 5,155 |
| Issued or guaranteed by U.S. | $678,000 | 5,134 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,092,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $3,092,000 | 1,640 |
| 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) | $46,000 | 3,509 |
| Available-for-sale securities (fair market value) | $7,608,000 | 5,910 |
| Total debt securities | $7,427,000 | 6,500 |
| 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 | $7,854,000 | 6,524 |
| U.S. Government securities | $7,447,000 | 5,970 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,447,000 | 5,859 |
| 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 | $407,000 | 1,290 |
| 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 | $3,849,000 | 4,028 |
| Certificates of participation in pools of residential mortgages | $695,000 | 5,045 |
| Issued or guaranteed by U.S. | $695,000 | 5,028 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,154,000 | 1,872 |
| CMOs issued by government agencies or sponsored agencies | $3,154,000 | 1,585 |
| 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) | $43,000 | 3,560 |
| Available-for-sale securities (fair market value) | $7,811,000 | 5,911 |
| Total debt securities | $7,447,000 | 6,548 |
| 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 | $8,217,000 | 6,457 |
| U.S. Government securities | $7,581,000 | 5,956 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,581,000 | 5,838 |
| Securities issued by states & political subdivisions | $220,000 | 5,744 |
| 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 | $416,000 | 1,296 |
| 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 | $5,207,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $5,008,000 | 3,005 |
| Issued or guaranteed by U.S. | $5,008,000 | 2,990 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $199,000 | 3,214 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 2,893 |
| 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) | $2,683,000 | 2,194 |
| Available-for-sale securities (fair market value) | $5,534,000 | 6,399 |
| Total debt securities | $7,801,000 | 6,488 |
| 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 | $8,476,000 | 6,432 |
| U.S. Government securities | $7,845,000 | 5,941 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,845,000 | 5,823 |
| Securities issued by states & political subdivisions | $220,000 | 5,799 |
| 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 | $411,000 | 1,309 |
| 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 | $5,448,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $5,239,000 | 2,945 |
| Issued or guaranteed by U.S. | $5,239,000 | 2,929 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $209,000 | 3,173 |
| CMOs issued by government agencies or sponsored agencies | $209,000 | 2,881 |
| 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) | $2,807,000 | 2,198 |
| Available-for-sale securities (fair market value) | $5,669,000 | 6,397 |
| Total debt securities | $8,065,000 | 6,469 |
| 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 | $8,322,000 | 6,512 |
| U.S. Government securities | $7,561,000 | 6,048 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,561,000 | 5,925 |
| Securities issued by states & political subdivisions | $220,000 | 5,841 |
| Other domestic debt securities | $75,000 | 2,870 |
| 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 | $75,000 | 2,232 |
| Foreign debt securities | NA | NA |
| Equity securities | $466,000 | 1,310 |
| 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 | $5,669,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $5,453,000 | 2,895 |
| Issued or guaranteed by U.S. | $5,453,000 | 2,882 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $216,000 | 3,165 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 2,874 |
| 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) | $2,950,000 | 2,212 |
| Available-for-sale securities (fair market value) | $5,372,000 | 6,476 |
| Total debt securities | $7,856,000 | 6,557 |
| 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 | $9,649,000 | 6,282 |
| U.S. Government securities | $8,792,000 | 5,804 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,792,000 | 5,689 |
| Securities issued by states & political subdivisions | $335,000 | 5,727 |
| Other domestic debt securities | $75,000 | 2,920 |
| 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 | $75,000 | 2,276 |
| Foreign debt securities | NA | NA |
| Equity securities | $447,000 | 1,351 |
| 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 | $5,906,000 | 3,382 |
| Certificates of participation in pools of residential mortgages | $5,682,000 | 2,831 |
| Issued or guaranteed by U.S. | $5,682,000 | 2,818 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $224,000 | 3,121 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 2,837 |
| 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) | $2,867,000 | 2,284 |
| Available-for-sale securities (fair market value) | $6,782,000 | 6,212 |
| Total debt securities | $9,202,000 | 6,319 |
| 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 | $9,864,000 | 6,261 |
| U.S. Government securities | $9,057,000 | 5,757 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,057,000 | 5,628 |
| Securities issued by states & political subdivisions | $336,000 | 5,752 |
| Other domestic debt securities | $75,000 | 2,989 |
| 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 | $75,000 | 2,356 |
| Foreign debt securities | NA | NA |
| Equity securities | $396,000 | 1,402 |
| 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 | $6,204,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | $5,974,000 | 2,786 |
| Issued or guaranteed by U.S. | $5,974,000 | 2,774 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $230,000 | 3,107 |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 2,808 |
| 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) | $2,838,000 | 2,308 |
| Available-for-sale securities (fair market value) | $7,026,000 | 6,164 |
| Total debt securities | $9,468,000 | 6,279 |
| 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 | $12,777,000 | 5,745 |
| U.S. Government securities | $11,927,000 | 5,157 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,927,000 | 5,015 |
| Securities issued by states & political subdivisions | $336,000 | 5,771 |
| Other domestic debt securities | $75,000 | 3,059 |
| 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 | $75,000 | 2,463 |
| Foreign debt securities | NA | NA |
| Equity securities | $439,000 | 1,395 |
| 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 | $6,500,000 | 3,286 |
| Certificates of participation in pools of residential mortgages | $6,255,000 | 2,772 |
| Issued or guaranteed by U.S. | $6,255,000 | 2,758 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $245,000 | 3,098 |
| CMOs issued by government agencies or sponsored agencies | $245,000 | 2,796 |
| 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) | $2,859,000 | 2,349 |
| Available-for-sale securities (fair market value) | $9,918,000 | 5,608 |
| Total debt securities | $12,338,000 | 5,748 |
| 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 | $13,408,000 | 5,659 |
| U.S. Government securities | $12,545,000 | 5,021 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,545,000 | 4,866 |
| Securities issued by states & political subdivisions | $336,000 | 5,793 |
| Other domestic debt securities | $76,000 | 3,155 |
| 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 | $76,000 | 2,585 |
| Foreign debt securities | NA | NA |
| Equity securities | $451,000 | 1,410 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,820,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $6,561,000 | 2,741 |
| Issued or guaranteed by U.S. | $6,561,000 | 2,730 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $259,000 | 3,090 |
| CMOs issued by government agencies or sponsored agencies | $259,000 | 2,799 |
| 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) | $3,132,000 | 2,328 |
| Available-for-sale securities (fair market value) | $10,276,000 | 5,550 |
| Total debt securities | $12,957,000 | 5,689 |
| 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 | $13,819,000 | 5,564 |
| U.S. Government securities | $13,011,000 | 4,897 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,011,000 | 4,759 |
| Securities issued by states & political subdivisions | $341,000 | 5,817 |
| Other domestic debt securities | $76,000 | 3,208 |
| 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 | $76,000 | 2,649 |
| Foreign debt securities | NA | NA |
| Equity securities | $391,000 | 1,467 |
| 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 | $7,206,000 | 3,198 |
| Certificates of participation in pools of residential mortgages | $6,915,000 | 2,690 |
| Issued or guaranteed by U.S. | $6,915,000 | 2,678 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $291,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 2,783 |
| 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) | $3,345,000 | 2,293 |
| Available-for-sale securities (fair market value) | $10,474,000 | 5,503 |
| Total debt securities | $13,428,000 | 5,576 |
| 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 | $12,470,000 | 5,860 |
| U.S. Government securities | $11,607,000 | 5,236 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,607,000 | 5,085 |
| Securities issued by states & political subdivisions | $339,000 | 5,829 |
| Other domestic debt securities | $76,000 | 3,255 |
| 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 | $76,000 | 2,722 |
| Foreign debt securities | NA | NA |
| Equity securities | $448,000 | 1,453 |
| 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 | $5,944,000 | 3,562 |
| Certificates of participation in pools of residential mortgages | $5,620,000 | 3,047 |
| Issued or guaranteed by U.S. | $5,620,000 | 3,034 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $324,000 | 3,088 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 2,803 |
| 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) | $1,932,000 | 2,741 |
| Available-for-sale securities (fair market value) | $10,538,000 | 5,520 |
| Total debt securities | $12,022,000 | 5,890 |
| 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 | $12,980,000 | 5,835 |
| U.S. Government securities | $12,066,000 | 5,201 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,066,000 | 5,048 |
| Securities issued by states & political subdivisions | $385,000 | 5,789 |
| Other domestic debt securities | $77,000 | 3,304 |
| 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 | $77,000 | 2,798 |
| Foreign debt securities | NA | NA |
| Equity securities | $452,000 | 1,485 |
| 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 | $6,473,000 | 3,535 |
| Certificates of participation in pools of residential mortgages | $6,120,000 | 3,008 |
| Issued or guaranteed by U.S. | $6,120,000 | 2,997 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $353,000 | 3,105 |
| CMOs issued by government agencies or sponsored agencies | $353,000 | 2,831 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,030,000 | 2,732 |
| Available-for-sale securities (fair market value) | $10,950,000 | 5,520 |
| Total debt securities | $12,528,000 | 5,872 |
| 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 | $13,938,000 | 5,700 |
| U.S. Government securities | $12,940,000 | 5,028 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,940,000 | 4,870 |
| Securities issued by states & political subdivisions | $417,000 | 5,777 |
| Other domestic debt securities | $75,000 | 3,370 |
| 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 | $75,000 | 2,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $506,000 | 1,458 |
| 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 | $6,914,000 | 3,482 |
| Certificates of participation in pools of residential mortgages | $6,529,000 | 2,946 |
| Issued or guaranteed by U.S. | $6,529,000 | 2,937 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $385,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $385,000 | 2,846 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,422,000 | 2,623 |
| Available-for-sale securities (fair market value) | $11,516,000 | 5,416 |
| Total debt securities | $13,432,000 | 5,720 |
| 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 | $14,514,000 | 5,610 |
| U.S. Government securities | $13,560,000 | 4,914 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,560,000 | 4,767 |
| Securities issued by states & political subdivisions | $422,000 | 5,812 |
| Other domestic debt securities | $75,000 | 3,429 |
| 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 | $75,000 | 2,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $457,000 | 1,531 |
| 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 | $7,335,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $6,914,000 | 2,905 |
| Issued or guaranteed by U.S. | $6,914,000 | 2,899 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $421,000 | 3,112 |
| CMOs issued by government agencies or sponsored agencies | $421,000 | 2,844 |
| 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) | $3,423,000 | 2,365 |
| Available-for-sale securities (fair market value) | $11,091,000 | 5,520 |
| Total debt securities | $14,057,000 | 5,629 |
| 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 | $12,679,000 | 6,022 |
| U.S. Government securities | $11,752,000 | 5,377 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,752,000 | 5,220 |
| Securities issued by states & political subdivisions | $421,000 | 5,864 |
| Other domestic debt securities | $76,000 | 3,529 |
| 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 | $76,000 | 3,053 |
| Foreign debt securities | NA | NA |
| Equity securities | $430,000 | 1,588 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,763,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $6,323,000 | 3,055 |
| Issued or guaranteed by U.S. | $6,323,000 | 3,048 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $440,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $440,000 | 2,891 |
| 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) | $3,091,000 | 2,472 |
| Available-for-sale securities (fair market value) | $9,588,000 | 5,899 |
| Total debt securities | $12,249,000 | 6,036 |
| 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 | $12,772,000 | 5,972 |
| U.S. Government securities | $11,659,000 | 5,339 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,659,000 | 5,194 |
| Securities issued by states & political subdivisions | $621,000 | 5,566 |
| Other domestic debt securities | $80,000 | 3,622 |
| 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 | $80,000 | 3,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $412,000 | 1,634 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,660,000 | 3,650 |
| Certificates of participation in pools of residential mortgages | $6,126,000 | 3,128 |
| Issued or guaranteed by U.S. | $6,126,000 | 3,116 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $534,000 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $534,000 | 2,829 |
| 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) | $4,251,000 | 2,172 |
| Available-for-sale securities (fair market value) | $8,521,000 | 6,120 |
| Total debt securities | $12,360,000 | 5,977 |
| 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 | $12,716,000 | 6,056 |
| U.S. Government securities | $11,608,000 | 5,397 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,608,000 | 5,232 |
| Securities issued by states & political subdivisions | $651,000 | 5,583 |
| Other domestic debt securities | $79,000 | 3,670 |
| 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 | $79,000 | 3,265 |
| Foreign debt securities | NA | NA |
| Equity securities | $378,000 | 1,676 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,984,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $6,425,000 | 3,069 |
| Issued or guaranteed by U.S. | $6,425,000 | 3,055 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $559,000 | 3,103 |
| CMOs issued by government agencies or sponsored agencies | $559,000 | 2,953 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,758,000 | 2,121 |
| Available-for-sale securities (fair market value) | $7,958,000 | 6,268 |
| Total debt securities | $12,338,000 | 6,051 |
| 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 | $13,194,000 | 5,875 |
| U.S. Government securities | $12,095,000 | 5,136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,095,000 | 4,976 |
| Securities issued by states & political subdivisions | $651,000 | 5,632 |
| Other domestic debt securities | $75,000 | 3,778 |
| 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 | $75,000 | 3,369 |
| Foreign debt securities | NA | NA |
| Equity securities | $373,000 | 1,739 |
| 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 | $7,464,000 | 3,445 |
| Certificates of participation in pools of residential mortgages | $6,858,000 | 2,952 |
| Issued or guaranteed by U.S. | $6,858,000 | 2,938 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $606,000 | 3,125 |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 2,965 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,963,000 | 2,088 |
| Available-for-sale securities (fair market value) | $8,231,000 | 6,156 |
| Total debt securities | $12,821,000 | 5,865 |
| 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 | $11,618,000 | 6,126 |
| U.S. Government securities | $10,534,000 | 5,427 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,534,000 | 5,268 |
| Securities issued by states & political subdivisions | $652,000 | 5,617 |
| Other domestic debt securities | $75,000 | 3,826 |
| 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 | $75,000 | 3,392 |
| Foreign debt securities | NA | NA |
| Equity securities | $357,000 | 1,760 |
| 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 | $6,280,000 | 3,796 |
| Certificates of participation in pools of residential mortgages | $5,481,000 | 3,298 |
| Issued or guaranteed by U.S. | $5,481,000 | 3,286 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $799,000 | 3,189 |
| CMOs issued by government agencies or sponsored agencies | $799,000 | 3,036 |
| 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) | $3,955,000 | 2,297 |
| Available-for-sale securities (fair market value) | $7,663,000 | 6,264 |
| Total debt securities | $11,261,000 | 6,103 |
| 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 | $11,082,000 | 6,279 |
| U.S. Government securities | $10,268,000 | 5,521 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,268,000 | 5,336 |
| Securities issued by states & political subdivisions | $377,000 | 6,008 |
| Other domestic debt securities | $75,000 | 3,887 |
| 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 | $75,000 | 3,443 |
| Foreign debt securities | NA | NA |
| Equity securities | $362,000 | 1,758 |
| 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 | $5,647,000 | 3,975 |
| Certificates of participation in pools of residential mortgages | $4,751,000 | 3,498 |
| Issued or guaranteed by U.S. | $4,751,000 | 3,487 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $896,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $896,000 | 3,068 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,810,000 | 2,648 |
| Available-for-sale securities (fair market value) | $8,272,000 | 6,115 |
| Total debt securities | $10,720,000 | 6,259 |
| 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 | $10,994,000 | 6,294 |
| U.S. Government securities | $10,125,000 | 5,557 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,125,000 | 5,363 |
| Securities issued by states & political subdivisions | $377,000 | 6,019 |
| Other domestic debt securities | $75,000 | 3,939 |
| 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 | $75,000 | 3,478 |
| Foreign debt securities | NA | NA |
| Equity securities | $417,000 | 1,722 |
| 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 | $4,934,000 | 4,171 |
| Certificates of participation in pools of residential mortgages | $4,507,000 | 3,557 |
| Issued or guaranteed by U.S. | $4,507,000 | 3,544 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $427,000 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $427,000 | 3,537 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,844,000 | 2,706 |
| Available-for-sale securities (fair market value) | $8,150,000 | 6,157 |
| Total debt securities | $10,577,000 | 6,288 |
| 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 | $10,813,000 | 6,315 |
| U.S. Government securities | $9,990,000 | 5,525 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,990,000 | 5,274 |
| Securities issued by states & political subdivisions | $300,000 | 6,298 |
| Other domestic debt securities | $78,000 | 3,995 |
| 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 | $78,000 | 3,463 |
| Foreign debt securities | NA | NA |
| Equity securities | $445,000 | 1,656 |
| 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 | $2,998,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $2,030,000 | 4,461 |
| Issued or guaranteed by U.S. | $2,030,000 | 4,442 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $968,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 3,181 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,786,000 | 2,867 |
| Available-for-sale securities (fair market value) | $8,027,000 | 6,137 |
| Total debt securities | $10,368,000 | 6,323 |
| 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 | $8,545,000 | 7,211 |
| U.S. Government securities | $7,705,000 | 6,628 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,705,000 | 6,274 |
| Securities issued by states & political subdivisions | $300,000 | 6,463 |
| Other domestic debt securities | $75,000 | 3,693 |
| 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 | $75,000 | 3,227 |
| Foreign debt securities | NA | NA |
| Equity securities | $465,000 | 3,990 |
| 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 | $2,214,000 | 4,644 |
| Certificates of participation in pools of residential mortgages | $1,809,000 | 4,104 |
| Issued or guaranteed by U.S. | $1,809,000 | 4,078 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $405,000 | 3,466 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 3,301 |
| 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) | $3,925,000 | 3,072 |
| Available-for-sale securities (fair market value) | $4,620,000 | 7,359 |
| Total debt securities | $8,080,000 | 7,220 |
| 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 | $7,688,000 | 7,764 |
| U.S. Government securities | $6,918,000 | 7,210 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,918,000 | 6,681 |
| Securities issued by states & political subdivisions | $371,000 | 6,619 |
| Other domestic debt securities | $73,000 | 3,612 |
| 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 | $73,000 | 3,062 |
| Foreign debt securities | NA | NA |
| Equity securities | $326,000 | 4,671 |
| 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 | $2,579,000 | 4,716 |
| Certificates of participation in pools of residential mortgages | $2,090,000 | 4,146 |
| Issued or guaranteed by U.S. | $2,090,000 | 4,127 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $489,000 | 3,552 |
| CMOs issued by government agencies or sponsored agencies | $489,000 | 3,397 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,940,000 | 3,801 |
| Available-for-sale securities (fair market value) | $4,748,000 | 7,504 |
| Total debt securities | $7,362,000 | 7,752 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $7,903,000 | 7,740 |
| U.S. Government securities | $6,630,000 | 7,288 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,630,000 | 6,449 |
| Securities issued by states & political subdivisions | $736,000 | 6,169 |
| Other domestic debt securities | $105,000 | 3,411 |
| 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 | $105,000 | 2,829 |
| Foreign debt securities | NA | NA |
| Equity securities | $432,000 | 3,878 |
| 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 | $3,596,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $2,609,000 | 4,033 |
| Issued or guaranteed by U.S. | $2,609,000 | 4,013 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $987,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 3,149 |
| 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) | $5,227,000 | 3,349 |
| Available-for-sale securities (fair market value) | $2,676,000 | 8,231 |
| Total debt securities | $7,471,000 | 7,738 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $8,733,000 | 7,839 |
| U.S. Government securities | $7,542,000 | 7,436 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,542,000 | 6,141 |
| Securities issued by states & political subdivisions | $1,076,000 | 5,679 |
| Other domestic debt securities | $109,000 | 3,188 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $109,000 | 2,524 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,052 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,879,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $2,490,000 | 4,046 |
| Issued or guaranteed by U.S. | $2,490,000 | 4,031 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,389,000 | 3,091 |
| CMOs issued by government agencies or sponsored agencies | $1,389,000 | 2,976 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,811,000 | 4,232 |
| Available-for-sale securities (fair market value) | $3,922,000 | 7,953 |
| Total debt securities | $8,727,000 | 7,717 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,917,000 | 8,652 |
| U.S. Government securities | $6,711,000 | 8,381 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,711,000 | 6,826 |
| Securities issued by states & political subdivisions | $1,151,000 | 5,859 |
| Other domestic debt securities | $44,000 | 4,131 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,000 | 3,136 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,190 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-5,000 | 771 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,781,000 | 4,807 |
| Certificates of participation in pools of residential mortgages | $2,390,000 | 4,457 |
| Issued or guaranteed by U.S. | $2,390,000 | 4,438 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,391,000 | 3,481 |
| CMOs issued by government agencies or sponsored agencies | $1,391,000 | 3,345 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,061,000 | 5,126 |
| Available-for-sale securities (fair market value) | $3,856,000 | 8,248 |
| Total debt securities | $7,906,000 | 8,555 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,982,000 | 9,002 |
| U.S. Government securities | $6,888,000 | 8,679 |
| U.S. Treasury securities | $2,671,000 | 6,343 |
| U.S. Government agency obligations | $4,217,000 | 8,188 |
| Securities issued by states & political subdivisions | $1,014,000 | 6,306 |
| Other domestic debt securities | $65,000 | 4,687 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $65,000 | 3,656 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,312 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-9,000 | 846 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,217,000 | 4,836 |
| Certificates of participation in pools of residential mortgages | $2,938,000 | 4,205 |
| Issued or guaranteed by U.S. | $2,938,000 | 4,179 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,279,000 | 3,987 |
| CMOs issued by government agencies or sponsored agencies | $1,279,000 | 3,828 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,983,000 | 4,237 |
| Available-for-sale securities (fair market value) | $999,000 | 9,981 |
| Total debt securities | $7,967,000 | 8,892 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $5,986,000 | 10,401 |
| U.S. Government securities | $5,249,000 | 10,018 |
| U.S. Treasury securities | $1,518,000 | 8,831 |
| U.S. Government agency obligations | $3,731,000 | 8,570 |
| Securities issued by states & political subdivisions | $677,000 | 7,277 |
| Other domestic debt securities | $35,000 | 5,478 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,000 | 4,295 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,475 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-19,000 | 961 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,731,000 | 5,385 |
| Certificates of participation in pools of residential mortgages | $2,685,000 | 4,616 |
| Issued or guaranteed by U.S. | $2,685,000 | 4,593 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,046,000 | 4,438 |
| CMOs issued by government agencies or sponsored agencies | $1,046,000 | 4,245 |
| 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) | $5,986,000 | 7,455 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $5,961,000 | 10,301 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,381,000 | 11,574 |
| U.S. Government securities | $3,708,000 | 11,273 |
| U.S. Treasury securities | $625,000 | 10,595 |
| U.S. Government agency obligations | $3,083,000 | 9,316 |
| Securities issued by states & political subdivisions | $607,000 | 7,597 |
| Other domestic debt securities | $43,000 | 6,202 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,000 | 4,857 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,508 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-17,000 | 1,009 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,083,000 | 6,375 |
| Certificates of participation in pools of residential mortgages | $3,083,000 | 4,835 |
| Issued or guaranteed by U.S. | $3,083,000 | 4,795 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,358,000 | 11,445 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $4,659,000 | 11,784 |
| U.S. Government securities | $4,232,000 | 11,273 |
| U.S. Treasury securities | $857,000 | 10,694 |
| U.S. Government agency obligations | $3,375,000 | 9,227 |
| Securities issued by states & political subdivisions | $403,000 | 8,012 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,440 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-18,000 | 1,252 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,375,000 | 6,480 |
| Certificates of participation in pools of residential mortgages | $3,375,000 | 4,886 |
| Issued or guaranteed by U.S. | $3,375,000 | 4,832 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,635,000 | 11,659 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |