Home > Compass Savings Bank > Securities
Compass Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $2,202,000 | 4,340 |
| U.S. Government securities | $620,000 | 4,284 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $620,000 | 4,114 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $1,582,000 | 1,856 |
| Privately issued residential mortgage-backed securities | $1,102,000 | 500 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $480,000 | 1,728 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $1,473,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $371,000 | 3,410 |
| Privately issued | $1,102,000 | 146 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| 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) | $2,202,000 | 4,096 |
| Total debt securities | $2,203,000 | 4,312 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $2,257,000 | 4,370 |
| U.S. Government securities | $629,000 | 4,312 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $629,000 | 4,138 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $1,628,000 | 1,843 |
| Privately issued residential mortgage-backed securities | $1,156,000 | 478 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $472,000 | 1,736 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $1,538,000 | 3,419 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $382,000 | 3,422 |
| Privately issued | $1,156,000 | 143 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| 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) | $2,257,000 | 4,105 |
| Total debt securities | $2,257,000 | 4,343 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $2,344,000 | 4,399 |
| U.S. Government securities | $657,000 | 4,338 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $657,000 | 4,167 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $1,687,000 | 1,841 |
| Privately issued residential mortgage-backed securities | $1,215,000 | 479 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $472,000 | 1,749 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $1,625,000 | 3,417 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $410,000 | 3,423 |
| Privately issued | $1,215,000 | 146 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| 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) | $2,344,000 | 4,128 |
| Total debt securities | $2,342,000 | 4,374 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $2,467,000 | 4,463 |
| U.S. Government securities | $683,000 | 4,407 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $683,000 | 4,187 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $1,308,000 | 1,964 |
| Privately issued residential mortgage-backed securities | $1,308,000 | 498 |
| 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 | $476,000 | 238 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $1,743,000 | 3,450 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $435,000 | 3,459 |
| Privately issued | $1,308,000 | 156 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| 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) | $2,467,000 | 4,185 |
| Total debt securities | $2,466,000 | 4,436 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $2,766,000 | 4,484 |
| U.S. Government securities | $2,302,000 | 4,325 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $2,302,000 | 4,020 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $464,000 | 2,271 |
| 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 | $464,000 | 1,825 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $1,803,000 | 3,463 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,803,000 | 3,144 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| 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) | $2,766,000 | 4,205 |
| Total debt securities | $2,766,000 | 4,459 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $2,388,000 | 4,538 |
| U.S. Government securities | $1,923,000 | 4,382 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $1,923,000 | 4,084 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $465,000 | 2,235 |
| 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 | $465,000 | 1,835 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $1,923,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,923,000 | 3,137 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| 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) | $2,388,000 | 4,262 |
| Total debt securities | $2,389,000 | 4,513 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $2,320,000 | 4,555 |
| U.S. Government securities | $2,092,000 | 4,382 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $2,092,000 | 4,092 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $228,000 | 2,195 |
| 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 | $228,000 | 1,904 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $2,092,000 | 3,498 |
| Certificates of participation in pools of residential mortgages | $2,092,000 | 3,219 |
| Issued or guaranteed by U.S. | $2,092,000 | 3,130 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $2,320,000 | 4,290 |
| Total debt securities | $2,321,000 | 4,540 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $2,589,000 | 4,527 |
| U.S. Government securities | $2,349,000 | 4,310 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $2,349,000 | 4,042 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $240,000 | 2,176 |
| 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 | $240,000 | 1,871 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $2,349,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $2,349,000 | 3,189 |
| Issued or guaranteed by U.S. | $2,349,000 | 3,099 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $2,589,000 | 4,273 |
| Total debt securities | $2,589,000 | 4,510 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $2,663,000 | 4,523 |
| U.S. Government securities | $2,663,000 | 4,219 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,663,000 | 4,002 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $2,563,000 | 3,455 |
| Certificates of participation in pools of residential mortgages | $2,563,000 | 3,161 |
| Issued or guaranteed by U.S. | $2,563,000 | 3,058 |
| 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) | $2,663,000 | 4,294 |
| Total debt securities | $2,663,000 | 4,503 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $2,948,000 | 4,546 |
| U.S. Government securities | $2,948,000 | 4,209 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,948,000 | 4,011 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $2,848,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $2,848,000 | 3,131 |
| Issued or guaranteed by U.S. | $2,848,000 | 3,043 |
| 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) | $2,948,000 | 4,310 |
| Total debt securities | $2,954,000 | 4,523 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $3,396,000 | 4,524 |
| U.S. Government securities | $3,295,000 | 4,165 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,295,000 | 3,973 |
| Securities issued by states & political subdivisions | $101,000 | 4,141 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $3,295,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $3,295,000 | 3,045 |
| Issued or guaranteed by U.S. | $3,295,000 | 2,949 |
| 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) | $3,396,000 | 4,291 |
| Total debt securities | $3,395,000 | 4,502 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $3,901,000 | 4,473 |
| U.S. Government securities | $3,901,000 | 4,034 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,901,000 | 3,859 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $3,800,000 | 3,325 |
| Certificates of participation in pools of residential mortgages | $3,800,000 | 2,939 |
| Issued or guaranteed by U.S. | $3,800,000 | 2,846 |
| 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) | $3,901,000 | 4,241 |
| Total debt securities | $3,901,000 | 4,451 |
| 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 | $4,462,000 | 4,428 |
| U.S. Government securities | $4,462,000 | 3,862 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,462,000 | 3,717 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $4,360,000 | 3,234 |
| Certificates of participation in pools of residential mortgages | $4,360,000 | 2,803 |
| Issued or guaranteed by U.S. | $4,360,000 | 2,722 |
| 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) | $4,462,000 | 4,198 |
| Total debt securities | $4,454,000 | 4,408 |
| 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 | $4,920,000 | 4,383 |
| U.S. Government securities | $4,920,000 | 3,819 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,920,000 | 3,663 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $4,820,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | $4,820,000 | 2,710 |
| Issued or guaranteed by U.S. | $4,820,000 | 2,627 |
| 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) | $4,920,000 | 4,149 |
| Total debt securities | $4,920,000 | 4,357 |
| 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 | $5,864,000 | 4,324 |
| U.S. Government securities | $5,864,000 | 3,723 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,864,000 | 3,561 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $5,764,000 | 3,067 |
| Certificates of participation in pools of residential mortgages | $5,764,000 | 2,556 |
| Issued or guaranteed by U.S. | $5,764,000 | 2,480 |
| 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) | $5,864,000 | 4,087 |
| Total debt securities | $5,864,000 | 4,302 |
| 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 | $5,896,000 | 4,359 |
| U.S. Government securities | $5,896,000 | 3,770 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,896,000 | 3,594 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $5,794,000 | 3,073 |
| Certificates of participation in pools of residential mortgages | $5,794,000 | 2,556 |
| Issued or guaranteed by U.S. | $5,794,000 | 2,467 |
| 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) | $5,896,000 | 4,117 |
| Total debt securities | $5,896,000 | 4,336 |
| 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 | $4,695,000 | 4,519 |
| U.S. Government securities | $4,695,000 | 4,000 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,695,000 | 3,839 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $4,594,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $4,594,000 | 2,676 |
| Issued or guaranteed by U.S. | $4,594,000 | 2,594 |
| 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) | $4,695,000 | 4,275 |
| Total debt securities | $4,694,000 | 4,497 |
| 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 | $3,423,000 | 4,719 |
| U.S. Government securities | $3,423,000 | 4,275 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,423,000 | 4,112 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $3,322,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $3,321,000 | 2,912 |
| Issued or guaranteed by U.S. | $3,321,000 | 2,824 |
| 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 | $1,000 | 1,846 |
| Commercial mortgage pass-through securities | $1,000 | 1,419 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $3,423,000 | 4,478 |
| Total debt securities | $3,423,000 | 4,699 |
| 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 | $3,153,000 | 4,797 |
| U.S. Government securities | $3,153,000 | 4,378 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,153,000 | 4,216 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $3,052,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $3,048,000 | 2,993 |
| Issued or guaranteed by U.S. | $3,048,000 | 2,911 |
| 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 | $4,000 | 1,831 |
| Commercial mortgage pass-through securities | $4,000 | 1,414 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $3,153,000 | 4,537 |
| Total debt securities | $3,154,000 | 4,778 |
| 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 | $2,531,000 | 4,920 |
| U.S. Government securities | $2,531,000 | 4,536 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,531,000 | 4,369 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $2,432,000 | 3,571 |
| Certificates of participation in pools of residential mortgages | $2,427,000 | 3,144 |
| Issued or guaranteed by U.S. | $2,427,000 | 3,052 |
| 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 | $5,000 | 1,767 |
| Commercial mortgage pass-through securities | $5,000 | 1,391 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $2,531,000 | 4,641 |
| Total debt securities | $2,532,000 | 4,897 |
| 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 | $2,187,000 | 4,991 |
| U.S. Government securities | $2,187,000 | 4,633 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,187,000 | 4,470 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $2,089,000 | 3,646 |
| Certificates of participation in pools of residential mortgages | $2,083,000 | 3,267 |
| Issued or guaranteed by U.S. | $2,083,000 | 3,195 |
| 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 | $6,000 | 1,729 |
| Commercial mortgage pass-through securities | $6,000 | 1,372 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $2,187,000 | 4,722 |
| Total debt securities | $2,187,000 | 4,966 |
| 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 | $2,317,000 | 5,050 |
| U.S. Government securities | $2,317,000 | 4,680 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,317,000 | 4,519 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $2,220,000 | 3,671 |
| Certificates of participation in pools of residential mortgages | $2,212,000 | 3,287 |
| Issued or guaranteed by U.S. | $2,212,000 | 3,259 |
| 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 | $8,000 | 1,717 |
| Commercial mortgage pass-through securities | $8,000 | 1,353 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $2,317,000 | 4,776 |
| Total debt securities | $2,318,000 | 5,027 |
| 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 | $2,457,000 | 5,091 |
| U.S. Government securities | $2,457,000 | 4,695 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,457,000 | 4,533 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $2,359,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $2,348,000 | 3,293 |
| Issued or guaranteed by U.S. | $2,348,000 | 3,130 |
| 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 | $11,000 | 1,687 |
| Commercial mortgage pass-through securities | $11,000 | 1,314 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,457,000 | 4,813 |
| Total debt securities | $2,456,000 | 5,069 |
| 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 | $2,666,000 | 5,131 |
| U.S. Government securities | $2,666,000 | 4,728 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,666,000 | 4,579 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $2,567,000 | 3,672 |
| Certificates of participation in pools of residential mortgages | $2,553,000 | 3,285 |
| Issued or guaranteed by U.S. | $2,553,000 | 3,279 |
| 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 | $14,000 | 1,476 |
| Commercial mortgage pass-through securities | $14,000 | 1,050 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,666,000 | 4,850 |
| Total debt securities | $2,666,000 | 5,109 |
| 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 | $2,819,000 | 5,175 |
| U.S. Government securities | $2,819,000 | 4,739 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,819,000 | 4,602 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $2,719,000 | 3,681 |
| Certificates of participation in pools of residential mortgages | $2,695,000 | 3,283 |
| Issued or guaranteed by U.S. | $2,695,000 | 3,278 |
| 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 | $24,000 | 1,464 |
| Commercial mortgage pass-through securities | $24,000 | 1,046 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,819,000 | 4,897 |
| Total debt securities | $2,819,000 | 5,154 |
| 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 | $3,019,000 | 5,226 |
| U.S. Government securities | $3,019,000 | 4,756 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,019,000 | 4,626 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $2,916,000 | 3,686 |
| Certificates of participation in pools of residential mortgages | $2,886,000 | 3,291 |
| Issued or guaranteed by U.S. | $2,886,000 | 3,288 |
| 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 | $30,000 | 1,452 |
| Commercial mortgage pass-through securities | $30,000 | 1,036 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $3,019,000 | 4,932 |
| Total debt securities | $3,019,000 | 5,203 |
| 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 | $3,226,000 | 5,253 |
| U.S. Government securities | $3,126,000 | 4,786 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,126,000 | 4,661 |
| 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 | $100,000 | 335 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $3,022,000 | 3,702 |
| Certificates of participation in pools of residential mortgages | $2,986,000 | 3,312 |
| Issued or guaranteed by U.S. | $2,986,000 | 3,309 |
| 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 | $36,000 | 1,407 |
| Commercial mortgage pass-through securities | $36,000 | 1,007 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $3,226,000 | 4,959 |
| Total debt securities | $3,226,000 | 5,229 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $8,145,000 | 4,825 |
| U.S. Government securities | $5,257,000 | 4,528 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,257,000 | 4,401 |
| Securities issued by states & political subdivisions | $2,788,000 | 3,925 |
| 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 | $100,000 | 338 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $5,151,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $4,946,000 | 2,965 |
| Issued or guaranteed by U.S. | $4,946,000 | 2,961 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $205,000 | 1,356 |
| Commercial mortgage pass-through securities | $205,000 | 942 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $8,145,000 | 4,511 |
| Total debt securities | $8,145,000 | 4,796 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $8,129,000 | 4,853 |
| U.S. Government securities | $4,937,000 | 4,582 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,937,000 | 4,453 |
| Securities issued by states & political subdivisions | $2,792,000 | 3,951 |
| Other domestic debt securities | $300,000 | 1,964 |
| 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 | $300,000 | 1,610 |
| Foreign debt securities | $100,000 | 333 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $4,830,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $4,614,000 | 3,042 |
| Issued or guaranteed by U.S. | $4,614,000 | 3,036 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $216,000 | 1,310 |
| Commercial mortgage pass-through securities | $216,000 | 910 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $8,129,000 | 1,049 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $8,127,000 | 4,827 |
| 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 | $7,257,000 | 4,981 |
| U.S. Government securities | $4,063,000 | 4,741 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,063,000 | 4,624 |
| Securities issued by states & political subdivisions | $2,793,000 | 3,973 |
| Other domestic debt securities | $300,000 | 1,976 |
| 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 | $300,000 | 1,618 |
| Foreign debt securities | $101,000 | 321 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $3,954,000 | 3,634 |
| Certificates of participation in pools of residential mortgages | $3,727,000 | 3,246 |
| Issued or guaranteed by U.S. | $3,727,000 | 3,245 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $227,000 | 1,249 |
| Commercial mortgage pass-through securities | $227,000 | 836 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $7,257,000 | 1,091 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $7,258,000 | 4,960 |
| 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 | $7,643,000 | 5,001 |
| U.S. Government securities | $4,448,000 | 4,791 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,448,000 | 4,663 |
| Securities issued by states & political subdivisions | $2,794,000 | 3,998 |
| Other domestic debt securities | $300,000 | 2,009 |
| 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 | $300,000 | 1,630 |
| Foreign debt securities | $101,000 | 322 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $4,238,000 | 3,618 |
| Certificates of participation in pools of residential mortgages | $4,001,000 | 3,222 |
| Issued or guaranteed by U.S. | $4,001,000 | 3,218 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $237,000 | 1,173 |
| Commercial mortgage pass-through securities | $237,000 | 787 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $7,643,000 | 1,099 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $7,642,000 | 4,978 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,247 |
| Fair value | $100,000 | 1,247 |
| 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 | $8,825,000 | 4,957 |
| U.S. Government securities | $5,485,000 | 4,712 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,485,000 | 4,597 |
| Securities issued by states & political subdivisions | $2,839,000 | 3,996 |
| Other domestic debt securities | $400,000 | 1,979 |
| 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 | $400,000 | 1,605 |
| Foreign debt securities | $101,000 | 321 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $4,473,000 | 3,590 |
| Certificates of participation in pools of residential mortgages | $4,221,000 | 3,198 |
| Issued or guaranteed by U.S. | $4,221,000 | 3,197 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $252,000 | 1,150 |
| Commercial mortgage pass-through securities | $252,000 | 775 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $8,825,000 | 1,081 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $8,825,000 | 4,935 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,371 |
| Fair value | $200,000 | 1,375 |
| 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 | $9,879,000 | 4,911 |
| U.S. Government securities | $6,213,000 | 4,645 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,213,000 | 4,525 |
| Securities issued by states & political subdivisions | $3,165,000 | 3,961 |
| Other domestic debt securities | $400,000 | 1,959 |
| 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 | $400,000 | 1,592 |
| Foreign debt securities | $101,000 | 306 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $4,787,000 | 3,537 |
| Certificates of participation in pools of residential mortgages | $4,507,000 | 3,132 |
| Issued or guaranteed by U.S. | $4,507,000 | 3,130 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $280,000 | 1,099 |
| Commercial mortgage pass-through securities | $280,000 | 743 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $9,879,000 | 1,042 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $9,881,000 | 4,890 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,409 |
| Fair value | $398,000 | 1,415 |
| 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 | $10,382,000 | 4,948 |
| U.S. Government securities | $6,665,000 | 4,680 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,665,000 | 4,562 |
| Securities issued by states & political subdivisions | $3,066,000 | 4,026 |
| Other domestic debt securities | $550,000 | 1,840 |
| 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 | $550,000 | 1,471 |
| Foreign debt securities | $101,000 | 311 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $4,966,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $4,668,000 | 3,137 |
| Issued or guaranteed by U.S. | $4,668,000 | 3,134 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $298,000 | 1,050 |
| Commercial mortgage pass-through securities | $298,000 | 713 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $10,382,000 | 1,030 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $10,382,000 | 4,926 |
| Structured notes | ||
| Amortized cost | $571,000 | 1,395 |
| Fair value | $571,000 | 1,395 |
| 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 | $11,244,000 | 4,947 |
| U.S. Government securities | $7,630,000 | 4,663 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,630,000 | 4,552 |
| Securities issued by states & political subdivisions | $2,962,000 | 4,076 |
| Other domestic debt securities | $551,000 | 1,846 |
| 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 | $551,000 | 1,477 |
| Foreign debt securities | $101,000 | 317 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $5,202,000 | 3,604 |
| Certificates of participation in pools of residential mortgages | $4,890,000 | 3,174 |
| Issued or guaranteed by U.S. | $4,890,000 | 3,172 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $312,000 | 1,003 |
| Commercial mortgage pass-through securities | $312,000 | 673 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $11,244,000 | 1,021 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $11,244,000 | 4,927 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $983,000 | 1,383 |
| 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 | $11,845,000 | 4,957 |
| U.S. Government securities | $8,490,000 | 4,600 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,490,000 | 4,480 |
| Securities issued by states & political subdivisions | $2,703,000 | 4,146 |
| Other domestic debt securities | $551,000 | 1,903 |
| 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 | $551,000 | 1,511 |
| Foreign debt securities | $101,000 | 319 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $5,460,000 | 3,621 |
| Certificates of participation in pools of residential mortgages | $5,137,000 | 3,188 |
| Issued or guaranteed by U.S. | $5,137,000 | 3,186 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $323,000 | 985 |
| Commercial mortgage pass-through securities | $323,000 | 657 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $11,845,000 | 1,005 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $11,844,000 | 4,935 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,273 |
| Fair value | $1,301,000 | 1,274 |
| 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 | $11,999,000 | 5,002 |
| U.S. Government securities | $8,808,000 | 4,597 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,808,000 | 4,481 |
| Securities issued by states & political subdivisions | $2,538,000 | 4,252 |
| Other domestic debt securities | $551,000 | 1,919 |
| 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 | $551,000 | 1,528 |
| Foreign debt securities | $102,000 | 301 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $5,677,000 | 3,646 |
| Certificates of participation in pools of residential mortgages | $5,342,000 | 3,214 |
| Issued or guaranteed by U.S. | $5,342,000 | 3,211 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $335,000 | 965 |
| Commercial mortgage pass-through securities | $335,000 | 660 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $11,999,000 | 1,004 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $11,999,000 | 4,982 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,332 |
| Fair value | $1,388,000 | 1,335 |
| 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 | $12,369,000 | 5,061 |
| U.S. Government securities | $9,519,000 | 4,612 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $9,519,000 | 4,494 |
| Securities issued by states & political subdivisions | $2,197,000 | 4,403 |
| Other domestic debt securities | $551,000 | 1,988 |
| 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 | $551,000 | 1,571 |
| Foreign debt securities | $102,000 | 296 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $5,888,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $5,527,000 | 3,262 |
| Issued or guaranteed by U.S. | $5,527,000 | 3,260 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $361,000 | 931 |
| Commercial mortgage pass-through securities | $361,000 | 648 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $12,369,000 | 1,005 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $12,368,000 | 5,040 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,357 |
| Fair value | $1,454,000 | 1,400 |
| 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 | $12,722,000 | 5,113 |
| U.S. Government securities | $10,126,000 | 4,597 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $10,126,000 | 4,491 |
| Securities issued by states & political subdivisions | $1,944,000 | 4,518 |
| Other domestic debt securities | $550,000 | 2,037 |
| 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 | $550,000 | 1,619 |
| Foreign debt securities | $102,000 | 297 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $6,194,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $5,813,000 | 3,266 |
| Issued or guaranteed by U.S. | $5,813,000 | 3,264 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $381,000 | 919 |
| Commercial mortgage pass-through securities | $381,000 | 641 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $12,722,000 | 1,005 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $12,722,000 | 5,090 |
| Structured notes | ||
| Amortized cost | $1,699,000 | 1,369 |
| Fair value | $1,637,000 | 1,372 |
| 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 | $13,443,000 | 5,085 |
| U.S. Government securities | $10,846,000 | 4,540 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,846,000 | 4,436 |
| Securities issued by states & political subdivisions | $1,944,000 | 4,539 |
| Other domestic debt securities | $551,000 | 2,090 |
| 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 | $551,000 | 1,651 |
| Foreign debt securities | $102,000 | 298 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $6,513,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | $6,102,000 | 3,242 |
| Issued or guaranteed by U.S. | $6,102,000 | 3,241 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $411,000 | 895 |
| Commercial mortgage pass-through securities | $411,000 | 626 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $13,443,000 | 966 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $13,443,000 | 5,059 |
| Structured notes | ||
| Amortized cost | $1,899,000 | 1,341 |
| Fair value | $1,801,000 | 1,346 |
| 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 | $13,574,000 | 5,077 |
| U.S. Government securities | $10,877,000 | 4,538 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,877,000 | 4,441 |
| Securities issued by states & political subdivisions | $1,944,000 | 4,571 |
| Other domestic debt securities | $551,000 | 2,141 |
| 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 | $551,000 | 1,696 |
| Foreign debt securities | $202,000 | 281 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $6,841,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $6,396,000 | 3,199 |
| Issued or guaranteed by U.S. | $6,396,000 | 3,196 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $445,000 | 829 |
| Commercial mortgage pass-through securities | $445,000 | 571 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $13,574,000 | 953 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $13,573,000 | 5,048 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,342 |
| Fair value | $1,649,000 | 1,359 |
| 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 | $13,397,000 | 5,141 |
| U.S. Government securities | $10,802,000 | 4,572 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,802,000 | 4,474 |
| Securities issued by states & political subdivisions | $1,843,000 | 4,623 |
| Other domestic debt securities | $550,000 | 2,203 |
| 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 | $550,000 | 1,731 |
| Foreign debt securities | $202,000 | 291 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $7,276,000 | 3,595 |
| Certificates of participation in pools of residential mortgages | $6,818,000 | 3,130 |
| Issued or guaranteed by U.S. | $6,818,000 | 3,127 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $458,000 | 811 |
| Commercial mortgage pass-through securities | $458,000 | 544 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $13,397,000 | 927 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $13,398,000 | 5,109 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,348 |
| Fair value | $1,580,000 | 1,361 |
| 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 | $13,297,000 | 5,161 |
| U.S. Government securities | $10,701,000 | 4,557 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,701,000 | 4,457 |
| Securities issued by states & political subdivisions | $1,843,000 | 4,614 |
| Other domestic debt securities | $550,000 | 2,269 |
| 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 | $550,000 | 1,779 |
| Foreign debt securities | $203,000 | 278 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $7,574,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $7,096,000 | 3,073 |
| Issued or guaranteed by U.S. | $7,096,000 | 3,070 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $478,000 | 777 |
| Commercial mortgage pass-through securities | $478,000 | 535 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $13,297,000 | 878 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $13,297,000 | 5,130 |
| Structured notes | ||
| Amortized cost | $1,599,000 | 1,340 |
| Fair value | $1,552,000 | 1,342 |
| 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 | $13,258,000 | 5,190 |
| U.S. Government securities | $10,162,000 | 4,700 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,162,000 | 4,594 |
| Securities issued by states & political subdivisions | $1,843,000 | 4,606 |
| Other domestic debt securities | $1,050,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,050,000 | 1,481 |
| Foreign debt securities | $203,000 | 285 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $8,033,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $7,542,000 | 3,035 |
| Issued or guaranteed by U.S. | $7,542,000 | 3,034 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $491,000 | 698 |
| Commercial mortgage pass-through securities | $491,000 | 494 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $13,258,000 | 847 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $13,259,000 | 5,153 |
| Structured notes | ||
| Amortized cost | $1,294,000 | 1,490 |
| Fair value | $1,294,000 | 1,492 |
| 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 | $13,914,000 | 5,098 |
| U.S. Government securities | $10,920,000 | 4,570 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,920,000 | 4,465 |
| Securities issued by states & political subdivisions | $1,843,000 | 4,618 |
| Other domestic debt securities | $1,051,000 | 1,924 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,051,000 | 1,444 |
| Foreign debt securities | $100,000 | 299 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $8,490,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $7,984,000 | 2,958 |
| Issued or guaranteed by U.S. | $7,984,000 | 2,956 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $506,000 | 579 |
| Commercial mortgage pass-through securities | $506,000 | 427 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $13,914,000 | 818 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $13,915,000 | 5,063 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 1,408 |
| Fair value | $1,599,000 | 1,412 |
| 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 | $13,708,000 | 5,188 |
| U.S. Government securities | $11,099,000 | 4,631 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,099,000 | 4,531 |
| Securities issued by states & political subdivisions | $1,458,000 | 4,782 |
| Other domestic debt securities | $1,050,000 | 1,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,050,000 | 1,484 |
| Foreign debt securities | $101,000 | 283 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $8,767,000 | 3,601 |
| Certificates of participation in pools of residential mortgages | $8,243,000 | 3,061 |
| Issued or guaranteed by U.S. | $8,243,000 | 3,060 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $524,000 | 542 |
| Commercial mortgage pass-through securities | $524,000 | 387 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $13,708,000 | 839 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $13,708,000 | 5,161 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 1,519 |
| Fair value | $1,599,000 | 1,522 |
| 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 | $14,135,000 | 5,156 |
| U.S. Government securities | $12,158,000 | 4,560 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,158,000 | 4,467 |
| Securities issued by states & political subdivisions | $824,000 | 5,073 |
| Other domestic debt securities | $1,051,000 | 1,985 |
| 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 | $1,051,000 | 1,483 |
| Foreign debt securities | $101,000 | 270 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $9,274,000 | 3,568 |
| Certificates of participation in pools of residential mortgages | $8,732,000 | 3,018 |
| Issued or guaranteed by U.S. | $8,732,000 | 3,018 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $542,000 | 492 |
| Commercial mortgage pass-through securities | $542,000 | 340 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $14,134,000 | 820 |
| Available-for-sale securities (fair market value) | $1,000 | 6,676 |
| Total debt securities | $14,133,000 | 5,124 |
| Structured notes | ||
| Amortized cost | $2,220,000 | 1,435 |
| Fair value | $2,227,000 | 1,435 |
| 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 | $14,754,000 | 5,161 |
| U.S. Government securities | $13,180,000 | 4,498 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,180,000 | 4,400 |
| Securities issued by states & political subdivisions | $825,000 | 5,052 |
| Other domestic debt securities | $748,000 | 2,197 |
| 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 | $748,000 | 1,689 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $9,736,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $9,177,000 | 2,940 |
| Issued or guaranteed by U.S. | $9,177,000 | 2,938 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $559,000 | 450 |
| Commercial mortgage pass-through securities | $559,000 | 306 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $14,753,000 | 815 |
| Available-for-sale securities (fair market value) | $1,000 | 6,729 |
| Total debt securities | $14,754,000 | 5,136 |
| Structured notes | ||
| Amortized cost | $1,980,000 | 1,808 |
| Fair value | $1,959,000 | 1,807 |
| 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 | $15,900,000 | 4,995 |
| U.S. Government securities | $14,327,000 | 4,294 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $14,327,000 | 4,201 |
| Securities issued by states & political subdivisions | $824,000 | 5,046 |
| Other domestic debt securities | $748,000 | 2,166 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $748,000 | 1,600 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $10,012,000 | 3,419 |
| Certificates of participation in pools of residential mortgages | $9,394,000 | 2,817 |
| Issued or guaranteed by U.S. | $9,394,000 | 2,817 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $618,000 | 382 |
| Commercial mortgage pass-through securities | $618,000 | 261 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $15,899,000 | 799 |
| Available-for-sale securities (fair market value) | $1,000 | 6,750 |
| Total debt securities | $15,900,000 | 4,972 |
| Structured notes | ||
| Amortized cost | $2,180,000 | 1,621 |
| Fair value | $2,186,000 | 1,620 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $16,255,000 | 4,927 |
| U.S. Government securities | $14,682,000 | 4,205 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,682,000 | 4,108 |
| Securities issued by states & political subdivisions | $824,000 | 5,040 |
| Other domestic debt securities | $748,000 | 2,159 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $748,000 | 1,562 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $1,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $10,666,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | $10,015,000 | 2,664 |
| Issued or guaranteed by U.S. | $10,015,000 | 2,659 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $651,000 | 334 |
| Commercial mortgage pass-through securities | $651,000 | 234 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $16,254,000 | 775 |
| Available-for-sale securities (fair market value) | $1,000 | 6,812 |
| Total debt securities | $16,254,000 | 4,896 |
| Structured notes | ||
| Amortized cost | $2,479,000 | 1,611 |
| Fair value | $2,490,000 | 1,609 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $17,457,000 | 4,839 |
| U.S. Government securities | $16,132,000 | 4,129 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $16,132,000 | 4,022 |
| Securities issued by states & political subdivisions | $824,000 | 5,025 |
| Other domestic debt securities | $500,000 | 2,262 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $500,000 | 1,626 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,000 | 1,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $11,196,000 | 3,165 |
| Certificates of participation in pools of residential mortgages | $10,529,000 | 2,544 |
| Issued or guaranteed by U.S. | $10,529,000 | 2,536 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $667,000 | 322 |
| Commercial mortgage pass-through securities | $667,000 | 235 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $17,456,000 | 744 |
| Available-for-sale securities (fair market value) | $1,000 | 6,891 |
| Total debt securities | $17,455,000 | 4,801 |
| Structured notes | ||
| Amortized cost | $2,598,000 | 1,763 |
| Fair value | $2,599,000 | 1,763 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $18,312,000 | 4,746 |
| U.S. Government securities | $16,987,000 | 3,967 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $16,987,000 | 3,855 |
| Securities issued by states & political subdivisions | $824,000 | 5,035 |
| Other domestic debt securities | $500,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $500,000 | 1,671 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,000 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $11,850,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | $11,165,000 | 2,407 |
| Issued or guaranteed by U.S. | $11,165,000 | 2,402 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $685,000 | 302 |
| Commercial mortgage pass-through securities | $685,000 | 218 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $18,311,000 | 724 |
| Available-for-sale securities (fair market value) | $1,000 | 6,947 |
| Total debt securities | $18,310,000 | 4,708 |
| Structured notes | ||
| Amortized cost | $2,697,000 | 1,788 |
| Fair value | $2,640,000 | 1,790 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $17,890,000 | 4,665 |
| U.S. Government securities | $15,862,000 | 3,952 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,862,000 | 3,834 |
| Securities issued by states & political subdivisions | $824,000 | 5,057 |
| Other domestic debt securities | $1,203,000 | 1,987 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $703,000 | 282 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $500,000 | 1,678 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,000 | 1,458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $12,727,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $12,024,000 | 2,216 |
| Issued or guaranteed by U.S. | $12,024,000 | 2,210 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $703,000 | 282 |
| Commercial mortgage pass-through securities | $703,000 | 209 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $17,889,000 | 727 |
| Available-for-sale securities (fair market value) | $1,000 | 6,994 |
| Total debt securities | $17,888,000 | 4,631 |
| Structured notes | ||
| Amortized cost | $2,397,000 | 1,756 |
| Fair value | $2,346,000 | 1,767 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $17,655,000 | 4,635 |
| U.S. Government securities | $15,409,000 | 3,986 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $15,409,000 | 3,872 |
| Securities issued by states & political subdivisions | $1,024,000 | 4,848 |
| Other domestic debt securities | $1,221,000 | 2,031 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $721,000 | 250 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $500,000 | 1,705 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,000 | 1,508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $13,487,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $12,766,000 | 2,091 |
| Issued or guaranteed by U.S. | $12,766,000 | 2,085 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $721,000 | 250 |
| Commercial mortgage pass-through securities | $721,000 | 182 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $17,654,000 | 763 |
| Available-for-sale securities (fair market value) | $1,000 | 7,075 |
| Total debt securities | $17,653,000 | 4,591 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,982 |
| Fair value | $2,013,000 | 1,914 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $19,536,000 | 4,455 |
| U.S. Government securities | $17,663,000 | 3,741 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $17,663,000 | 3,649 |
| Securities issued by states & political subdivisions | $629,000 | 5,091 |
| Other domestic debt securities | $1,243,000 | 2,018 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $743,000 | 248 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $500,000 | 1,665 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,000 | 1,552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $14,712,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $13,969,000 | 1,991 |
| Issued or guaranteed by U.S. | $13,969,000 | 1,985 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $743,000 | 248 |
| Commercial mortgage pass-through securities | $743,000 | 176 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $19,535,000 | 720 |
| Available-for-sale securities (fair market value) | $1,000 | 7,139 |
| Total debt securities | $19,535,000 | 4,411 |
| Structured notes | ||
| Amortized cost | $2,549,000 | 1,768 |
| Fair value | $2,557,000 | 1,772 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $20,406,000 | 4,408 |
| U.S. Government securities | $18,513,000 | 3,714 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $18,513,000 | 3,631 |
| Securities issued by states & political subdivisions | $629,000 | 5,111 |
| Other domestic debt securities | $1,263,000 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $763,000 | 256 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $500,000 | 1,681 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,000 | 1,583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $15,933,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $15,170,000 | 1,975 |
| Issued or guaranteed by U.S. | $15,170,000 | 1,971 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $763,000 | 256 |
| Commercial mortgage pass-through securities | $763,000 | 179 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $20,405,000 | 694 |
| Available-for-sale securities (fair market value) | $1,000 | 7,229 |
| Total debt securities | $20,407,000 | 4,374 |
| Structured notes | ||
| Amortized cost | $1,897,000 | 1,924 |
| Fair value | $1,893,000 | 1,927 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $20,920,000 | 4,315 |
| U.S. Government securities | $19,000,000 | 3,635 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $19,000,000 | 3,561 |
| Securities issued by states & political subdivisions | $629,000 | 5,152 |
| Other domestic debt securities | $1,290,000 | 2,111 |
| Privately issued residential mortgage-backed securities | $790,000 | 1,163 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $500,000 | 1,718 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,000 | 1,646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $17,045,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $17,045,000 | 1,889 |
| Issued or guaranteed by U.S. | $16,255,000 | 1,950 |
| Privately issued | $790,000 | 93 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $20,919,000 | 703 |
| Available-for-sale securities (fair market value) | $1,000 | 7,284 |
| Total debt securities | $20,919,000 | 4,281 |
| Structured notes | ||
| Amortized cost | $1,697,000 | 1,721 |
| Fair value | $1,674,000 | 1,728 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $21,552,000 | 4,255 |
| U.S. Government securities | $19,617,000 | 3,547 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,617,000 | 3,471 |
| Securities issued by states & political subdivisions | $629,000 | 5,196 |
| Other domestic debt securities | $1,306,000 | 2,211 |
| Privately issued residential mortgage-backed securities | $806,000 | 1,223 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $500,000 | 1,813 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $17,775,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $17,775,000 | 1,888 |
| Issued or guaranteed by U.S. | $16,969,000 | 1,942 |
| Privately issued | $806,000 | 105 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $21,552,000 | 715 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $21,551,000 | 4,222 |
| Structured notes | ||
| Amortized cost | $1,097,000 | 1,485 |
| Fair value | $1,096,000 | 1,488 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $21,195,000 | 4,294 |
| U.S. Government securities | $20,215,000 | 3,447 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $20,215,000 | 3,370 |
| Securities issued by states & political subdivisions | $480,000 | 5,379 |
| Other domestic debt securities | $500,000 | 2,808 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $500,000 | 1,846 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $18,066,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $18,066,000 | 1,910 |
| Issued or guaranteed by U.S. | $18,066,000 | 1,899 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $21,195,000 | 721 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $21,195,000 | 4,253 |
| Structured notes | ||
| Amortized cost | $797,000 | 1,376 |
| Fair value | $773,000 | 1,380 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $24,972,000 | 3,903 |
| U.S. Government securities | $23,992,000 | 3,113 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $23,992,000 | 3,054 |
| Securities issued by states & political subdivisions | $480,000 | 5,311 |
| Other domestic debt securities | $500,000 | 2,720 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,912 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $18,742,000 | 2,511 |
| Certificates of participation in pools of residential mortgages | $18,742,000 | 1,913 |
| Issued or guaranteed by U.S. | $18,742,000 | 1,901 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,972,000 | 637 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $24,971,000 | 3,865 |
| Structured notes | ||
| Amortized cost | $497,000 | 1,407 |
| Fair value | $499,000 | 1,360 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $25,512,000 | 3,849 |
| U.S. Government securities | $24,437,000 | 3,071 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $24,437,000 | 3,009 |
| Securities issued by states & political subdivisions | $480,000 | 5,272 |
| Other domestic debt securities | $500,000 | 2,669 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,872 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $95,000 | 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 | $0 | 6,541 |
| Mortgage-backed securities | $18,286,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $18,286,000 | 1,884 |
| Issued or guaranteed by U.S. | $18,286,000 | 1,874 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,417,000 | 625 |
| Available-for-sale securities (fair market value) | $95,000 | 7,436 |
| Total debt securities | $25,417,000 | 3,815 |
| Structured notes | ||
| Amortized cost | $798,000 | 1,178 |
| Fair value | $801,000 | 1,173 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $25,463,000 | 3,772 |
| U.S. Government securities | $24,257,000 | 3,026 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $24,257,000 | 2,965 |
| Securities issued by states & political subdivisions | $611,000 | 5,111 |
| Other domestic debt securities | $500,000 | 2,622 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,841 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $95,000 | 1,385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $18,106,000 | 2,389 |
| Certificates of participation in pools of residential mortgages | $18,106,000 | 1,807 |
| Issued or guaranteed by U.S. | $18,106,000 | 1,794 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,368,000 | 627 |
| Available-for-sale securities (fair market value) | $95,000 | 7,485 |
| Total debt securities | $25,378,000 | 3,748 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,049 |
| Fair value | $988,000 | 1,017 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $24,978,000 | 3,880 |
| U.S. Government securities | $23,774,000 | 3,135 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $23,774,000 | 3,076 |
| Securities issued by states & political subdivisions | $610,000 | 5,159 |
| Other domestic debt securities | $500,000 | 2,597 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,863 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $94,000 | 1,682 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $17,786,000 | 2,411 |
| Certificates of participation in pools of residential mortgages | $17,786,000 | 1,819 |
| Issued or guaranteed by U.S. | $17,786,000 | 1,809 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,884,000 | 629 |
| Available-for-sale securities (fair market value) | $94,000 | 7,541 |
| Total debt securities | $24,884,000 | 3,840 |
| Structured notes | ||
| Amortized cost | $1,099,000 | 943 |
| Fair value | $1,079,000 | 947 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $22,677,000 | 4,104 |
| U.S. Government securities | $21,963,000 | 3,302 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $21,963,000 | 3,249 |
| Securities issued by states & political subdivisions | $620,000 | 5,167 |
| 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 | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $94,000 | 1,679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $15,478,000 | 2,543 |
| Certificates of participation in pools of residential mortgages | $15,478,000 | 1,959 |
| Issued or guaranteed by U.S. | $15,478,000 | 1,948 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,583,000 | 664 |
| Available-for-sale securities (fair market value) | $94,000 | 7,580 |
| Total debt securities | $22,584,000 | 4,057 |
| Structured notes | ||
| Amortized cost | $2,893,000 | 541 |
| Fair value | $2,907,000 | 541 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $23,418,000 | 4,047 |
| U.S. Government securities | $22,706,000 | 3,282 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $22,706,000 | 3,211 |
| Securities issued by states & political subdivisions | $620,000 | 5,195 |
| 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 | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $92,000 | 1,629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $10,714,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $10,714,000 | 2,200 |
| Issued or guaranteed by U.S. | $10,714,000 | 2,187 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,326,000 | 682 |
| Available-for-sale securities (fair market value) | $92,000 | 7,599 |
| Total debt securities | $23,326,000 | 4,009 |
| Structured notes | ||
| Amortized cost | $5,490,000 | 463 |
| Fair value | $5,466,000 | 466 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $24,811,000 | 3,920 |
| U.S. Government securities | $24,100,000 | 3,185 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $24,100,000 | 3,116 |
| Securities issued by states & political subdivisions | $621,000 | 5,212 |
| 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 | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $90,000 | 1,574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $10,043,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $10,043,000 | 2,126 |
| Issued or guaranteed by U.S. | $10,043,000 | 2,117 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,721,000 | 679 |
| Available-for-sale securities (fair market value) | $90,000 | 7,634 |
| Total debt securities | $24,721,000 | 3,877 |
| Structured notes | ||
| Amortized cost | $6,338,000 | 499 |
| Fair value | $6,245,000 | 507 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $24,496,000 | 3,927 |
| U.S. Government securities | $23,786,000 | 3,210 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $23,786,000 | 3,134 |
| Securities issued by states & political subdivisions | $620,000 | 5,249 |
| 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 | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $90,000 | 1,596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $9,945,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $9,941,000 | 2,074 |
| Issued or guaranteed by U.S. | $9,941,000 | 2,067 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,000 | 3,619 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,268 |
| 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) | $24,406,000 | 688 |
| Available-for-sale securities (fair market value) | $90,000 | 7,667 |
| Total debt securities | $24,406,000 | 3,888 |
| Structured notes | ||
| Amortized cost | $6,637,000 | 508 |
| Fair value | $6,423,000 | 517 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $22,106,000 | 4,223 |
| U.S. Government securities | $21,397,000 | 3,501 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $21,397,000 | 3,411 |
| Securities issued by states & political subdivisions | $621,000 | 5,299 |
| 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 | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $88,000 | 1,623 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $7,985,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $7,977,000 | 2,357 |
| Issued or guaranteed by U.S. | $7,977,000 | 2,349 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $8,000 | 3,565 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,239 |
| 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) | $22,018,000 | 759 |
| Available-for-sale securities (fair market value) | $88,000 | 7,687 |
| Total debt securities | $22,018,000 | 4,182 |
| Structured notes | ||
| Amortized cost | $6,837,000 | 535 |
| Fair value | $6,725,000 | 539 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $20,348,000 | 4,498 |
| U.S. Government securities | $19,645,000 | 3,769 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,645,000 | 3,666 |
| Securities issued by states & political subdivisions | $621,000 | 5,325 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $82,000 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $5,743,000 | 3,429 |
| Certificates of participation in pools of residential mortgages | $5,730,000 | 2,834 |
| Issued or guaranteed by U.S. | $5,730,000 | 2,820 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $13,000 | 3,554 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,234 |
| 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) | $20,266,000 | 819 |
| Available-for-sale securities (fair market value) | $82,000 | 7,743 |
| Total debt securities | $20,266,000 | 4,453 |
| Structured notes | ||
| Amortized cost | $6,837,000 | 558 |
| Fair value | $6,708,000 | 562 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $20,954,000 | 4,452 |
| U.S. Government securities | $20,234,000 | 3,725 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $20,234,000 | 3,618 |
| Securities issued by states & political subdivisions | $620,000 | 5,366 |
| Other domestic debt securities | $19,000 | 2,989 |
| Privately issued residential mortgage-backed securities | $19,000 | 1,277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $81,000 | 1,715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $5,948,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | $5,929,000 | 2,788 |
| Issued or guaranteed by U.S. | $5,929,000 | 2,775 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $19,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $19,000 | 1,177 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,873,000 | 841 |
| Available-for-sale securities (fair market value) | $81,000 | 7,802 |
| Total debt securities | $20,873,000 | 4,416 |
| Structured notes | ||
| Amortized cost | $6,836,000 | 596 |
| Fair value | $6,663,000 | 602 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $21,238,000 | 4,403 |
| U.S. Government securities | $20,618,000 | 3,693 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,618,000 | 3,579 |
| Securities issued by states & political subdivisions | $620,000 | 5,386 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,468,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $6,468,000 | 2,687 |
| Issued or guaranteed by U.S. | $6,468,000 | 2,674 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,238,000 | 838 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $21,238,000 | 4,340 |
| 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 | $21,190,000 | 4,455 |
| U.S. Government securities | $20,570,000 | 3,732 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,570,000 | 3,617 |
| Securities issued by states & political subdivisions | $620,000 | 5,412 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,820,000 | 3,204 |
| Certificates of participation in pools of residential mortgages | $6,820,000 | 2,670 |
| Issued or guaranteed by U.S. | $6,820,000 | 2,656 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,190,000 | 850 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $21,190,000 | 4,398 |
| 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 | $20,405,000 | 4,576 |
| U.S. Government securities | $19,785,000 | 3,824 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,785,000 | 3,688 |
| Securities issued by states & political subdivisions | $620,000 | 5,438 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,835,000 | 3,248 |
| Certificates of participation in pools of residential mortgages | $6,835,000 | 2,683 |
| Issued or guaranteed by U.S. | $6,835,000 | 2,673 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,405,000 | 914 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $20,405,000 | 4,515 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $19,405,000 | 4,697 |
| U.S. Government securities | $18,785,000 | 3,924 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,785,000 | 3,801 |
| Securities issued by states & political subdivisions | $620,000 | 5,455 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,335,000 | 3,173 |
| Certificates of participation in pools of residential mortgages | $7,335,000 | 2,614 |
| Issued or guaranteed by U.S. | $7,335,000 | 2,602 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,405,000 | 937 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $19,405,000 | 4,643 |
| 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 | $19,882,000 | 4,659 |
| U.S. Government securities | $19,262,000 | 3,889 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,262,000 | 3,758 |
| Securities issued by states & political subdivisions | $620,000 | 5,460 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,712,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $7,712,000 | 2,603 |
| Issued or guaranteed by U.S. | $7,712,000 | 2,592 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,882,000 | 920 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $19,882,000 | 4,587 |
| 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 | $18,471,000 | 4,928 |
| U.S. Government securities | $18,051,000 | 4,148 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,051,000 | 4,003 |
| Securities issued by states & political subdivisions | $420,000 | 5,737 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,701,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $7,701,000 | 2,661 |
| Issued or guaranteed by U.S. | $7,701,000 | 2,652 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,471,000 | 1,003 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $18,471,000 | 4,876 |
| 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 | $17,450,000 | 5,103 |
| U.S. Government securities | $17,030,000 | 4,282 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,030,000 | 4,147 |
| Securities issued by states & political subdivisions | $420,000 | 5,772 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,280,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $7,280,000 | 2,795 |
| Issued or guaranteed by U.S. | $7,280,000 | 2,787 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,450,000 | 1,045 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $17,450,000 | 5,037 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $17,391,000 | 5,108 |
| U.S. Government securities | $16,971,000 | 4,251 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,971,000 | 4,121 |
| Securities issued by states & political subdivisions | $420,000 | 5,816 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| 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 | $7,821,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $7,821,000 | 2,717 |
| Issued or guaranteed by U.S. | $7,821,000 | 2,709 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,391,000 | 1,046 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $17,391,000 | 5,032 |
| 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 | $17,843,000 | 5,114 |
| U.S. Government securities | $17,323,000 | 4,269 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,323,000 | 4,123 |
| Securities issued by states & political subdivisions | $520,000 | 5,700 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| 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 | $8,023,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | $8,023,000 | 2,715 |
| Issued or guaranteed by U.S. | $8,023,000 | 2,707 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,843,000 | 1,040 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $17,843,000 | 5,037 |
| 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 | $16,955,000 | 5,215 |
| U.S. Government securities | $16,615,000 | 4,359 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,615,000 | 4,209 |
| Securities issued by states & political subdivisions | $340,000 | 5,987 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| 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 | $8,215,000 | 3,326 |
| Certificates of participation in pools of residential mortgages | $8,215,000 | 2,702 |
| Issued or guaranteed by U.S. | $8,215,000 | 2,692 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,955,000 | 1,046 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $16,955,000 | 5,133 |
| 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 | $15,753,000 | 5,494 |
| U.S. Government securities | $15,413,000 | 4,608 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,413,000 | 4,465 |
| Securities issued by states & political subdivisions | $340,000 | 6,039 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| 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 | $7,613,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $7,613,000 | 2,835 |
| Issued or guaranteed by U.S. | $7,613,000 | 2,821 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,753,000 | 1,122 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $15,753,000 | 5,397 |
| 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 | $14,967,000 | 5,551 |
| U.S. Government securities | $14,527,000 | 4,629 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,527,000 | 4,471 |
| Securities issued by states & political subdivisions | $440,000 | 5,941 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| 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 | $7,227,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $7,227,000 | 2,890 |
| Issued or guaranteed by U.S. | $7,227,000 | 2,877 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,967,000 | 1,142 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $14,967,000 | 5,462 |
| 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 | $12,137,000 | 6,029 |
| U.S. Government securities | $11,447,000 | 5,206 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,447,000 | 5,039 |
| Securities issued by states & political subdivisions | $690,000 | 5,573 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| 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 | $6,447,000 | 3,752 |
| Certificates of participation in pools of residential mortgages | $6,447,000 | 3,057 |
| Issued or guaranteed by U.S. | $6,447,000 | 3,045 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,137,000 | 1,280 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $12,137,000 | 5,934 |
| 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 | $11,248,000 | 6,252 |
| U.S. Government securities | $10,558,000 | 5,468 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,558,000 | 5,290 |
| Securities issued by states & political subdivisions | $690,000 | 5,544 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| 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 | $6,858,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $6,858,000 | 2,932 |
| Issued or guaranteed by U.S. | $6,858,000 | 2,920 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,248,000 | 1,359 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $11,248,000 | 6,161 |
| 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 | $11,843,000 | 6,099 |
| U.S. Government securities | $11,153,000 | 5,315 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,153,000 | 5,131 |
| Securities issued by states & political subdivisions | $690,000 | 5,542 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| 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 | $6,818,000 | 3,664 |
| Certificates of participation in pools of residential mortgages | $6,818,000 | 2,895 |
| Issued or guaranteed by U.S. | $6,818,000 | 2,886 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,843,000 | 1,352 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $11,843,000 | 6,001 |
| 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 | $11,766,000 | 6,075 |
| U.S. Government securities | $10,976,000 | 5,256 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,976,000 | 5,040 |
| Securities issued by states & political subdivisions | $790,000 | 5,511 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| 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 | $7,376,000 | 3,360 |
| Certificates of participation in pools of residential mortgages | $7,376,000 | 2,555 |
| Issued or guaranteed by U.S. | $7,376,000 | 2,539 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,766,000 | 1,392 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $11,766,000 | 5,983 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $10,871,000 | 6,544 |
| U.S. Government securities | $10,081,000 | 5,823 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,081,000 | 5,501 |
| Securities issued by states & political subdivisions | $790,000 | 5,637 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,781,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | $6,781,000 | 2,225 |
| Issued or guaranteed by U.S. | $6,781,000 | 2,213 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,871,000 | 1,815 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $10,871,000 | 6,416 |
| 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 | $11,375,000 | 6,680 |
| U.S. Government securities | $10,435,000 | 5,968 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,435,000 | 5,447 |
| Securities issued by states & political subdivisions | $940,000 | 5,718 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,885,000 | 3,104 |
| Certificates of participation in pools of residential mortgages | $6,885,000 | 2,355 |
| Issued or guaranteed by U.S. | $6,885,000 | 2,342 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,375,000 | 1,973 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $11,375,000 | 6,569 |
| 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 | $9,926,000 | 7,131 |
| U.S. Government securities | $7,986,000 | 6,777 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,986,000 | 5,923 |
| Securities issued by states & political subdivisions | $1,040,000 | 5,704 |
| Other domestic debt securities | $900,000 | 2,339 |
| 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 | $900,000 | 1,931 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,236,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $7,236,000 | 2,421 |
| Issued or guaranteed by U.S. | $7,236,000 | 2,405 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,926,000 | 2,333 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $9,926,000 | 6,986 |
| 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 | $10,099,000 | 7,381 |
| U.S. Government securities | $9,059,000 | 6,827 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,059,000 | 5,560 |
| Securities issued by states & political subdivisions | $1,040,000 | 5,738 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,109,000 | 3,211 |
| Certificates of participation in pools of residential mortgages | $7,109,000 | 2,398 |
| Issued or guaranteed by U.S. | $7,109,000 | 2,384 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,099,000 | 2,784 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $10,099,000 | 7,245 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $11,532,000 | 7,428 |
| U.S. Government securities | $10,100,000 | 6,977 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,100,000 | 5,475 |
| Securities issued by states & political subdivisions | $1,036,000 | 6,030 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $394,000 | 3,990 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-2,000 | 745 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,750,000 | 3,354 |
| Certificates of participation in pools of residential mortgages | $7,750,000 | 2,504 |
| Issued or guaranteed by U.S. | $7,750,000 | 2,482 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,532,000 | 2,882 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $11,136,000 | 7,414 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $11,412,000 | 7,795 |
| U.S. Government securities | $8,742,000 | 7,842 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $8,742,000 | 5,957 |
| Securities issued by states & political subdivisions | $1,834,000 | 5,093 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $834,000 | 2,442 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-2,000 | 790 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,647,000 | 3,623 |
| Certificates of participation in pools of residential mortgages | $7,647,000 | 2,560 |
| Issued or guaranteed by U.S. | $7,647,000 | 2,538 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,578,000 | 3,276 |
| Available-for-sale securities (fair market value) | $834,000 | 10,055 |
| Total debt securities | $10,576,000 | 7,946 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,918,000 | 8,787 |
| U.S. Government securities | $7,252,000 | 9,012 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $7,252,000 | 6,532 |
| Securities issued by states & political subdivisions | $982,000 | 6,697 |
| Other domestic debt securities | $1,000 | 5,803 |
| 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 | $1,000 | 4,495 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,666,000 | 1,480 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-17,000 | 948 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,602,000 | 4,112 |
| Certificates of participation in pools of residential mortgages | $6,602,000 | 2,908 |
| Issued or guaranteed by U.S. | $6,602,000 | 2,898 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,248,000 | 6,367 |
| Available-for-sale securities (fair market value) | $1,670,000 | 9,128 |
| Total debt securities | $8,235,000 | 9,346 |
| 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 | $8,485,000 | 9,678 |
| U.S. Government securities | $6,225,000 | 9,813 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $6,225,000 | 7,215 |
| Securities issued by states & political subdivisions | $387,000 | 8,202 |
| Other domestic debt securities | $100,000 | 5,775 |
| 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 | $100,000 | 4,513 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,741,000 | 1,554 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-32,000 | 1,072 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,525,000 | 5,014 |
| Certificates of participation in pools of residential mortgages | $5,525,000 | 3,550 |
| Issued or guaranteed by U.S. | $5,525,000 | 3,514 |
| 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 | $6,712,000 | 10,319 |
| 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 | $7,980,000 | 10,047 |
| U.S. Government securities | $5,794,000 | 10,289 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $5,794,000 | 7,500 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $449,000 | 5,281 |
| 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 | $449,000 | 4,021 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,718,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-19,000 | 1,258 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,294,000 | 5,333 |
| Certificates of participation in pools of residential mortgages | $5,294,000 | 3,835 |
| Issued or guaranteed by U.S. | $5,294,000 | 3,785 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,243,000 | 10,797 |
| 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 |