Home > First Federal Community Bank > Securities
First Federal Community Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $43,796,000 | 2,768 |
| U.S. Government securities | $4,891,000 | 3,972 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $4,891,000 | 3,672 |
| Securities issued by states & political subdivisions | $38,905,000 | 1,106 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,497,000 | 2,357 |
| Mortgage-backed securities | $4,131,000 | 3,102 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $905,000 | 3,248 |
| Privately issued | $0 | 241 |
| 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 | $3,226,000 | 827 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $43,796,000 | 2,542 |
| Total debt securities | $43,796,000 | 2,749 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $37,931,000 | 2,926 |
| U.S. Government securities | $4,925,000 | 3,998 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $4,925,000 | 3,676 |
| Securities issued by states & political subdivisions | $33,006,000 | 1,253 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,829,000 | 1,878 |
| Mortgage-backed securities | $4,190,000 | 3,093 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $869,000 | 3,263 |
| Privately issued | $0 | 237 |
| 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 | $3,321,000 | 802 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $37,931,000 | 2,694 |
| Total debt securities | $37,930,000 | 2,907 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $39,154,000 | 2,950 |
| U.S. Government securities | $5,310,000 | 4,005 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $5,310,000 | 3,682 |
| Securities issued by states & political subdivisions | $33,844,000 | 1,282 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,439,000 | 1,918 |
| Mortgage-backed securities | $4,500,000 | 3,081 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,040,000 | 3,247 |
| Privately issued | $0 | 240 |
| 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 | $3,460,000 | 800 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $39,154,000 | 2,713 |
| Total debt securities | $39,154,000 | 2,933 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $39,568,000 | 3,021 |
| U.S. Government securities | $5,498,000 | 4,067 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $5,498,000 | 3,675 |
| Securities issued by states & political subdivisions | $34,070,000 | 1,313 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,939,000 | 1,914 |
| Mortgage-backed securities | $4,647,000 | 3,114 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,075,000 | 3,279 |
| Privately issued | $0 | 218 |
| 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 | $3,572,000 | 813 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $39,568,000 | 2,773 |
| Total debt securities | $39,567,000 | 3,000 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $38,687,000 | 3,080 |
| U.S. Government securities | $5,350,000 | 4,101 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $5,350,000 | 3,695 |
| Securities issued by states & political subdivisions | $33,337,000 | 1,368 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,167,000 | 1,928 |
| Mortgage-backed securities | $4,560,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,062,000 | 3,311 |
| 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 | $3,498,000 | 813 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $38,687,000 | 2,830 |
| Total debt securities | $38,687,000 | 3,058 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $37,406,000 | 3,138 |
| U.S. Government securities | $5,431,000 | 4,117 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $5,431,000 | 3,707 |
| Securities issued by states & political subdivisions | $31,975,000 | 1,414 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,423,000 | 1,932 |
| Mortgage-backed securities | $4,640,000 | 3,173 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,066,000 | 3,324 |
| 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 | $3,574,000 | 837 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $37,406,000 | 2,883 |
| Total debt securities | $37,406,000 | 3,115 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $36,916,000 | 3,190 |
| U.S. Government securities | $5,781,000 | 4,099 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $5,781,000 | 3,701 |
| Securities issued by states & political subdivisions | $31,135,000 | 1,506 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,693,000 | 1,925 |
| Mortgage-backed securities | $4,947,000 | 3,188 |
| Certificates of participation in pools of residential mortgages | $1,136,000 | 3,434 |
| Issued or guaranteed by U.S. | $1,136,000 | 3,343 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $8,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,792 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $3,803,000 | 1,286 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $3,803,000 | 883 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $36,916,000 | 2,953 |
| Total debt securities | $36,915,000 | 3,171 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $40,593,000 | 3,042 |
| U.S. Government securities | $6,403,000 | 3,975 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $6,403,000 | 3,638 |
| Securities issued by states & political subdivisions | $34,190,000 | 1,408 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,554,000 | 1,874 |
| Mortgage-backed securities | $5,518,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $1,238,000 | 3,423 |
| Issued or guaranteed by U.S. | $1,238,000 | 3,331 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $22,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 2,767 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,258,000 | 1,237 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $4,258,000 | 851 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $40,593,000 | 2,844 |
| Total debt securities | $40,593,000 | 3,027 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $44,926,000 | 2,834 |
| U.S. Government securities | $6,944,000 | 3,821 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $6,944,000 | 3,559 |
| Securities issued by states & political subdivisions | $37,982,000 | 1,362 |
| 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 | $24,022,000 | 1,843 |
| Mortgage-backed securities | $5,985,000 | 3,093 |
| Certificates of participation in pools of residential mortgages | $1,355,000 | 3,407 |
| Issued or guaranteed by U.S. | $1,355,000 | 3,304 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $41,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 2,744 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $4,589,000 | 1,187 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $4,589,000 | 802 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $44,926,000 | 2,666 |
| Total debt securities | $44,926,000 | 2,817 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $44,481,000 | 2,787 |
| U.S. Government securities | $7,221,000 | 3,758 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $7,221,000 | 3,535 |
| Securities issued by states & political subdivisions | $37,260,000 | 1,350 |
| 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 | $20,329,000 | 1,971 |
| Mortgage-backed securities | $6,247,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | $1,422,000 | 3,424 |
| Issued or guaranteed by U.S. | $1,422,000 | 3,331 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $63,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 2,749 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $4,762,000 | 1,174 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $4,762,000 | 794 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $44,481,000 | 2,624 |
| Total debt securities | $44,491,000 | 2,768 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $43,810,000 | 2,743 |
| U.S. Government securities | $7,382,000 | 3,731 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $7,382,000 | 3,509 |
| Securities issued by states & political subdivisions | $36,428,000 | 1,338 |
| 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 | $16,691,000 | 2,139 |
| Mortgage-backed securities | $6,359,000 | 3,067 |
| Certificates of participation in pools of residential mortgages | $1,471,000 | 3,423 |
| Issued or guaranteed by U.S. | $1,471,000 | 3,325 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $94,000 | 2,762 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 2,711 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $4,794,000 | 1,148 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $4,794,000 | 777 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $43,810,000 | 2,585 |
| Total debt securities | $43,810,000 | 2,727 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $28,961,000 | 3,137 |
| U.S. Government securities | $3,397,000 | 4,092 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,397,000 | 3,924 |
| Securities issued by states & political subdivisions | $25,564,000 | 1,669 |
| 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 | $15,480,000 | 2,205 |
| Mortgage-backed securities | $2,397,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | $1,528,000 | 3,383 |
| Issued or guaranteed by U.S. | $1,528,000 | 3,286 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $128,000 | 2,716 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 2,664 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $741,000 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $741,000 | 1,225 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $28,961,000 | 2,955 |
| Total debt securities | $28,961,000 | 3,115 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $22,190,000 | 3,317 |
| U.S. Government securities | $1,448,000 | 4,310 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,448,000 | 4,181 |
| Securities issued by states & political subdivisions | $20,742,000 | 1,862 |
| 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 | $10,812,000 | 2,515 |
| Mortgage-backed securities | $1,448,000 | 3,684 |
| Certificates of participation in pools of residential mortgages | $503,000 | 3,687 |
| Issued or guaranteed by U.S. | $503,000 | 3,609 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $155,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 2,653 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $790,000 | 1,714 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $790,000 | 1,174 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $22,190,000 | 3,111 |
| Total debt securities | $22,190,000 | 3,294 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $20,428,000 | 3,329 |
| U.S. Government securities | $1,567,000 | 4,313 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,567,000 | 4,177 |
| Securities issued by states & political subdivisions | $18,861,000 | 1,846 |
| 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 | $7,303,000 | 2,879 |
| Mortgage-backed securities | $1,567,000 | 3,672 |
| Certificates of participation in pools of residential mortgages | $570,000 | 3,659 |
| Issued or guaranteed by U.S. | $570,000 | 3,576 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $196,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 2,645 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $801,000 | 1,699 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $801,000 | 1,144 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $20,428,000 | 3,118 |
| Total debt securities | $20,429,000 | 3,307 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $18,962,000 | 3,372 |
| U.S. Government securities | $1,694,000 | 4,326 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,694,000 | 4,195 |
| Securities issued by states & political subdivisions | $17,268,000 | 1,867 |
| 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 | $7,295,000 | 2,897 |
| Mortgage-backed securities | $1,694,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $618,000 | 3,647 |
| Issued or guaranteed by U.S. | $618,000 | 3,563 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $235,000 | 2,686 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 2,640 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $841,000 | 1,678 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $841,000 | 1,112 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $18,962,000 | 3,164 |
| Total debt securities | $18,962,000 | 3,348 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $16,922,000 | 3,500 |
| U.S. Government securities | $1,738,000 | 4,375 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,738,000 | 4,244 |
| Securities issued by states & political subdivisions | $15,163,000 | 1,876 |
| 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 | $21,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,356,000 | 3,447 |
| Mortgage-backed securities | $1,738,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $647,000 | 3,656 |
| Issued or guaranteed by U.S. | $647,000 | 3,562 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $272,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 2,618 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $819,000 | 1,663 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $819,000 | 1,093 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $16,922,000 | 3,273 |
| Total debt securities | $16,902,000 | 3,476 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $17,060,000 | 3,541 |
| U.S. Government securities | $5,779,000 | 3,874 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,779,000 | 3,708 |
| Securities issued by states & political subdivisions | $11,260,000 | 2,171 |
| 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 | $21,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,574,000 | 3,467 |
| Mortgage-backed securities | $5,779,000 | 3,045 |
| Certificates of participation in pools of residential mortgages | $4,215,000 | 2,740 |
| Issued or guaranteed by U.S. | $4,215,000 | 2,657 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $771,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $771,000 | 2,395 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $793,000 | 1,647 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $793,000 | 1,069 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $17,060,000 | 3,301 |
| Total debt securities | $17,040,000 | 3,518 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $17,497,000 | 3,544 |
| U.S. Government securities | $6,182,000 | 3,892 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $6,182,000 | 3,723 |
| Securities issued by states & political subdivisions | $11,315,000 | 2,181 |
| 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 | $3,473,000 | 3,560 |
| Mortgage-backed securities | $6,182,000 | 2,982 |
| Certificates of participation in pools of residential mortgages | $4,453,000 | 2,695 |
| Issued or guaranteed by U.S. | $4,453,000 | 2,610 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $834,000 | 2,436 |
| CMOs issued by government agencies or sponsored agencies | $834,000 | 2,394 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $895,000 | 1,594 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $895,000 | 1,015 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $17,497,000 | 3,302 |
| Total debt securities | $17,496,000 | 3,525 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $17,747,000 | 3,604 |
| U.S. Government securities | $6,598,000 | 3,914 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,598,000 | 3,755 |
| Securities issued by states & political subdivisions | $11,149,000 | 2,238 |
| 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 | $3,419,000 | 3,616 |
| Mortgage-backed securities | $6,598,000 | 2,944 |
| Certificates of participation in pools of residential mortgages | $4,725,000 | 2,636 |
| Issued or guaranteed by U.S. | $4,725,000 | 2,566 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $905,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $905,000 | 2,355 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $968,000 | 1,563 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $968,000 | 984 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $17,747,000 | 3,355 |
| Total debt securities | $17,747,000 | 3,585 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $17,674,000 | 3,682 |
| U.S. Government securities | $6,798,000 | 3,937 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,798,000 | 3,768 |
| Securities issued by states & political subdivisions | $10,876,000 | 2,338 |
| 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 | $3,332,000 | 3,688 |
| Mortgage-backed securities | $6,798,000 | 2,936 |
| Certificates of participation in pools of residential mortgages | $4,907,000 | 2,621 |
| Issued or guaranteed by U.S. | $4,907,000 | 2,552 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $961,000 | 2,384 |
| CMOs issued by government agencies or sponsored agencies | $961,000 | 2,340 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $930,000 | 1,507 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $930,000 | 926 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $17,674,000 | 3,408 |
| Total debt securities | $17,673,000 | 3,655 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $17,756,000 | 3,709 |
| U.S. Government securities | $7,036,000 | 3,930 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,036,000 | 3,765 |
| Securities issued by states & political subdivisions | $10,720,000 | 2,407 |
| 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 | $4,129,000 | 3,558 |
| Mortgage-backed securities | $7,036,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $5,093,000 | 2,597 |
| Issued or guaranteed by U.S. | $5,093,000 | 2,554 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,020,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $1,020,000 | 2,317 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $923,000 | 1,472 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $923,000 | 884 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $17,756,000 | 3,431 |
| Total debt securities | $17,756,000 | 3,686 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $17,773,000 | 3,737 |
| U.S. Government securities | $7,220,000 | 3,955 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $7,220,000 | 3,795 |
| Securities issued by states & political subdivisions | $10,553,000 | 2,448 |
| 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 | $3,575,000 | 3,701 |
| Mortgage-backed securities | $7,220,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | $5,244,000 | 2,616 |
| Issued or guaranteed by U.S. | $5,244,000 | 2,600 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,080,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $1,080,000 | 2,295 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $896,000 | 1,466 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $896,000 | 887 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $17,773,000 | 3,456 |
| Total debt securities | $17,772,000 | 3,716 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $18,417,000 | 3,746 |
| U.S. Government securities | $7,712,000 | 3,901 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $7,712,000 | 3,744 |
| Securities issued by states & political subdivisions | $10,705,000 | 2,482 |
| 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 | $3,622,000 | 3,731 |
| Mortgage-backed securities | $7,712,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $5,585,000 | 2,611 |
| Issued or guaranteed by U.S. | $5,585,000 | 2,487 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,176,000 | 2,331 |
| CMOs issued by government agencies or sponsored agencies | $1,176,000 | 2,280 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $951,000 | 1,410 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $951,000 | 862 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $18,417,000 | 3,458 |
| Total debt securities | $18,417,000 | 3,725 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $18,813,000 | 3,755 |
| U.S. Government securities | $8,124,000 | 3,924 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $8,124,000 | 3,766 |
| Securities issued by states & political subdivisions | $10,689,000 | 2,525 |
| 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 | $3,619,000 | 3,776 |
| Mortgage-backed securities | $8,124,000 | 2,842 |
| Certificates of participation in pools of residential mortgages | $5,907,000 | 2,599 |
| Issued or guaranteed by U.S. | $5,907,000 | 2,597 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,260,000 | 2,305 |
| CMOs issued by government agencies or sponsored agencies | $1,260,000 | 2,243 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $957,000 | 1,243 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $957,000 | 841 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $18,813,000 | 3,472 |
| Total debt securities | $18,813,000 | 3,734 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $19,623,000 | 3,746 |
| U.S. Government securities | $8,669,000 | 3,889 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,669,000 | 3,744 |
| Securities issued by states & political subdivisions | $10,952,000 | 2,553 |
| 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 | $2,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,719,000 | 3,816 |
| Mortgage-backed securities | $8,669,000 | 2,823 |
| Certificates of participation in pools of residential mortgages | $6,315,000 | 2,573 |
| Issued or guaranteed by U.S. | $6,315,000 | 2,571 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,356,000 | 2,264 |
| CMOs issued by government agencies or sponsored agencies | $1,356,000 | 2,201 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $998,000 | 1,201 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $998,000 | 792 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $19,623,000 | 3,470 |
| Total debt securities | $19,621,000 | 3,726 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $19,011,000 | 3,823 |
| U.S. Government securities | $8,129,000 | 3,996 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,129,000 | 3,857 |
| Securities issued by states & political subdivisions | $10,880,000 | 2,609 |
| 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 | $2,000 | 1,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,687,000 | 3,876 |
| Mortgage-backed securities | $8,129,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | $5,670,000 | 2,723 |
| Issued or guaranteed by U.S. | $5,670,000 | 2,722 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,453,000 | 2,259 |
| CMOs issued by government agencies or sponsored agencies | $1,453,000 | 2,201 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,006,000 | 1,184 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $1,006,000 | 774 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $19,011,000 | 3,535 |
| Total debt securities | $19,009,000 | 3,796 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $17,388,000 | 4,009 |
| U.S. Government securities | $7,543,000 | 4,125 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,543,000 | 3,992 |
| Securities issued by states & political subdivisions | $9,843,000 | 2,750 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,000 | 1,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,890,000 | 4,103 |
| Mortgage-backed securities | $7,543,000 | 3,012 |
| Certificates of participation in pools of residential mortgages | $5,984,000 | 2,712 |
| Issued or guaranteed by U.S. | $5,984,000 | 2,711 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,559,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $1,559,000 | 2,185 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $17,388,000 | 3,705 |
| Total debt securities | $17,387,000 | 3,983 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $17,392,000 | 4,050 |
| U.S. Government securities | $7,869,000 | 4,139 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,869,000 | 4,001 |
| Securities issued by states & political subdivisions | $9,521,000 | 2,828 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $809,000 | 4,713 |
| Mortgage-backed securities | $7,869,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $6,219,000 | 2,720 |
| Issued or guaranteed by U.S. | $6,219,000 | 2,718 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,650,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $1,650,000 | 2,190 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $17,392,000 | 3,734 |
| Total debt securities | $17,390,000 | 4,024 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $16,738,000 | 4,099 |
| U.S. Government securities | $9,585,000 | 3,889 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,585,000 | 3,749 |
| Securities issued by states & political subdivisions | $7,151,000 | 3,182 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $775,000 | 4,763 |
| Mortgage-backed securities | $9,585,000 | 2,821 |
| Certificates of participation in pools of residential mortgages | $7,841,000 | 2,508 |
| Issued or guaranteed by U.S. | $7,841,000 | 2,506 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,744,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $1,744,000 | 2,161 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $5,000 | 2,204 |
| Available-for-sale securities (fair market value) | $16,733,000 | 3,785 |
| Total debt securities | $16,736,000 | 4,074 |
| 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 | $11,871,000 | 4,515 |
| U.S. Government securities | $11,186,000 | 3,696 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $11,186,000 | 3,573 |
| Securities issued by states & political subdivisions | $683,000 | 4,613 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,000 | 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 | 5,116 |
| Mortgage-backed securities | $11,186,000 | 2,675 |
| Certificates of participation in pools of residential mortgages | $9,294,000 | 2,351 |
| Issued or guaranteed by U.S. | $9,294,000 | 2,351 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,892,000 | 2,209 |
| CMOs issued by government agencies or sponsored agencies | $1,892,000 | 2,139 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $14,000 | 2,210 |
| Available-for-sale securities (fair market value) | $11,857,000 | 4,194 |
| Total debt securities | $11,869,000 | 4,492 |
| 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 | $18,462,000 | 4,046 |
| U.S. Government securities | $11,896,000 | 3,723 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $11,896,000 | 3,596 |
| Securities issued by states & political subdivisions | $6,564,000 | 3,294 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $11,896,000 | 2,655 |
| Certificates of participation in pools of residential mortgages | $9,876,000 | 2,336 |
| Issued or guaranteed by U.S. | $9,876,000 | 2,332 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,020,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $2,020,000 | 2,121 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $15,000 | 2,265 |
| Available-for-sale securities (fair market value) | $18,447,000 | 3,723 |
| Total debt securities | $18,459,000 | 4,022 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $18,915,000 | 4,072 |
| U.S. Government securities | $12,477,000 | 3,743 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $12,477,000 | 3,616 |
| Securities issued by states & political subdivisions | $6,436,000 | 3,296 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,000 | 1,117 |
| 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 | $12,477,000 | 2,610 |
| Certificates of participation in pools of residential mortgages | $10,361,000 | 2,309 |
| Issued or guaranteed by U.S. | $10,361,000 | 2,308 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,116,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $2,116,000 | 2,118 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $16,000 | 2,303 |
| Available-for-sale securities (fair market value) | $18,899,000 | 3,738 |
| Total debt securities | $18,912,000 | 4,050 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $19,459,000 | 4,079 |
| U.S. Government securities | $13,054,000 | 3,724 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,054,000 | 3,594 |
| Securities issued by states & political subdivisions | $6,403,000 | 3,309 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,000 | 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 | 5,301 |
| Mortgage-backed securities | $13,054,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $10,828,000 | 2,234 |
| Issued or guaranteed by U.S. | $10,828,000 | 2,232 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,226,000 | 2,170 |
| CMOs issued by government agencies or sponsored agencies | $2,226,000 | 2,108 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $17,000 | 2,346 |
| Available-for-sale securities (fair market value) | $19,442,000 | 3,736 |
| Total debt securities | $19,456,000 | 4,052 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $18,093,000 | 4,260 |
| U.S. Government securities | $12,709,000 | 3,852 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $12,709,000 | 3,727 |
| Securities issued by states & political subdivisions | $5,382,000 | 3,524 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,267,000 | 4,108 |
| Mortgage-backed securities | $12,709,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $10,345,000 | 2,321 |
| Issued or guaranteed by U.S. | $10,345,000 | 2,319 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,364,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $2,364,000 | 2,079 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $18,000 | 2,364 |
| Available-for-sale securities (fair market value) | $18,075,000 | 3,901 |
| Total debt securities | $18,091,000 | 4,232 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $15,140,000 | 4,600 |
| U.S. Government securities | $11,793,000 | 4,077 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $11,793,000 | 3,954 |
| Securities issued by states & political subdivisions | $3,345,000 | 3,986 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,588,000 | 4,087 |
| Mortgage-backed securities | $11,793,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $9,280,000 | 2,510 |
| Issued or guaranteed by U.S. | $9,280,000 | 2,506 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,513,000 | 2,170 |
| CMOs issued by government agencies or sponsored agencies | $2,513,000 | 2,102 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $19,000 | 2,404 |
| Available-for-sale securities (fair market value) | $15,121,000 | 4,237 |
| Total debt securities | $15,138,000 | 4,581 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $13,978,000 | 4,757 |
| U.S. Government securities | $11,368,000 | 4,191 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,368,000 | 4,073 |
| Securities issued by states & political subdivisions | $2,608,000 | 4,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,932,000 | 4,564 |
| Mortgage-backed securities | $11,368,000 | 2,849 |
| Certificates of participation in pools of residential mortgages | $8,701,000 | 2,644 |
| Issued or guaranteed by U.S. | $8,701,000 | 2,640 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,667,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $2,667,000 | 2,093 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $20,000 | 2,407 |
| Available-for-sale securities (fair market value) | $13,958,000 | 4,384 |
| Total debt securities | $13,975,000 | 4,732 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $11,903,000 | 5,011 |
| U.S. Government securities | $9,780,000 | 4,478 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $9,780,000 | 4,359 |
| Securities issued by states & political subdivisions | $2,121,000 | 4,384 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,422,000 | 4,757 |
| Mortgage-backed securities | $9,780,000 | 3,071 |
| Certificates of participation in pools of residential mortgages | $7,019,000 | 2,934 |
| Issued or guaranteed by U.S. | $7,019,000 | 2,933 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,761,000 | 2,192 |
| CMOs issued by government agencies or sponsored agencies | $2,761,000 | 2,121 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $20,000 | 2,440 |
| Available-for-sale securities (fair market value) | $11,883,000 | 4,631 |
| Total debt securities | $11,901,000 | 4,990 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $11,423,000 | 5,163 |
| U.S. Government securities | $9,741,000 | 4,584 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $9,741,000 | 4,463 |
| Securities issued by states & political subdivisions | $1,680,000 | 4,562 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,000 | 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 | $2,583,000 | 4,770 |
| Mortgage-backed securities | $9,741,000 | 3,155 |
| Certificates of participation in pools of residential mortgages | $6,849,000 | 3,041 |
| Issued or guaranteed by U.S. | $6,849,000 | 3,039 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,892,000 | 2,210 |
| CMOs issued by government agencies or sponsored agencies | $2,892,000 | 2,129 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $21,000 | 2,479 |
| Available-for-sale securities (fair market value) | $11,402,000 | 4,776 |
| Total debt securities | $11,421,000 | 5,144 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $12,564,000 | 5,130 |
| U.S. Government securities | $11,211,000 | 4,456 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $11,211,000 | 4,359 |
| Securities issued by states & political subdivisions | $1,351,000 | 4,724 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,000 | 1,219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,597,000 | 4,818 |
| Mortgage-backed securities | $11,211,000 | 3,037 |
| Certificates of participation in pools of residential mortgages | $8,170,000 | 2,904 |
| Issued or guaranteed by U.S. | $8,170,000 | 2,904 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,041,000 | 2,204 |
| CMOs issued by government agencies or sponsored agencies | $3,041,000 | 2,131 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $22,000 | 2,509 |
| Available-for-sale securities (fair market value) | $12,542,000 | 4,725 |
| Total debt securities | $12,563,000 | 5,104 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $13,195,000 | 5,110 |
| U.S. Government securities | $11,877,000 | 4,411 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,877,000 | 4,310 |
| Securities issued by states & political subdivisions | $1,316,000 | 4,759 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,000 | 1,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,789,000 | 4,805 |
| Mortgage-backed securities | $11,877,000 | 2,987 |
| Certificates of participation in pools of residential mortgages | $8,703,000 | 2,838 |
| Issued or guaranteed by U.S. | $8,703,000 | 2,838 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,174,000 | 2,161 |
| CMOs issued by government agencies or sponsored agencies | $3,174,000 | 2,092 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $23,000 | 2,526 |
| Available-for-sale securities (fair market value) | $13,172,000 | 4,711 |
| Total debt securities | $13,193,000 | 5,085 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $12,752,000 | 5,160 |
| U.S. Government securities | $11,407,000 | 4,462 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,407,000 | 4,364 |
| Securities issued by states & political subdivisions | $1,343,000 | 4,801 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,959,000 | 4,766 |
| Mortgage-backed securities | $11,407,000 | 3,030 |
| Certificates of participation in pools of residential mortgages | $9,201,000 | 2,769 |
| Issued or guaranteed by U.S. | $9,201,000 | 2,768 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,206,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $2,206,000 | 2,315 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $24,000 | 2,553 |
| Available-for-sale securities (fair market value) | $12,728,000 | 4,763 |
| Total debt securities | $12,750,000 | 5,130 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $6,342,000 | 5,898 |
| U.S. Government securities | $6,340,000 | 5,252 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,340,000 | 5,154 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,000 | 1,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,189,000 | 4,753 |
| Mortgage-backed securities | $6,340,000 | 3,743 |
| Certificates of participation in pools of residential mortgages | $6,340,000 | 3,226 |
| Issued or guaranteed by U.S. | $6,340,000 | 3,221 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $25,000 | 2,550 |
| Available-for-sale securities (fair market value) | $6,317,000 | 5,507 |
| Total debt securities | $6,339,000 | 5,875 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $7,120,000 | 5,827 |
| U.S. Government securities | $7,118,000 | 5,115 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,118,000 | 5,003 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,639,000 | 4,626 |
| Mortgage-backed securities | $7,118,000 | 3,624 |
| Certificates of participation in pools of residential mortgages | $7,118,000 | 3,071 |
| Issued or guaranteed by U.S. | $7,118,000 | 3,068 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $26,000 | 2,504 |
| Available-for-sale securities (fair market value) | $7,094,000 | 5,454 |
| Total debt securities | $7,117,000 | 5,798 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $7,946,000 | 5,782 |
| U.S. Government securities | $7,944,000 | 5,032 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,944,000 | 4,924 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,000 | 1,285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,155,000 | 4,505 |
| Mortgage-backed securities | $7,944,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $7,944,000 | 2,972 |
| Issued or guaranteed by U.S. | $7,944,000 | 2,971 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $26,000 | 2,506 |
| Available-for-sale securities (fair market value) | $7,920,000 | 5,412 |
| Total debt securities | $7,944,000 | 5,747 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $8,594,000 | 5,710 |
| U.S. Government securities | $8,592,000 | 4,910 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,592,000 | 4,811 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,000 | 1,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,298,000 | 4,765 |
| Mortgage-backed securities | $8,592,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $8,592,000 | 2,860 |
| Issued or guaranteed by U.S. | $8,592,000 | 2,858 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $31,000 | 2,527 |
| Available-for-sale securities (fair market value) | $8,563,000 | 5,342 |
| Total debt securities | $8,592,000 | 5,679 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $9,585,000 | 5,677 |
| U.S. Government securities | $9,453,000 | 4,880 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,453,000 | 4,787 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $132,000 | 927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,568,000 | 4,726 |
| Mortgage-backed securities | $9,453,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | $9,453,000 | 2,865 |
| Issued or guaranteed by U.S. | $9,453,000 | 2,864 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $38,000 | 2,581 |
| Available-for-sale securities (fair market value) | $9,547,000 | 5,297 |
| Total debt securities | $9,454,000 | 5,665 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $10,080,000 | 5,674 |
| U.S. Government securities | $9,948,000 | 4,902 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $9,948,000 | 4,807 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $132,000 | 935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,629,000 | 4,756 |
| Mortgage-backed securities | $9,948,000 | 3,471 |
| Certificates of participation in pools of residential mortgages | $9,948,000 | 2,827 |
| Issued or guaranteed by U.S. | $9,948,000 | 2,827 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $40,000 | 2,599 |
| Available-for-sale securities (fair market value) | $10,040,000 | 5,297 |
| Total debt securities | $9,948,000 | 5,665 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $10,512,000 | 5,670 |
| U.S. Government securities | $10,510,000 | 4,890 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,510,000 | 4,788 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,250,000 | 3,328 |
| Mortgage-backed securities | $10,510,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $10,510,000 | 2,777 |
| Issued or guaranteed by U.S. | $10,510,000 | 2,775 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $41,000 | 2,658 |
| Available-for-sale securities (fair market value) | $10,471,000 | 5,279 |
| Total debt securities | $10,510,000 | 5,644 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,084,000 | 5,473 |
| U.S. Government securities | $12,082,000 | 4,609 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,082,000 | 4,521 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,082,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $11,082,000 | 2,599 |
| Issued or guaranteed by U.S. | $11,082,000 | 2,597 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $51,000 | 2,744 |
| Available-for-sale securities (fair market value) | $12,033,000 | 5,063 |
| Total debt securities | $12,082,000 | 5,445 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $8,232,000 | 5,980 |
| U.S. Government securities | $8,230,000 | 5,236 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,230,000 | 5,133 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,231,000 | 3,959 |
| Certificates of participation in pools of residential mortgages | $6,231,000 | 3,284 |
| Issued or guaranteed by U.S. | $6,231,000 | 3,281 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,000 | 2,784 |
| Available-for-sale securities (fair market value) | $8,180,000 | 5,544 |
| Total debt securities | $8,230,000 | 5,944 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $12,329,000 | 5,487 |
| U.S. Government securities | $12,327,000 | 4,680 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,327,000 | 4,563 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,369 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,328,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $6,328,000 | 3,239 |
| Issued or guaranteed by U.S. | $6,328,000 | 3,232 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,000 | 2,832 |
| Available-for-sale securities (fair market value) | $12,276,000 | 5,050 |
| Total debt securities | $12,327,000 | 5,455 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $6,074,000 | 6,389 |
| U.S. Government securities | $6,072,000 | 5,793 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,072,000 | 5,671 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $255,000 | 5,586 |
| Certificates of participation in pools of residential mortgages | $255,000 | 5,268 |
| Issued or guaranteed by U.S. | $255,000 | 5,257 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,000 | 2,850 |
| Available-for-sale securities (fair market value) | $6,020,000 | 5,928 |
| Total debt securities | $6,072,000 | 6,357 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $6,104,000 | 6,337 |
| U.S. Government securities | $6,103,000 | 5,652 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,103,000 | 5,536 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,458 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $262,000 | 5,597 |
| Certificates of participation in pools of residential mortgages | $262,000 | 5,237 |
| Issued or guaranteed by U.S. | $262,000 | 5,224 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,000 | 2,877 |
| Available-for-sale securities (fair market value) | $6,048,000 | 5,859 |
| Total debt securities | $6,103,000 | 6,307 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $7,298,000 | 6,132 |
| U.S. Government securities | $7,296,000 | 5,351 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,296,000 | 5,233 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $267,000 | 5,652 |
| Certificates of participation in pools of residential mortgages | $267,000 | 5,253 |
| Issued or guaranteed by U.S. | $267,000 | 5,242 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $57,000 | 2,949 |
| Available-for-sale securities (fair market value) | $7,241,000 | 5,661 |
| Total debt securities | $7,296,000 | 6,092 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $8,313,000 | 6,035 |
| U.S. Government securities | $8,311,000 | 5,264 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,311,000 | 5,151 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $272,000 | 5,683 |
| Certificates of participation in pools of residential mortgages | $272,000 | 5,299 |
| Issued or guaranteed by U.S. | $272,000 | 5,288 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $59,000 | 3,024 |
| Available-for-sale securities (fair market value) | $8,254,000 | 5,560 |
| Total debt securities | $8,311,000 | 5,993 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $8,285,000 | 6,094 |
| U.S. Government securities | $8,280,000 | 5,359 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,280,000 | 5,247 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 1,491 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $276,000 | 5,781 |
| Certificates of participation in pools of residential mortgages | $276,000 | 5,417 |
| Issued or guaranteed by U.S. | $276,000 | 5,406 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $63,000 | 3,070 |
| Available-for-sale securities (fair market value) | $8,222,000 | 5,624 |
| Total debt securities | $8,280,000 | 6,052 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $10,157,000 | 5,768 |
| U.S. Government securities | $10,154,000 | 4,958 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,154,000 | 4,857 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 1,576 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $282,000 | 5,827 |
| Certificates of participation in pools of residential mortgages | $282,000 | 5,473 |
| Issued or guaranteed by U.S. | $282,000 | 5,460 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $62,000 | 3,131 |
| Available-for-sale securities (fair market value) | $10,095,000 | 5,300 |
| Total debt securities | $10,154,000 | 5,733 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $7,275,000 | 6,326 |
| U.S. Government securities | $7,275,000 | 5,579 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,275,000 | 5,488 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $287,000 | 5,890 |
| Certificates of participation in pools of residential mortgages | $287,000 | 5,548 |
| Issued or guaranteed by U.S. | $287,000 | 5,532 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $59,000 | 3,219 |
| Available-for-sale securities (fair market value) | $7,216,000 | 5,828 |
| Total debt securities | $7,275,000 | 6,285 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $6,156,000 | 6,566 |
| U.S. Government securities | $6,156,000 | 5,867 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,156,000 | 5,781 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $293,000 | 5,960 |
| Certificates of participation in pools of residential mortgages | $293,000 | 5,610 |
| Issued or guaranteed by U.S. | $293,000 | 5,592 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $62,000 | 3,252 |
| Available-for-sale securities (fair market value) | $6,094,000 | 6,064 |
| Total debt securities | $6,156,000 | 6,521 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $7,047,000 | 6,452 |
| U.S. Government securities | $7,044,000 | 5,764 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,044,000 | 5,678 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $3,000 | 3,317 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000 | 2,510 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $295,000 | 6,000 |
| Certificates of participation in pools of residential mortgages | $295,000 | 5,661 |
| Issued or guaranteed by U.S. | $295,000 | 5,644 |
| 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) | $65,000 | 3,290 |
| Available-for-sale securities (fair market value) | $6,982,000 | 5,927 |
| Total debt securities | $7,047,000 | 6,409 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $5,108,000 | 6,894 |
| U.S. Government securities | $5,102,000 | 6,370 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,102,000 | 6,281 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $5,000 | 3,232 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000 | 2,435 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,767 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $303,000 | 6,003 |
| Certificates of participation in pools of residential mortgages | $303,000 | 5,654 |
| Issued or guaranteed by U.S. | $303,000 | 5,635 |
| 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) | $71,000 | 3,297 |
| Available-for-sale securities (fair market value) | $5,037,000 | 6,353 |
| Total debt securities | $5,107,000 | 6,860 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $5,892,000 | 6,714 |
| U.S. Government securities | $5,884,000 | 6,121 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,884,000 | 6,033 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $6,000 | 3,194 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,000 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 1,830 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $314,000 | 5,986 |
| Certificates of participation in pools of residential mortgages | $314,000 | 5,644 |
| Issued or guaranteed by U.S. | $314,000 | 5,627 |
| 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) | $77,000 | 3,306 |
| Available-for-sale securities (fair market value) | $5,815,000 | 6,153 |
| Total debt securities | $5,890,000 | 6,672 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $5,946,000 | 6,772 |
| U.S. Government securities | $5,938,000 | 6,168 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,938,000 | 6,083 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $8,000 | 3,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,000 | 2,388 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $317,000 | 5,999 |
| Certificates of participation in pools of residential mortgages | $317,000 | 5,652 |
| Issued or guaranteed by U.S. | $317,000 | 5,628 |
| 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) | $80,000 | 3,318 |
| Available-for-sale securities (fair market value) | $5,866,000 | 6,202 |
| Total debt securities | $5,946,000 | 6,708 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $5,068,000 | 6,988 |
| U.S. Government securities | $5,059,000 | 6,451 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,059,000 | 6,357 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $9,000 | 3,118 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,000 | 2,352 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $324,000 | 5,995 |
| Certificates of participation in pools of residential mortgages | $324,000 | 5,631 |
| Issued or guaranteed by U.S. | $324,000 | 5,602 |
| 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) | $328,000 | 3,039 |
| Available-for-sale securities (fair market value) | $4,740,000 | 6,480 |
| Total debt securities | $5,068,000 | 6,924 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $3,837,000 | 7,393 |
| U.S. Government securities | $3,827,000 | 6,959 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,827,000 | 6,845 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $10,000 | 2,960 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,225 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $332,000 | 5,874 |
| Certificates of participation in pools of residential mortgages | $332,000 | 5,499 |
| Issued or guaranteed by U.S. | $332,000 | 5,478 |
| 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) | $88,000 | 3,406 |
| Available-for-sale securities (fair market value) | $3,749,000 | 6,744 |
| Total debt securities | $3,837,000 | 7,343 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $3,838,000 | 7,424 |
| U.S. Government securities | $3,827,000 | 7,023 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,827,000 | 6,910 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $11,000 | 2,926 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,000 | 2,198 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $341,000 | 5,813 |
| Certificates of participation in pools of residential mortgages | $341,000 | 5,417 |
| Issued or guaranteed by U.S. | $341,000 | 5,396 |
| 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) | $92,000 | 3,469 |
| Available-for-sale securities (fair market value) | $3,746,000 | 6,767 |
| Total debt securities | $3,838,000 | 7,386 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $3,813,000 | 7,461 |
| U.S. Government securities | $3,800,000 | 7,069 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,800,000 | 6,947 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $13,000 | 2,877 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 2,169 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $352,000 | 5,810 |
| Certificates of participation in pools of residential mortgages | $352,000 | 5,422 |
| Issued or guaranteed by U.S. | $352,000 | 5,402 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $97,000 | 3,504 |
| Available-for-sale securities (fair market value) | $3,716,000 | 6,800 |
| Total debt securities | $3,813,000 | 7,425 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $3,842,000 | 7,495 |
| U.S. Government securities | $3,828,000 | 7,098 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,828,000 | 6,963 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $14,000 | 2,903 |
| 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 | $14,000 | 2,207 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $363,000 | 5,807 |
| Certificates of participation in pools of residential mortgages | $363,000 | 5,426 |
| Issued or guaranteed by U.S. | $363,000 | 5,401 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $103,000 | 3,551 |
| Available-for-sale securities (fair market value) | $3,739,000 | 6,817 |
| Total debt securities | $3,842,000 | 7,451 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $3,843,000 | 7,539 |
| U.S. Government securities | $3,828,000 | 7,154 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,828,000 | 7,032 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $15,000 | 2,948 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,000 | 2,278 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $382,000 | 5,800 |
| Certificates of participation in pools of residential mortgages | $382,000 | 5,405 |
| Issued or guaranteed by U.S. | $382,000 | 5,384 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $111,000 | 3,623 |
| Available-for-sale securities (fair market value) | $3,732,000 | 6,843 |
| Total debt securities | $3,843,000 | 7,492 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $3,837,000 | 7,608 |
| U.S. Government securities | $3,821,000 | 7,229 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,821,000 | 7,096 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $16,000 | 2,995 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,000 | 2,320 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $392,000 | 5,801 |
| Certificates of participation in pools of residential mortgages | $392,000 | 5,404 |
| Issued or guaranteed by U.S. | $392,000 | 5,378 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $114,000 | 3,697 |
| Available-for-sale securities (fair market value) | $3,723,000 | 6,913 |
| Total debt securities | $3,837,000 | 7,558 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $3,914,000 | 7,631 |
| U.S. Government securities | $3,897,000 | 7,228 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,897,000 | 7,089 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $17,000 | 3,061 |
| 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 | $17,000 | 2,399 |
| 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 | $544,000 | 5,667 |
| Certificates of participation in pools of residential mortgages | $544,000 | 5,251 |
| Issued or guaranteed by U.S. | $544,000 | 5,228 |
| 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) | $129,000 | 3,731 |
| Available-for-sale securities (fair market value) | $3,785,000 | 6,909 |
| Total debt securities | $3,914,000 | 7,583 |
| 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 | $4,049,000 | 7,636 |
| U.S. Government securities | $4,020,000 | 7,229 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,020,000 | 7,084 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $29,000 | 3,112 |
| 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 | $29,000 | 2,499 |
| 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 | $607,000 | 5,649 |
| Certificates of participation in pools of residential mortgages | $607,000 | 5,222 |
| Issued or guaranteed by U.S. | $607,000 | 5,204 |
| 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) | $192,000 | 3,700 |
| Available-for-sale securities (fair market value) | $3,857,000 | 6,932 |
| Total debt securities | $4,049,000 | 7,585 |
| 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 | $4,101,000 | 7,663 |
| U.S. Government securities | $4,070,000 | 7,235 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,070,000 | 7,077 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $31,000 | 3,212 |
| 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 | $31,000 | 2,621 |
| 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 | $637,000 | 5,681 |
| Certificates of participation in pools of residential mortgages | $637,000 | 5,233 |
| Issued or guaranteed by U.S. | $637,000 | 5,213 |
| 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) | $200,000 | 3,746 |
| Available-for-sale securities (fair market value) | $3,901,000 | 6,953 |
| Total debt securities | $4,101,000 | 7,614 |
| 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 | $4,154,000 | 7,686 |
| U.S. Government securities | $4,120,000 | 7,241 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,120,000 | 7,095 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $34,000 | 3,267 |
| 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 | $34,000 | 2,686 |
| 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 | $659,000 | 5,703 |
| Certificates of participation in pools of residential mortgages | $659,000 | 5,252 |
| Issued or guaranteed by U.S. | $659,000 | 5,234 |
| 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) | $208,000 | 3,798 |
| Available-for-sale securities (fair market value) | $3,946,000 | 6,961 |
| Total debt securities | $4,154,000 | 7,631 |
| 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 | $4,205,000 | 7,721 |
| U.S. Government securities | $4,169,000 | 7,276 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,169,000 | 7,119 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $36,000 | 3,309 |
| 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 | $36,000 | 2,761 |
| 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 | $684,000 | 5,737 |
| Certificates of participation in pools of residential mortgages | $684,000 | 5,280 |
| Issued or guaranteed by U.S. | $684,000 | 5,257 |
| 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) | $220,000 | 3,822 |
| Available-for-sale securities (fair market value) | $3,985,000 | 6,977 |
| Total debt securities | $4,205,000 | 7,662 |
| 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 | $4,196,000 | 7,795 |
| U.S. Government securities | $4,144,000 | 7,353 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,144,000 | 7,179 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $52,000 | 3,343 |
| 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 | $52,000 | 2,824 |
| 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 | $720,000 | 5,787 |
| Certificates of participation in pools of residential mortgages | $720,000 | 5,316 |
| Issued or guaranteed by U.S. | $720,000 | 5,300 |
| 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) | $179,000 | 3,967 |
| Available-for-sale securities (fair market value) | $4,017,000 | 7,044 |
| Total debt securities | $4,196,000 | 7,739 |
| 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 | $5,298,000 | 7,558 |
| U.S. Government securities | $5,243,000 | 7,025 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,243,000 | 6,868 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $55,000 | 3,394 |
| 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 | $55,000 | 2,890 |
| 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 | $756,000 | 5,803 |
| Certificates of participation in pools of residential mortgages | $756,000 | 5,325 |
| Issued or guaranteed by U.S. | $756,000 | 5,308 |
| 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) | $261,000 | 3,882 |
| Available-for-sale securities (fair market value) | $5,037,000 | 6,828 |
| Total debt securities | $5,298,000 | 7,494 |
| 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 | $5,445,000 | 7,576 |
| U.S. Government securities | $5,368,000 | 7,023 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,368,000 | 6,864 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $77,000 | 3,427 |
| 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 | $77,000 | 2,945 |
| 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 | $863,000 | 5,749 |
| Certificates of participation in pools of residential mortgages | $863,000 | 5,260 |
| Issued or guaranteed by U.S. | $863,000 | 5,247 |
| 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) | $361,000 | 3,832 |
| Available-for-sale securities (fair market value) | $5,084,000 | 6,842 |
| Total debt securities | $5,445,000 | 7,510 |
| 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 | $5,426,000 | 7,650 |
| U.S. Government securities | $5,344,000 | 7,098 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,344,000 | 6,934 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $82,000 | 3,520 |
| 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 | $82,000 | 3,046 |
| 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 | $942,000 | 5,764 |
| Certificates of participation in pools of residential mortgages | $942,000 | 5,263 |
| Issued or guaranteed by U.S. | $942,000 | 5,247 |
| 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) | $312,000 | 3,927 |
| Available-for-sale securities (fair market value) | $5,114,000 | 6,914 |
| Total debt securities | $5,426,000 | 7,583 |
| 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 | $5,692,000 | 7,582 |
| U.S. Government securities | $5,589,000 | 6,993 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,589,000 | 6,824 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $103,000 | 3,561 |
| 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 | $103,000 | 3,069 |
| 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 | $1,053,000 | 5,725 |
| Certificates of participation in pools of residential mortgages | $1,053,000 | 5,209 |
| Issued or guaranteed by U.S. | $1,053,000 | 5,192 |
| 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) | $520,000 | 3,733 |
| Available-for-sale securities (fair market value) | $5,172,000 | 6,903 |
| Total debt securities | $5,692,000 | 7,501 |
| 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 | $5,755,000 | 7,637 |
| U.S. Government securities | $5,627,000 | 7,053 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,627,000 | 6,862 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $128,000 | 3,572 |
| 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 | $128,000 | 3,174 |
| 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 | $1,126,000 | 5,675 |
| Certificates of participation in pools of residential mortgages | $1,126,000 | 5,169 |
| Issued or guaranteed by U.S. | $1,126,000 | 5,148 |
| 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) | $549,000 | 3,743 |
| Available-for-sale securities (fair market value) | $5,206,000 | 6,925 |
| Total debt securities | $5,755,000 | 7,556 |
| 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 | $2,855,000 | 8,353 |
| U.S. Government securities | $2,702,000 | 7,951 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,702,000 | 7,772 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $153,000 | 3,659 |
| 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 | $153,000 | 3,268 |
| 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 | $1,201,000 | 5,642 |
| Certificates of participation in pools of residential mortgages | $1,201,000 | 5,120 |
| Issued or guaranteed by U.S. | $1,201,000 | 5,099 |
| 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) | $595,000 | 3,755 |
| Available-for-sale securities (fair market value) | $2,260,000 | 7,673 |
| Total debt securities | $2,855,000 | 8,277 |
| 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 | $2,982,000 | 8,336 |
| U.S. Government securities | $2,822,000 | 7,906 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,822,000 | 7,730 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $160,000 | 3,700 |
| 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 | $160,000 | 3,291 |
| 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 | $1,320,000 | 5,696 |
| Certificates of participation in pools of residential mortgages | $1,320,000 | 5,097 |
| Issued or guaranteed by U.S. | $1,320,000 | 5,079 |
| 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) | $661,000 | 3,727 |
| Available-for-sale securities (fair market value) | $2,321,000 | 7,675 |
| Total debt securities | $2,982,000 | 8,255 |
| 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 | $5,167,000 | 7,759 |
| U.S. Government securities | $4,985,000 | 7,150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,985,000 | 6,944 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $182,000 | 3,731 |
| 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 | $182,000 | 3,321 |
| 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 | $1,478,000 | 5,623 |
| Certificates of participation in pools of residential mortgages | $1,478,000 | 4,987 |
| Issued or guaranteed by U.S. | $1,478,000 | 4,972 |
| 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) | $705,000 | 3,740 |
| Available-for-sale securities (fair market value) | $4,462,000 | 7,117 |
| Total debt securities | $5,167,000 | 7,675 |
| 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 | $5,364,000 | 7,712 |
| U.S. Government securities | $5,166,000 | 7,102 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,166,000 | 6,896 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $198,000 | 3,761 |
| 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 | $198,000 | 3,339 |
| 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 | $1,648,000 | 5,515 |
| Certificates of participation in pools of residential mortgages | $1,648,000 | 4,874 |
| Issued or guaranteed by U.S. | $1,648,000 | 4,857 |
| 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) | $780,000 | 3,766 |
| Available-for-sale securities (fair market value) | $4,584,000 | 7,073 |
| Total debt securities | $5,364,000 | 7,624 |
| 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 | $4,678,000 | 8,032 |
| U.S. Government securities | $4,393,000 | 7,483 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,393,000 | 7,221 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $285,000 | 3,651 |
| 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 | $285,000 | 3,164 |
| 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 | $4,393,000 | 4,164 |
| Certificates of participation in pools of residential mortgages | $2,653,000 | 4,089 |
| Issued or guaranteed by U.S. | $2,653,000 | 4,072 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,740,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $1,740,000 | 2,687 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,745,000 | 2,889 |
| Available-for-sale securities (fair market value) | $1,933,000 | 7,953 |
| Total debt securities | $4,678,000 | 7,926 |
| 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 | $15,475,000 | 5,473 |
| U.S. Government securities | $15,117,000 | 4,500 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,117,000 | 4,202 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $358,000 | 3,180 |
| 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 | $358,000 | 2,781 |
| 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 | $12,141,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $4,696,000 | 2,720 |
| Issued or guaranteed by U.S. | $4,696,000 | 2,700 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $7,445,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $7,445,000 | 1,097 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,789,000 | 3,121 |
| Available-for-sale securities (fair market value) | $11,686,000 | 5,306 |
| Total debt securities | $15,475,000 | 5,347 |
| 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 | $16,987,000 | 5,381 |
| U.S. Government securities | $16,551,000 | 4,443 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,551,000 | 4,016 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $436,000 | 2,982 |
| 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 | $436,000 | 2,546 |
| 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 | $13,687,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $6,441,000 | 2,446 |
| Issued or guaranteed by U.S. | $6,441,000 | 2,434 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $7,246,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $7,246,000 | 1,196 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,957,000 | 3,407 |
| Available-for-sale securities (fair market value) | $13,030,000 | 5,143 |
| Total debt securities | $16,987,000 | 5,264 |
| 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 | $20,949,000 | 4,693 |
| U.S. Government securities | $20,240,000 | 3,872 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,240,000 | 3,295 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $493,000 | 2,770 |
| 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 | $493,000 | 2,316 |
| Foreign debt securities | NA | NA |
| Equity securities | $216,000 | 5,284 |
| 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 | $18,241,000 | 1,808 |
| Certificates of participation in pools of residential mortgages | $10,661,000 | 1,886 |
| Issued or guaranteed by U.S. | $10,661,000 | 1,873 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $7,580,000 | 1,413 |
| CMOs issued by government agencies or sponsored agencies | $7,580,000 | 1,314 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,195,000 | 3,358 |
| Available-for-sale securities (fair market value) | $15,754,000 | 4,511 |
| Total debt securities | $20,733,000 | 4,615 |
| 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 | $17,144,000 | 5,501 |
| U.S. Government securities | $15,907,000 | 4,841 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,907,000 | 3,848 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $700,000 | 2,084 |
| 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 | $700,000 | 1,659 |
| Foreign debt securities | NA | NA |
| Equity securities | $537,000 | 3,458 |
| 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 | $13,429,000 | 2,176 |
| Certificates of participation in pools of residential mortgages | $10,902,000 | 1,841 |
| Issued or guaranteed by U.S. | $10,902,000 | 1,826 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,527,000 | 2,433 |
| CMOs issued by government agencies or sponsored agencies | $2,527,000 | 2,326 |
| 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) | $8,198,000 | 3,162 |
| Available-for-sale securities (fair market value) | $8,946,000 | 6,069 |
| Total debt securities | $16,607,000 | 5,490 |
| 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 | $22,954,000 | 4,818 |
| U.S. Government securities | $20,621,000 | 4,370 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,621,000 | 3,274 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $808,000 | 2,264 |
| 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 | $808,000 | 1,721 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,449,000 | 1,846 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-76,000 | 991 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,907,000 | 2,501 |
| Certificates of participation in pools of residential mortgages | $12,907,000 | 1,817 |
| Issued or guaranteed by U.S. | $12,907,000 | 1,801 |
| 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) | $8,260,000 | 3,593 |
| Available-for-sale securities (fair market value) | $14,694,000 | 4,770 |
| Total debt securities | $21,429,000 | 4,971 |
| 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 | $10,661,000 | 8,057 |
| U.S. Government securities | $9,789,000 | 7,406 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $9,789,000 | 5,560 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $908,000 | 2,319 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $36,000 | 167 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,889,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $6,889,000 | 2,742 |
| Issued or guaranteed by U.S. | $6,889,000 | 2,718 |
| 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) | $10,096,000 | 3,385 |
| Available-for-sale securities (fair market value) | $565,000 | 10,214 |
| Total debt securities | $9,789,000 | 8,229 |
| 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 | $9,756,000 | 8,840 |
| U.S. Government securities | $9,089,000 | 8,143 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $9,089,000 | 5,711 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $663,000 | 2,623 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-4,000 | 880 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,589,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | $8,589,000 | 2,478 |
| Issued or guaranteed by U.S. | $8,589,000 | 2,465 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,352,000 | 5,928 |
| Available-for-sale securities (fair market value) | $404,000 | 10,237 |
| Total debt securities | $9,089,000 | 8,993 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $9,430,000 | 9,293 |
| U.S. Government securities | $9,331,000 | 8,314 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $9,331,000 | 5,811 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $51,000 | 6,687 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-48,000 | 1,125 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,331,000 | 3,789 |
| Certificates of participation in pools of residential mortgages | $9,331,000 | 2,594 |
| Issued or guaranteed by U.S. | $9,331,000 | 2,567 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,331,000 | 9,202 |
| 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 | $10,067,000 | 9,117 |
| U.S. Government securities | $9,990,000 | 8,062 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $9,990,000 | 5,533 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $51,000 | 6,322 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-26,000 | 1,286 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,990,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $9,990,000 | 2,537 |
| Issued or guaranteed by U.S. | $9,990,000 | 2,498 |
| 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 | $9,990,000 | 9,019 |
| 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 |