Home > First Federal Savings and Loan Association > Securities
First Federal Savings and Loan Association, Securities
| 2023-12-31 | Rank | |
| Total securities | $51,741,000 | 2,564 |
| U.S. Government securities | $50,058,000 | 1,872 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $50,058,000 | 1,606 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $1,683,000 | 1,842 |
| 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 | $1,683,000 | 1,413 |
| 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 | $3,250,000 | 3,520 |
| Mortgage-backed securities | $24,868,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,326,000 | 1,480 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,322,000 | 1,641 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $239,000 | 1,482 |
| Other commercial mortgage-backed securities | $981,000 | 1,098 |
| Held to maturity securities (book value) | $31,882,000 | 672 |
| Available-for-sale securities (fair market value) | $19,859,000 | 3,336 |
| Total debt securities | $51,741,000 | 2,549 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $51,819,000 | 2,529 |
| U.S. Government securities | $50,086,000 | 1,855 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $50,086,000 | 1,585 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $1,733,000 | 1,821 |
| 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 | $1,733,000 | 1,400 |
| 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 | $3,250,000 | 3,510 |
| Mortgage-backed securities | $25,083,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,555,000 | 1,445 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,377,000 | 1,609 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $241,000 | 1,462 |
| Other commercial mortgage-backed securities | $910,000 | 1,115 |
| Held to maturity securities (book value) | $32,306,000 | 679 |
| Available-for-sale securities (fair market value) | $19,513,000 | 3,347 |
| Total debt securities | $51,820,000 | 2,515 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $53,701,000 | 2,551 |
| U.S. Government securities | $51,952,000 | 1,860 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $51,952,000 | 1,587 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $1,749,000 | 1,826 |
| 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 | $1,749,000 | 1,406 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,250,000 | 3,494 |
| Mortgage-backed securities | $26,341,000 | 1,812 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,562,000 | 1,447 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,495,000 | 1,603 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $242,000 | 1,458 |
| Other commercial mortgage-backed securities | $1,042,000 | 1,082 |
| Held to maturity securities (book value) | $32,959,000 | 675 |
| Available-for-sale securities (fair market value) | $20,742,000 | 3,342 |
| Total debt securities | $53,701,000 | 2,533 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $55,264,000 | 2,594 |
| U.S. Government securities | $53,478,000 | 1,911 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $53,478,000 | 1,573 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $1,786,000 | 1,859 |
| 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 | $1,786,000 | 1,439 |
| 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 | $3,250,000 | 3,455 |
| Mortgage-backed securities | $27,287,000 | 1,828 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,364,000 | 1,465 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,585,000 | 1,631 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $244,000 | 1,482 |
| Other commercial mortgage-backed securities | $1,094,000 | 1,090 |
| Held to maturity securities (book value) | $33,656,000 | 701 |
| Available-for-sale securities (fair market value) | $21,608,000 | 3,373 |
| Total debt securities | $55,263,000 | 2,573 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $56,062,000 | 2,607 |
| U.S. Government securities | $54,258,000 | 1,910 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $54,258,000 | 1,552 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $1,804,000 | 1,882 |
| 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 | $1,804,000 | 1,457 |
| 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 | $3,250,000 | 3,397 |
| Mortgage-backed securities | $27,871,000 | 1,832 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,841,000 | 1,471 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,667,000 | 1,639 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $246,000 | 1,482 |
| Other commercial mortgage-backed securities | $1,117,000 | 1,088 |
| Held to maturity securities (book value) | $34,109,000 | 696 |
| Available-for-sale securities (fair market value) | $21,953,000 | 3,386 |
| Total debt securities | $56,062,000 | 2,585 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $57,125,000 | 2,581 |
| U.S. Government securities | $55,311,000 | 1,885 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $55,311,000 | 1,546 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $1,814,000 | 1,851 |
| 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 | $1,814,000 | 1,461 |
| 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 | $1,500,000 | 3,635 |
| Mortgage-backed securities | $28,746,000 | 1,821 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,584,000 | 1,457 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,759,000 | 1,645 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $255,000 | 1,496 |
| Other commercial mortgage-backed securities | $1,148,000 | 1,118 |
| Held to maturity securities (book value) | $34,670,000 | 685 |
| Available-for-sale securities (fair market value) | $22,455,000 | 3,376 |
| Total debt securities | $57,125,000 | 2,563 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $59,741,000 | 2,563 |
| U.S. Government securities | $57,864,000 | 1,857 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $57,864,000 | 1,535 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $1,877,000 | 1,732 |
| 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 | $1,877,000 | 1,444 |
| 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 | $1,500,000 | 3,661 |
| Mortgage-backed securities | $30,627,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $25,215,000 | 1,475 |
| Issued or guaranteed by U.S. | $25,215,000 | 1,443 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,913,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $3,913,000 | 1,642 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,499,000 | 1,611 |
| Commercial mortgage pass-through securities | $270,000 | 1,488 |
| Other commercial mortgage-backed securities | $1,229,000 | 1,169 |
| Held to maturity securities (book value) | $35,412,000 | 608 |
| Available-for-sale securities (fair market value) | $24,329,000 | 3,351 |
| Total debt securities | $59,738,000 | 2,549 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $62,640,000 | 2,469 |
| U.S. Government securities | $60,741,000 | 1,767 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $60,741,000 | 1,502 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $1,899,000 | 1,713 |
| 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 | $1,899,000 | 1,421 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,250,000 | 3,376 |
| Mortgage-backed securities | $32,881,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | $27,112,000 | 1,444 |
| Issued or guaranteed by U.S. | $27,112,000 | 1,420 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,133,000 | 1,707 |
| CMOs issued by government agencies or sponsored agencies | $4,133,000 | 1,640 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,636,000 | 1,576 |
| Commercial mortgage pass-through securities | $271,000 | 1,464 |
| Other commercial mortgage-backed securities | $1,365,000 | 1,134 |
| Held to maturity securities (book value) | $36,489,000 | 535 |
| Available-for-sale securities (fair market value) | $26,151,000 | 3,269 |
| Total debt securities | $62,638,000 | 2,456 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $60,722,000 | 2,440 |
| U.S. Government securities | $58,776,000 | 1,693 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $58,776,000 | 1,505 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $1,946,000 | 1,665 |
| 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 | $1,946,000 | 1,352 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,250,000 | 3,390 |
| Mortgage-backed securities | $32,830,000 | 1,778 |
| Certificates of participation in pools of residential mortgages | $26,592,000 | 1,462 |
| Issued or guaranteed by U.S. | $26,592,000 | 1,430 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,412,000 | 1,655 |
| CMOs issued by government agencies or sponsored agencies | $4,412,000 | 1,602 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,826,000 | 1,523 |
| Commercial mortgage pass-through securities | $307,000 | 1,426 |
| Other commercial mortgage-backed securities | $1,519,000 | 1,094 |
| Held to maturity securities (book value) | $32,457,000 | 457 |
| Available-for-sale securities (fair market value) | $28,265,000 | 3,152 |
| Total debt securities | $60,722,000 | 2,425 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $55,217,000 | 2,496 |
| U.S. Government securities | $53,648,000 | 1,721 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $53,648,000 | 1,565 |
| Securities issued by states & political subdivisions | $70,000 | 4,120 |
| Other domestic debt securities | $1,499,000 | 1,682 |
| 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 | $1,499,000 | 1,365 |
| 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 | $1,500,000 | 3,722 |
| Mortgage-backed securities | $28,430,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $23,235,000 | 1,556 |
| Issued or guaranteed by U.S. | $23,235,000 | 1,520 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,196,000 | 1,813 |
| CMOs issued by government agencies or sponsored agencies | $3,196,000 | 1,767 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,999,000 | 1,502 |
| Commercial mortgage pass-through securities | $399,000 | 1,425 |
| Other commercial mortgage-backed securities | $1,600,000 | 1,083 |
| Held to maturity securities (book value) | $27,848,000 | 482 |
| Available-for-sale securities (fair market value) | $27,369,000 | 3,149 |
| Total debt securities | $55,217,000 | 2,479 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $47,806,000 | 2,637 |
| U.S. Government securities | $46,523,000 | 1,822 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $46,523,000 | 1,663 |
| Securities issued by states & political subdivisions | $70,000 | 4,149 |
| Other domestic debt securities | $1,213,000 | 1,717 |
| 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 | $810,000 | 1,500 |
| 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 | $3,250,000 | 3,416 |
| Mortgage-backed securities | $20,916,000 | 2,124 |
| Certificates of participation in pools of residential mortgages | $17,962,000 | 1,724 |
| Issued or guaranteed by U.S. | $17,962,000 | 1,682 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $927,000 | 2,340 |
| CMOs issued by government agencies or sponsored agencies | $927,000 | 2,289 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,027,000 | 1,477 |
| Commercial mortgage pass-through securities | $403,000 | 1,430 |
| Other commercial mortgage-backed securities | $1,624,000 | 1,060 |
| Held to maturity securities (book value) | $17,582,000 | 575 |
| Available-for-sale securities (fair market value) | $30,224,000 | 3,009 |
| Total debt securities | $47,806,000 | 2,616 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $43,858,000 | 2,640 |
| U.S. Government securities | $42,561,000 | 1,809 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $42,561,000 | 1,681 |
| Securities issued by states & political subdivisions | $70,000 | 4,170 |
| Other domestic debt securities | $1,227,000 | 1,682 |
| 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 | $806,000 | 1,450 |
| 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 | $3,250,000 | 3,396 |
| Mortgage-backed securities | $21,564,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $19,219,000 | 1,591 |
| Issued or guaranteed by U.S. | $19,219,000 | 1,542 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $303,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 2,554 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,042,000 | 1,451 |
| Commercial mortgage pass-through securities | $421,000 | 1,416 |
| Other commercial mortgage-backed securities | $1,621,000 | 1,025 |
| Held to maturity securities (book value) | $14,769,000 | 585 |
| Available-for-sale securities (fair market value) | $29,089,000 | 2,949 |
| Total debt securities | $43,858,000 | 2,621 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $33,379,000 | 2,867 |
| U.S. Government securities | $32,018,000 | 2,001 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $32,018,000 | 1,892 |
| Securities issued by states & political subdivisions | $70,000 | 4,189 |
| Other domestic debt securities | $1,291,000 | 1,612 |
| 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 | $810,000 | 1,389 |
| 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 | $3,250,000 | 3,398 |
| Mortgage-backed securities | $16,314,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | $15,000,000 | 1,726 |
| Issued or guaranteed by U.S. | $15,000,000 | 1,682 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $339,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 2,542 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $975,000 | 1,666 |
| Commercial mortgage pass-through securities | $481,000 | 1,350 |
| Other commercial mortgage-backed securities | $494,000 | 1,248 |
| Held to maturity securities (book value) | $11,126,000 | 624 |
| Available-for-sale securities (fair market value) | $22,253,000 | 3,109 |
| Total debt securities | $33,379,000 | 2,849 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $23,267,000 | 3,190 |
| U.S. Government securities | $22,371,000 | 2,366 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $22,371,000 | 2,237 |
| Securities issued by states & political subdivisions | $71,000 | 4,183 |
| Other domestic debt securities | $825,000 | 1,736 |
| 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 | $312,000 | 1,539 |
| 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 | $3,250,000 | 3,435 |
| Mortgage-backed securities | $10,803,000 | 2,571 |
| Certificates of participation in pools of residential mortgages | $9,911,000 | 2,071 |
| Issued or guaranteed by U.S. | $9,911,000 | 2,008 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $379,000 | 2,603 |
| CMOs issued by government agencies or sponsored agencies | $379,000 | 2,548 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $513,000 | 1,789 |
| Commercial mortgage pass-through securities | $513,000 | 1,322 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $11,116,000 | 629 |
| Available-for-sale securities (fair market value) | $12,151,000 | 3,610 |
| Total debt securities | $23,267,000 | 3,168 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $16,234,000 | 3,564 |
| U.S. Government securities | $15,255,000 | 2,800 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $15,255,000 | 2,667 |
| Securities issued by states & political subdivisions | $71,000 | 4,197 |
| Other domestic debt securities | $908,000 | 1,659 |
| 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 | $313,000 | 1,498 |
| 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 | $3,250,000 | 3,458 |
| Mortgage-backed securities | $7,825,000 | 2,832 |
| Certificates of participation in pools of residential mortgages | $6,573,000 | 2,425 |
| Issued or guaranteed by U.S. | $6,573,000 | 2,356 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $657,000 | 2,478 |
| CMOs issued by government agencies or sponsored agencies | $657,000 | 2,437 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $595,000 | 1,740 |
| Commercial mortgage pass-through securities | $595,000 | 1,278 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $7,509,000 | 762 |
| Available-for-sale securities (fair market value) | $8,725,000 | 3,861 |
| Total debt securities | $16,234,000 | 3,542 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $15,883,000 | 3,577 |
| U.S. Government securities | $14,897,000 | 2,868 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $14,897,000 | 2,720 |
| Securities issued by states & political subdivisions | $71,000 | 4,210 |
| Other domestic debt securities | $915,000 | 1,594 |
| 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 | $313,000 | 1,409 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,250,000 | 3,463 |
| Mortgage-backed securities | $6,612,000 | 2,982 |
| Certificates of participation in pools of residential mortgages | $5,147,000 | 2,639 |
| Issued or guaranteed by U.S. | $5,147,000 | 2,553 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $863,000 | 2,400 |
| CMOs issued by government agencies or sponsored agencies | $863,000 | 2,353 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $602,000 | 1,718 |
| Commercial mortgage pass-through securities | $602,000 | 1,241 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $6,717,000 | 807 |
| Available-for-sale securities (fair market value) | $9,166,000 | 3,855 |
| Total debt securities | $15,882,000 | 3,553 |
| Structured notes | ||
| Amortized cost | $500,000 | 412 |
| Fair value | $500,000 | 430 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $22,621,000 | 3,213 |
| U.S. Government securities | $21,454,000 | 2,479 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $21,454,000 | 2,347 |
| Securities issued by states & political subdivisions | $71,000 | 4,223 |
| Other domestic debt securities | $1,096,000 | 1,470 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $790,000 | 160 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $306,000 | 1,382 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,250,000 | 3,535 |
| Mortgage-backed securities | $7,399,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $5,661,000 | 2,527 |
| Issued or guaranteed by U.S. | $5,661,000 | 2,456 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $948,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $948,000 | 2,335 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $790,000 | 1,648 |
| Commercial mortgage pass-through securities | $790,000 | 1,194 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $9,113,000 | 736 |
| Available-for-sale securities (fair market value) | $13,508,000 | 3,548 |
| Total debt securities | $22,621,000 | 3,193 |
| Structured notes | ||
| Amortized cost | $2,400,000 | 257 |
| Fair value | $2,385,000 | 257 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $22,277,000 | 3,257 |
| U.S. Government securities | $20,810,000 | 2,567 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $20,810,000 | 2,430 |
| Securities issued by states & political subdivisions | $346,000 | 4,159 |
| Other domestic debt securities | $1,121,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $821,000 | 159 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $300,000 | 1,384 |
| 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 | $3,250,000 | 3,595 |
| Mortgage-backed securities | $6,089,000 | 2,995 |
| Certificates of participation in pools of residential mortgages | $4,803,000 | 2,643 |
| Issued or guaranteed by U.S. | $4,803,000 | 2,561 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $465,000 | 2,605 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 2,559 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $821,000 | 1,617 |
| Commercial mortgage pass-through securities | $821,000 | 1,181 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $9,390,000 | 775 |
| Available-for-sale securities (fair market value) | $12,887,000 | 3,645 |
| Total debt securities | $22,278,000 | 3,233 |
| Structured notes | ||
| Amortized cost | $7,304,000 | 132 |
| Fair value | $7,301,000 | 131 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $26,308,000 | 3,110 |
| U.S. Government securities | $24,845,000 | 2,349 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $24,845,000 | 2,223 |
| Securities issued by states & political subdivisions | $347,000 | 4,217 |
| Other domestic debt securities | $1,116,000 | 1,471 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $816,000 | 156 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $300,000 | 1,416 |
| 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 | $3,250,000 | 3,648 |
| Mortgage-backed securities | $5,440,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $4,143,000 | 2,754 |
| Issued or guaranteed by U.S. | $4,143,000 | 2,679 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $481,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 2,552 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $816,000 | 1,605 |
| Commercial mortgage pass-through securities | $816,000 | 1,178 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $13,798,000 | 686 |
| Available-for-sale securities (fair market value) | $12,510,000 | 3,716 |
| Total debt securities | $26,309,000 | 3,092 |
| Structured notes | ||
| Amortized cost | $11,486,000 | 110 |
| Fair value | $11,443,000 | 109 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $27,115,000 | 3,101 |
| U.S. Government securities | $25,628,000 | 2,344 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $25,628,000 | 2,216 |
| Securities issued by states & political subdivisions | $347,000 | 4,278 |
| Other domestic debt securities | $1,140,000 | 1,471 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $840,000 | 148 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $300,000 | 1,420 |
| 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 | $3,750,000 | 3,602 |
| Mortgage-backed securities | $5,865,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $4,524,000 | 2,704 |
| Issued or guaranteed by U.S. | $4,524,000 | 2,633 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $501,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 2,563 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $840,000 | 1,530 |
| Commercial mortgage pass-through securities | $840,000 | 1,147 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $14,390,000 | 686 |
| Available-for-sale securities (fair market value) | $12,725,000 | 3,760 |
| Total debt securities | $27,115,000 | 3,083 |
| Structured notes | ||
| Amortized cost | $11,985,000 | 118 |
| Fair value | $11,852,000 | 113 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $27,393,000 | 3,112 |
| U.S. Government securities | $25,920,000 | 2,343 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $25,920,000 | 2,221 |
| Securities issued by states & political subdivisions | $347,000 | 4,323 |
| Other domestic debt securities | $1,126,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $826,000 | 139 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $300,000 | 1,423 |
| 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 | $3,750,000 | 3,634 |
| Mortgage-backed securities | $5,662,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | $4,836,000 | 2,646 |
| Issued or guaranteed by U.S. | $4,836,000 | 2,603 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $826,000 | 1,497 |
| Commercial mortgage pass-through securities | $826,000 | 1,135 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $14,021,000 | 733 |
| Available-for-sale securities (fair market value) | $13,372,000 | 3,746 |
| Total debt securities | $27,392,000 | 3,097 |
| Structured notes | ||
| Amortized cost | $12,485,000 | 112 |
| Fair value | $12,237,000 | 112 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $27,093,000 | 3,157 |
| U.S. Government securities | $25,592,000 | 2,377 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $25,592,000 | 2,261 |
| Securities issued by states & political subdivisions | $348,000 | 4,367 |
| Other domestic debt securities | $1,153,000 | 1,412 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $853,000 | 129 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $300,000 | 1,428 |
| 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 | $3,750,000 | 3,674 |
| Mortgage-backed securities | $5,953,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $5,100,000 | 2,638 |
| Issued or guaranteed by U.S. | $5,100,000 | 2,621 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $853,000 | 1,477 |
| Commercial mortgage pass-through securities | $853,000 | 1,110 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $13,602,000 | 745 |
| Available-for-sale securities (fair market value) | $13,491,000 | 3,767 |
| Total debt securities | $27,089,000 | 3,137 |
| Structured notes | ||
| Amortized cost | $12,484,000 | 107 |
| Fair value | $12,149,000 | 106 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $26,079,000 | 3,245 |
| U.S. Government securities | $24,581,000 | 2,428 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $24,581,000 | 2,315 |
| Securities issued by states & political subdivisions | $348,000 | 4,427 |
| Other domestic debt securities | $1,150,000 | 1,568 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $850,000 | 124 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $300,000 | 1,431 |
| 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 | $3,750,000 | 3,704 |
| Mortgage-backed securities | $4,887,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $4,037,000 | 2,907 |
| Issued or guaranteed by U.S. | $4,037,000 | 2,764 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $850,000 | 1,451 |
| Commercial mortgage pass-through securities | $850,000 | 1,088 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $12,961,000 | 773 |
| Available-for-sale securities (fair market value) | $13,118,000 | 3,854 |
| Total debt securities | $26,079,000 | 3,224 |
| Structured notes | ||
| Amortized cost | $12,483,000 | 113 |
| Fair value | $12,183,000 | 112 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $25,143,000 | 3,337 |
| U.S. Government securities | $24,494,000 | 2,500 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $24,494,000 | 2,385 |
| Securities issued by states & political subdivisions | $349,000 | 4,469 |
| Other domestic debt securities | $300,000 | 1,811 |
| 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 | $300,000 | 1,475 |
| 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 | $6,432,000 | 3,296 |
| Mortgage-backed securities | $2,983,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $2,983,000 | 3,159 |
| Issued or guaranteed by U.S. | $2,983,000 | 3,153 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $12,997,000 | 787 |
| Available-for-sale securities (fair market value) | $12,146,000 | 3,986 |
| Total debt securities | $25,143,000 | 3,313 |
| Structured notes | ||
| Amortized cost | $12,482,000 | 106 |
| Fair value | $12,217,000 | 106 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $24,311,000 | 3,440 |
| U.S. Government securities | $23,962,000 | 2,542 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $23,962,000 | 2,429 |
| Securities issued by states & political subdivisions | $349,000 | 4,538 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,932,000 | 3,438 |
| Mortgage-backed securities | $3,169,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $3,169,000 | 3,164 |
| Issued or guaranteed by U.S. | $3,169,000 | 3,158 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $12,144,000 | 834 |
| Available-for-sale securities (fair market value) | $12,167,000 | 4,035 |
| Total debt securities | $24,310,000 | 3,416 |
| Structured notes | ||
| Amortized cost | $11,563,000 | 112 |
| Fair value | $11,563,000 | 112 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $21,052,000 | 3,700 |
| U.S. Government securities | $20,980,000 | 2,756 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $20,980,000 | 2,646 |
| Securities issued by states & political subdivisions | $72,000 | 4,719 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,932,000 | 3,483 |
| Mortgage-backed securities | $2,049,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $2,049,000 | 3,513 |
| Issued or guaranteed by U.S. | $2,049,000 | 3,507 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $11,913,000 | 873 |
| Available-for-sale securities (fair market value) | $9,139,000 | 4,360 |
| Total debt securities | $21,053,000 | 3,676 |
| Structured notes | ||
| Amortized cost | $10,600,000 | 119 |
| Fair value | $10,471,000 | 118 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $21,218,000 | 3,739 |
| U.S. Government securities | $20,971,000 | 2,789 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $20,971,000 | 2,682 |
| Securities issued by states & political subdivisions | $247,000 | 4,694 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,932,000 | 3,514 |
| Mortgage-backed securities | $2,142,000 | 3,874 |
| Certificates of participation in pools of residential mortgages | $2,142,000 | 3,523 |
| Issued or guaranteed by U.S. | $2,142,000 | 3,517 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $12,494,000 | 873 |
| Available-for-sale securities (fair market value) | $8,724,000 | 4,431 |
| Total debt securities | $21,217,000 | 3,718 |
| Structured notes | ||
| Amortized cost | $10,476,000 | 132 |
| Fair value | $10,333,000 | 132 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $21,397,000 | 3,763 |
| U.S. Government securities | $21,149,000 | 2,829 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $21,149,000 | 2,713 |
| Securities issued by states & political subdivisions | $248,000 | 4,751 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,182,000 | 3,498 |
| Mortgage-backed securities | $2,262,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $2,262,000 | 3,544 |
| Issued or guaranteed by U.S. | $2,262,000 | 3,539 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $13,271,000 | 866 |
| Available-for-sale securities (fair market value) | $8,126,000 | 4,513 |
| Total debt securities | $21,397,000 | 3,740 |
| Structured notes | ||
| Amortized cost | $10,955,000 | 137 |
| Fair value | $10,760,000 | 137 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $19,251,000 | 3,915 |
| U.S. Government securities | $19,002,000 | 2,981 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $19,002,000 | 2,851 |
| Securities issued by states & political subdivisions | $249,000 | 4,798 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,182,000 | 3,519 |
| Mortgage-backed securities | $2,396,000 | 3,896 |
| Certificates of participation in pools of residential mortgages | $2,396,000 | 3,517 |
| Issued or guaranteed by U.S. | $2,396,000 | 3,511 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $11,849,000 | 913 |
| Available-for-sale securities (fair market value) | $7,402,000 | 4,599 |
| Total debt securities | $19,251,000 | 3,889 |
| Structured notes | ||
| Amortized cost | $10,580,000 | 129 |
| Fair value | $10,348,000 | 130 |
| 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 | $12,956,000 | 4,415 |
| U.S. Government securities | $12,707,000 | 3,531 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,707,000 | 3,412 |
| Securities issued by states & political subdivisions | $249,000 | 4,835 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,182,000 | 3,550 |
| Mortgage-backed securities | $2,125,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $2,125,000 | 3,645 |
| Issued or guaranteed by U.S. | $2,125,000 | 3,641 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $10,778,000 | 943 |
| Available-for-sale securities (fair market value) | $2,178,000 | 5,201 |
| Total debt securities | $12,956,000 | 4,395 |
| Structured notes | ||
| Amortized cost | $8,831,000 | 153 |
| Fair value | $8,823,000 | 154 |
| 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 | $11,432,000 | 4,628 |
| U.S. Government securities | $11,432,000 | 3,781 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $11,432,000 | 3,655 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,025,000 | 3,634 |
| Mortgage-backed securities | $1,732,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $1,732,000 | 3,822 |
| Issued or guaranteed by U.S. | $1,732,000 | 3,817 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $10,435,000 | 988 |
| Available-for-sale securities (fair market value) | $997,000 | 5,413 |
| Total debt securities | $11,429,000 | 4,609 |
| Structured notes | ||
| Amortized cost | $7,250,000 | 205 |
| Fair value | $7,255,000 | 204 |
| 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 | $11,203,000 | 4,737 |
| U.S. Government securities | $11,203,000 | 3,909 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,203,000 | 3,775 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,775,000 | 3,730 |
| Mortgage-backed securities | $1,860,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $1,860,000 | 3,817 |
| Issued or guaranteed by U.S. | $1,860,000 | 3,813 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $10,117,000 | 1,017 |
| Available-for-sale securities (fair market value) | $1,086,000 | 5,456 |
| Total debt securities | $11,203,000 | 4,715 |
| Structured notes | ||
| Amortized cost | $6,143,000 | 264 |
| Fair value | $6,138,000 | 265 |
| 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 | $11,741,000 | 4,725 |
| U.S. Government securities | $11,741,000 | 3,876 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,741,000 | 3,741 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,075,000 | 3,714 |
| Mortgage-backed securities | $1,919,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $1,919,000 | 3,812 |
| Issued or guaranteed by U.S. | $1,919,000 | 3,808 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $10,624,000 | 1,019 |
| Available-for-sale securities (fair market value) | $1,117,000 | 5,506 |
| Total debt securities | $11,740,000 | 4,698 |
| Structured notes | ||
| Amortized cost | $7,572,000 | 286 |
| Fair value | $7,567,000 | 284 |
| 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 | $9,495,000 | 5,050 |
| U.S. Government securities | $9,495,000 | 4,257 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,495,000 | 4,142 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,735,000 | 3,840 |
| Mortgage-backed securities | $2,012,000 | 4,188 |
| Certificates of participation in pools of residential mortgages | $2,012,000 | 3,833 |
| Issued or guaranteed by U.S. | $2,012,000 | 3,830 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $8,318,000 | 1,125 |
| Available-for-sale securities (fair market value) | $1,177,000 | 5,582 |
| Total debt securities | $9,496,000 | 5,026 |
| Structured notes | ||
| Amortized cost | $5,598,000 | 417 |
| Fair value | $5,604,000 | 415 |
| 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 | $9,310,000 | 5,146 |
| U.S. Government securities | $9,310,000 | 4,407 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,310,000 | 4,297 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,835,000 | 3,865 |
| Mortgage-backed securities | $2,127,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $2,127,000 | 3,879 |
| Issued or guaranteed by U.S. | $2,127,000 | 3,875 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $8,079,000 | 1,152 |
| Available-for-sale securities (fair market value) | $1,231,000 | 5,646 |
| Total debt securities | $9,311,000 | 5,126 |
| Structured notes | ||
| Amortized cost | $6,298,000 | 439 |
| Fair value | $6,262,000 | 436 |
| 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 | $7,971,000 | 5,351 |
| U.S. Government securities | $7,971,000 | 4,672 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,971,000 | 4,562 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,500,000 | 3,968 |
| Mortgage-backed securities | $1,721,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $1,721,000 | 4,086 |
| Issued or guaranteed by U.S. | $1,721,000 | 4,079 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $7,200,000 | 1,222 |
| Available-for-sale securities (fair market value) | $771,000 | 5,765 |
| Total debt securities | $7,970,000 | 5,327 |
| Structured notes | ||
| Amortized cost | $5,750,000 | 535 |
| Fair value | $5,749,000 | 538 |
| 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 | $8,811,000 | 5,339 |
| U.S. Government securities | $8,811,000 | 4,596 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,811,000 | 4,480 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,500,000 | 4,011 |
| Mortgage-backed securities | $1,811,000 | 4,466 |
| Certificates of participation in pools of residential mortgages | $1,811,000 | 4,123 |
| Issued or guaranteed by U.S. | $1,811,000 | 4,117 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $8,003,000 | 1,188 |
| Available-for-sale securities (fair market value) | $808,000 | 5,850 |
| Total debt securities | $8,811,000 | 5,316 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 516 |
| Fair value | $6,474,000 | 520 |
| 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 | $8,972,000 | 5,416 |
| U.S. Government securities | $8,972,000 | 4,682 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,972,000 | 4,565 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $1,972,000 | 4,502 |
| Certificates of participation in pools of residential mortgages | $1,972,000 | 4,163 |
| Issued or guaranteed by U.S. | $1,972,000 | 4,160 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $8,075,000 | 1,204 |
| Available-for-sale securities (fair market value) | $897,000 | 5,914 |
| Total debt securities | $8,972,000 | 5,393 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 580 |
| Fair value | $6,423,000 | 579 |
| 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 | $8,693,000 | 5,511 |
| U.S. Government securities | $8,693,000 | 4,781 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,693,000 | 4,672 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $2,193,000 | 4,513 |
| Certificates of participation in pools of residential mortgages | $2,193,000 | 4,151 |
| Issued or guaranteed by U.S. | $2,193,000 | 4,149 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $7,704,000 | 1,242 |
| Available-for-sale securities (fair market value) | $989,000 | 5,968 |
| Total debt securities | $8,693,000 | 5,489 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 631 |
| Fair value | $5,928,000 | 632 |
| 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 | $8,970,000 | 5,529 |
| U.S. Government securities | $8,970,000 | 4,790 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,970,000 | 4,693 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $2,470,000 | 4,477 |
| Certificates of participation in pools of residential mortgages | $2,470,000 | 4,104 |
| Issued or guaranteed by U.S. | $2,470,000 | 4,102 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $7,893,000 | 1,217 |
| Available-for-sale securities (fair market value) | $1,077,000 | 6,013 |
| Total debt securities | $8,968,000 | 5,504 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 639 |
| Fair value | $5,886,000 | 641 |
| 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 | $9,168,000 | 5,532 |
| U.S. Government securities | $9,168,000 | 4,747 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,168,000 | 4,655 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $2,668,000 | 4,453 |
| Certificates of participation in pools of residential mortgages | $2,668,000 | 4,061 |
| Issued or guaranteed by U.S. | $2,668,000 | 4,056 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $8,000,000 | 1,206 |
| Available-for-sale securities (fair market value) | $1,168,000 | 6,068 |
| Total debt securities | $9,170,000 | 5,510 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 626 |
| Fair value | $5,834,000 | 619 |
| 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 | $8,428,000 | 5,663 |
| U.S. Government securities | $8,428,000 | 4,897 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,428,000 | 4,793 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $2,928,000 | 4,435 |
| Certificates of participation in pools of residential mortgages | $2,928,000 | 4,011 |
| Issued or guaranteed by U.S. | $2,928,000 | 4,004 |
| 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) | $7,123,000 | 1,225 |
| Available-for-sale securities (fair market value) | $1,305,000 | 6,124 |
| Total debt securities | $8,427,000 | 5,634 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 725 |
| Fair value | $4,861,000 | 713 |
| 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 | $8,711,000 | 5,645 |
| U.S. Government securities | $8,711,000 | 4,850 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,711,000 | 4,745 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $3,211,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $3,211,000 | 3,920 |
| Issued or guaranteed by U.S. | $3,211,000 | 3,914 |
| 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) | $7,242,000 | 1,148 |
| Available-for-sale securities (fair market value) | $1,469,000 | 6,138 |
| Total debt securities | $8,708,000 | 5,607 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 726 |
| Fair value | $4,953,000 | 710 |
| 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 | $9,670,000 | 5,586 |
| U.S. Government securities | $9,670,000 | 4,775 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,670,000 | 4,674 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $3,670,000 | 4,340 |
| Certificates of participation in pools of residential mortgages | $3,670,000 | 3,847 |
| Issued or guaranteed by U.S. | $3,670,000 | 3,843 |
| 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) | $7,985,000 | 1,065 |
| Available-for-sale securities (fair market value) | $1,685,000 | 6,164 |
| Total debt securities | $9,666,000 | 5,553 |
| Structured notes | ||
| Amortized cost | $5,999,000 | 616 |
| Fair value | $5,988,000 | 617 |
| 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 | $9,929,000 | 5,542 |
| U.S. Government securities | $9,929,000 | 4,707 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,929,000 | 4,609 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $3,930,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $3,930,000 | 3,785 |
| Issued or guaranteed by U.S. | $3,930,000 | 3,782 |
| 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) | $8,125,000 | 1,062 |
| Available-for-sale securities (fair market value) | $1,804,000 | 6,195 |
| Total debt securities | $9,920,000 | 5,511 |
| Structured notes | ||
| Amortized cost | $5,999,000 | 653 |
| Fair value | $5,992,000 | 658 |
| 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 | $10,919,000 | 5,528 |
| U.S. Government securities | $10,919,000 | 4,660 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,919,000 | 4,557 |
| 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 | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $4,420,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $4,420,000 | 3,815 |
| Issued or guaranteed by U.S. | $4,420,000 | 3,813 |
| 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) | $8,871,000 | 1,033 |
| Available-for-sale securities (fair market value) | $2,048,000 | 6,240 |
| Total debt securities | $10,918,000 | 5,499 |
| Structured notes | ||
| Amortized cost | $6,499,000 | 636 |
| Fair value | $6,508,000 | 641 |
| 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 | $9,067,000 | 5,810 |
| U.S. Government securities | $9,067,000 | 5,027 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $9,067,000 | 4,937 |
| 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 | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $3,567,000 | 4,549 |
| Certificates of participation in pools of residential mortgages | $3,567,000 | 4,040 |
| Issued or guaranteed by U.S. | $3,567,000 | 4,038 |
| 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) | $8,045,000 | 1,074 |
| Available-for-sale securities (fair market value) | $1,022,000 | 6,451 |
| Total debt securities | $9,073,000 | 5,781 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 837 |
| Fair value | $5,518,000 | 835 |
| 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 | $8,181,000 | 5,966 |
| U.S. Government securities | $8,181,000 | 5,284 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,181,000 | 5,179 |
| 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 | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $2,681,000 | 4,778 |
| Certificates of participation in pools of residential mortgages | $2,681,000 | 4,295 |
| Issued or guaranteed by U.S. | $2,681,000 | 4,293 |
| 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) | $8,181,000 | 1,092 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $8,181,000 | 5,941 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 957 |
| Fair value | $5,517,000 | 956 |
| 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 | $8,433,000 | 5,939 |
| U.S. Government securities | $8,433,000 | 5,213 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,433,000 | 5,117 |
| 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 | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,933,000 | 4,672 |
| Certificates of participation in pools of residential mortgages | $2,933,000 | 4,152 |
| Issued or guaranteed by U.S. | $2,933,000 | 4,145 |
| 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) | $8,433,000 | 1,092 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $8,433,000 | 5,907 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $6,980,000 | 6,146 |
| U.S. Government securities | $6,980,000 | 5,482 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,980,000 | 5,372 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,480,000 | 4,755 |
| Certificates of participation in pools of residential mortgages | $2,480,000 | 4,238 |
| Issued or guaranteed by U.S. | $2,480,000 | 4,223 |
| 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) | $6,980,000 | 1,202 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $6,980,000 | 6,114 |
| 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 | $9,508,000 | 5,892 |
| U.S. Government securities | $9,508,000 | 5,136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,508,000 | 5,019 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,008,000 | 4,868 |
| Certificates of participation in pools of residential mortgages | $2,008,000 | 4,390 |
| Issued or guaranteed by U.S. | $2,008,000 | 4,380 |
| 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) | $9,508,000 | 1,046 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $9,508,000 | 5,859 |
| 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 | $10,713,000 | 5,684 |
| U.S. Government securities | $10,713,000 | 4,902 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,713,000 | 4,782 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,213,000 | 4,761 |
| Certificates of participation in pools of residential mortgages | $2,213,000 | 4,262 |
| Issued or guaranteed by U.S. | $2,213,000 | 4,253 |
| 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) | $10,713,000 | 989 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $10,713,000 | 5,650 |
| 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 | $8,709,000 | 5,904 |
| U.S. Government securities | $8,709,000 | 5,105 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,709,000 | 4,993 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,209,000 | 5,080 |
| Certificates of participation in pools of residential mortgages | $1,209,000 | 4,597 |
| Issued or guaranteed by U.S. | $1,209,000 | 4,590 |
| 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) | $8,709,000 | 1,097 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $8,709,000 | 5,862 |
| 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 | $9,329,000 | 5,779 |
| U.S. Government securities | $9,329,000 | 4,966 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,329,000 | 4,851 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,329,000 | 5,069 |
| Certificates of participation in pools of residential mortgages | $1,329,000 | 4,532 |
| Issued or guaranteed by U.S. | $1,329,000 | 4,525 |
| 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) | $9,329,000 | 1,077 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $9,329,000 | 5,742 |
| 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 | $8,507,000 | 6,001 |
| U.S. Government securities | $8,507,000 | 5,231 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,507,000 | 5,117 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,508,000 | 5,009 |
| Certificates of participation in pools of residential mortgages | $1,508,000 | 4,510 |
| Issued or guaranteed by U.S. | $1,508,000 | 4,503 |
| 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) | $8,507,000 | 1,177 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $8,507,000 | 5,959 |
| 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 | $11,100,000 | 5,595 |
| U.S. Government securities | $11,100,000 | 4,776 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,100,000 | 4,660 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,601,000 | 5,068 |
| Certificates of participation in pools of residential mortgages | $1,601,000 | 4,592 |
| Issued or guaranteed by U.S. | $1,601,000 | 4,580 |
| 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) | $11,100,000 | 1,036 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $11,100,000 | 5,552 |
| 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 | $11,181,000 | 5,582 |
| U.S. Government securities | $11,181,000 | 4,753 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,181,000 | 4,653 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,682,000 | 5,118 |
| Certificates of participation in pools of residential mortgages | $1,682,000 | 4,638 |
| Issued or guaranteed by U.S. | $1,682,000 | 4,629 |
| 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) | $11,181,000 | 1,031 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $11,181,000 | 5,541 |
| 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 | $10,267,000 | 5,788 |
| U.S. Government securities | $10,267,000 | 4,960 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,267,000 | 4,865 |
| 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 | $1,768,000 | 5,163 |
| Certificates of participation in pools of residential mortgages | $1,768,000 | 4,695 |
| Issued or guaranteed by U.S. | $1,768,000 | 4,686 |
| 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) | $10,267,000 | 1,120 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $10,267,000 | 5,748 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $8,011,000 | 6,185 |
| U.S. Government securities | $8,011,000 | 5,382 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,011,000 | 5,299 |
| 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 | $2,011,000 | 5,128 |
| Certificates of participation in pools of residential mortgages | $2,011,000 | 4,649 |
| Issued or guaranteed by U.S. | $2,011,000 | 4,635 |
| 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) | $8,011,000 | 1,298 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $8,011,000 | 6,142 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $8,590,000 | 6,161 |
| U.S. Government securities | $8,590,000 | 5,378 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,590,000 | 5,295 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,090,000 | 5,185 |
| Certificates of participation in pools of residential mortgages | $2,090,000 | 4,709 |
| Issued or guaranteed by U.S. | $2,090,000 | 4,696 |
| 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) | $8,590,000 | 1,261 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $8,590,000 | 6,106 |
| 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 | $7,050,000 | 6,499 |
| U.S. Government securities | $7,050,000 | 5,840 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,050,000 | 5,757 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,751,000 | 5,303 |
| Certificates of participation in pools of residential mortgages | $1,751,000 | 4,851 |
| Issued or guaranteed by U.S. | $1,751,000 | 4,836 |
| 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) | $7,050,000 | 1,395 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $7,050,000 | 6,457 |
| 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 | $4,788,000 | 6,962 |
| U.S. Government securities | $4,788,000 | 6,460 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,788,000 | 6,366 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,789,000 | 5,243 |
| Certificates of participation in pools of residential mortgages | $1,789,000 | 4,804 |
| Issued or guaranteed by U.S. | $1,789,000 | 4,789 |
| 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) | $4,788,000 | 1,680 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $4,788,000 | 6,920 |
| 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 | $4,831,000 | 7,035 |
| U.S. Government securities | $4,831,000 | 6,511 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,831,000 | 6,420 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,831,000 | 5,228 |
| Certificates of participation in pools of residential mortgages | $1,831,000 | 4,782 |
| Issued or guaranteed by U.S. | $1,831,000 | 4,762 |
| 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) | $4,831,000 | 1,665 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $4,831,000 | 6,975 |
| 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 | $4,877,000 | 7,038 |
| U.S. Government securities | $4,877,000 | 6,508 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,877,000 | 6,413 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,877,000 | 5,151 |
| Certificates of participation in pools of residential mortgages | $1,877,000 | 4,683 |
| Issued or guaranteed by U.S. | $1,877,000 | 4,661 |
| 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) | $4,877,000 | 1,677 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $4,877,000 | 6,975 |
| 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 | $6,008,000 | 6,849 |
| U.S. Government securities | $6,008,000 | 6,288 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,008,000 | 6,186 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,508,000 | 5,088 |
| Certificates of participation in pools of residential mortgages | $1,508,000 | 4,629 |
| Issued or guaranteed by U.S. | $1,508,000 | 4,610 |
| 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) | $6,008,000 | 1,578 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $6,008,000 | 6,795 |
| 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 | $6,021,000 | 6,906 |
| U.S. Government securities | $6,021,000 | 6,374 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,021,000 | 6,265 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,021,000 | 5,251 |
| Certificates of participation in pools of residential mortgages | $1,021,000 | 4,785 |
| Issued or guaranteed by U.S. | $1,021,000 | 4,769 |
| 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) | $6,021,000 | 1,619 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $6,021,000 | 6,856 |
| 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 | $6,034,000 | 6,954 |
| U.S. Government securities | $6,034,000 | 6,420 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,034,000 | 6,301 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,034,000 | 5,235 |
| Certificates of participation in pools of residential mortgages | $1,034,000 | 4,772 |
| Issued or guaranteed by U.S. | $1,034,000 | 4,758 |
| 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) | $6,034,000 | 1,635 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $6,034,000 | 6,903 |
| 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 | $6,044,000 | 6,990 |
| U.S. Government securities | $6,044,000 | 6,451 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,044,000 | 6,332 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $1,044,000 | 5,252 |
| Certificates of participation in pools of residential mortgages | $1,044,000 | 4,775 |
| Issued or guaranteed by U.S. | $1,044,000 | 4,756 |
| 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) | $6,044,000 | 1,655 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $6,044,000 | 6,944 |
| 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 | $5,574,000 | 7,136 |
| U.S. Government securities | $5,574,000 | 6,641 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,574,000 | 6,512 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $574,000 | 5,627 |
| Certificates of participation in pools of residential mortgages | $574,000 | 5,196 |
| Issued or guaranteed by U.S. | $574,000 | 5,177 |
| 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) | $5,574,000 | 1,752 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $5,574,000 | 7,087 |
| 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 | $5,079,000 | 7,320 |
| U.S. Government securities | $5,079,000 | 6,844 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,079,000 | 6,713 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $579,000 | 5,618 |
| Certificates of participation in pools of residential mortgages | $579,000 | 5,196 |
| Issued or guaranteed by U.S. | $579,000 | 5,172 |
| 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) | $5,079,000 | 1,873 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $5,079,000 | 7,266 |
| 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 | $5,092,000 | 7,349 |
| U.S. Government securities | $5,092,000 | 6,861 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,092,000 | 6,723 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $592,000 | 5,633 |
| Certificates of participation in pools of residential mortgages | $592,000 | 5,215 |
| Issued or guaranteed by U.S. | $592,000 | 5,192 |
| 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) | $5,092,000 | 1,899 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $5,092,000 | 7,299 |
| 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 | $5,099,000 | 7,401 |
| U.S. Government securities | $5,099,000 | 6,894 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,099,000 | 6,750 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $599,000 | 5,657 |
| Certificates of participation in pools of residential mortgages | $599,000 | 5,232 |
| Issued or guaranteed by U.S. | $599,000 | 5,214 |
| 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) | $5,099,000 | 1,915 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $5,099,000 | 7,343 |
| 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 | $5,107,000 | 7,433 |
| U.S. Government securities | $5,107,000 | 6,918 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,107,000 | 6,767 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $607,000 | 5,708 |
| Certificates of participation in pools of residential mortgages | $607,000 | 5,264 |
| Issued or guaranteed by U.S. | $607,000 | 5,244 |
| 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) | $5,107,000 | 1,952 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $5,107,000 | 7,376 |
| 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 | $5,122,000 | 7,455 |
| U.S. Government securities | $5,122,000 | 6,912 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,122,000 | 6,769 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $622,000 | 5,738 |
| Certificates of participation in pools of residential mortgages | $622,000 | 5,289 |
| Issued or guaranteed by U.S. | $622,000 | 5,271 |
| 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) | $5,122,000 | 1,950 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $5,122,000 | 7,398 |
| 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 | $5,132,000 | 7,488 |
| U.S. Government securities | $5,132,000 | 6,952 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,132,000 | 6,807 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $632,000 | 5,777 |
| Certificates of participation in pools of residential mortgages | $632,000 | 5,322 |
| Issued or guaranteed by U.S. | $632,000 | 5,299 |
| 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) | $5,132,000 | 1,970 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $5,132,000 | 7,420 |
| 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 | $5,141,000 | 7,560 |
| U.S. Government securities | $5,141,000 | 7,022 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,141,000 | 6,867 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $641,000 | 5,849 |
| Certificates of participation in pools of residential mortgages | $641,000 | 5,393 |
| Issued or guaranteed by U.S. | $641,000 | 5,376 |
| 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) | $5,141,000 | 1,982 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $5,141,000 | 7,498 |
| 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 | $5,154,000 | 7,603 |
| U.S. Government securities | $5,154,000 | 7,053 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,154,000 | 6,895 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $654,000 | 5,880 |
| Certificates of participation in pools of residential mortgages | $654,000 | 5,414 |
| Issued or guaranteed by U.S. | $654,000 | 5,396 |
| 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) | $5,154,000 | 2,001 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $5,154,000 | 7,537 |
| 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 | $6,160,000 | 7,407 |
| U.S. Government securities | $6,160,000 | 6,754 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,160,000 | 6,600 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $660,000 | 5,925 |
| Certificates of participation in pools of residential mortgages | $660,000 | 5,447 |
| Issued or guaranteed by U.S. | $660,000 | 5,431 |
| 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) | $6,160,000 | 1,889 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $6,160,000 | 7,330 |
| 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 | $6,173,000 | 7,471 |
| U.S. Government securities | $6,173,000 | 6,835 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,173,000 | 6,669 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $673,000 | 5,978 |
| Certificates of participation in pools of residential mortgages | $673,000 | 5,504 |
| Issued or guaranteed by U.S. | $673,000 | 5,487 |
| 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) | $6,173,000 | 1,899 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $6,173,000 | 7,391 |
| 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 | $5,683,000 | 7,584 |
| U.S. Government securities | $5,683,000 | 6,957 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,683,000 | 6,792 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $683,000 | 6,025 |
| Certificates of participation in pools of residential mortgages | $683,000 | 5,525 |
| Issued or guaranteed by U.S. | $683,000 | 5,507 |
| 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) | $5,683,000 | 1,943 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $5,683,000 | 7,503 |
| 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 | $5,691,000 | 7,649 |
| U.S. Government securities | $5,691,000 | 7,037 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,691,000 | 6,842 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $691,000 | 6,024 |
| Certificates of participation in pools of residential mortgages | $691,000 | 5,553 |
| Issued or guaranteed by U.S. | $691,000 | 5,532 |
| 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) | $5,691,000 | 1,970 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $5,691,000 | 7,570 |
| 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 | $3,209,000 | 8,237 |
| U.S. Government securities | $3,209,000 | 7,743 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,209,000 | 7,556 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $709,000 | 6,064 |
| Certificates of participation in pools of residential mortgages | $709,000 | 5,566 |
| Issued or guaranteed by U.S. | $709,000 | 5,544 |
| 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) | $3,209,000 | 2,469 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $3,209,000 | 8,151 |
| 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 | $2,242,000 | 8,524 |
| U.S. Government securities | $2,242,000 | 8,108 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,242,000 | 7,934 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $742,000 | 6,124 |
| Certificates of participation in pools of residential mortgages | $742,000 | 5,606 |
| Issued or guaranteed by U.S. | $742,000 | 5,584 |
| 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) | $2,242,000 | 2,799 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $2,242,000 | 8,445 |
| 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 | $2,799,000 | 8,430 |
| U.S. Government securities | $2,799,000 | 7,971 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,799,000 | 7,789 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $799,000 | 6,093 |
| Certificates of participation in pools of residential mortgages | $799,000 | 5,559 |
| Issued or guaranteed by U.S. | $799,000 | 5,539 |
| 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) | $2,799,000 | 2,651 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $2,799,000 | 8,352 |
| 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 | $3,316,000 | 8,345 |
| U.S. Government securities | $3,316,000 | 7,800 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,316,000 | 7,589 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $816,000 | 6,074 |
| Certificates of participation in pools of residential mortgages | $816,000 | 5,522 |
| Issued or guaranteed by U.S. | $816,000 | 5,504 |
| 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) | $3,316,000 | 2,561 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $3,316,000 | 8,260 |
| 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 | $2,045,000 | 8,837 |
| U.S. Government securities | $2,045,000 | 8,453 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,045,000 | 8,251 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $545,000 | 6,293 |
| Certificates of participation in pools of residential mortgages | $466,000 | 5,768 |
| Issued or guaranteed by U.S. | $466,000 | 5,745 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $79,000 | 4,300 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 4,111 |
| 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) | $2,045,000 | 3,166 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $2,045,000 | 8,755 |
| 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 | $23,269,000 | 4,145 |
| U.S. Government securities | $23,269,000 | 3,261 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,269,000 | 3,010 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $818,000 | 5,724 |
| Certificates of participation in pools of residential mortgages | $685,000 | 5,167 |
| Issued or guaranteed by U.S. | $685,000 | 5,153 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $133,000 | 3,883 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 3,701 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,269,000 | 995 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $23,269,000 | 4,038 |
| 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 | $25,033,000 | 4,133 |
| U.S. Government securities | $25,033,000 | 3,226 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,033,000 | 2,885 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,096,000 | 5,749 |
| Certificates of participation in pools of residential mortgages | $963,000 | 5,074 |
| Issued or guaranteed by U.S. | $963,000 | 5,062 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $133,000 | 4,129 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 3,943 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,033,000 | 1,041 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $25,033,000 | 4,025 |
| 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 | $16,088,000 | 5,572 |
| U.S. Government securities | $16,088,000 | 4,560 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,088,000 | 3,903 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,608,000 | 5,589 |
| Certificates of participation in pools of residential mortgages | $1,281,000 | 4,964 |
| Issued or guaranteed by U.S. | $1,281,000 | 4,948 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $327,000 | 4,043 |
| CMOs issued by government agencies or sponsored agencies | $327,000 | 3,881 |
| 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) | $16,088,000 | 1,656 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $16,088,000 | 5,442 |
| 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 | $6,973,000 | 8,461 |
| U.S. Government securities | $6,973,000 | 7,684 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,973,000 | 6,390 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $974,000 | 6,363 |
| Certificates of participation in pools of residential mortgages | $974,000 | 5,417 |
| Issued or guaranteed by U.S. | $974,000 | 5,395 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,973,000 | 3,496 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $6,973,000 | 8,325 |
| 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 | $6,619,000 | 9,137 |
| U.S. Government securities | $6,580,000 | 8,431 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,580,000 | 6,868 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-39,000 | 914 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,083,000 | 6,727 |
| Certificates of participation in pools of residential mortgages | $1,083,000 | 5,705 |
| Issued or guaranteed by U.S. | $1,083,000 | 5,689 |
| 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) | $6,619,000 | 4,079 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $6,580,000 | 9,046 |
| 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 | $8,847,000 | 8,689 |
| U.S. Government securities | $8,801,000 | 7,801 |
| U.S. Treasury securities | $2,994,000 | 6,110 |
| U.S. Government agency obligations | $5,807,000 | 7,263 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-46,000 | 988 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,307,000 | 6,932 |
| Certificates of participation in pools of residential mortgages | $1,307,000 | 5,683 |
| Issued or guaranteed by U.S. | $1,307,000 | 5,654 |
| 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) | $8,847,000 | 3,696 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $8,801,000 | 8,580 |
| 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 | $12,083,000 | 8,028 |
| U.S. Government securities | $12,028,000 | 6,956 |
| U.S. Treasury securities | $5,993,000 | 4,936 |
| U.S. Government agency obligations | $6,035,000 | 7,134 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-55,000 | 1,074 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,535,000 | 7,097 |
| Certificates of participation in pools of residential mortgages | $1,535,000 | 5,697 |
| Issued or guaranteed by U.S. | $1,535,000 | 5,672 |
| 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) | $12,083,000 | 5,032 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $12,028,000 | 7,934 |
| 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 | $13,447,000 | 7,891 |
| U.S. Government securities | $13,382,000 | 6,729 |
| U.S. Treasury securities | $10,028,000 | 3,492 |
| U.S. Government agency obligations | $3,354,000 | 9,084 |
| 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 | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-65,000 | 1,160 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,854,000 | 7,432 |
| Certificates of participation in pools of residential mortgages | $1,854,000 | 5,905 |
| Issued or guaranteed by U.S. | $1,854,000 | 5,856 |
| 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 | $13,382,000 | 7,742 |
| 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 | $16,964,000 | 6,823 |
| U.S. Government securities | $16,796,000 | 5,781 |
| U.S. Treasury securities | $14,076,000 | 2,644 |
| U.S. Government agency obligations | $2,720,000 | 9,799 |
| Securities issued by states & political subdivisions | $90,000 | 9,396 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-78,000 | 1,429 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,720,000 | 6,986 |
| Certificates of participation in pools of residential mortgages | $2,220,000 | 5,887 |
| Issued or guaranteed by U.S. | $2,220,000 | 5,822 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $500,000 | 5,850 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 5,438 |
| 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 | $16,886,000 | 6,739 |
| 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 |