Home > Gateway Bank, F.S.B. > Securities
Gateway Bank, F.S.B., Securities
| 2023-12-31 | Rank | |
| Total securities | $33,225,000 | 3,094 |
| U.S. Government securities | $12,842,000 | 3,397 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $12,842,000 | 3,031 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $20,383,000 | 711 |
| 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 | $20,383,000 | 399 |
| 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 | $486,000 | 3,848 |
| Mortgage-backed securities | $12,842,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,718,000 | 2,365 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,325,000 | 2,068 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,322,000 | 1,142 |
| Other commercial mortgage-backed securities | $3,477,000 | 809 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $33,225,000 | 2,858 |
| Total debt securities | $33,224,000 | 3,073 |
| 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 | $32,546,000 | 3,102 |
| U.S. Government securities | $12,427,000 | 3,448 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $12,427,000 | 3,044 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $20,119,000 | 706 |
| 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 | $20,119,000 | 398 |
| 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 | $459,000 | 3,863 |
| Mortgage-backed securities | $12,427,000 | 2,386 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,596,000 | 2,377 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,330,000 | 2,036 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,184,000 | 1,146 |
| Other commercial mortgage-backed securities | $3,317,000 | 804 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $32,546,000 | 2,860 |
| Total debt securities | $32,547,000 | 3,081 |
| 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 | $32,759,000 | 3,146 |
| U.S. Government securities | $13,325,000 | 3,429 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $13,325,000 | 3,034 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $19,434,000 | 715 |
| 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 | $19,434,000 | 407 |
| 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 | $490,000 | 3,856 |
| Mortgage-backed securities | $13,325,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,019,000 | 2,371 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,409,000 | 2,021 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,313,000 | 1,119 |
| Other commercial mortgage-backed securities | $3,584,000 | 791 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $32,759,000 | 2,900 |
| Total debt securities | $32,758,000 | 3,120 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $34,451,000 | 3,180 |
| U.S. Government securities | $14,093,000 | 3,463 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $14,093,000 | 2,999 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $20,358,000 | 732 |
| 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 | $20,358,000 | 412 |
| 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 | $504,000 | 3,862 |
| Mortgage-backed securities | $14,093,000 | 2,388 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,328,000 | 2,386 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,492,000 | 2,040 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,344,000 | 1,139 |
| Other commercial mortgage-backed securities | $3,929,000 | 785 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $34,451,000 | 2,919 |
| Total debt securities | $34,451,000 | 3,155 |
| 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 | $35,073,000 | 3,197 |
| U.S. Government securities | $14,179,000 | 3,479 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $14,179,000 | 2,992 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $20,894,000 | 731 |
| 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 | $20,894,000 | 417 |
| 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 | $358,000 | 3,852 |
| Mortgage-backed securities | $14,179,000 | 2,410 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,424,000 | 2,403 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,522,000 | 2,043 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,266,000 | 1,148 |
| Other commercial mortgage-backed securities | $3,967,000 | 784 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $35,073,000 | 2,938 |
| Total debt securities | $35,075,000 | 3,173 |
| 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 | $35,553,000 | 3,204 |
| U.S. Government securities | $14,363,000 | 3,475 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $14,363,000 | 3,001 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $21,190,000 | 702 |
| 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 | $21,190,000 | 410 |
| 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 | $357,000 | 3,872 |
| Mortgage-backed securities | $14,363,000 | 2,415 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,542,000 | 2,411 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,577,000 | 2,036 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,291,000 | 1,162 |
| Other commercial mortgage-backed securities | $3,953,000 | 812 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $35,553,000 | 2,945 |
| Total debt securities | $35,551,000 | 3,182 |
| 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 | $37,608,000 | 3,166 |
| U.S. Government securities | $15,731,000 | 3,415 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $15,731,000 | 2,944 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $21,877,000 | 657 |
| 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 | $21,877,000 | 414 |
| 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 | $384,000 | 3,900 |
| Mortgage-backed securities | $15,731,000 | 2,388 |
| Certificates of participation in pools of residential mortgages | $8,206,000 | 2,441 |
| Issued or guaranteed by U.S. | $8,206,000 | 2,375 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,750,000 | 2,104 |
| CMOs issued by government agencies or sponsored agencies | $1,750,000 | 2,027 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $5,775,000 | 1,106 |
| Commercial mortgage pass-through securities | $1,448,000 | 1,125 |
| Other commercial mortgage-backed securities | $4,327,000 | 847 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $37,608,000 | 2,933 |
| Total debt securities | $37,609,000 | 3,148 |
| 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 | $38,735,000 | 3,089 |
| U.S. Government securities | $16,676,000 | 3,271 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $16,676,000 | 2,878 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $22,059,000 | 634 |
| 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 | $22,059,000 | 407 |
| 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 | $401,000 | 3,918 |
| Mortgage-backed securities | $16,676,000 | 2,361 |
| Certificates of participation in pools of residential mortgages | $8,742,000 | 2,396 |
| Issued or guaranteed by U.S. | $8,742,000 | 2,339 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,881,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $1,881,000 | 2,010 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $6,053,000 | 1,085 |
| Commercial mortgage pass-through securities | $1,624,000 | 1,098 |
| Other commercial mortgage-backed securities | $4,429,000 | 839 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $38,735,000 | 2,896 |
| Total debt securities | $38,736,000 | 3,074 |
| 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 | $22,485,000 | 3,589 |
| U.S. Government securities | $2,520,000 | 4,240 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,520,000 | 4,025 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $19,965,000 | 652 |
| 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 | $19,965,000 | 414 |
| 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 | $426,000 | 3,939 |
| Mortgage-backed securities | $2,520,000 | 3,463 |
| Certificates of participation in pools of residential mortgages | $593,000 | 3,610 |
| Issued or guaranteed by U.S. | $593,000 | 3,517 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,927,000 | 1,513 |
| Commercial mortgage pass-through securities | $1,927,000 | 1,044 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $22,485,000 | 3,376 |
| Total debt securities | $22,485,000 | 3,568 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 475 |
| Fair value | $1,973,000 | 515 |
| 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 | $22,558,000 | 3,526 |
| U.S. Government securities | $2,517,000 | 4,252 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,517,000 | 4,065 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $20,041,000 | 616 |
| 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 | $20,041,000 | 387 |
| 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 | $434,000 | 3,967 |
| Mortgage-backed securities | $2,517,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $604,000 | 3,649 |
| Issued or guaranteed by U.S. | $604,000 | 3,565 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,913,000 | 1,525 |
| Commercial mortgage pass-through securities | $1,913,000 | 1,053 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $22,558,000 | 3,323 |
| Total debt securities | $22,558,000 | 3,506 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 418 |
| Fair value | $1,933,000 | 484 |
| 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 | $20,632,000 | 3,590 |
| U.S. Government securities | $2,562,000 | 4,263 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,562,000 | 4,083 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $18,070,000 | 626 |
| 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 | $18,070,000 | 393 |
| 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 | $434,000 | 4,005 |
| Mortgage-backed securities | $2,562,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $607,000 | 3,668 |
| Issued or guaranteed by U.S. | $607,000 | 3,576 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,955,000 | 1,500 |
| Commercial mortgage pass-through securities | $1,955,000 | 1,035 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $20,632,000 | 3,385 |
| Total debt securities | $20,632,000 | 3,568 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 366 |
| Fair value | $2,002,000 | 380 |
| 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 | $17,875,000 | 3,631 |
| U.S. Government securities | $2,577,000 | 4,205 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,577,000 | 4,047 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $15,298,000 | 667 |
| 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 | $15,298,000 | 416 |
| 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 | $581,000 | 3,984 |
| Mortgage-backed securities | $2,577,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $614,000 | 3,661 |
| Issued or guaranteed by U.S. | $614,000 | 3,571 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,963,000 | 1,470 |
| Commercial mortgage pass-through securities | $1,820,000 | 1,037 |
| Other commercial mortgage-backed securities | $143,000 | 1,359 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $17,875,000 | 3,415 |
| Total debt securities | $17,875,000 | 3,606 |
| Structured notes | ||
| Amortized cost | $2,200,000 | 242 |
| Fair value | $1,993,000 | 256 |
| 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 | $13,101,000 | 3,828 |
| U.S. Government securities | $769,000 | 4,436 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $769,000 | 4,318 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $12,332,000 | 694 |
| 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 | $12,332,000 | 455 |
| 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 | $590,000 | 3,995 |
| Mortgage-backed securities | $769,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $620,000 | 3,643 |
| Issued or guaranteed by U.S. | $620,000 | 3,557 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $149,000 | 1,909 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $149,000 | 1,319 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $13,101,000 | 3,606 |
| Total debt securities | $13,101,000 | 3,803 |
| 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 | $11,025,000 | 3,931 |
| U.S. Government securities | $1,177,000 | 4,377 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,177,000 | 4,248 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $9,848,000 | 767 |
| 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 | $9,848,000 | 505 |
| 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 | $996,000 | 3,935 |
| Mortgage-backed securities | $1,177,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $911,000 | 3,557 |
| Issued or guaranteed by U.S. | $911,000 | 3,466 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $266,000 | 1,866 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $266,000 | 1,268 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $11,025,000 | 3,693 |
| Total debt securities | $11,024,000 | 3,906 |
| 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 | $11,584,000 | 3,874 |
| U.S. Government securities | $1,516,000 | 4,349 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,516,000 | 4,216 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $10,068,000 | 712 |
| 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 | $10,068,000 | 479 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,334,000 | 3,874 |
| Mortgage-backed securities | $1,516,000 | 3,695 |
| Certificates of participation in pools of residential mortgages | $921,000 | 3,550 |
| Issued or guaranteed by U.S. | $921,000 | 3,456 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $595,000 | 1,740 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $595,000 | 1,160 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $11,584,000 | 3,640 |
| Total debt securities | $11,584,000 | 3,852 |
| 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 | $10,185,000 | 4,013 |
| U.S. Government securities | $1,562,000 | 4,410 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,562,000 | 4,280 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $8,623,000 | 745 |
| 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 | $8,623,000 | 481 |
| 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 | $887,000 | 4,016 |
| Mortgage-backed securities | $1,562,000 | 3,702 |
| Certificates of participation in pools of residential mortgages | $925,000 | 3,563 |
| Issued or guaranteed by U.S. | $925,000 | 3,460 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $637,000 | 1,708 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $637,000 | 1,135 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $10,185,000 | 3,766 |
| Total debt securities | $10,184,000 | 3,989 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $3,566,000 | 4,629 |
| U.S. Government securities | $1,146,000 | 4,577 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,146,000 | 4,441 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $2,420,000 | 1,205 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $2,420,000 | 853 |
| 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 | $962,000 | 4,068 |
| Mortgage-backed securities | $1,146,000 | 3,781 |
| Certificates of participation in pools of residential mortgages | $903,000 | 3,556 |
| Issued or guaranteed by U.S. | $903,000 | 3,467 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $243,000 | 1,814 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $243,000 | 1,191 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $3,566,000 | 4,386 |
| Total debt securities | $3,566,000 | 4,611 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $5,783,000 | 4,490 |
| U.S. Government securities | $4,668,000 | 4,082 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,668,000 | 3,922 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $1,115,000 | 1,486 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,115,000 | 1,096 |
| 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 | $4,492,000 | 3,360 |
| Mortgage-backed securities | $4,668,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | $907,000 | 3,582 |
| Issued or guaranteed by U.S. | $907,000 | 3,493 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,761,000 | 1,076 |
| Commercial mortgage pass-through securities | $1,277,000 | 1,030 |
| Other commercial mortgage-backed securities | $2,484,000 | 766 |
| Held to maturity securities (book value) | $5,783,000 | 939 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $5,784,000 | 4,469 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $17,616,000 | 3,611 |
| U.S. Government securities | $16,499,000 | 2,903 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $16,499,000 | 2,739 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $1,117,000 | 1,470 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,117,000 | 1,111 |
| 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 | $8,293,000 | 2,899 |
| Mortgage-backed securities | $16,499,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $4,430,000 | 2,702 |
| Issued or guaranteed by U.S. | $4,430,000 | 2,629 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $414,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $414,000 | 2,584 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $11,655,000 | 627 |
| Commercial mortgage pass-through securities | $1,283,000 | 1,017 |
| Other commercial mortgage-backed securities | $10,372,000 | 413 |
| Held to maturity securities (book value) | $6,038,000 | 958 |
| Available-for-sale securities (fair market value) | $11,578,000 | 3,796 |
| Total debt securities | $17,615,000 | 3,592 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $13,962,000 | 3,929 |
| U.S. Government securities | $12,842,000 | 3,236 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $12,842,000 | 3,068 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $1,120,000 | 1,476 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,120,000 | 1,120 |
| 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 | $8,262,000 | 2,943 |
| Mortgage-backed securities | $12,842,000 | 2,368 |
| Certificates of participation in pools of residential mortgages | $4,580,000 | 2,688 |
| Issued or guaranteed by U.S. | $4,580,000 | 2,618 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $410,000 | 2,644 |
| CMOs issued by government agencies or sponsored agencies | $410,000 | 2,597 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $7,852,000 | 729 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $7,852,000 | 426 |
| Held to maturity securities (book value) | $2,274,000 | 1,267 |
| Available-for-sale securities (fair market value) | $11,688,000 | 3,845 |
| Total debt securities | $13,962,000 | 3,907 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $14,121,000 | 3,951 |
| U.S. Government securities | $12,998,000 | 3,258 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $12,998,000 | 3,089 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $1,123,000 | 1,455 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,123,000 | 1,117 |
| 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 | $8,308,000 | 2,952 |
| Mortgage-backed securities | $12,998,000 | 2,362 |
| Certificates of participation in pools of residential mortgages | $4,690,000 | 2,680 |
| Issued or guaranteed by U.S. | $4,690,000 | 2,637 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $404,000 | 2,657 |
| CMOs issued by government agencies or sponsored agencies | $404,000 | 2,609 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $7,904,000 | 700 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $7,904,000 | 414 |
| Held to maturity securities (book value) | $2,286,000 | 1,308 |
| Available-for-sale securities (fair market value) | $11,835,000 | 3,866 |
| Total debt securities | $14,121,000 | 3,929 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $13,015,000 | 4,081 |
| U.S. Government securities | $13,015,000 | 3,298 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $13,015,000 | 3,142 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,264,000 | 2,975 |
| Mortgage-backed securities | $13,015,000 | 2,382 |
| Certificates of participation in pools of residential mortgages | $4,751,000 | 2,717 |
| Issued or guaranteed by U.S. | $4,751,000 | 2,700 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $415,000 | 2,659 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 2,606 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $7,849,000 | 693 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $7,849,000 | 414 |
| Held to maturity securities (book value) | $1,173,000 | 1,496 |
| Available-for-sale securities (fair market value) | $11,842,000 | 3,923 |
| Total debt securities | $13,014,000 | 4,054 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $15,622,000 | 3,937 |
| U.S. Government securities | $15,622,000 | 3,066 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $15,622,000 | 2,910 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,621,000 | 2,720 |
| Mortgage-backed securities | $15,622,000 | 2,220 |
| Certificates of participation in pools of residential mortgages | $5,002,000 | 2,721 |
| Issued or guaranteed by U.S. | $5,002,000 | 2,593 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $496,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $496,000 | 2,581 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $10,124,000 | 601 |
| Commercial mortgage pass-through securities | $10,124,000 | 370 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,183,000 | 1,521 |
| Available-for-sale securities (fair market value) | $14,439,000 | 3,741 |
| Total debt securities | $15,623,000 | 3,913 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $16,027,000 | 3,949 |
| U.S. Government securities | $16,027,000 | 3,094 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $16,027,000 | 2,953 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,813,000 | 2,748 |
| Mortgage-backed securities | $16,027,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $5,214,000 | 2,732 |
| Issued or guaranteed by U.S. | $5,214,000 | 2,730 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $545,000 | 2,613 |
| CMOs issued by government agencies or sponsored agencies | $545,000 | 2,556 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $10,268,000 | 526 |
| Commercial mortgage pass-through securities | $10,268,000 | 289 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,194,000 | 1,545 |
| Available-for-sale securities (fair market value) | $14,833,000 | 3,765 |
| Total debt securities | $16,027,000 | 3,924 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $16,529,000 | 3,983 |
| U.S. Government securities | $16,529,000 | 3,064 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $16,529,000 | 2,925 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,043,000 | 2,756 |
| Mortgage-backed securities | $16,529,000 | 2,162 |
| Certificates of participation in pools of residential mortgages | $5,487,000 | 2,724 |
| Issued or guaranteed by U.S. | $5,487,000 | 2,722 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $572,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $572,000 | 2,533 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $10,470,000 | 508 |
| Commercial mortgage pass-through securities | $10,470,000 | 289 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,205,000 | 1,580 |
| Available-for-sale securities (fair market value) | $15,324,000 | 3,796 |
| Total debt securities | $16,530,000 | 3,960 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $10,822,000 | 4,488 |
| U.S. Government securities | $10,822,000 | 3,647 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $10,822,000 | 3,505 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,116,000 | 3,616 |
| Mortgage-backed securities | $10,822,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $5,707,000 | 2,717 |
| Issued or guaranteed by U.S. | $5,707,000 | 2,716 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $579,000 | 2,596 |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 2,538 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $4,536,000 | 734 |
| Commercial mortgage pass-through securities | $4,536,000 | 464 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,215,000 | 1,621 |
| Available-for-sale securities (fair market value) | $9,607,000 | 4,319 |
| Total debt securities | $10,822,000 | 4,463 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $8,924,000 | 4,708 |
| U.S. Government securities | $8,924,000 | 3,946 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,924,000 | 3,805 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,971,000 | 4,079 |
| Mortgage-backed securities | $8,924,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $5,953,000 | 2,722 |
| Issued or guaranteed by U.S. | $5,953,000 | 2,721 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $659,000 | 2,590 |
| CMOs issued by government agencies or sponsored agencies | $659,000 | 2,525 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,312,000 | 939 |
| Commercial mortgage pass-through securities | $2,312,000 | 617 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,225,000 | 1,647 |
| Available-for-sale securities (fair market value) | $7,699,000 | 4,506 |
| Total debt securities | $8,924,000 | 4,683 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $16,460,000 | 4,119 |
| U.S. Government securities | $16,460,000 | 3,196 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $16,460,000 | 3,069 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $681,000 | 4,747 |
| Mortgage-backed securities | $16,460,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $6,088,000 | 2,743 |
| Issued or guaranteed by U.S. | $6,088,000 | 2,741 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $681,000 | 2,620 |
| CMOs issued by government agencies or sponsored agencies | $681,000 | 2,556 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $9,691,000 | 504 |
| Commercial mortgage pass-through securities | $7,114,000 | 341 |
| Other commercial mortgage-backed securities | $2,577,000 | 546 |
| Held to maturity securities (book value) | $1,236,000 | 1,678 |
| Available-for-sale securities (fair market value) | $15,224,000 | 3,908 |
| Total debt securities | $16,460,000 | 4,094 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $7,047,000 | 4,960 |
| U.S. Government securities | $7,047,000 | 4,257 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,047,000 | 4,119 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $878,000 | 4,744 |
| Mortgage-backed securities | $7,047,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $1,245,000 | 3,908 |
| Issued or guaranteed by U.S. | $1,245,000 | 3,901 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,802,000 | 1,472 |
| CMOs issued by government agencies or sponsored agencies | $5,802,000 | 1,413 |
| 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) | $1,245,000 | 1,690 |
| Available-for-sale securities (fair market value) | $5,802,000 | 4,764 |
| Total debt securities | $7,047,000 | 4,931 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,230,000 | 5,528 |
| U.S. Government securities | $2,230,000 | 5,085 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,230,000 | 4,979 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 4,780 |
| Mortgage-backed securities | $2,230,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $1,255,000 | 3,943 |
| Issued or guaranteed by U.S. | $1,255,000 | 3,940 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $975,000 | 2,523 |
| CMOs issued by government agencies or sponsored agencies | $975,000 | 2,455 |
| 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) | $1,255,000 | 1,709 |
| Available-for-sale securities (fair market value) | $975,000 | 5,349 |
| Total debt securities | $2,230,000 | 5,504 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $21,726,000 | 3,800 |
| U.S. Government securities | $21,726,000 | 2,837 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $21,726,000 | 2,726 |
| 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 | $1,038,000 | 4,805 |
| Mortgage-backed securities | $21,726,000 | 1,965 |
| Certificates of participation in pools of residential mortgages | $20,688,000 | 1,525 |
| Issued or guaranteed by U.S. | $20,688,000 | 1,521 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,038,000 | 2,522 |
| CMOs issued by government agencies or sponsored agencies | $1,038,000 | 2,450 |
| 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) | $1,267,000 | 1,748 |
| Available-for-sale securities (fair market value) | $20,459,000 | 3,586 |
| Total debt securities | $21,725,000 | 3,768 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $21,201,000 | 3,902 |
| U.S. Government securities | $21,201,000 | 2,944 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $21,201,000 | 2,834 |
| 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 | $1,081,000 | 4,844 |
| Mortgage-backed securities | $21,201,000 | 2,002 |
| Certificates of participation in pools of residential mortgages | $20,120,000 | 1,553 |
| Issued or guaranteed by U.S. | $20,120,000 | 1,552 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,081,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $1,081,000 | 2,449 |
| 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) | $205,000 | 2,137 |
| Available-for-sale securities (fair market value) | $20,996,000 | 3,588 |
| Total debt securities | $21,201,000 | 3,877 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $21,029,000 | 3,941 |
| U.S. Government securities | $21,029,000 | 2,991 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,029,000 | 2,880 |
| 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 | $20,822,000 | 2,110 |
| Mortgage-backed securities | $21,029,000 | 2,008 |
| Certificates of participation in pools of residential mortgages | $19,971,000 | 1,572 |
| Issued or guaranteed by U.S. | $19,971,000 | 1,571 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,058,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $1,058,000 | 2,496 |
| 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) | $207,000 | 2,174 |
| Available-for-sale securities (fair market value) | $20,822,000 | 3,624 |
| Total debt securities | $21,029,000 | 3,918 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,341,000 | 5,920 |
| U.S. Government securities | $1,341,000 | 5,613 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,341,000 | 5,519 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,132,000 | 4,945 |
| Mortgage-backed securities | $1,341,000 | 4,357 |
| Certificates of participation in pools of residential mortgages | $209,000 | 4,603 |
| Issued or guaranteed by U.S. | $209,000 | 4,598 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,132,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $1,132,000 | 2,495 |
| 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) | $209,000 | 2,181 |
| Available-for-sale securities (fair market value) | $1,132,000 | 5,586 |
| Total debt securities | $1,341,000 | 5,900 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,510,000 | 5,975 |
| U.S. Government securities | $1,510,000 | 5,665 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,510,000 | 5,566 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,300,000 | 4,929 |
| Mortgage-backed securities | $1,510,000 | 4,391 |
| Certificates of participation in pools of residential mortgages | $210,000 | 4,683 |
| Issued or guaranteed by U.S. | $210,000 | 4,680 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,300,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $1,300,000 | 2,496 |
| 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) | $210,000 | 2,220 |
| Available-for-sale securities (fair market value) | $1,300,000 | 5,639 |
| Total debt securities | $1,510,000 | 5,955 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,752,000 | 6,008 |
| U.S. Government securities | $1,752,000 | 5,710 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,752,000 | 5,616 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,540,000 | 4,926 |
| Mortgage-backed securities | $1,752,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $212,000 | 4,740 |
| Issued or guaranteed by U.S. | $212,000 | 4,733 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,540,000 | 2,515 |
| CMOs issued by government agencies or sponsored agencies | $1,540,000 | 2,443 |
| 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) | $212,000 | 2,221 |
| Available-for-sale securities (fair market value) | $1,540,000 | 5,662 |
| Total debt securities | $1,752,000 | 5,989 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $11,113,000 | 5,099 |
| U.S. Government securities | $11,113,000 | 4,294 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,113,000 | 4,181 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,547,000 | 4,989 |
| Mortgage-backed securities | $11,113,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $9,566,000 | 2,567 |
| Issued or guaranteed by U.S. | $9,566,000 | 2,562 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,547,000 | 2,562 |
| CMOs issued by government agencies or sponsored agencies | $1,547,000 | 2,489 |
| 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) | $214,000 | 2,251 |
| Available-for-sale securities (fair market value) | $10,899,000 | 4,738 |
| Total debt securities | $11,113,000 | 5,076 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $20,463,000 | 4,335 |
| U.S. Government securities | $20,463,000 | 3,399 |
| U.S. Treasury securities | $9,478,000 | 393 |
| U.S. Government agency obligations | $10,985,000 | 4,307 |
| 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 | $10,769,000 | 3,140 |
| Mortgage-backed securities | $10,985,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $9,521,000 | 2,650 |
| Issued or guaranteed by U.S. | $9,521,000 | 2,648 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,464,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $1,464,000 | 2,548 |
| 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) | $216,000 | 2,290 |
| Available-for-sale securities (fair market value) | $20,247,000 | 3,985 |
| Total debt securities | $20,463,000 | 4,313 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $30,592,000 | 3,647 |
| U.S. Government securities | $30,592,000 | 2,711 |
| U.S. Treasury securities | $18,944,000 | 224 |
| U.S. Government agency obligations | $11,648,000 | 4,304 |
| 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 | $21,120,000 | 2,176 |
| Mortgage-backed securities | $11,648,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | $9,947,000 | 2,636 |
| Issued or guaranteed by U.S. | $9,947,000 | 2,636 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,701,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $1,701,000 | 2,502 |
| 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) | $367,000 | 2,230 |
| Available-for-sale securities (fair market value) | $30,225,000 | 3,347 |
| Total debt securities | $30,592,000 | 3,617 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $37,530,000 | 3,251 |
| U.S. Government securities | $30,131,000 | 2,758 |
| U.S. Treasury securities | $18,528,000 | 223 |
| U.S. Government agency obligations | $11,603,000 | 4,341 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $7,399,000 | 767 |
| Privately issued residential mortgage-backed securities | $7,399,000 | 177 |
| 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 | $30,132,000 | 1,696 |
| Mortgage-backed securities | $19,002,000 | 2,402 |
| Certificates of participation in pools of residential mortgages | $9,950,000 | 2,666 |
| Issued or guaranteed by U.S. | $9,950,000 | 2,666 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,052,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $1,653,000 | 2,532 |
| Privately issued | $7,399,000 | 168 |
| 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) | $370,000 | 2,234 |
| Available-for-sale securities (fair market value) | $37,160,000 | 2,993 |
| Total debt securities | $37,530,000 | 3,221 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $37,255,000 | 3,274 |
| U.S. Government securities | $29,760,000 | 2,759 |
| U.S. Treasury securities | $18,027,000 | 206 |
| U.S. Government agency obligations | $11,733,000 | 4,330 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $7,495,000 | 789 |
| Privately issued residential mortgage-backed securities | $7,495,000 | 191 |
| 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 | $34,361,000 | 1,536 |
| Mortgage-backed securities | $19,228,000 | 2,390 |
| Certificates of participation in pools of residential mortgages | $10,074,000 | 2,652 |
| Issued or guaranteed by U.S. | $10,074,000 | 2,652 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $9,154,000 | 1,425 |
| CMOs issued by government agencies or sponsored agencies | $1,659,000 | 2,508 |
| Privately issued | $7,495,000 | 180 |
| 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) | $484,000 | 2,186 |
| Available-for-sale securities (fair market value) | $36,771,000 | 3,015 |
| Total debt securities | $37,255,000 | 3,245 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $38,201,000 | 3,238 |
| U.S. Government securities | $30,753,000 | 2,729 |
| U.S. Treasury securities | $18,533,000 | 191 |
| U.S. Government agency obligations | $12,220,000 | 4,274 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $7,448,000 | 810 |
| Privately issued residential mortgage-backed securities | $7,448,000 | 198 |
| 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 | $35,042,000 | 1,502 |
| Mortgage-backed securities | $19,668,000 | 2,370 |
| Certificates of participation in pools of residential mortgages | $10,392,000 | 2,612 |
| Issued or guaranteed by U.S. | $10,392,000 | 2,609 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,276,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $1,828,000 | 2,463 |
| Privately issued | $7,448,000 | 185 |
| 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) | $488,000 | 2,172 |
| Available-for-sale securities (fair market value) | $37,713,000 | 2,993 |
| Total debt securities | $38,201,000 | 3,207 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $29,113,000 | 3,772 |
| U.S. Government securities | $21,610,000 | 3,368 |
| U.S. Treasury securities | $18,731,000 | 188 |
| U.S. Government agency obligations | $2,879,000 | 5,801 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $7,503,000 | 824 |
| Privately issued residential mortgage-backed securities | $7,503,000 | 209 |
| 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 | $26,277,000 | 1,828 |
| Mortgage-backed securities | $10,382,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $492,000 | 4,873 |
| Issued or guaranteed by U.S. | $492,000 | 4,869 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,890,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $2,387,000 | 2,334 |
| Privately issued | $7,503,000 | 199 |
| 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) | $492,000 | 2,114 |
| Available-for-sale securities (fair market value) | $28,621,000 | 3,498 |
| Total debt securities | $29,112,000 | 3,742 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $16,083,000 | 4,892 |
| U.S. Government securities | $8,104,000 | 5,010 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,104,000 | 4,905 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $7,979,000 | 820 |
| Privately issued residential mortgage-backed securities | $7,979,000 | 218 |
| 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 | $13,258,000 | 2,853 |
| Mortgage-backed securities | $16,083,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $495,000 | 4,930 |
| Issued or guaranteed by U.S. | $495,000 | 4,927 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,588,000 | 1,153 |
| CMOs issued by government agencies or sponsored agencies | $7,609,000 | 1,566 |
| Privately issued | $7,979,000 | 211 |
| 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) | $495,000 | 2,105 |
| Available-for-sale securities (fair market value) | $15,588,000 | 4,571 |
| Total debt securities | $16,083,000 | 4,858 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $19,127,000 | 4,556 |
| U.S. Government securities | $11,028,000 | 4,547 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,028,000 | 4,445 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $8,099,000 | 784 |
| Privately issued residential mortgage-backed securities | $8,099,000 | 229 |
| 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 | $16,154,000 | 2,523 |
| Mortgage-backed securities | $19,127,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | $634,000 | 4,879 |
| Issued or guaranteed by U.S. | $634,000 | 4,878 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $18,493,000 | 1,064 |
| CMOs issued by government agencies or sponsored agencies | $10,394,000 | 1,382 |
| Privately issued | $8,099,000 | 222 |
| 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) | $634,000 | 2,053 |
| Available-for-sale securities (fair market value) | $18,493,000 | 4,269 |
| Total debt securities | $19,126,000 | 4,523 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $34,047,000 | 3,460 |
| U.S. Government securities | $17,717,000 | 3,814 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,717,000 | 3,733 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $16,330,000 | 530 |
| Privately issued residential mortgage-backed securities | $16,330,000 | 157 |
| 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 | $22,893,000 | 2,038 |
| Mortgage-backed securities | $34,047,000 | 1,830 |
| Certificates of participation in pools of residential mortgages | $638,000 | 4,993 |
| Issued or guaranteed by U.S. | $638,000 | 4,989 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $33,409,000 | 748 |
| CMOs issued by government agencies or sponsored agencies | $17,079,000 | 1,096 |
| Privately issued | $16,330,000 | 152 |
| 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) | $638,000 | 2,097 |
| Available-for-sale securities (fair market value) | $33,409,000 | 3,230 |
| Total debt securities | $34,047,000 | 3,437 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $40,180,000 | 3,129 |
| U.S. Government securities | $24,236,000 | 3,245 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $24,236,000 | 3,183 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $15,944,000 | 544 |
| Privately issued residential mortgage-backed securities | $15,944,000 | 174 |
| 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 | $29,902,000 | 1,708 |
| Mortgage-backed securities | $40,180,000 | 1,625 |
| Certificates of participation in pools of residential mortgages | $4,255,000 | 3,872 |
| Issued or guaranteed by U.S. | $4,255,000 | 3,870 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $35,925,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $19,981,000 | 993 |
| Privately issued | $15,944,000 | 170 |
| 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) | $643,000 | 2,107 |
| Available-for-sale securities (fair market value) | $39,537,000 | 2,920 |
| Total debt securities | $40,180,000 | 3,102 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $46,389,000 | 2,836 |
| U.S. Government securities | $30,155,000 | 2,884 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $30,155,000 | 2,824 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $16,234,000 | 531 |
| Privately issued residential mortgage-backed securities | $16,234,000 | 180 |
| 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 | $36,014,000 | 1,468 |
| Mortgage-backed securities | $46,389,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | $4,715,000 | 3,771 |
| Issued or guaranteed by U.S. | $4,715,000 | 3,767 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $41,674,000 | 663 |
| CMOs issued by government agencies or sponsored agencies | $25,440,000 | 867 |
| Privately issued | $16,234,000 | 174 |
| 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) | $647,000 | 2,144 |
| Available-for-sale securities (fair market value) | $45,742,000 | 2,631 |
| Total debt securities | $46,389,000 | 2,816 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $28,401,000 | 3,806 |
| U.S. Government securities | $2,152,000 | 6,442 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,152,000 | 6,347 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $26,249,000 | 393 |
| Privately issued residential mortgage-backed securities | $26,249,000 | 168 |
| 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 | $26,900,000 | 2,050 |
| Certificates of participation in pools of residential mortgages | $651,000 | 4,987 |
| Issued or guaranteed by U.S. | $651,000 | 4,978 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $26,249,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $26,249,000 | 163 |
| 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) | $651,000 | 2,231 |
| Available-for-sale securities (fair market value) | $27,750,000 | 3,562 |
| Total debt securities | $28,401,000 | 3,782 |
| 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 | $25,986,000 | 3,922 |
| U.S. Government securities | $2,162,000 | 6,503 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,162,000 | 6,398 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $23,824,000 | 416 |
| Privately issued residential mortgage-backed securities | $23,824,000 | 194 |
| 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 | $24,480,000 | 2,115 |
| Certificates of participation in pools of residential mortgages | $656,000 | 4,991 |
| Issued or guaranteed by U.S. | $656,000 | 4,980 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $23,824,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $23,824,000 | 189 |
| 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) | $657,000 | 2,254 |
| Available-for-sale securities (fair market value) | $25,329,000 | 3,664 |
| Total debt securities | $25,986,000 | 3,884 |
| 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 | $53,809,000 | 2,398 |
| U.S. Government securities | $2,172,000 | 6,619 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,172,000 | 6,508 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $51,637,000 | 239 |
| Privately issued residential mortgage-backed securities | $51,637,000 | 117 |
| 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 | $52,297,000 | 1,228 |
| Certificates of participation in pools of residential mortgages | $660,000 | 4,997 |
| Issued or guaranteed by U.S. | $660,000 | 4,986 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $51,637,000 | 567 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $51,637,000 | 113 |
| 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) | $1,870,000 | 1,881 |
| Available-for-sale securities (fair market value) | $51,939,000 | 2,245 |
| Total debt securities | $53,809,000 | 2,376 |
| 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 | $20,768,000 | 4,450 |
| U.S. Government securities | $2,174,000 | 6,649 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,174,000 | 6,537 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $20,101,000 | 469 |
| Privately issued residential mortgage-backed securities | $20,101,000 | 238 |
| 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 | $1,507,000 | 11 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,765,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $664,000 | 4,960 |
| Issued or guaranteed by U.S. | $664,000 | 4,952 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $20,101,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $20,101,000 | 229 |
| 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) | $1,462,000 | 2,013 |
| Available-for-sale securities (fair market value) | $19,306,000 | 4,229 |
| Total debt securities | $22,275,000 | 4,262 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,507,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $19,851,000 | 4,416 |
| U.S. Government securities | $2,420,000 | 6,555 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,420,000 | 6,432 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $18,939,000 | 521 |
| Privately issued residential mortgage-backed securities | $18,939,000 | 269 |
| 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 | $1,508,000 | 11 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,845,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $906,000 | 4,760 |
| Issued or guaranteed by U.S. | $906,000 | 4,752 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,939,000 | 1,046 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $18,939,000 | 262 |
| 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) | $705,000 | 2,297 |
| Available-for-sale securities (fair market value) | $19,146,000 | 4,130 |
| Total debt securities | $21,359,000 | 4,218 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,508,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $20,439,000 | 4,302 |
| U.S. Government securities | $2,425,000 | 6,592 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,425,000 | 6,471 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $19,525,000 | 503 |
| Privately issued residential mortgage-backed securities | $19,525,000 | 272 |
| 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 | $1,511,000 | 12 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,437,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | $912,000 | 4,770 |
| Issued or guaranteed by U.S. | $912,000 | 4,763 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,525,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $19,525,000 | 262 |
| 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) | $696,000 | 2,350 |
| Available-for-sale securities (fair market value) | $19,743,000 | 4,013 |
| Total debt securities | $21,950,000 | 4,102 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,511,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $20,827,000 | 4,285 |
| U.S. Government securities | $2,430,000 | 6,725 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,430,000 | 6,610 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $19,905,000 | 494 |
| Privately issued residential mortgage-backed securities | $19,905,000 | 287 |
| 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 | $1,508,000 | 12 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,822,000 | 2,141 |
| Certificates of participation in pools of residential mortgages | $917,000 | 4,807 |
| Issued or guaranteed by U.S. | $917,000 | 4,800 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $19,905,000 | 968 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $19,905,000 | 275 |
| 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) | $679,000 | 2,426 |
| Available-for-sale securities (fair market value) | $20,148,000 | 3,977 |
| Total debt securities | $22,335,000 | 4,095 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,508,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $20,209,000 | 4,428 |
| U.S. Government securities | $923,000 | 7,232 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $923,000 | 7,126 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $19,286,000 | 517 |
| Privately issued residential mortgage-backed securities | $19,286,000 | 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 | 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 | $20,209,000 | 2,242 |
| Certificates of participation in pools of residential mortgages | $923,000 | 4,935 |
| Issued or guaranteed by U.S. | $923,000 | 4,926 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $19,286,000 | 959 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $19,286,000 | 290 |
| 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) | $374,000 | 2,682 |
| Available-for-sale securities (fair market value) | $19,835,000 | 4,073 |
| Total debt securities | $20,209,000 | 4,394 |
| 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 | $21,151,000 | 4,282 |
| U.S. Government securities | $928,000 | 7,256 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $928,000 | 7,154 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $20,223,000 | 523 |
| Privately issued residential mortgage-backed securities | $20,223,000 | 316 |
| 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 | $21,151,000 | 2,206 |
| Certificates of participation in pools of residential mortgages | $928,000 | 5,009 |
| Issued or guaranteed by U.S. | $928,000 | 5,000 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $20,223,000 | 933 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $20,223,000 | 306 |
| 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) | $580,000 | 2,581 |
| Available-for-sale securities (fair market value) | $20,571,000 | 3,944 |
| Total debt securities | $21,151,000 | 4,252 |
| 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 | $22,494,000 | 4,158 |
| U.S. Government securities | $1,173,000 | 7,245 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,173,000 | 7,152 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $21,321,000 | 545 |
| Privately issued residential mortgage-backed securities | $21,321,000 | 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 | 2,284 |
| 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 | $22,494,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $1,173,000 | 4,965 |
| Issued or guaranteed by U.S. | $1,173,000 | 4,953 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $21,321,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $21,321,000 | 319 |
| 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) | $824,000 | 2,530 |
| Available-for-sale securities (fair market value) | $21,670,000 | 3,847 |
| Total debt securities | $22,494,000 | 4,120 |
| 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 | $21,817,000 | 4,225 |
| U.S. Government securities | $1,180,000 | 7,294 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,180,000 | 7,210 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $20,637,000 | 588 |
| Privately issued residential mortgage-backed securities | $20,637,000 | 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 | 2,390 |
| 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 | $21,817,000 | 2,239 |
| Certificates of participation in pools of residential mortgages | $1,180,000 | 5,002 |
| Issued or guaranteed by U.S. | $1,180,000 | 4,989 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $20,637,000 | 886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $20,637,000 | 328 |
| 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) | $750,000 | 2,597 |
| Available-for-sale securities (fair market value) | $21,067,000 | 3,882 |
| Total debt securities | $21,817,000 | 4,181 |
| 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 | $21,080,000 | 4,310 |
| U.S. Government securities | $1,429,000 | 7,326 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,429,000 | 7,243 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $19,651,000 | 570 |
| Privately issued residential mortgage-backed securities | $19,651,000 | 368 |
| 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 | $21,080,000 | 2,318 |
| Certificates of participation in pools of residential mortgages | $1,429,000 | 4,974 |
| Issued or guaranteed by U.S. | $1,429,000 | 4,957 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $19,651,000 | 912 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $19,651,000 | 352 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,021,000 | 2,518 |
| Available-for-sale securities (fair market value) | $20,059,000 | 3,984 |
| Total debt securities | $21,080,000 | 4,270 |
| 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 | $24,526,000 | 3,948 |
| U.S. Government securities | $1,437,000 | 7,410 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,437,000 | 7,322 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $23,089,000 | 482 |
| Privately issued residential mortgage-backed securities | $23,089,000 | 314 |
| 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 | $24,526,000 | 2,053 |
| Certificates of participation in pools of residential mortgages | $1,437,000 | 4,962 |
| Issued or guaranteed by U.S. | $1,437,000 | 4,947 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $23,089,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $23,089,000 | 304 |
| 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) | $977,000 | 2,555 |
| Available-for-sale securities (fair market value) | $23,549,000 | 3,612 |
| Total debt securities | $24,526,000 | 3,905 |
| 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 | $35,692,000 | 2,993 |
| U.S. Government securities | $1,444,000 | 7,466 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,444,000 | 7,376 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $34,248,000 | 387 |
| Privately issued residential mortgage-backed securities | $34,248,000 | 272 |
| 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 | $35,692,000 | 1,468 |
| Certificates of participation in pools of residential mortgages | $1,444,000 | 4,930 |
| Issued or guaranteed by U.S. | $1,444,000 | 4,913 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $34,248,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $34,248,000 | 258 |
| 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) | $837,000 | 2,641 |
| Available-for-sale securities (fair market value) | $34,855,000 | 2,690 |
| Total debt securities | $35,692,000 | 2,958 |
| 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 | $39,968,000 | 2,778 |
| U.S. Government securities | $1,452,000 | 7,518 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,452,000 | 7,437 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $38,516,000 | 369 |
| Privately issued residential mortgage-backed securities | $38,516,000 | 256 |
| 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 | $39,968,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $1,452,000 | 4,939 |
| Issued or guaranteed by U.S. | $1,452,000 | 4,920 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $38,516,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $38,516,000 | 242 |
| 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) | $858,000 | 2,631 |
| Available-for-sale securities (fair market value) | $39,110,000 | 2,505 |
| Total debt securities | $39,968,000 | 2,739 |
| 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 | $-215,190,000 | 8,504 |
| U.S. Government securities | $1,733,000 | 7,467 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,733,000 | 7,372 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $35,763,000 | 378 |
| Privately issued residential mortgage-backed securities | $35,763,000 | 263 |
| 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 | $252,686,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,496,000 | 1,354 |
| Certificates of participation in pools of residential mortgages | $1,733,000 | 4,746 |
| Issued or guaranteed by U.S. | $1,733,000 | 4,723 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $35,763,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $35,763,000 | 249 |
| 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) | $-250,952,000 | 8,504 |
| Available-for-sale securities (fair market value) | $35,762,000 | 2,701 |
| Total debt securities | $37,496,000 | 2,868 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $252,686,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $1,742,000 | 7,841 |
| U.S. Government securities | $1,742,000 | 7,576 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,742,000 | 7,466 |
| 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 | $1,742,000 | 4,968 |
| Certificates of participation in pools of residential mortgages | $1,742,000 | 4,503 |
| Issued or guaranteed by U.S. | $1,742,000 | 4,485 |
| 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) | $1,144,000 | 2,601 |
| Available-for-sale securities (fair market value) | $598,000 | 7,444 |
| Total debt securities | $1,742,000 | 7,792 |
| 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 | $1,751,000 | 7,881 |
| U.S. Government securities | $1,751,000 | 7,635 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,751,000 | 7,525 |
| 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 | $1,751,000 | 4,852 |
| Certificates of participation in pools of residential mortgages | $1,751,000 | 4,345 |
| Issued or guaranteed by U.S. | $1,751,000 | 4,333 |
| 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) | $1,123,000 | 2,664 |
| Available-for-sale securities (fair market value) | $628,000 | 7,471 |
| Total debt securities | $1,751,000 | 7,831 |
| 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 | $1,759,000 | 7,932 |
| U.S. Government securities | $1,759,000 | 7,682 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,759,000 | 7,568 |
| 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 | $1,759,000 | 4,843 |
| Certificates of participation in pools of residential mortgages | $1,759,000 | 4,323 |
| Issued or guaranteed by U.S. | $1,759,000 | 4,309 |
| 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) | $1,124,000 | 2,699 |
| Available-for-sale securities (fair market value) | $635,000 | 7,502 |
| Total debt securities | $1,759,000 | 7,883 |
| 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 | $1,768,000 | 7,976 |
| U.S. Government securities | $1,768,000 | 7,726 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,768,000 | 7,605 |
| 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 | $1,768,000 | 4,850 |
| Certificates of participation in pools of residential mortgages | $1,768,000 | 4,326 |
| Issued or guaranteed by U.S. | $1,768,000 | 4,309 |
| 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) | $1,139,000 | 2,721 |
| Available-for-sale securities (fair market value) | $629,000 | 7,531 |
| Total debt securities | $1,768,000 | 7,928 |
| 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 | $2,079,000 | 7,937 |
| U.S. Government securities | $2,079,000 | 7,662 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,079,000 | 7,537 |
| 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 | $2,079,000 | 4,673 |
| Certificates of participation in pools of residential mortgages | $2,079,000 | 4,134 |
| Issued or guaranteed by U.S. | $2,079,000 | 4,122 |
| 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) | $1,419,000 | 2,681 |
| Available-for-sale securities (fair market value) | $660,000 | 7,577 |
| Total debt securities | $2,079,000 | 7,886 |
| 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 | $2,089,000 | 8,020 |
| U.S. Government securities | $2,089,000 | 7,735 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,089,000 | 7,601 |
| 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 | $2,089,000 | 4,662 |
| Certificates of participation in pools of residential mortgages | $2,089,000 | 4,124 |
| Issued or guaranteed by U.S. | $2,089,000 | 4,104 |
| 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) | $1,366,000 | 2,764 |
| Available-for-sale securities (fair market value) | $723,000 | 7,615 |
| Total debt securities | $2,089,000 | 7,970 |
| 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 | $2,103,000 | 8,065 |
| U.S. Government securities | $2,103,000 | 7,785 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,103,000 | 7,652 |
| 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 | $2,103,000 | 4,662 |
| Certificates of participation in pools of residential mortgages | $2,103,000 | 4,121 |
| Issued or guaranteed by U.S. | $2,103,000 | 4,107 |
| 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) | $1,350,000 | 2,794 |
| Available-for-sale securities (fair market value) | $753,000 | 7,650 |
| Total debt securities | $2,103,000 | 8,018 |
| 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 | $2,113,000 | 8,105 |
| U.S. Government securities | $2,113,000 | 7,841 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,113,000 | 7,706 |
| 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 | $2,113,000 | 4,693 |
| Certificates of participation in pools of residential mortgages | $2,113,000 | 4,154 |
| Issued or guaranteed by U.S. | $2,113,000 | 4,140 |
| 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) | $1,423,000 | 2,819 |
| Available-for-sale securities (fair market value) | $690,000 | 7,696 |
| Total debt securities | $2,113,000 | 8,060 |
| 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 | $2,123,000 | 8,149 |
| U.S. Government securities | $2,123,000 | 7,866 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,123,000 | 7,734 |
| 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 | $2,123,000 | 4,730 |
| Certificates of participation in pools of residential mortgages | $2,123,000 | 4,167 |
| Issued or guaranteed by U.S. | $2,123,000 | 4,151 |
| 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) | $1,395,000 | 2,894 |
| Available-for-sale securities (fair market value) | $728,000 | 7,735 |
| Total debt securities | $2,123,000 | 8,099 |
| 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 | $2,139,000 | 8,171 |
| U.S. Government securities | $2,139,000 | 7,880 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,139,000 | 7,749 |
| 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 | $2,139,000 | 4,759 |
| Certificates of participation in pools of residential mortgages | $2,139,000 | 4,202 |
| Issued or guaranteed by U.S. | $2,139,000 | 4,189 |
| 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) | $1,369,000 | 2,929 |
| Available-for-sale securities (fair market value) | $770,000 | 7,749 |
| Total debt securities | $2,139,000 | 8,122 |
| 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 | $2,146,000 | 8,200 |
| U.S. Government securities | $2,146,000 | 7,917 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,146,000 | 7,774 |
| 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 | $2,146,000 | 4,851 |
| Certificates of participation in pools of residential mortgages | $2,146,000 | 4,279 |
| Issued or guaranteed by U.S. | $2,146,000 | 4,263 |
| 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) | $1,391,000 | 2,979 |
| Available-for-sale securities (fair market value) | $755,000 | 7,774 |
| Total debt securities | $2,146,000 | 8,154 |
| 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 | $2,143,000 | 8,279 |
| U.S. Government securities | $2,143,000 | 7,980 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,143,000 | 7,830 |
| 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 | $2,143,000 | 4,939 |
| Certificates of participation in pools of residential mortgages | $2,143,000 | 4,351 |
| Issued or guaranteed by U.S. | $2,143,000 | 4,338 |
| 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) | $1,263,000 | 3,070 |
| Available-for-sale securities (fair market value) | $880,000 | 7,821 |
| Total debt securities | $2,143,000 | 8,228 |
| 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 | $2,157,000 | 8,318 |
| U.S. Government securities | $2,157,000 | 8,010 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,157,000 | 7,861 |
| 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 | $2,157,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $2,157,000 | 4,393 |
| Issued or guaranteed by U.S. | $2,157,000 | 4,378 |
| 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) | $1,342,000 | 3,049 |
| Available-for-sale securities (fair market value) | $815,000 | 7,862 |
| Total debt securities | $2,157,000 | 8,264 |
| 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 | $2,170,000 | 8,361 |
| U.S. Government securities | $2,170,000 | 8,051 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,170,000 | 7,902 |
| 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 | $2,170,000 | 5,000 |
| Certificates of participation in pools of residential mortgages | $2,170,000 | 4,414 |
| Issued or guaranteed by U.S. | $2,170,000 | 4,401 |
| 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) | $1,298,000 | 3,117 |
| Available-for-sale securities (fair market value) | $872,000 | 7,894 |
| Total debt securities | $2,170,000 | 8,309 |
| 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 | $2,180,000 | 8,432 |
| U.S. Government securities | $2,180,000 | 8,131 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,180,000 | 7,971 |
| 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 | $2,180,000 | 5,063 |
| Certificates of participation in pools of residential mortgages | $2,180,000 | 4,465 |
| Issued or guaranteed by U.S. | $2,180,000 | 4,450 |
| 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) | $1,162,000 | 3,217 |
| Available-for-sale securities (fair market value) | $1,018,000 | 7,908 |
| Total debt securities | $2,180,000 | 8,380 |
| 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 | $2,189,000 | 8,428 |
| U.S. Government securities | $2,189,000 | 8,085 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,189,000 | 7,927 |
| 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 | $2,189,000 | 5,094 |
| Certificates of participation in pools of residential mortgages | $2,189,000 | 4,509 |
| Issued or guaranteed by U.S. | $2,189,000 | 4,492 |
| 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) | $1,146,000 | 3,236 |
| Available-for-sale securities (fair market value) | $1,043,000 | 7,922 |
| Total debt securities | $2,189,000 | 8,366 |
| 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 | $2,198,000 | 8,495 |
| U.S. Government securities | $2,198,000 | 8,160 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,198,000 | 7,995 |
| 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 | $2,198,000 | 5,070 |
| Certificates of participation in pools of residential mortgages | $2,198,000 | 4,492 |
| Issued or guaranteed by U.S. | $2,198,000 | 4,471 |
| 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) | $1,041,000 | 3,340 |
| Available-for-sale securities (fair market value) | $1,157,000 | 7,951 |
| Total debt securities | $2,198,000 | 8,427 |
| 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 | $0 | 9,073 |
| U.S. Government securities | $0 | 8,934 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,835 |
| 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 | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $-1,201,000 | 9,247 |
| Available-for-sale securities (fair market value) | $1,201,000 | 7,954 |
| Total debt securities | $0 | 9,018 |
| 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 | $0 | 9,101 |
| U.S. Government securities | $0 | 8,962 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,860 |
| 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 | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $-993,000 | 9,279 |
| Available-for-sale securities (fair market value) | $993,000 | 8,057 |
| Total debt securities | $0 | 9,046 |
| 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 | $0 | 9,153 |
| U.S. Government securities | $0 | 9,007 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,906 |
| 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 | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $0 | 9,097 |
| 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 | $0 | 9,193 |
| U.S. Government securities | $0 | 9,056 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,949 |
| 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 | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $0 | 9,137 |
| 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 | $0 | 9,430 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,193 |
| 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 | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $0 | 9,380 |
| 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 | $4,031,000 | 8,686 |
| U.S. Government securities | $4,031,000 | 8,157 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,031,000 | 7,821 |
| 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 | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,031,000 | 3,037 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $4,031,000 | 8,579 |
| 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 | $4,019,000 | 9,012 |
| U.S. Government securities | $4,019,000 | 8,489 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,019,000 | 7,983 |
| 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 | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,019,000 | 3,379 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $4,019,000 | 8,900 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $2,357,000 | 9,695 |
| U.S. Government securities | $2,357,000 | 9,279 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,357,000 | 8,554 |
| 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 | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,357,000 | 4,533 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $2,357,000 | 9,589 |
| 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 | $3,662,000 | 9,735 |
| U.S. Government securities | $3,662,000 | 9,238 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,662,000 | 8,020 |
| 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 | $662,000 | 6,747 |
| Certificates of participation in pools of residential mortgages | $662,000 | 5,883 |
| Issued or guaranteed by U.S. | $662,000 | 5,864 |
| 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) | $3,000,000 | 5,025 |
| Available-for-sale securities (fair market value) | $662,000 | 9,387 |
| Total debt securities | $3,662,000 | 9,627 |
| 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 | $3,505,000 | 10,367 |
| U.S. Government securities | $3,505,000 | 9,882 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,505,000 | 8,502 |
| 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 | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,561,000 | 6,250 |
| Certificates of participation in pools of residential mortgages | $1,561,000 | 5,139 |
| Issued or guaranteed by U.S. | $1,561,000 | 5,120 |
| 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) | $1,944,000 | 6,346 |
| Available-for-sale securities (fair market value) | $1,561,000 | 9,231 |
| Total debt securities | $3,505,000 | 10,269 |
| 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 | $1,758,000 | 11,459 |
| U.S. Government securities | $1,758,000 | 11,208 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $1,758,000 | 9,936 |
| 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 | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,758,000 | 6,491 |
| Certificates of participation in pools of residential mortgages | $1,758,000 | 5,162 |
| Issued or guaranteed by U.S. | $1,758,000 | 5,130 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $1,758,000 | 9,543 |
| Total debt securities | $1,758,000 | 11,367 |
| 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 | $2,905,000 | 11,736 |
| U.S. Government securities | $2,905,000 | 11,316 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $2,905,000 | 9,211 |
| 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 | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,905,000 | 5,924 |
| Certificates of participation in pools of residential mortgages | $2,905,000 | 4,443 |
| Issued or guaranteed by U.S. | $2,905,000 | 4,415 |
| 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) | $2,905,000 | 9,371 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $2,905,000 | 11,644 |
| 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 | $2,975,000 | 12,174 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| 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 | $2,975,000 | 1,092 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| 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 | $0 | 13,082 |
| 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 | $1,475,000 | 13,293 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,475,000 | 1,518 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $0 | 13,675 |
| 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 |