Home > Home Loan Investment Bank, F.S.B. > Securities
Home Loan Investment Bank, F.S.B., Securities
| 2023-12-31 | Rank | |
| Total securities | $12,658,000 | 3,892 |
| U.S. Government securities | $11,334,000 | 3,500 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $11,334,000 | 3,142 |
| Securities issued by states & political subdivisions | $1,233,000 | 3,483 |
| Other domestic debt securities | $91,000 | 2,287 |
| Privately issued residential mortgage-backed securities | $91,000 | 610 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,334,000 | 2,840 |
| Mortgage-backed securities | $441,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $350,000 | 3,422 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $91,000 | 456 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $12,658,000 | 3,633 |
| Total debt securities | $12,658,000 | 3,873 |
| 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 | $12,194,000 | 3,935 |
| U.S. Government securities | $10,821,000 | 3,544 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $10,821,000 | 3,158 |
| Securities issued by states & political subdivisions | $1,279,000 | 3,504 |
| Other domestic debt securities | $94,000 | 2,294 |
| Privately issued residential mortgage-backed securities | $94,000 | 588 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,821,000 | 2,844 |
| Mortgage-backed securities | $463,000 | 3,623 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $369,000 | 3,428 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $94,000 | 450 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $12,194,000 | 3,654 |
| Total debt securities | $12,195,000 | 3,913 |
| 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 | $12,664,000 | 3,958 |
| U.S. Government securities | $11,262,000 | 3,560 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $11,262,000 | 3,176 |
| Securities issued by states & political subdivisions | $1,296,000 | 3,540 |
| Other domestic debt securities | $106,000 | 2,309 |
| Privately issued residential mortgage-backed securities | $106,000 | 590 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,262,000 | 2,798 |
| Mortgage-backed securities | $503,000 | 3,631 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $397,000 | 3,430 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $106,000 | 442 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $12,664,000 | 3,676 |
| Total debt securities | $12,663,000 | 3,934 |
| 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 | $12,826,000 | 4,023 |
| U.S. Government securities | $11,416,000 | 3,627 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $11,416,000 | 3,193 |
| Securities issued by states & political subdivisions | $1,300,000 | 3,593 |
| Other domestic debt securities | $110,000 | 2,361 |
| Privately issued residential mortgage-backed securities | $110,000 | 615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,416,000 | 2,701 |
| Mortgage-backed securities | $531,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $421,000 | 3,468 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $110,000 | 458 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $12,826,000 | 3,739 |
| Total debt securities | $12,826,000 | 4,000 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $11,386,000 | 4,111 |
| U.S. Government securities | $11,263,000 | 3,656 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $11,263,000 | 3,200 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $123,000 | 2,393 |
| Privately issued residential mortgage-backed securities | $123,000 | 628 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,263,000 | 2,614 |
| Mortgage-backed securities | $559,000 | 3,702 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $436,000 | 3,491 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $123,000 | 456 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $11,386,000 | 3,815 |
| Total debt securities | $11,385,000 | 4,089 |
| 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 | $11,444,000 | 4,137 |
| U.S. Government securities | $11,318,000 | 3,670 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $11,318,000 | 3,218 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $126,000 | 2,356 |
| Privately issued residential mortgage-backed securities | $126,000 | 617 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,319,000 | 2,575 |
| Mortgage-backed securities | $613,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $487,000 | 3,490 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $126,000 | 462 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $11,444,000 | 3,844 |
| Total debt securities | $11,445,000 | 4,115 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $653,000 | 4,628 |
| U.S. Government securities | $525,000 | 4,502 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $525,000 | 4,293 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $128,000 | 2,220 |
| Privately issued residential mortgage-backed securities | $128,000 | 628 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $525,000 | 3,866 |
| Mortgage-backed securities | $653,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $525,000 | 3,600 |
| Issued or guaranteed by U.S. | $525,000 | 3,508 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $128,000 | 2,717 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $128,000 | 463 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $653,000 | 4,361 |
| Total debt securities | $654,000 | 4,608 |
| 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 | $726,000 | 4,625 |
| U.S. Government securities | $599,000 | 4,476 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $599,000 | 4,275 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $127,000 | 2,206 |
| Privately issued residential mortgage-backed securities | $127,000 | 616 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $598,000 | 3,877 |
| Mortgage-backed securities | $726,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | $726,000 | 3,551 |
| Issued or guaranteed by U.S. | $599,000 | 3,500 |
| Privately issued | $127,000 | 208 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $726,000 | 4,366 |
| Total debt securities | $726,000 | 4,605 |
| 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 | $808,000 | 4,639 |
| U.S. Government securities | $668,000 | 4,436 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $668,000 | 4,277 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $140,000 | 2,176 |
| Privately issued residential mortgage-backed securities | $140,000 | 584 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $668,000 | 3,891 |
| Mortgage-backed securities | $808,000 | 3,752 |
| Certificates of participation in pools of residential mortgages | $808,000 | 3,542 |
| Issued or guaranteed by U.S. | $668,000 | 3,496 |
| Privately issued | $140,000 | 213 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $808,000 | 4,397 |
| Total debt securities | $808,000 | 4,614 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $852,000 | 4,690 |
| U.S. Government securities | $701,000 | 4,473 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $701,000 | 4,333 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $151,000 | 2,129 |
| Privately issued residential mortgage-backed securities | $151,000 | 557 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $701,000 | 3,913 |
| Mortgage-backed securities | $852,000 | 3,789 |
| Certificates of participation in pools of residential mortgages | $852,000 | 3,570 |
| Issued or guaranteed by U.S. | $701,000 | 3,533 |
| Privately issued | $151,000 | 199 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $852,000 | 4,443 |
| Total debt securities | $852,000 | 4,665 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $928,000 | 4,716 |
| U.S. Government securities | $772,000 | 4,489 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $772,000 | 4,357 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $156,000 | 2,130 |
| Privately issued residential mortgage-backed securities | $156,000 | 564 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $772,000 | 3,924 |
| Mortgage-backed securities | $928,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $928,000 | 3,564 |
| Issued or guaranteed by U.S. | $772,000 | 3,521 |
| Privately issued | $156,000 | 216 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $928,000 | 4,460 |
| Total debt securities | $928,000 | 4,693 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $979,000 | 4,717 |
| U.S. Government securities | $814,000 | 4,474 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $814,000 | 4,343 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $165,000 | 2,113 |
| Privately issued residential mortgage-backed securities | $165,000 | 567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $787,000 | 3,936 |
| Mortgage-backed securities | $979,000 | 3,786 |
| Certificates of participation in pools of residential mortgages | $979,000 | 3,554 |
| Issued or guaranteed by U.S. | $814,000 | 3,507 |
| Privately issued | $165,000 | 227 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $979,000 | 4,465 |
| Total debt securities | $979,000 | 4,693 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $1,052,000 | 4,712 |
| U.S. Government securities | $876,000 | 4,421 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $876,000 | 4,297 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $176,000 | 2,049 |
| Privately issued residential mortgage-backed securities | $176,000 | 543 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,000 | 3,937 |
| Mortgage-backed securities | $1,052,000 | 3,762 |
| Certificates of participation in pools of residential mortgages | $1,052,000 | 3,500 |
| Issued or guaranteed by U.S. | $876,000 | 3,475 |
| Privately issued | $176,000 | 211 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,052,000 | 4,456 |
| Total debt securities | $1,052,000 | 4,685 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $1,115,000 | 4,729 |
| U.S. Government securities | $929,000 | 4,442 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $929,000 | 4,321 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $186,000 | 2,026 |
| Privately issued residential mortgage-backed securities | $186,000 | 542 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $929,000 | 3,945 |
| Mortgage-backed securities | $1,115,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $1,115,000 | 3,475 |
| Issued or guaranteed by U.S. | $929,000 | 3,462 |
| Privately issued | $186,000 | 218 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,115,000 | 4,476 |
| Total debt securities | $1,114,000 | 4,702 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $1,234,000 | 4,745 |
| U.S. Government securities | $1,035,000 | 4,434 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,035,000 | 4,313 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $199,000 | 1,960 |
| Privately issued residential mortgage-backed securities | $199,000 | 520 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,035,000 | 3,937 |
| Mortgage-backed securities | $1,234,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $1,234,000 | 3,445 |
| Issued or guaranteed by U.S. | $1,035,000 | 3,422 |
| Privately issued | $199,000 | 214 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $1,234,000 | 4,490 |
| Total debt securities | $1,234,000 | 4,717 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $1,268,000 | 4,783 |
| U.S. Government securities | $1,073,000 | 4,503 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,073,000 | 4,380 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $195,000 | 1,898 |
| Privately issued residential mortgage-backed securities | $195,000 | 540 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,052,000 | 3,953 |
| Mortgage-backed securities | $1,268,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | $1,268,000 | 3,442 |
| Issued or guaranteed by U.S. | $1,073,000 | 3,403 |
| Privately issued | $195,000 | 226 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,268,000 | 4,536 |
| Total debt securities | $1,269,000 | 4,755 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $1,340,000 | 4,843 |
| U.S. Government securities | $1,120,000 | 4,588 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,120,000 | 4,453 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $220,000 | 1,856 |
| Privately issued residential mortgage-backed securities | $220,000 | 501 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,110,000 | 4,005 |
| Mortgage-backed securities | $1,340,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $1,340,000 | 3,406 |
| Issued or guaranteed by U.S. | $1,120,000 | 3,385 |
| Privately issued | $220,000 | 203 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $1,340,000 | 4,601 |
| Total debt securities | $1,340,000 | 4,818 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $1,430,000 | 4,924 |
| U.S. Government securities | $1,201,000 | 4,660 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,201,000 | 4,519 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $229,000 | 1,899 |
| Privately issued residential mortgage-backed securities | $229,000 | 533 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,192,000 | 4,058 |
| Mortgage-backed securities | $1,430,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $1,430,000 | 3,397 |
| Issued or guaranteed by U.S. | $1,201,000 | 3,379 |
| Privately issued | $229,000 | 234 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $1,430,000 | 4,672 |
| Total debt securities | $1,430,000 | 4,899 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $1,517,000 | 4,966 |
| U.S. Government securities | $1,273,000 | 4,699 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,273,000 | 4,568 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $244,000 | 1,883 |
| Privately issued residential mortgage-backed securities | $244,000 | 499 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,265,000 | 4,081 |
| Mortgage-backed securities | $1,517,000 | 3,724 |
| Certificates of participation in pools of residential mortgages | $1,517,000 | 3,377 |
| Issued or guaranteed by U.S. | $1,273,000 | 3,377 |
| Privately issued | $244,000 | 189 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,517,000 | 4,702 |
| Total debt securities | $1,517,000 | 4,941 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $1,592,000 | 5,010 |
| U.S. Government securities | $1,344,000 | 4,743 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,344,000 | 4,614 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $248,000 | 1,880 |
| Privately issued residential mortgage-backed securities | $248,000 | 508 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,346,000 | 4,108 |
| Mortgage-backed securities | $1,592,000 | 3,732 |
| Certificates of participation in pools of residential mortgages | $1,592,000 | 3,369 |
| Issued or guaranteed by U.S. | $1,344,000 | 3,372 |
| Privately issued | $248,000 | 191 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $1,592,000 | 4,740 |
| Total debt securities | $1,592,000 | 4,987 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $1,664,000 | 5,049 |
| U.S. Government securities | $1,404,000 | 4,782 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,404,000 | 4,635 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $260,000 | 1,839 |
| Privately issued residential mortgage-backed securities | $260,000 | 478 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,415,000 | 4,140 |
| Mortgage-backed securities | $1,664,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $1,664,000 | 3,371 |
| Issued or guaranteed by U.S. | $1,404,000 | 3,388 |
| Privately issued | $260,000 | 160 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $1,664,000 | 4,780 |
| Total debt securities | $1,664,000 | 5,026 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $1,740,000 | 5,111 |
| U.S. Government securities | $1,466,000 | 4,839 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,466,000 | 4,693 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $274,000 | 1,801 |
| Privately issued residential mortgage-backed securities | $274,000 | 422 |
| 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 | $1,487,000 | 4,174 |
| Mortgage-backed securities | $1,740,000 | 3,757 |
| Certificates of participation in pools of residential mortgages | $1,740,000 | 3,396 |
| Issued or guaranteed by U.S. | $1,466,000 | 3,449 |
| Privately issued | $274,000 | 99 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $1,740,000 | 4,836 |
| Total debt securities | $1,739,000 | 5,089 |
| 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 | $1,845,000 | 5,159 |
| U.S. Government securities | $1,550,000 | 4,849 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,550,000 | 4,703 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $295,000 | 1,990 |
| Privately issued residential mortgage-backed securities | $295,000 | 667 |
| 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 | $1,567,000 | 4,201 |
| Mortgage-backed securities | $1,845,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $1,845,000 | 3,407 |
| Issued or guaranteed by U.S. | $1,550,000 | 3,344 |
| Privately issued | $295,000 | 351 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $1,845,000 | 4,885 |
| Total debt securities | $1,845,000 | 5,137 |
| 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 | $1,994,000 | 5,203 |
| U.S. Government securities | $1,688,000 | 4,897 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,688,000 | 4,763 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $306,000 | 1,804 |
| Privately issued residential mortgage-backed securities | $306,000 | 386 |
| 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 | $1,703,000 | 4,228 |
| Mortgage-backed securities | $1,994,000 | 3,772 |
| Certificates of participation in pools of residential mortgages | $1,994,000 | 3,421 |
| Issued or guaranteed by U.S. | $1,688,000 | 3,495 |
| Privately issued | $306,000 | 44 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $1,994,000 | 4,928 |
| Total debt securities | $1,994,000 | 5,182 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $2,093,000 | 5,253 |
| U.S. Government securities | $1,774,000 | 4,932 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,774,000 | 4,810 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $319,000 | 1,805 |
| Privately issued residential mortgage-backed securities | $319,000 | 386 |
| 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 | $1,774,000 | 4,267 |
| Mortgage-backed securities | $2,093,000 | 3,790 |
| Certificates of participation in pools of residential mortgages | $2,093,000 | 3,438 |
| Issued or guaranteed by U.S. | $1,774,000 | 3,523 |
| Privately issued | $319,000 | 41 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,093,000 | 4,979 |
| Total debt securities | $2,093,000 | 5,233 |
| 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 | $2,248,000 | 5,296 |
| U.S. Government securities | $1,916,000 | 4,967 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,916,000 | 4,845 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $332,000 | 1,828 |
| Privately issued residential mortgage-backed securities | $332,000 | 392 |
| 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 | $1,915,000 | 4,302 |
| Mortgage-backed securities | $2,248,000 | 3,813 |
| Certificates of participation in pools of residential mortgages | $2,248,000 | 3,456 |
| Issued or guaranteed by U.S. | $1,916,000 | 3,537 |
| Privately issued | $332,000 | 44 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,248,000 | 5,010 |
| Total debt securities | $2,247,000 | 5,272 |
| 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 | $2,374,000 | 5,335 |
| U.S. Government securities | $2,031,000 | 4,984 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,031,000 | 4,863 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $343,000 | 1,855 |
| Privately issued residential mortgage-backed securities | $343,000 | 393 |
| 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 | $2,030,000 | 4,300 |
| Mortgage-backed securities | $2,374,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | $2,374,000 | 3,459 |
| Issued or guaranteed by U.S. | $2,031,000 | 3,552 |
| Privately issued | $343,000 | 39 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,374,000 | 5,040 |
| Total debt securities | $2,374,000 | 5,312 |
| 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 | $2,483,000 | 5,398 |
| U.S. Government securities | $2,117,000 | 5,035 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,117,000 | 4,916 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $366,000 | 1,916 |
| Privately issued residential mortgage-backed securities | $366,000 | 419 |
| 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 | $2,116,000 | 4,319 |
| Mortgage-backed securities | $2,483,000 | 3,858 |
| Certificates of participation in pools of residential mortgages | $2,483,000 | 3,483 |
| Issued or guaranteed by U.S. | $2,117,000 | 3,580 |
| Privately issued | $366,000 | 38 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,483,000 | 5,086 |
| Total debt securities | $2,482,000 | 5,373 |
| 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 | $2,613,000 | 5,421 |
| U.S. Government securities | $2,214,000 | 5,035 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,214,000 | 4,917 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $399,000 | 1,927 |
| Privately issued residential mortgage-backed securities | $399,000 | 434 |
| 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 | $2,213,000 | 4,340 |
| Mortgage-backed securities | $2,613,000 | 3,856 |
| Certificates of participation in pools of residential mortgages | $2,613,000 | 3,467 |
| Issued or guaranteed by U.S. | $2,214,000 | 3,566 |
| Privately issued | $399,000 | 40 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,613,000 | 5,097 |
| Total debt securities | $2,613,000 | 5,395 |
| 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 | $2,768,000 | 5,464 |
| U.S. Government securities | $2,354,000 | 5,061 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,354,000 | 4,954 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $414,000 | 1,923 |
| Privately issued residential mortgage-backed securities | $414,000 | 432 |
| 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 | $2,354,000 | 4,362 |
| Mortgage-backed securities | $2,768,000 | 3,858 |
| Certificates of participation in pools of residential mortgages | $2,768,000 | 3,471 |
| Issued or guaranteed by U.S. | $2,354,000 | 3,577 |
| Privately issued | $414,000 | 36 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,768,000 | 5,131 |
| Total debt securities | $2,767,000 | 5,437 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,956,000 | 5,533 |
| U.S. Government securities | $2,501,000 | 5,132 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,501,000 | 5,020 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $455,000 | 1,944 |
| Privately issued residential mortgage-backed securities | $455,000 | 440 |
| 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 | $2,501,000 | 4,407 |
| Mortgage-backed securities | $2,956,000 | 3,854 |
| Certificates of participation in pools of residential mortgages | $2,956,000 | 3,466 |
| Issued or guaranteed by U.S. | $2,501,000 | 3,585 |
| Privately issued | $455,000 | 40 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $2,956,000 | 5,187 |
| Total debt securities | $2,956,000 | 5,509 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $3,136,000 | 5,573 |
| U.S. Government securities | $2,669,000 | 5,179 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,669,000 | 5,076 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $467,000 | 1,954 |
| Privately issued residential mortgage-backed securities | $467,000 | 437 |
| 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 | $2,669,000 | 4,398 |
| Mortgage-backed securities | $3,136,000 | 3,843 |
| Certificates of participation in pools of residential mortgages | $3,136,000 | 3,443 |
| Issued or guaranteed by U.S. | $2,669,000 | 3,581 |
| Privately issued | $467,000 | 36 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $3,136,000 | 5,225 |
| Total debt securities | $3,136,000 | 5,549 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $3,202,000 | 5,622 |
| U.S. Government securities | $2,707,000 | 5,240 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,707,000 | 5,137 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $495,000 | 1,917 |
| Privately issued residential mortgage-backed securities | $495,000 | 427 |
| 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 | $2,707,000 | 4,425 |
| Mortgage-backed securities | $3,202,000 | 3,853 |
| Certificates of participation in pools of residential mortgages | $3,202,000 | 3,444 |
| Issued or guaranteed by U.S. | $2,707,000 | 3,586 |
| Privately issued | $495,000 | 35 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $3,202,000 | 5,262 |
| Total debt securities | $3,201,000 | 5,596 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $3,356,000 | 5,701 |
| U.S. Government securities | $2,851,000 | 5,322 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,851,000 | 5,222 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $505,000 | 1,878 |
| Privately issued residential mortgage-backed securities | $505,000 | 436 |
| 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 | $2,851,000 | 4,478 |
| Mortgage-backed securities | $3,356,000 | 3,875 |
| Certificates of participation in pools of residential mortgages | $3,356,000 | 3,449 |
| Issued or guaranteed by U.S. | $2,851,000 | 3,589 |
| Privately issued | $505,000 | 36 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $3,356,000 | 5,329 |
| Total debt securities | $3,356,000 | 5,674 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $3,555,000 | 5,755 |
| U.S. Government securities | $3,039,000 | 5,380 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,039,000 | 5,281 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $516,000 | 1,865 |
| Privately issued residential mortgage-backed securities | $516,000 | 450 |
| 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 | $3,039,000 | 4,457 |
| Mortgage-backed securities | $3,555,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $3,555,000 | 3,487 |
| Issued or guaranteed by U.S. | $3,039,000 | 3,622 |
| Privately issued | $516,000 | 38 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $3,555,000 | 5,382 |
| Total debt securities | $3,555,000 | 5,730 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $3,779,000 | 5,792 |
| U.S. Government securities | $3,235,000 | 5,424 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,235,000 | 5,328 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $544,000 | 1,906 |
| Privately issued residential mortgage-backed securities | $544,000 | 473 |
| 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 | $3,208,000 | 4,483 |
| Mortgage-backed securities | $3,779,000 | 3,938 |
| Certificates of participation in pools of residential mortgages | $3,779,000 | 3,506 |
| Issued or guaranteed by U.S. | $3,235,000 | 3,641 |
| Privately issued | $544,000 | 40 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $3,779,000 | 5,416 |
| Total debt securities | $3,779,000 | 5,769 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $3,984,000 | 5,868 |
| U.S. Government securities | $3,403,000 | 5,485 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,403,000 | 5,391 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $581,000 | 1,911 |
| Privately issued residential mortgage-backed securities | $581,000 | 470 |
| 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 | $3,403,000 | 4,500 |
| Mortgage-backed securities | $3,984,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $3,984,000 | 3,524 |
| Issued or guaranteed by U.S. | $3,403,000 | 3,659 |
| Privately issued | $581,000 | 44 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $3,984,000 | 5,486 |
| Total debt securities | $3,984,000 | 5,843 |
| 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 | $4,221,000 | 5,929 |
| U.S. Government securities | $3,613,000 | 5,530 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,613,000 | 5,432 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $608,000 | 1,952 |
| Privately issued residential mortgage-backed securities | $608,000 | 494 |
| 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 | $3,613,000 | 4,491 |
| Mortgage-backed securities | $4,221,000 | 3,989 |
| Certificates of participation in pools of residential mortgages | $4,221,000 | 3,555 |
| Issued or guaranteed by U.S. | $3,613,000 | 3,680 |
| Privately issued | $608,000 | 41 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $4,221,000 | 5,542 |
| Total debt securities | $4,220,000 | 5,903 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $4,530,000 | 5,963 |
| U.S. Government securities | $3,899,000 | 5,563 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,899,000 | 5,453 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $631,000 | 1,994 |
| Privately issued residential mortgage-backed securities | $631,000 | 490 |
| 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 | $3,899,000 | 4,473 |
| Mortgage-backed securities | $4,530,000 | 3,989 |
| Certificates of participation in pools of residential mortgages | $4,530,000 | 3,541 |
| Issued or guaranteed by U.S. | $3,899,000 | 3,682 |
| Privately issued | $631,000 | 40 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $4,530,000 | 5,566 |
| Total debt securities | $4,529,000 | 5,938 |
| 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 | $4,754,000 | 5,985 |
| U.S. Government securities | $4,104,000 | 5,569 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,104,000 | 5,467 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $650,000 | 2,048 |
| Privately issued residential mortgage-backed securities | $650,000 | 515 |
| 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 | $4,104,000 | 4,444 |
| Mortgage-backed securities | $4,754,000 | 3,972 |
| Certificates of participation in pools of residential mortgages | $4,754,000 | 3,520 |
| Issued or guaranteed by U.S. | $4,104,000 | 3,654 |
| Privately issued | $650,000 | 42 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $4,754,000 | 5,597 |
| Total debt securities | $4,755,000 | 5,961 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $5,008,000 | 6,005 |
| U.S. Government securities | $4,293,000 | 5,565 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,293,000 | 5,467 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $715,000 | 2,064 |
| Privately issued residential mortgage-backed securities | $715,000 | 533 |
| 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 | $4,292,000 | 4,394 |
| Mortgage-backed securities | $5,008,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $5,008,000 | 3,468 |
| Issued or guaranteed by U.S. | $4,293,000 | 3,619 |
| Privately issued | $715,000 | 43 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $5,008,000 | 5,615 |
| Total debt securities | $5,008,000 | 5,981 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $5,264,000 | 6,028 |
| U.S. Government securities | $4,490,000 | 5,588 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,490,000 | 5,485 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $774,000 | 2,085 |
| Privately issued residential mortgage-backed securities | $774,000 | 551 |
| 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 | $4,491,000 | 4,399 |
| Mortgage-backed securities | $5,264,000 | 3,948 |
| Certificates of participation in pools of residential mortgages | $5,264,000 | 3,443 |
| Issued or guaranteed by U.S. | $4,490,000 | 3,590 |
| Privately issued | $774,000 | 43 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $5,264,000 | 5,641 |
| Total debt securities | $5,264,000 | 6,006 |
| 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 | $5,700,000 | 5,981 |
| U.S. Government securities | $4,930,000 | 5,518 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,930,000 | 5,408 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $770,000 | 2,141 |
| Privately issued residential mortgage-backed securities | $770,000 | 562 |
| 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 | $4,930,000 | 4,275 |
| Mortgage-backed securities | $5,700,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $5,700,000 | 3,341 |
| Issued or guaranteed by U.S. | $4,930,000 | 3,486 |
| Privately issued | $770,000 | 43 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $5,700,000 | 5,611 |
| Total debt securities | $5,702,000 | 5,955 |
| 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 | $6,051,000 | 5,987 |
| U.S. Government securities | $5,257,000 | 5,486 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,257,000 | 5,378 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $794,000 | 2,121 |
| Privately issued residential mortgage-backed securities | $794,000 | 576 |
| 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 | $5,257,000 | 4,238 |
| Mortgage-backed securities | $6,051,000 | 3,880 |
| Certificates of participation in pools of residential mortgages | $6,051,000 | 3,301 |
| Issued or guaranteed by U.S. | $5,257,000 | 3,460 |
| Privately issued | $794,000 | 42 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $6,051,000 | 5,629 |
| Total debt securities | $6,051,000 | 5,957 |
| 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 | $6,594,000 | 5,953 |
| U.S. Government securities | $5,781,000 | 5,413 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,781,000 | 5,298 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $813,000 | 2,118 |
| Privately issued residential mortgage-backed securities | $813,000 | 610 |
| 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 | $5,781,000 | 4,110 |
| Mortgage-backed securities | $6,594,000 | 3,793 |
| Certificates of participation in pools of residential mortgages | $6,594,000 | 3,183 |
| Issued or guaranteed by U.S. | $5,781,000 | 3,361 |
| Privately issued | $813,000 | 43 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $6,594,000 | 5,576 |
| Total debt securities | $6,594,000 | 5,924 |
| 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 | $7,240,000 | 5,973 |
| U.S. Government securities | $6,418,000 | 5,429 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,418,000 | 5,315 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $822,000 | 2,178 |
| Privately issued residential mortgage-backed securities | $822,000 | 650 |
| 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 | $1,354,000 | 5,508 |
| Mortgage-backed securities | $7,240,000 | 3,825 |
| Certificates of participation in pools of residential mortgages | $7,240,000 | 3,222 |
| Issued or guaranteed by U.S. | $6,418,000 | 3,391 |
| Privately issued | $822,000 | 44 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $7,240,000 | 5,584 |
| Total debt securities | $7,240,000 | 5,943 |
| 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 | $12,813,000 | 5,345 |
| U.S. Government securities | $12,053,000 | 4,572 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,053,000 | 4,481 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $760,000 | 2,207 |
| Privately issued residential mortgage-backed securities | $760,000 | 713 |
| 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 | $1,414,000 | 5,551 |
| Mortgage-backed securities | $12,813,000 | 3,158 |
| Certificates of participation in pools of residential mortgages | $12,813,000 | 2,495 |
| Issued or guaranteed by U.S. | $12,053,000 | 2,586 |
| Privately issued | $760,000 | 45 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $12,813,000 | 4,949 |
| Total debt securities | $12,813,000 | 5,316 |
| 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 | $13,157,000 | 5,343 |
| U.S. Government securities | $12,396,000 | 4,612 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,396,000 | 4,519 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $761,000 | 2,190 |
| Privately issued residential mortgage-backed securities | $761,000 | 750 |
| 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 | $1,465,000 | 5,564 |
| Mortgage-backed securities | $13,157,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | $13,157,000 | 2,451 |
| Issued or guaranteed by U.S. | $12,396,000 | 2,543 |
| Privately issued | $761,000 | 47 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $13,157,000 | 4,935 |
| Total debt securities | $13,157,000 | 5,311 |
| 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 | $25,268,000 | 4,075 |
| U.S. Government securities | $25,076,000 | 3,165 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,076,000 | 3,097 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $700,000 | 2,191 |
| Privately issued residential mortgage-backed securities | $700,000 | 851 |
| 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 | $508,000 | 16 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,776,000 | 2,114 |
| Certificates of participation in pools of residential mortgages | $25,076,000 | 1,502 |
| Issued or guaranteed by U.S. | $25,076,000 | 1,499 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $700,000 | 3,265 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $700,000 | 810 |
| 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) | $-508,000 | 7,363 |
| Available-for-sale securities (fair market value) | $25,776,000 | 3,687 |
| Total debt securities | $25,776,000 | 3,992 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $508,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $20,511,000 | 4,451 |
| U.S. Government securities | $20,288,000 | 3,543 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,288,000 | 3,464 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $778,000 | 2,138 |
| Privately issued residential mortgage-backed securities | $778,000 | 858 |
| 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 | $555,000 | 16 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,066,000 | 2,343 |
| Certificates of participation in pools of residential mortgages | $20,288,000 | 1,701 |
| Issued or guaranteed by U.S. | $20,288,000 | 1,695 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $778,000 | 3,221 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $778,000 | 813 |
| 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) | $-555,000 | 7,441 |
| Available-for-sale securities (fair market value) | $21,066,000 | 4,039 |
| Total debt securities | $21,066,000 | 4,358 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $555,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $19,578,000 | 4,605 |
| U.S. Government securities | $18,736,000 | 3,808 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,736,000 | 3,715 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $842,000 | 2,045 |
| Privately issued residential mortgage-backed securities | $842,000 | 858 |
| 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 | $19,578,000 | 2,389 |
| Certificates of participation in pools of residential mortgages | $18,736,000 | 1,758 |
| Issued or guaranteed by U.S. | $18,736,000 | 1,755 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $842,000 | 3,151 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $842,000 | 814 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $19,578,000 | 4,224 |
| Total debt securities | $19,578,000 | 4,571 |
| 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 | $13,357,000 | 5,324 |
| U.S. Government securities | $13,080,000 | 4,535 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,080,000 | 4,411 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $890,000 | 2,076 |
| Privately issued residential mortgage-backed securities | $890,000 | 883 |
| 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 | $613,000 | 15 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,970,000 | 2,785 |
| Certificates of participation in pools of residential mortgages | $13,080,000 | 2,182 |
| Issued or guaranteed by U.S. | $13,080,000 | 2,177 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $890,000 | 3,084 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $890,000 | 843 |
| 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) | $-613,000 | 7,580 |
| Available-for-sale securities (fair market value) | $13,970,000 | 4,825 |
| Total debt securities | $13,970,000 | 5,217 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $613,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $4,768,000 | 6,573 |
| U.S. Government securities | $5,065,000 | 5,899 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,065,000 | 5,768 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $892,000 | 2,214 |
| Privately issued residential mortgage-backed securities | $892,000 | 940 |
| 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 | $1,189,000 | 15 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,957,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $5,065,000 | 3,333 |
| Issued or guaranteed by U.S. | $5,065,000 | 3,326 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $892,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $892,000 | 897 |
| 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) | $-1,189,000 | 7,665 |
| Available-for-sale securities (fair market value) | $5,957,000 | 5,879 |
| Total debt securities | $5,957,000 | 6,336 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,189,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $1,538,000 | 7,197 |
| U.S. Government securities | $5,285,000 | 5,844 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,285,000 | 5,717 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $884,000 | 2,281 |
| Privately issued residential mortgage-backed securities | $884,000 | 1,017 |
| 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 | $4,631,000 | 7 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,169,000 | 3,772 |
| Certificates of participation in pools of residential mortgages | $5,285,000 | 3,259 |
| Issued or guaranteed by U.S. | $5,285,000 | 3,252 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $884,000 | 3,048 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $884,000 | 969 |
| 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) | $-4,631,000 | 7,769 |
| Available-for-sale securities (fair market value) | $6,169,000 | 5,845 |
| Total debt securities | $6,169,000 | 6,304 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,631,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $5,536,000 | 6,534 |
| U.S. Government securities | $5,430,000 | 5,919 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,430,000 | 5,808 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $864,000 | 2,284 |
| Privately issued residential mortgage-backed securities | $864,000 | 1,061 |
| 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 | $758,000 | 16 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,294,000 | 3,746 |
| Certificates of participation in pools of residential mortgages | $5,430,000 | 3,255 |
| Issued or guaranteed by U.S. | $5,430,000 | 3,248 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $864,000 | 2,980 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $864,000 | 1,022 |
| 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) | $-758,000 | 7,832 |
| Available-for-sale securities (fair market value) | $6,294,000 | 5,901 |
| Total debt securities | $6,294,000 | 6,370 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $758,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $5,850,000 | 6,563 |
| U.S. Government securities | $5,767,000 | 5,918 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,767,000 | 5,800 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $848,000 | 2,348 |
| Privately issued residential mortgage-backed securities | $848,000 | 1,112 |
| 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 | $100,000 | 1,132 |
| Assets held in trading accounts for TFR Reporters | $865,000 | 18 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,615,000 | 3,757 |
| Certificates of participation in pools of residential mortgages | $5,767,000 | 3,275 |
| Issued or guaranteed by U.S. | $5,767,000 | 3,268 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $848,000 | 2,968 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $848,000 | 1,066 |
| 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) | $-764,000 | 7,939 |
| Available-for-sale securities (fair market value) | $6,614,000 | 5,909 |
| Total debt securities | $6,615,000 | 6,384 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $865,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $6,325,000 | 6,455 |
| U.S. Government securities | $6,260,000 | 5,788 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,260,000 | 5,686 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $870,000 | 2,397 |
| Privately issued residential mortgage-backed securities | $870,000 | 1,136 |
| 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 | $100,000 | 1,157 |
| Assets held in trading accounts for TFR Reporters | $905,000 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,130,000 | 3,720 |
| Certificates of participation in pools of residential mortgages | $6,260,000 | 3,235 |
| Issued or guaranteed by U.S. | $6,260,000 | 3,227 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $870,000 | 2,958 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $870,000 | 1,093 |
| 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) | $-805,000 | 8,017 |
| Available-for-sale securities (fair market value) | $7,130,000 | 5,809 |
| Total debt securities | $7,130,000 | 6,281 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $905,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $9,205,000 | 5,967 |
| U.S. Government securities | $6,812,000 | 5,687 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,812,000 | 5,595 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $4,595,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $4,595,000 | 718 |
| 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 | $100,000 | 1,242 |
| Assets held in trading accounts for TFR Reporters | $2,302,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,407,000 | 3,139 |
| Certificates of participation in pools of residential mortgages | $6,812,000 | 3,196 |
| Issued or guaranteed by U.S. | $6,812,000 | 3,187 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,595,000 | 1,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $4,595,000 | 690 |
| 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) | $-2,201,000 | 8,105 |
| Available-for-sale securities (fair market value) | $11,406,000 | 5,115 |
| Total debt securities | $11,407,000 | 5,532 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,302,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $4,075,000 | 6,986 |
| U.S. Government securities | $7,309,000 | 5,551 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,309,000 | 5,468 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $4,796,000 | 1,366 |
| Privately issued residential mortgage-backed securities | $4,796,000 | 721 |
| 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 | $100,000 | 1,252 |
| Assets held in trading accounts for TFR Reporters | $8,130,000 | 14 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,105,000 | 3,085 |
| Certificates of participation in pools of residential mortgages | $7,309,000 | 3,145 |
| Issued or guaranteed by U.S. | $7,309,000 | 3,133 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,796,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $4,796,000 | 693 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-8,029,000 | 8,202 |
| Available-for-sale securities (fair market value) | $12,104,000 | 4,991 |
| Total debt securities | $12,105,000 | 5,422 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $8,130,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $2,185,000 | 7,459 |
| U.S. Government securities | $7,807,000 | 5,553 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,807,000 | 5,470 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $4,963,000 | 1,254 |
| Privately issued residential mortgage-backed securities | $4,963,000 | 718 |
| 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 | $100,000 | 1,256 |
| Assets held in trading accounts for TFR Reporters | $10,685,000 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,770,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | $7,807,000 | 3,127 |
| Issued or guaranteed by U.S. | $7,807,000 | 3,116 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,963,000 | 1,852 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $4,963,000 | 687 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-10,585,000 | 8,256 |
| Available-for-sale securities (fair market value) | $12,770,000 | 4,945 |
| Total debt securities | $12,770,000 | 5,384 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $10,685,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $1,741,000 | 7,627 |
| U.S. Government securities | $7,906,000 | 5,619 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,906,000 | 5,540 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $4,959,000 | 1,217 |
| Privately issued residential mortgage-backed securities | $4,959,000 | 685 |
| 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 | $100,000 | 1,247 |
| Assets held in trading accounts for TFR Reporters | $11,224,000 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,865,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $7,906,000 | 3,067 |
| Issued or guaranteed by U.S. | $7,906,000 | 3,055 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,959,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $4,959,000 | 655 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-11,124,000 | 8,313 |
| Available-for-sale securities (fair market value) | $12,865,000 | 4,920 |
| Total debt securities | $12,865,000 | 5,389 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,224,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $5,002,000 | 6,915 |
| U.S. Government securities | $17,048,000 | 3,896 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,048,000 | 3,822 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $5,380,000 | 1,152 |
| Privately issued residential mortgage-backed securities | $5,380,000 | 676 |
| 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 | $100,000 | 1,365 |
| Assets held in trading accounts for TFR Reporters | $17,526,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,428,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | $17,048,000 | 1,895 |
| Issued or guaranteed by U.S. | $17,048,000 | 1,885 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $5,380,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $5,380,000 | 647 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-17,426,000 | 8,392 |
| Available-for-sale securities (fair market value) | $22,428,000 | 3,633 |
| Total debt securities | $22,428,000 | 4,053 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $17,526,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $4,030,000 | 7,208 |
| U.S. Government securities | $17,429,000 | 3,881 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,429,000 | 3,816 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $5,697,000 | 1,156 |
| Privately issued residential mortgage-backed securities | $5,697,000 | 662 |
| 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 | $100,000 | 1,665 |
| Assets held in trading accounts for TFR Reporters | $19,196,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,126,000 | 2,026 |
| Certificates of participation in pools of residential mortgages | $17,429,000 | 1,854 |
| Issued or guaranteed by U.S. | $17,429,000 | 1,844 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,697,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $5,697,000 | 629 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-19,096,000 | 8,459 |
| Available-for-sale securities (fair market value) | $23,126,000 | 3,624 |
| Total debt securities | $23,126,000 | 4,020 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $19,196,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $8,157,000 | 6,311 |
| U.S. Government securities | $24,118,000 | 3,090 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,118,000 | 3,037 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $6,153,000 | 1,093 |
| Privately issued residential mortgage-backed securities | $6,153,000 | 611 |
| 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 | $100,000 | 1,657 |
| Assets held in trading accounts for TFR Reporters | $22,214,000 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,046,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $18,893,000 | 1,691 |
| Issued or guaranteed by U.S. | $18,893,000 | 1,682 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,153,000 | 1,554 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $6,153,000 | 579 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-22,114,000 | 8,502 |
| Available-for-sale securities (fair market value) | $30,271,000 | 3,032 |
| Total debt securities | $30,271,000 | 3,363 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $22,214,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $-1,843,000 | 8,544 |
| U.S. Government securities | $18,745,000 | 3,758 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,745,000 | 3,680 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,388,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $1,388,000 | 940 |
| 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 | $100,000 | 1,611 |
| Assets held in trading accounts for TFR Reporters | $22,076,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,133,000 | 2,309 |
| Certificates of participation in pools of residential mortgages | $13,745,000 | 1,877 |
| Issued or guaranteed by U.S. | $13,745,000 | 1,868 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,388,000 | 2,456 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $1,388,000 | 894 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-21,976,000 | 8,543 |
| Available-for-sale securities (fair market value) | $20,133,000 | 3,942 |
| Total debt securities | $20,133,000 | 4,383 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $22,076,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $148,000 | 8,224 |
| U.S. Government securities | $20,270,000 | 3,592 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,270,000 | 3,518 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,496,000 | 1,743 |
| Privately issued residential mortgage-backed securities | $1,496,000 | 880 |
| 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 | $100,000 | 1,553 |
| Assets held in trading accounts for TFR Reporters | $21,718,000 | 13 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,768,000 | 2,291 |
| Certificates of participation in pools of residential mortgages | $12,272,000 | 1,866 |
| Issued or guaranteed by U.S. | $12,272,000 | 1,856 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,496,000 | 2,355 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $1,496,000 | 839 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-21,618,000 | 8,568 |
| Available-for-sale securities (fair market value) | $21,766,000 | 3,755 |
| Total debt securities | $21,766,000 | 4,204 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $21,718,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $695,000 | 8,161 |
| U.S. Government securities | $21,904,000 | 3,425 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,904,000 | 3,335 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,756,000 | 1,591 |
| Privately issued residential mortgage-backed securities | $1,756,000 | 804 |
| 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 | $100,000 | 1,574 |
| Assets held in trading accounts for TFR Reporters | $23,065,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,713,000 | 2,054 |
| Certificates of participation in pools of residential mortgages | $13,957,000 | 1,673 |
| Issued or guaranteed by U.S. | $13,957,000 | 1,666 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,756,000 | 2,231 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $1,756,000 | 761 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-22,965,000 | 8,622 |
| Available-for-sale securities (fair market value) | $23,660,000 | 3,533 |
| Total debt securities | $23,660,000 | 3,969 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $23,065,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $23,049,000 | 4,101 |
| U.S. Government securities | $24,906,000 | 3,119 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,906,000 | 3,034 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $22,258,000 | 452 |
| Privately issued residential mortgage-backed securities | $2,290,000 | 704 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,968,000 | 237 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 1,593 |
| Assets held in trading accounts for TFR Reporters | $24,215,000 | 14 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,265,000 | 1,794 |
| Certificates of participation in pools of residential mortgages | $16,975,000 | 1,456 |
| Issued or guaranteed by U.S. | $16,975,000 | 1,451 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,290,000 | 2,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $2,290,000 | 660 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-24,108,000 | 8,658 |
| Available-for-sale securities (fair market value) | $47,157,000 | 2,101 |
| Total debt securities | $47,164,000 | 2,370 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $24,215,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $54,807,000 | 2,143 |
| U.S. Government securities | $27,637,000 | 2,907 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,637,000 | 2,835 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $51,589,000 | 279 |
| Privately issued residential mortgage-backed securities | $2,653,000 | 655 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $48,936,000 | 129 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 1,637 |
| Assets held in trading accounts for TFR Reporters | $24,519,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,441,000 | 1,651 |
| Certificates of participation in pools of residential mortgages | $18,788,000 | 1,366 |
| Issued or guaranteed by U.S. | $18,788,000 | 1,359 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,653,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $2,653,000 | 620 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-24,399,000 | 8,689 |
| Available-for-sale securities (fair market value) | $79,206,000 | 1,338 |
| Total debt securities | $79,226,000 | 1,500 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $24,519,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $16,016,000 | 5,177 |
| U.S. Government securities | $29,274,000 | 2,820 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,274,000 | 2,738 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $3,178,000 | 1,254 |
| Privately issued residential mortgage-backed securities | $3,178,000 | 613 |
| 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 | $100,000 | 1,676 |
| Assets held in trading accounts for TFR Reporters | $16,536,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,621,000 | 1,562 |
| Certificates of participation in pools of residential mortgages | $20,443,000 | 1,302 |
| Issued or guaranteed by U.S. | $20,443,000 | 1,292 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,178,000 | 1,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $3,178,000 | 571 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-16,436,000 | 8,753 |
| Available-for-sale securities (fair market value) | $32,452,000 | 2,878 |
| Total debt securities | $32,452,000 | 3,288 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $16,536,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $23,299,000 | 4,153 |
| U.S. Government securities | $36,463,000 | 2,349 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,463,000 | 2,279 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $3,861,000 | 1,163 |
| Privately issued residential mortgage-backed securities | $3,861,000 | 560 |
| 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 | $100,000 | 1,705 |
| Assets held in trading accounts for TFR Reporters | $17,125,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,556,000 | 1,465 |
| Certificates of participation in pools of residential mortgages | $22,695,000 | 1,215 |
| Issued or guaranteed by U.S. | $22,695,000 | 1,206 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,861,000 | 1,644 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $3,861,000 | 526 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-17,025,000 | 8,786 |
| Available-for-sale securities (fair market value) | $40,324,000 | 2,401 |
| Total debt securities | $40,324,000 | 2,762 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $17,125,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $29,415,000 | 3,603 |
| U.S. Government securities | $44,542,000 | 1,998 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,542,000 | 1,934 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $4,576,000 | 1,107 |
| Privately issued residential mortgage-backed securities | $4,576,000 | 528 |
| 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 | $100,000 | 1,746 |
| Assets held in trading accounts for TFR Reporters | $19,803,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,763,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | $25,187,000 | 1,142 |
| Issued or guaranteed by U.S. | $25,187,000 | 1,131 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,576,000 | 1,539 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $4,576,000 | 497 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-19,703,000 | 8,801 |
| Available-for-sale securities (fair market value) | $49,118,000 | 2,055 |
| Total debt securities | $49,118,000 | 2,349 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $19,803,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $34,028,000 | 3,210 |
| U.S. Government securities | $47,831,000 | 1,884 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,831,000 | 1,818 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $6,244,000 | 953 |
| Privately issued residential mortgage-backed securities | $6,244,000 | 462 |
| 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 | $100,000 | 1,758 |
| Assets held in trading accounts for TFR Reporters | $20,147,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,292,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $27,048,000 | 1,106 |
| Issued or guaranteed by U.S. | $27,048,000 | 1,096 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,244,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $6,244,000 | 439 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-20,047,000 | 8,844 |
| Available-for-sale securities (fair market value) | $54,075,000 | 1,876 |
| Total debt securities | $54,075,000 | 2,164 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $20,147,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $40,116,000 | 2,818 |
| U.S. Government securities | $45,618,000 | 1,954 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,618,000 | 1,889 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $9,130,000 | 787 |
| Privately issued residential mortgage-backed securities | $7,521,000 | 418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,609,000 | 1,363 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 1,765 |
| Assets held in trading accounts for TFR Reporters | $14,732,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,339,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $29,818,000 | 1,047 |
| Issued or guaranteed by U.S. | $29,818,000 | 1,038 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,521,000 | 1,207 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $7,521,000 | 394 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-14,631,000 | 8,870 |
| Available-for-sale securities (fair market value) | $54,747,000 | 1,820 |
| Total debt securities | $54,748,000 | 2,107 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $14,732,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $44,370,000 | 2,615 |
| U.S. Government securities | $47,975,000 | 1,863 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $47,975,000 | 1,796 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $10,503,000 | 734 |
| Privately issued residential mortgage-backed securities | $8,873,000 | 388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,630,000 | 1,418 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 1,791 |
| Assets held in trading accounts for TFR Reporters | $14,208,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,001,000 | 1,145 |
| Certificates of participation in pools of residential mortgages | $32,128,000 | 1,010 |
| Issued or guaranteed by U.S. | $32,128,000 | 1,001 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $8,873,000 | 1,137 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $8,873,000 | 366 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-14,107,000 | 8,879 |
| Available-for-sale securities (fair market value) | $58,477,000 | 1,734 |
| Total debt securities | $58,478,000 | 2,008 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $14,208,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $54,319,000 | 2,241 |
| U.S. Government securities | $50,904,000 | 1,811 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,904,000 | 1,743 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $19,868,000 | 538 |
| Privately issued residential mortgage-backed securities | $9,868,000 | 371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000,000 | 503 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 1,825 |
| Assets held in trading accounts for TFR Reporters | $16,553,000 | 11 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $43,376,000 | 1,126 |
| Certificates of participation in pools of residential mortgages | $33,508,000 | 1,021 |
| Issued or guaranteed by U.S. | $33,508,000 | 1,012 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,868,000 | 1,100 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $9,868,000 | 342 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-16,453,000 | 8,943 |
| Available-for-sale securities (fair market value) | $70,772,000 | 1,472 |
| Total debt securities | $70,772,000 | 1,700 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $16,553,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $79,652,000 | 1,591 |
| U.S. Government securities | $83,363,000 | 1,125 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $83,363,000 | 1,089 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $13,214,000 | 689 |
| Privately issued residential mortgage-backed securities | $3,214,000 | 544 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000,000 | 537 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | $17,025,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,239,000 | 3,868 |
| Certificates of participation in pools of residential mortgages | $2,025,000 | 4,452 |
| Issued or guaranteed by U.S. | $2,025,000 | 4,437 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,214,000 | 1,869 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $3,214,000 | 509 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-16,936,000 | 8,986 |
| Available-for-sale securities (fair market value) | $96,588,000 | 1,135 |
| Total debt securities | $96,577,000 | 1,293 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $17,025,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $30,659,000 | 3,566 |
| U.S. Government securities | $21,358,000 | 3,692 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,358,000 | 3,566 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $24,195,000 | 489 |
| Privately issued residential mortgage-backed securities | $3,750,000 | 479 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,445,000 | 318 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 1,889 |
| Assets held in trading accounts for TFR Reporters | $14,994,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,960,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $2,210,000 | 4,401 |
| Issued or guaranteed by U.S. | $2,210,000 | 4,388 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,750,000 | 1,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $3,750,000 | 448 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-14,891,000 | 9,034 |
| Available-for-sale securities (fair market value) | $45,550,000 | 2,208 |
| Total debt securities | $45,553,000 | 2,541 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $14,994,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $6,959,000 | 7,281 |
| U.S. Government securities | $4,583,000 | 7,345 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,583,000 | 7,188 |
| Securities issued by states & political subdivisions | $5,825,000 | 2,801 |
| Other domestic debt securities | $10,813,000 | 776 |
| Privately issued residential mortgage-backed securities | $4,701,000 | 444 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,112,000 | 793 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 1,928 |
| Assets held in trading accounts for TFR Reporters | $14,362,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,296,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $2,595,000 | 4,263 |
| Issued or guaranteed by U.S. | $2,595,000 | 4,251 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,701,000 | 1,604 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $4,701,000 | 420 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-14,262,000 | 9,088 |
| Available-for-sale securities (fair market value) | $21,221,000 | 4,024 |
| Total debt securities | $21,221,000 | 4,563 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $14,362,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $17,055,000 | 5,195 |
| U.S. Government securities | $16,199,000 | 4,431 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,199,000 | 4,283 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $12,202,000 | 776 |
| Privately issued residential mortgage-backed securities | $5,421,000 | 436 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,781,000 | 794 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 1,962 |
| Assets held in trading accounts for TFR Reporters | $11,446,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,607,000 | 3,264 |
| Certificates of participation in pools of residential mortgages | $3,186,000 | 4,063 |
| Issued or guaranteed by U.S. | $3,186,000 | 4,054 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,421,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $5,421,000 | 407 |
| 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) | $-351,000 | 9,123 |
| Available-for-sale securities (fair market value) | $17,406,000 | 4,509 |
| Total debt securities | $28,401,000 | 3,735 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,446,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $23,805,000 | 4,353 |
| U.S. Government securities | $28,669,000 | 3,016 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,669,000 | 2,903 |
| Securities issued by states & political subdivisions | $2,000 | 6,722 |
| Other domestic debt securities | $7,004,000 | 1,054 |
| 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 | $7,004,000 | 830 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 1,992 |
| Assets held in trading accounts for TFR Reporters | $11,970,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,704,000 | 3,053 |
| Certificates of participation in pools of residential mortgages | $3,608,000 | 3,875 |
| Issued or guaranteed by U.S. | $3,608,000 | 3,864 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,096,000 | 1,440 |
| CMOs issued by government agencies or sponsored agencies | $6,096,000 | 1,354 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,089,000 | 2,063 |
| Available-for-sale securities (fair market value) | $18,716,000 | 4,371 |
| Total debt securities | $35,675,000 | 3,204 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,970,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $4,504,000 | 7,892 |
| U.S. Government securities | $11,710,000 | 5,223 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,710,000 | 5,068 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $7,002,000 | 1,107 |
| 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 | $7,002,000 | 885 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 2,054 |
| Assets held in trading accounts for TFR Reporters | $14,308,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,710,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | $4,486,000 | 3,579 |
| Issued or guaranteed by U.S. | $4,486,000 | 3,567 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,224,000 | 1,347 |
| CMOs issued by government agencies or sponsored agencies | $7,224,000 | 1,251 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-14,207,000 | 9,249 |
| Available-for-sale securities (fair market value) | $18,711,000 | 4,290 |
| Total debt securities | $18,712,000 | 4,831 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $14,308,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $24,676,000 | 4,083 |
| U.S. Government securities | $33,855,000 | 2,494 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,855,000 | 2,395 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $7,003,000 | 1,136 |
| 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 | $7,003,000 | 891 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 2,064 |
| Assets held in trading accounts for TFR Reporters | $16,282,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $33,855,000 | 1,409 |
| Certificates of participation in pools of residential mortgages | $25,310,000 | 1,290 |
| Issued or guaranteed by U.S. | $25,310,000 | 1,283 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,545,000 | 1,321 |
| CMOs issued by government agencies or sponsored agencies | $8,545,000 | 1,233 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-16,183,000 | 9,281 |
| Available-for-sale securities (fair market value) | $40,859,000 | 2,430 |
| Total debt securities | $40,858,000 | 2,745 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $16,282,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $32,313,000 | 3,333 |
| U.S. Government securities | $42,755,000 | 2,020 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,755,000 | 1,956 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $7,005,000 | 1,155 |
| 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 | $7,005,000 | 919 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 2,057 |
| Assets held in trading accounts for TFR Reporters | $17,547,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $42,755,000 | 1,181 |
| Certificates of participation in pools of residential mortgages | $33,168,000 | 1,026 |
| Issued or guaranteed by U.S. | $33,168,000 | 1,018 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $9,587,000 | 1,293 |
| CMOs issued by government agencies or sponsored agencies | $9,587,000 | 1,201 |
| 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) | $-17,447,000 | 9,327 |
| Available-for-sale securities (fair market value) | $49,760,000 | 2,022 |
| Total debt securities | $49,760,000 | 2,313 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $17,547,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $39,167,000 | 2,860 |
| U.S. Government securities | $50,855,000 | 1,710 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,855,000 | 1,634 |
| Securities issued by states & political subdivisions | $120,000 | 6,553 |
| Other domestic debt securities | $7,009,000 | 1,149 |
| 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 | $7,009,000 | 917 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 2,068 |
| Assets held in trading accounts for TFR Reporters | $18,917,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,855,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $40,400,000 | 843 |
| Issued or guaranteed by U.S. | $40,400,000 | 840 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $10,455,000 | 1,237 |
| CMOs issued by government agencies or sponsored agencies | $10,455,000 | 1,144 |
| 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) | $-18,697,000 | 9,369 |
| Available-for-sale securities (fair market value) | $57,864,000 | 1,728 |
| Total debt securities | $57,984,000 | 1,982 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $18,917,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $61,435,000 | 1,827 |
| U.S. Government securities | $71,826,000 | 1,122 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $71,826,000 | 1,058 |
| Securities issued by states & political subdivisions | $320,000 | 6,237 |
| Other domestic debt securities | $15,807,000 | 698 |
| 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 | $15,807,000 | 514 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 2,008 |
| Assets held in trading accounts for TFR Reporters | $26,618,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,837,000 | 1,088 |
| Certificates of participation in pools of residential mortgages | $27,274,000 | 1,017 |
| Issued or guaranteed by U.S. | $27,274,000 | 1,012 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $14,563,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $14,563,000 | 934 |
| 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) | $18,211,000 | 992 |
| Available-for-sale securities (fair market value) | $43,224,000 | 2,071 |
| Total debt securities | $87,953,000 | 1,254 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $26,618,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $49,634,000 | 2,196 |
| U.S. Government securities | $42,990,000 | 1,858 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,990,000 | 1,726 |
| Securities issued by states & political subdivisions | $985,000 | 5,383 |
| Other domestic debt securities | $22,746,000 | 493 |
| Privately issued residential mortgage-backed securities | $15,457,000 | 223 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,289,000 | 799 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 6,800 |
| Assets held in trading accounts for TFR Reporters | $17,187,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,730,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | $19,730,000 | 1,074 |
| Issued or guaranteed by U.S. | $4,273,000 | 2,862 |
| Privately issued | $15,457,000 | 48 |
| 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) | $23,659,000 | 975 |
| Available-for-sale securities (fair market value) | $25,975,000 | 3,115 |
| Total debt securities | $66,721,000 | 1,557 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $17,187,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $36,864,000 | 3,012 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $979,000 | 5,657 |
| Other domestic debt securities | $35,785,000 | 377 |
| Privately issued residential mortgage-backed securities | $25,117,000 | 188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,668,000 | 641 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 6,742 |
| 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 | $25,117,000 | 1,376 |
| Certificates of participation in pools of residential mortgages | $25,117,000 | 972 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $25,117,000 | 41 |
| 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) | $3,148,000 | 3,706 |
| Available-for-sale securities (fair market value) | $33,716,000 | 2,554 |
| Total debt securities | $36,764,000 | 2,931 |
| 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 | $87,037,000 | 1,345 |
| U.S. Government securities | $34,087,000 | 2,503 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,087,000 | 2,103 |
| Securities issued by states & political subdivisions | $2,681,000 | 4,207 |
| Other domestic debt securities | $50,169,000 | 261 |
| Privately issued residential mortgage-backed securities | $33,193,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,976,000 | 419 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 6,479 |
| 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 | $33,193,000 | 1,202 |
| Certificates of participation in pools of residential mortgages | $33,193,000 | 845 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $33,193,000 | 44 |
| 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) | $40,987,000 | 721 |
| Available-for-sale securities (fair market value) | $46,050,000 | 1,869 |
| Total debt securities | $86,937,000 | 1,296 |
| 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 | $75,535,000 | 1,524 |
| U.S. Government securities | $52,200,000 | 1,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,200,000 | 1,384 |
| Securities issued by states & political subdivisions | $2,127,000 | 4,498 |
| Other domestic debt securities | $21,108,000 | 354 |
| Privately issued residential mortgage-backed securities | $11,085,000 | 229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,023,000 | 415 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 6,400 |
| 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 | $11,085,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $11,085,000 | 1,824 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $11,085,000 | 88 |
| 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) | $54,955,000 | 643 |
| Available-for-sale securities (fair market value) | $20,580,000 | 3,516 |
| Total debt securities | $75,435,000 | 1,471 |
| 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 | $86,269,000 | 1,395 |
| U.S. Government securities | $100,175,000 | 981 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $100,175,000 | 776 |
| Securities issued by states & political subdivisions | $1,782,000 | 5,032 |
| Other domestic debt securities | $3,789,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $3,789,000 | 409 |
| 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 | $19,477,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,266,000 | 1,658 |
| Certificates of participation in pools of residential mortgages | $23,266,000 | 1,185 |
| Issued or guaranteed by U.S. | $19,477,000 | 1,331 |
| Privately issued | $3,789,000 | 165 |
| 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) | $86,269,000 | 454 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $105,746,000 | 1,086 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $19,477,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $62,572,000 | 1,984 |
| U.S. Government securities | $60,250,000 | 1,682 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $60,250,000 | 1,219 |
| Securities issued by states & political subdivisions | $2,322,000 | 4,570 |
| 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 | $11,843,000 | 2,761 |
| Certificates of participation in pools of residential mortgages | $11,843,000 | 1,936 |
| Issued or guaranteed by U.S. | $11,843,000 | 1,914 |
| 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) | $50,729,000 | 825 |
| Available-for-sale securities (fair market value) | $11,843,000 | 5,610 |
| Total debt securities | $62,572,000 | 1,928 |
| 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 | $63,149,000 | 2,083 |
| U.S. Government securities | $60,120,000 | 1,776 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $60,120,000 | 1,190 |
| Securities issued by states & political subdivisions | $3,029,000 | 4,173 |
| 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 | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| 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) | $63,149,000 | 1,179 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $63,149,000 | 2,028 |
| 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 | $30,240,000 | 4,450 |
| U.S. Government securities | $28,007,000 | 3,824 |
| U.S. Treasury securities | $28,007,000 | 1,340 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $2,233,000 | 5,028 |
| 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 | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| 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 | $0 | 2,902 |
| 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 | $30,240,000 | 4,340 |
| 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 | $28,731,000 | 4,637 |
| U.S. Government securities | $25,437,000 | 4,160 |
| U.S. Treasury securities | $25,437,000 | 1,479 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $2,985,000 | 4,073 |
| 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 | $0 | 699 |
| Equity securities | $309,000 | 3,263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| 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 | $0 | 3,547 |
| 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 | $28,422,000 | 4,578 |
| 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 |