Home > KeySavings Bank > Securities
KeySavings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $32,218,000 | 3,120 |
| U.S. Government securities | $30,721,000 | 2,453 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $30,721,000 | 2,136 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $1,497,000 | 1,875 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $1,497,000 | 1,454 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $26,995,000 | 1,785 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,424,000 | 1,729 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,338,000 | 964 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $233,000 | 1,299 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $32,218,000 | 2,880 |
| Total debt securities | $32,216,000 | 3,099 |
| 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 | $29,462,000 | 3,205 |
| U.S. Government securities | $27,979,000 | 2,551 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $27,979,000 | 2,201 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $1,483,000 | 1,870 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $1,483,000 | 1,449 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $25,999,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,200,000 | 1,720 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,799,000 | 970 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $29,462,000 | 2,953 |
| Total debt securities | $29,458,000 | 3,184 |
| 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 | $30,318,000 | 3,239 |
| U.S. Government securities | $29,446,000 | 2,534 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $29,446,000 | 2,191 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $872,000 | 2,049 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $872,000 | 1,622 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $28,510,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,063,000 | 1,672 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,126,000 | 1,159 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,545,000 | 895 |
| Other commercial mortgage-backed securities | $1,776,000 | 970 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $30,318,000 | 2,989 |
| Total debt securities | $30,317,000 | 3,216 |
| 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 | $30,033,000 | 3,332 |
| U.S. Government securities | $29,913,000 | 2,608 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $29,913,000 | 2,183 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $120,000 | 2,357 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $120,000 | 1,902 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $29,061,000 | 1,781 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,910,000 | 1,719 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,595,000 | 1,224 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,536,000 | 930 |
| Other commercial mortgage-backed securities | $3,020,000 | 858 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $30,033,000 | 3,073 |
| Total debt securities | $30,033,000 | 3,307 |
| 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 | $29,580,000 | 3,392 |
| U.S. Government securities | $28,696,000 | 2,662 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $28,696,000 | 2,225 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $884,000 | 2,132 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $884,000 | 1,683 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $28,129,000 | 1,822 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,451,000 | 1,712 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,525,000 | 1,250 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,776,000 | 891 |
| Other commercial mortgage-backed securities | $1,377,000 | 1,048 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $29,580,000 | 3,128 |
| Total debt securities | $29,580,000 | 3,369 |
| 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 | $30,711,000 | 3,363 |
| U.S. Government securities | $29,821,000 | 2,645 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $29,821,000 | 2,211 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $890,000 | 2,096 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $890,000 | 1,690 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $29,566,000 | 1,799 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,862,000 | 1,718 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,045,000 | 1,304 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,308,000 | 858 |
| Other commercial mortgage-backed securities | $2,351,000 | 951 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $30,711,000 | 3,106 |
| Total debt securities | $30,712,000 | 3,337 |
| 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 | $32,218,000 | 3,340 |
| U.S. Government securities | $32,218,000 | 2,589 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $32,218,000 | 2,166 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $31,947,000 | 1,786 |
| Certificates of participation in pools of residential mortgages | $17,906,000 | 1,750 |
| Issued or guaranteed by U.S. | $17,906,000 | 1,712 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $8,615,000 | 1,277 |
| CMOs issued by government agencies or sponsored agencies | $8,615,000 | 1,208 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $5,426,000 | 1,139 |
| Commercial mortgage pass-through securities | $3,553,000 | 822 |
| Other commercial mortgage-backed securities | $1,873,000 | 1,084 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $32,218,000 | 3,098 |
| Total debt securities | $32,218,000 | 3,322 |
| 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 | $33,577,000 | 3,251 |
| U.S. Government securities | $33,577,000 | 2,483 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $33,577,000 | 2,134 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $33,291,000 | 1,770 |
| Certificates of participation in pools of residential mortgages | $18,752,000 | 1,732 |
| Issued or guaranteed by U.S. | $18,752,000 | 1,704 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $9,685,000 | 1,225 |
| CMOs issued by government agencies or sponsored agencies | $9,685,000 | 1,167 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,854,000 | 1,180 |
| Commercial mortgage pass-through securities | $3,219,000 | 848 |
| Other commercial mortgage-backed securities | $1,635,000 | 1,105 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $33,577,000 | 3,043 |
| Total debt securities | $33,578,000 | 3,232 |
| 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 | $34,418,000 | 3,149 |
| U.S. Government securities | $34,418,000 | 2,311 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $34,418,000 | 2,082 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $34,100,000 | 1,732 |
| Certificates of participation in pools of residential mortgages | $19,142,000 | 1,720 |
| Issued or guaranteed by U.S. | $19,142,000 | 1,681 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $10,509,000 | 1,159 |
| CMOs issued by government agencies or sponsored agencies | $10,509,000 | 1,114 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $4,449,000 | 1,198 |
| Commercial mortgage pass-through securities | $2,321,000 | 960 |
| Other commercial mortgage-backed securities | $2,128,000 | 1,023 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $34,418,000 | 2,978 |
| Total debt securities | $34,416,000 | 3,127 |
| 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 | $32,109,000 | 3,183 |
| U.S. Government securities | $32,109,000 | 2,311 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $32,109,000 | 2,133 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $31,775,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $19,979,000 | 1,682 |
| Issued or guaranteed by U.S. | $19,979,000 | 1,644 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $7,947,000 | 1,315 |
| CMOs issued by government agencies or sponsored agencies | $7,947,000 | 1,270 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,849,000 | 1,261 |
| Commercial mortgage pass-through securities | $1,337,000 | 1,128 |
| Other commercial mortgage-backed securities | $2,512,000 | 973 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $32,109,000 | 3,000 |
| Total debt securities | $32,108,000 | 3,163 |
| 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 | $30,988,000 | 3,167 |
| U.S. Government securities | $30,988,000 | 2,284 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $30,988,000 | 2,112 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $30,638,000 | 1,779 |
| Certificates of participation in pools of residential mortgages | $18,420,000 | 1,705 |
| Issued or guaranteed by U.S. | $18,420,000 | 1,663 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $8,160,000 | 1,233 |
| CMOs issued by government agencies or sponsored agencies | $8,160,000 | 1,197 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $4,058,000 | 1,218 |
| Commercial mortgage pass-through securities | $1,439,000 | 1,118 |
| Other commercial mortgage-backed securities | $2,619,000 | 940 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $30,988,000 | 2,990 |
| Total debt securities | $30,987,000 | 3,148 |
| 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 | $29,072,000 | 3,134 |
| U.S. Government securities | $29,072,000 | 2,241 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $29,072,000 | 2,103 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $28,715,000 | 1,783 |
| Certificates of participation in pools of residential mortgages | $15,879,000 | 1,779 |
| Issued or guaranteed by U.S. | $15,879,000 | 1,723 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,142,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $8,142,000 | 1,162 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $4,694,000 | 1,127 |
| Commercial mortgage pass-through securities | $2,533,000 | 922 |
| Other commercial mortgage-backed securities | $2,161,000 | 954 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $29,072,000 | 2,950 |
| Total debt securities | $29,064,000 | 3,113 |
| 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 | $27,769,000 | 3,079 |
| U.S. Government securities | $27,769,000 | 2,149 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $27,769,000 | 2,033 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $27,396,000 | 1,736 |
| Certificates of participation in pools of residential mortgages | $13,321,000 | 1,850 |
| Issued or guaranteed by U.S. | $13,321,000 | 1,803 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $9,250,000 | 1,159 |
| CMOs issued by government agencies or sponsored agencies | $9,250,000 | 1,119 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $4,825,000 | 1,077 |
| Commercial mortgage pass-through securities | $2,573,000 | 870 |
| Other commercial mortgage-backed securities | $2,252,000 | 908 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $27,769,000 | 2,896 |
| Total debt securities | $27,769,000 | 3,057 |
| 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 | $27,093,000 | 3,031 |
| U.S. Government securities | $27,093,000 | 2,117 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $27,093,000 | 2,014 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $26,665,000 | 1,734 |
| Certificates of participation in pools of residential mortgages | $12,262,000 | 1,882 |
| Issued or guaranteed by U.S. | $12,262,000 | 1,830 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $10,915,000 | 1,079 |
| CMOs issued by government agencies or sponsored agencies | $10,915,000 | 1,041 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,488,000 | 1,182 |
| Commercial mortgage pass-through securities | $953,000 | 1,180 |
| Other commercial mortgage-backed securities | $2,535,000 | 858 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $27,093,000 | 2,841 |
| Total debt securities | $27,085,000 | 3,012 |
| 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 | $27,737,000 | 2,959 |
| U.S. Government securities | $27,737,000 | 2,095 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $27,737,000 | 1,988 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $27,292,000 | 1,710 |
| Certificates of participation in pools of residential mortgages | $11,608,000 | 1,905 |
| Issued or guaranteed by U.S. | $11,608,000 | 1,857 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,694,000 | 1,028 |
| CMOs issued by government agencies or sponsored agencies | $12,694,000 | 995 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,990,000 | 1,217 |
| Commercial mortgage pass-through securities | $969,000 | 1,170 |
| Other commercial mortgage-backed securities | $2,021,000 | 889 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $27,737,000 | 2,770 |
| Total debt securities | $27,729,000 | 2,940 |
| 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 | $23,379,000 | 3,129 |
| U.S. Government securities | $23,379,000 | 2,318 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $23,379,000 | 2,200 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $22,909,000 | 1,869 |
| Certificates of participation in pools of residential mortgages | $8,343,000 | 2,227 |
| Issued or guaranteed by U.S. | $8,343,000 | 2,157 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $12,089,000 | 1,065 |
| CMOs issued by government agencies or sponsored agencies | $12,089,000 | 1,029 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,477,000 | 1,276 |
| Commercial mortgage pass-through securities | $972,000 | 1,131 |
| Other commercial mortgage-backed securities | $1,505,000 | 938 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $23,379,000 | 2,928 |
| Total debt securities | $23,379,000 | 3,109 |
| 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 | $19,574,000 | 3,388 |
| U.S. Government securities | $19,574,000 | 2,599 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $19,574,000 | 2,455 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $19,574,000 | 1,977 |
| Certificates of participation in pools of residential mortgages | $5,801,000 | 2,509 |
| Issued or guaranteed by U.S. | $5,801,000 | 2,439 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $11,927,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $11,927,000 | 1,042 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,846,000 | 1,376 |
| Commercial mortgage pass-through securities | $487,000 | 1,286 |
| Other commercial mortgage-backed securities | $1,359,000 | 924 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $19,574,000 | 3,158 |
| Total debt securities | $19,572,000 | 3,365 |
| 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 | $18,252,000 | 3,504 |
| U.S. Government securities | $18,252,000 | 2,728 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $18,252,000 | 2,574 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $18,252,000 | 2,025 |
| Certificates of participation in pools of residential mortgages | $5,124,000 | 2,581 |
| Issued or guaranteed by U.S. | $5,124,000 | 2,504 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $11,797,000 | 1,088 |
| CMOs issued by government agencies or sponsored agencies | $11,797,000 | 1,058 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,331,000 | 1,457 |
| Commercial mortgage pass-through securities | $505,000 | 1,263 |
| Other commercial mortgage-backed securities | $826,000 | 1,031 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $18,252,000 | 3,259 |
| Total debt securities | $18,252,000 | 3,484 |
| 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 | $20,563,000 | 3,429 |
| U.S. Government securities | $20,563,000 | 2,615 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $20,563,000 | 2,467 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $20,563,000 | 1,880 |
| Certificates of participation in pools of residential mortgages | $6,451,000 | 2,368 |
| Issued or guaranteed by U.S. | $6,451,000 | 2,315 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $12,654,000 | 1,032 |
| CMOs issued by government agencies or sponsored agencies | $12,654,000 | 993 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,458,000 | 1,422 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $1,458,000 | 873 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $20,563,000 | 3,190 |
| Total debt securities | $20,564,000 | 3,408 |
| 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 | $21,317,000 | 3,419 |
| U.S. Government securities | $21,317,000 | 2,601 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $21,317,000 | 2,455 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $21,317,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $6,731,000 | 2,351 |
| Issued or guaranteed by U.S. | $6,731,000 | 2,297 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $13,165,000 | 1,006 |
| CMOs issued by government agencies or sponsored agencies | $13,165,000 | 966 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,421,000 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $1,421,000 | 803 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $21,317,000 | 3,175 |
| Total debt securities | $21,316,000 | 3,399 |
| 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 | $21,396,000 | 3,454 |
| U.S. Government securities | $21,396,000 | 2,601 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $21,396,000 | 2,456 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $21,396,000 | 1,837 |
| Certificates of participation in pools of residential mortgages | $6,314,000 | 2,427 |
| Issued or guaranteed by U.S. | $6,314,000 | 2,392 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,644,000 | 967 |
| CMOs issued by government agencies or sponsored agencies | $13,644,000 | 927 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,438,000 | 1,336 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $1,438,000 | 772 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $21,396,000 | 3,202 |
| Total debt securities | $21,398,000 | 3,434 |
| 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 | $22,193,000 | 3,437 |
| U.S. Government securities | $22,193,000 | 2,572 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $22,193,000 | 2,444 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $22,193,000 | 1,795 |
| Certificates of participation in pools of residential mortgages | $6,605,000 | 2,422 |
| Issued or guaranteed by U.S. | $6,605,000 | 2,411 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $14,157,000 | 931 |
| CMOs issued by government agencies or sponsored agencies | $14,157,000 | 894 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,431,000 | 1,306 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $1,431,000 | 767 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $22,193,000 | 3,181 |
| Total debt securities | $22,192,000 | 3,415 |
| 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 | $23,524,000 | 3,401 |
| U.S. Government securities | $23,524,000 | 2,491 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $23,524,000 | 2,363 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $23,524,000 | 1,765 |
| Certificates of participation in pools of residential mortgages | $7,072,000 | 2,395 |
| Issued or guaranteed by U.S. | $7,072,000 | 2,281 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $15,006,000 | 889 |
| CMOs issued by government agencies or sponsored agencies | $15,006,000 | 854 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,446,000 | 1,276 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,446,000 | 749 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $23,524,000 | 3,139 |
| Total debt securities | $23,524,000 | 3,378 |
| 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 | $23,880,000 | 3,419 |
| U.S. Government securities | $23,880,000 | 2,538 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $23,880,000 | 2,420 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $23,880,000 | 1,734 |
| Certificates of participation in pools of residential mortgages | $7,586,000 | 2,359 |
| Issued or guaranteed by U.S. | $7,586,000 | 2,356 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,838,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $14,838,000 | 856 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,456,000 | 1,138 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,456,000 | 734 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $23,880,000 | 3,148 |
| Total debt securities | $23,878,000 | 3,395 |
| 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 | $24,653,000 | 3,414 |
| U.S. Government securities | $24,653,000 | 2,506 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $24,653,000 | 2,397 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $24,653,000 | 1,714 |
| Certificates of participation in pools of residential mortgages | $7,351,000 | 2,439 |
| Issued or guaranteed by U.S. | $7,351,000 | 2,436 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $15,790,000 | 854 |
| CMOs issued by government agencies or sponsored agencies | $15,790,000 | 813 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,512,000 | 1,108 |
| Commercial mortgage pass-through securities | $1,512,000 | 736 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $24,653,000 | 3,153 |
| Total debt securities | $24,653,000 | 3,388 |
| 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 | $25,642,000 | 3,395 |
| U.S. Government securities | $25,642,000 | 2,471 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $25,642,000 | 2,371 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $25,642,000 | 1,696 |
| Certificates of participation in pools of residential mortgages | $8,062,000 | 2,384 |
| Issued or guaranteed by U.S. | $8,062,000 | 2,383 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $16,043,000 | 842 |
| CMOs issued by government agencies or sponsored agencies | $16,043,000 | 799 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,537,000 | 1,091 |
| Commercial mortgage pass-through securities | $1,537,000 | 736 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $25,642,000 | 3,134 |
| Total debt securities | $25,642,000 | 3,370 |
| 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 | $24,871,000 | 3,503 |
| U.S. Government securities | $24,871,000 | 2,569 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $24,871,000 | 2,467 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $24,871,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $8,011,000 | 2,438 |
| Issued or guaranteed by U.S. | $8,011,000 | 2,437 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,234,000 | 884 |
| CMOs issued by government agencies or sponsored agencies | $15,234,000 | 847 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,626,000 | 1,048 |
| Commercial mortgage pass-through securities | $1,626,000 | 710 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $24,871,000 | 3,218 |
| Total debt securities | $24,871,000 | 3,479 |
| 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 | $26,088,000 | 3,456 |
| U.S. Government securities | $26,088,000 | 2,526 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $26,088,000 | 2,428 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $26,088,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $8,999,000 | 2,357 |
| Issued or guaranteed by U.S. | $8,999,000 | 2,355 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,989,000 | 858 |
| CMOs issued by government agencies or sponsored agencies | $15,989,000 | 825 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,100,000 | 1,078 |
| Commercial mortgage pass-through securities | $1,100,000 | 731 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $26,088,000 | 3,181 |
| Total debt securities | $26,088,000 | 3,427 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $27,263,000 | 3,374 |
| U.S. Government securities | $27,263,000 | 2,445 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $27,263,000 | 2,331 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $27,263,000 | 1,689 |
| Certificates of participation in pools of residential mortgages | $9,913,000 | 2,250 |
| Issued or guaranteed by U.S. | $9,913,000 | 2,249 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,244,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $16,244,000 | 809 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,106,000 | 1,051 |
| Commercial mortgage pass-through securities | $1,106,000 | 706 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $27,263,000 | 3,091 |
| Total debt securities | $27,263,000 | 3,349 |
| 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 | $27,784,000 | 3,349 |
| U.S. Government securities | $27,784,000 | 2,418 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $27,784,000 | 2,323 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $27,784,000 | 1,679 |
| Certificates of participation in pools of residential mortgages | $10,259,000 | 2,232 |
| Issued or guaranteed by U.S. | $10,259,000 | 2,230 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,901,000 | 842 |
| CMOs issued by government agencies or sponsored agencies | $16,901,000 | 801 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $624,000 | 1,155 |
| Commercial mortgage pass-through securities | $624,000 | 764 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $27,784,000 | 3,074 |
| Total debt securities | $27,784,000 | 3,321 |
| 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 | $29,740,000 | 3,304 |
| U.S. Government securities | $29,740,000 | 2,369 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $29,740,000 | 2,274 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $29,740,000 | 1,612 |
| Certificates of participation in pools of residential mortgages | $11,122,000 | 2,201 |
| Issued or guaranteed by U.S. | $11,122,000 | 2,196 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $18,618,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $18,618,000 | 762 |
| 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) | $29,740,000 | 3,033 |
| Total debt securities | $29,740,000 | 3,278 |
| 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 | $29,331,000 | 3,369 |
| U.S. Government securities | $29,331,000 | 2,461 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $29,331,000 | 2,370 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $29,331,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $11,763,000 | 2,144 |
| Issued or guaranteed by U.S. | $11,763,000 | 2,141 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,568,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $17,568,000 | 808 |
| 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) | $29,331,000 | 3,091 |
| Total debt securities | $29,331,000 | 3,347 |
| 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 | $26,596,000 | 3,574 |
| U.S. Government securities | $26,596,000 | 2,623 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $26,596,000 | 2,531 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $26,596,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | $11,382,000 | 2,182 |
| Issued or guaranteed by U.S. | $11,382,000 | 2,180 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,214,000 | 930 |
| CMOs issued by government agencies or sponsored agencies | $15,214,000 | 883 |
| 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) | $26,596,000 | 3,277 |
| Total debt securities | $26,596,000 | 3,548 |
| 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 | $28,564,000 | 3,507 |
| U.S. Government securities | $28,564,000 | 2,553 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $28,564,000 | 2,467 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $28,564,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $12,206,000 | 2,132 |
| Issued or guaranteed by U.S. | $12,206,000 | 2,131 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $16,358,000 | 902 |
| CMOs issued by government agencies or sponsored agencies | $16,358,000 | 853 |
| 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) | $28,564,000 | 3,197 |
| Total debt securities | $28,564,000 | 3,481 |
| 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 | $30,412,000 | 3,444 |
| U.S. Government securities | $30,412,000 | 2,532 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $30,412,000 | 2,446 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $30,412,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $12,895,000 | 2,122 |
| Issued or guaranteed by U.S. | $12,895,000 | 2,121 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,517,000 | 893 |
| CMOs issued by government agencies or sponsored agencies | $17,517,000 | 849 |
| 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) | $30,412,000 | 3,145 |
| Total debt securities | $30,412,000 | 3,415 |
| 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 | $31,880,000 | 3,406 |
| U.S. Government securities | $31,880,000 | 2,498 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $31,880,000 | 2,417 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $31,880,000 | 1,629 |
| Certificates of participation in pools of residential mortgages | $12,991,000 | 2,143 |
| Issued or guaranteed by U.S. | $12,991,000 | 2,143 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $18,889,000 | 887 |
| CMOs issued by government agencies or sponsored agencies | $18,889,000 | 844 |
| 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) | $31,880,000 | 3,116 |
| Total debt securities | $31,880,000 | 3,379 |
| 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 | $32,344,000 | 3,404 |
| U.S. Government securities | $32,344,000 | 2,499 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $32,344,000 | 2,415 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $32,344,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | $14,093,000 | 2,089 |
| Issued or guaranteed by U.S. | $14,093,000 | 2,087 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $18,251,000 | 921 |
| CMOs issued by government agencies or sponsored agencies | $18,251,000 | 878 |
| 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) | $32,344,000 | 3,115 |
| Total debt securities | $32,344,000 | 3,385 |
| 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 | $34,178,000 | 3,391 |
| U.S. Government securities | $34,178,000 | 2,481 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $34,178,000 | 2,404 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $34,178,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | $14,883,000 | 2,098 |
| Issued or guaranteed by U.S. | $14,883,000 | 2,096 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $19,295,000 | 909 |
| CMOs issued by government agencies or sponsored agencies | $19,295,000 | 869 |
| 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) | $34,178,000 | 3,095 |
| Total debt securities | $34,178,000 | 3,365 |
| 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 | $32,141,000 | 3,548 |
| U.S. Government securities | $32,141,000 | 2,623 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $32,141,000 | 2,541 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $32,141,000 | 1,758 |
| Certificates of participation in pools of residential mortgages | $14,748,000 | 2,148 |
| Issued or guaranteed by U.S. | $14,748,000 | 2,147 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $17,393,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $17,393,000 | 936 |
| 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) | $32,141,000 | 3,230 |
| Total debt securities | $32,141,000 | 3,521 |
| 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 | $32,240,000 | 3,557 |
| U.S. Government securities | $32,240,000 | 2,636 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $32,240,000 | 2,558 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $32,240,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $14,884,000 | 2,160 |
| Issued or guaranteed by U.S. | $14,884,000 | 2,158 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $17,356,000 | 991 |
| CMOs issued by government agencies or sponsored agencies | $17,356,000 | 941 |
| 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) | $32,240,000 | 3,245 |
| Total debt securities | $32,240,000 | 3,528 |
| 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 | $32,509,000 | 3,540 |
| U.S. Government securities | $32,509,000 | 2,617 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $32,509,000 | 2,548 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $32,509,000 | 1,758 |
| Certificates of participation in pools of residential mortgages | $15,707,000 | 2,097 |
| Issued or guaranteed by U.S. | $15,707,000 | 2,095 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $16,802,000 | 1,022 |
| CMOs issued by government agencies or sponsored agencies | $16,802,000 | 968 |
| 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) | $32,509,000 | 3,250 |
| Total debt securities | $32,509,000 | 3,509 |
| 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 | $32,563,000 | 3,545 |
| U.S. Government securities | $32,563,000 | 2,620 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $32,563,000 | 2,549 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $32,563,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $15,596,000 | 2,111 |
| Issued or guaranteed by U.S. | $15,596,000 | 2,109 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $16,967,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $16,967,000 | 974 |
| 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) | $32,563,000 | 3,261 |
| Total debt securities | $32,563,000 | 3,510 |
| 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 | $30,901,000 | 3,648 |
| U.S. Government securities | $30,901,000 | 2,714 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $30,901,000 | 2,646 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $30,901,000 | 1,815 |
| Certificates of participation in pools of residential mortgages | $12,956,000 | 2,311 |
| Issued or guaranteed by U.S. | $12,956,000 | 2,310 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,945,000 | 1,015 |
| CMOs issued by government agencies or sponsored agencies | $17,945,000 | 949 |
| 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) | $30,901,000 | 3,358 |
| Total debt securities | $30,901,000 | 3,611 |
| 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 | $29,728,000 | 3,739 |
| U.S. Government securities | $29,728,000 | 2,838 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $29,728,000 | 2,770 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $29,728,000 | 1,903 |
| Certificates of participation in pools of residential mortgages | $11,142,000 | 2,520 |
| Issued or guaranteed by U.S. | $11,142,000 | 2,519 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $18,586,000 | 1,051 |
| CMOs issued by government agencies or sponsored agencies | $18,586,000 | 984 |
| 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) | $29,728,000 | 3,463 |
| Total debt securities | $29,728,000 | 3,704 |
| 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 | $29,249,000 | 3,731 |
| U.S. Government securities | $29,249,000 | 2,780 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $29,249,000 | 2,712 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $29,249,000 | 1,912 |
| Certificates of participation in pools of residential mortgages | $12,238,000 | 2,406 |
| Issued or guaranteed by U.S. | $12,238,000 | 2,404 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $17,011,000 | 1,117 |
| CMOs issued by government agencies or sponsored agencies | $17,011,000 | 1,039 |
| 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) | $29,249,000 | 3,452 |
| Total debt securities | $29,249,000 | 3,701 |
| 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 | $30,646,000 | 3,678 |
| U.S. Government securities | $30,646,000 | 2,766 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $30,646,000 | 2,710 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $30,646,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | $13,363,000 | 2,404 |
| Issued or guaranteed by U.S. | $13,363,000 | 2,402 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $17,283,000 | 1,166 |
| CMOs issued by government agencies or sponsored agencies | $17,283,000 | 1,088 |
| 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) | $30,646,000 | 3,398 |
| Total debt securities | $30,646,000 | 3,651 |
| 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 | $29,774,000 | 3,723 |
| U.S. Government securities | $12,684,000 | 4,471 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,684,000 | 4,382 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $17,090,000 | 517 |
| Privately issued residential mortgage-backed securities | $17,090,000 | 166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $29,774,000 | 2,008 |
| Certificates of participation in pools of residential mortgages | $12,684,000 | 2,507 |
| Issued or guaranteed by U.S. | $12,684,000 | 2,504 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $17,090,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $17,090,000 | 162 |
| 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) | $29,774,000 | 3,456 |
| Total debt securities | $29,774,000 | 3,695 |
| 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 | $26,748,000 | 3,987 |
| U.S. Government securities | $26,748,000 | 3,097 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $26,748,000 | 3,040 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $26,748,000 | 2,151 |
| Certificates of participation in pools of residential mortgages | $11,657,000 | 2,628 |
| Issued or guaranteed by U.S. | $11,657,000 | 2,626 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,091,000 | 1,313 |
| CMOs issued by government agencies or sponsored agencies | $15,091,000 | 1,224 |
| 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) | $26,748,000 | 3,675 |
| Total debt securities | $26,748,000 | 3,955 |
| 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 | $25,491,000 | 4,048 |
| U.S. Government securities | $25,491,000 | 3,135 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $25,491,000 | 3,063 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $25,491,000 | 2,128 |
| Certificates of participation in pools of residential mortgages | $11,181,000 | 2,590 |
| Issued or guaranteed by U.S. | $11,181,000 | 2,588 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $14,310,000 | 1,326 |
| CMOs issued by government agencies or sponsored agencies | $14,310,000 | 1,171 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $25,491,000 | 3,712 |
| Total debt securities | $25,491,000 | 4,019 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $26,061,000 | 3,916 |
| U.S. Government securities | $26,061,000 | 3,018 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $26,061,000 | 2,938 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $26,061,000 | 2,030 |
| Certificates of participation in pools of residential mortgages | $10,079,000 | 2,656 |
| Issued or guaranteed by U.S. | $10,079,000 | 2,651 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $15,982,000 | 1,226 |
| CMOs issued by government agencies or sponsored agencies | $15,982,000 | 1,083 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $26,061,000 | 3,603 |
| Total debt securities | $26,061,000 | 3,880 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $26,425,000 | 3,905 |
| U.S. Government securities | $26,425,000 | 3,068 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $26,425,000 | 2,982 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $26,425,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $9,821,000 | 2,649 |
| Issued or guaranteed by U.S. | $9,821,000 | 2,642 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $16,604,000 | 1,178 |
| CMOs issued by government agencies or sponsored agencies | $16,604,000 | 1,025 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $26,425,000 | 3,592 |
| Total debt securities | $26,425,000 | 3,870 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $26,393,000 | 3,907 |
| U.S. Government securities | $26,393,000 | 3,058 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $26,393,000 | 2,965 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $26,393,000 | 1,961 |
| Certificates of participation in pools of residential mortgages | $8,627,000 | 2,772 |
| Issued or guaranteed by U.S. | $8,627,000 | 2,766 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $17,766,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $17,766,000 | 952 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $26,393,000 | 3,599 |
| Total debt securities | $26,393,000 | 3,874 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $23,835,000 | 4,019 |
| U.S. Government securities | $23,835,000 | 3,106 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $23,835,000 | 3,003 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $23,835,000 | 2,007 |
| Certificates of participation in pools of residential mortgages | $6,155,000 | 3,091 |
| Issued or guaranteed by U.S. | $6,155,000 | 3,083 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,680,000 | 1,095 |
| CMOs issued by government agencies or sponsored agencies | $17,680,000 | 930 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $23,835,000 | 3,697 |
| Total debt securities | $23,835,000 | 3,983 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $23,983,000 | 3,960 |
| U.S. Government securities | $23,983,000 | 3,061 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $23,983,000 | 2,962 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $23,983,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $5,783,000 | 3,127 |
| Issued or guaranteed by U.S. | $5,783,000 | 3,119 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,200,000 | 1,061 |
| CMOs issued by government agencies or sponsored agencies | $18,200,000 | 902 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $23,983,000 | 3,636 |
| Total debt securities | $23,983,000 | 3,922 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $23,241,000 | 4,043 |
| U.S. Government securities | $23,241,000 | 3,156 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $23,241,000 | 3,072 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $23,241,000 | 1,998 |
| Certificates of participation in pools of residential mortgages | $5,183,000 | 3,311 |
| Issued or guaranteed by U.S. | $5,183,000 | 3,304 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $18,058,000 | 1,027 |
| CMOs issued by government agencies or sponsored agencies | $18,058,000 | 859 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $23,241,000 | 3,702 |
| Total debt securities | $23,241,000 | 4,011 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $20,146,000 | 4,434 |
| U.S. Government securities | $20,146,000 | 3,531 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $20,146,000 | 3,445 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $20,146,000 | 2,248 |
| Certificates of participation in pools of residential mortgages | $2,752,000 | 4,134 |
| Issued or guaranteed by U.S. | $2,752,000 | 4,127 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $17,394,000 | 1,041 |
| CMOs issued by government agencies or sponsored agencies | $17,394,000 | 864 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $20,146,000 | 4,017 |
| Total debt securities | $20,146,000 | 4,400 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $18,704,000 | 4,540 |
| U.S. Government securities | $18,704,000 | 3,663 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $18,704,000 | 3,591 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $18,704,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $2,383,000 | 4,355 |
| Issued or guaranteed by U.S. | $2,383,000 | 4,349 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $16,321,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $16,321,000 | 872 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $18,704,000 | 4,130 |
| Total debt securities | $18,704,000 | 4,500 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $18,372,000 | 4,629 |
| U.S. Government securities | $18,372,000 | 3,684 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $18,372,000 | 3,612 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $18,372,000 | 2,468 |
| Certificates of participation in pools of residential mortgages | $1,986,000 | 4,606 |
| Issued or guaranteed by U.S. | $1,986,000 | 4,597 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $16,386,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $16,386,000 | 840 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $18,372,000 | 4,199 |
| Total debt securities | $18,372,000 | 4,581 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $16,643,000 | 4,836 |
| U.S. Government securities | $16,643,000 | 3,889 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $16,643,000 | 3,805 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $16,643,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $1,591,000 | 4,845 |
| Issued or guaranteed by U.S. | $1,591,000 | 4,830 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $15,052,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $15,052,000 | 838 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $16,643,000 | 4,389 |
| Total debt securities | $16,643,000 | 4,794 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $15,238,000 | 5,047 |
| U.S. Government securities | $15,238,000 | 4,145 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,238,000 | 4,067 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $15,238,000 | 2,802 |
| Certificates of participation in pools of residential mortgages | $1,725,000 | 4,875 |
| Issued or guaranteed by U.S. | $1,725,000 | 4,859 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,513,000 | 1,158 |
| CMOs issued by government agencies or sponsored agencies | $13,513,000 | 906 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $15,238,000 | 4,572 |
| Total debt securities | $15,238,000 | 5,008 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $15,672,000 | 5,018 |
| U.S. Government securities | $15,672,000 | 4,152 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $15,672,000 | 4,075 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $15,672,000 | 2,708 |
| Certificates of participation in pools of residential mortgages | $1,803,000 | 4,834 |
| Issued or guaranteed by U.S. | $1,803,000 | 4,819 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $13,869,000 | 1,096 |
| CMOs issued by government agencies or sponsored agencies | $13,869,000 | 862 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $15,672,000 | 4,527 |
| Total debt securities | $15,672,000 | 4,982 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $14,179,000 | 5,182 |
| U.S. Government securities | $14,179,000 | 4,327 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,179,000 | 4,251 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $14,179,000 | 2,761 |
| Certificates of participation in pools of residential mortgages | $1,781,000 | 4,807 |
| Issued or guaranteed by U.S. | $1,781,000 | 4,792 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $12,398,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $12,398,000 | 879 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $14,179,000 | 4,666 |
| Total debt securities | $14,179,000 | 5,141 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $11,359,000 | 5,696 |
| U.S. Government securities | $11,359,000 | 4,859 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,359,000 | 4,774 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $11,359,000 | 3,058 |
| Certificates of participation in pools of residential mortgages | $850,000 | 5,283 |
| Issued or guaranteed by U.S. | $850,000 | 5,260 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,509,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $10,509,000 | 955 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $11,359,000 | 5,176 |
| Total debt securities | $11,359,000 | 5,638 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $10,605,000 | 5,818 |
| U.S. Government securities | $10,605,000 | 5,005 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,605,000 | 4,906 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $10,605,000 | 3,104 |
| Certificates of participation in pools of residential mortgages | $922,000 | 5,185 |
| Issued or guaranteed by U.S. | $922,000 | 5,159 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,683,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $9,683,000 | 997 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $10,605,000 | 5,297 |
| Total debt securities | $10,605,000 | 5,748 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $7,547,000 | 6,536 |
| U.S. Government securities | $7,547,000 | 5,872 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,547,000 | 5,760 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $7,337,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $458,000 | 5,370 |
| Issued or guaranteed by U.S. | $458,000 | 5,349 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,879,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $6,879,000 | 1,156 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $7,547,000 | 5,928 |
| Total debt securities | $7,547,000 | 6,477 |
| Structured notes | ||
| Amortized cost | $208,000 | 2,335 |
| Fair value | $210,000 | 2,335 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $6,042,000 | 6,899 |
| U.S. Government securities | $6,042,000 | 6,364 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,042,000 | 6,256 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $4,490,000 | 3,840 |
| Certificates of participation in pools of residential mortgages | $757,000 | 4,994 |
| Issued or guaranteed by U.S. | $757,000 | 4,979 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,733,000 | 1,760 |
| CMOs issued by government agencies or sponsored agencies | $3,733,000 | 1,482 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $6,042,000 | 6,275 |
| Total debt securities | $6,042,000 | 6,850 |
| Structured notes | ||
| Amortized cost | $1,530,000 | 1,433 |
| Fair value | $1,552,000 | 1,425 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,983,000 | 6,964 |
| U.S. Government securities | $5,983,000 | 6,431 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,983,000 | 6,312 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $4,452,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | $856,000 | 4,926 |
| Issued or guaranteed by U.S. | $856,000 | 4,911 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,596,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $3,596,000 | 1,496 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $5,983,000 | 6,305 |
| Total debt securities | $5,983,000 | 6,912 |
| Structured notes | ||
| Amortized cost | $1,529,000 | 1,512 |
| Fair value | $1,531,000 | 1,507 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $6,303,000 | 6,933 |
| U.S. Government securities | $6,303,000 | 6,380 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,303,000 | 6,255 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $4,771,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $967,000 | 4,846 |
| Issued or guaranteed by U.S. | $967,000 | 4,827 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,804,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $3,804,000 | 1,452 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $6,303,000 | 6,260 |
| Total debt securities | $6,303,000 | 6,891 |
| Structured notes | ||
| Amortized cost | $1,527,000 | 1,591 |
| Fair value | $1,532,000 | 1,585 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,711,000 | 7,103 |
| U.S. Government securities | $5,711,000 | 6,598 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,711,000 | 6,466 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $5,067,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $1,080,000 | 4,744 |
| Issued or guaranteed by U.S. | $1,080,000 | 4,728 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,987,000 | 1,690 |
| CMOs issued by government agencies or sponsored agencies | $3,987,000 | 1,443 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,711,000 | 6,408 |
| Total debt securities | $5,711,000 | 7,055 |
| Structured notes | ||
| Amortized cost | $642,000 | 2,365 |
| Fair value | $644,000 | 2,361 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,646,000 | 7,191 |
| U.S. Government securities | $5,646,000 | 6,672 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,646,000 | 6,538 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $5,451,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $1,151,000 | 4,700 |
| Issued or guaranteed by U.S. | $1,151,000 | 4,676 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,300,000 | 1,593 |
| CMOs issued by government agencies or sponsored agencies | $4,300,000 | 1,362 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $5,646,000 | 6,458 |
| Total debt securities | $5,646,000 | 7,135 |
| Structured notes | ||
| Amortized cost | $192,000 | 2,970 |
| Fair value | $195,000 | 2,960 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,296,000 | 7,292 |
| U.S. Government securities | $5,296,000 | 6,794 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,296,000 | 6,659 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $5,296,000 | 3,528 |
| Certificates of participation in pools of residential mortgages | $1,228,000 | 4,667 |
| Issued or guaranteed by U.S. | $1,228,000 | 4,643 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,068,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $4,068,000 | 1,385 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $5,296,000 | 6,547 |
| Total debt securities | $5,295,000 | 7,242 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,759,000 | 7,231 |
| U.S. Government securities | $5,759,000 | 6,696 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,759,000 | 6,550 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $5,759,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | $1,341,000 | 4,620 |
| Issued or guaranteed by U.S. | $1,341,000 | 4,601 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,418,000 | 1,566 |
| CMOs issued by government agencies or sponsored agencies | $4,418,000 | 1,347 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,759,000 | 6,497 |
| Total debt securities | $5,759,000 | 7,175 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,304,000 | 7,141 |
| U.S. Government securities | $6,304,000 | 6,555 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,304,000 | 6,407 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $6,304,000 | 3,379 |
| Certificates of participation in pools of residential mortgages | $1,459,000 | 4,580 |
| Issued or guaranteed by U.S. | $1,459,000 | 4,561 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,845,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $4,845,000 | 1,286 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $6,304,000 | 6,413 |
| Total debt securities | $6,303,000 | 7,085 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,863,000 | 7,046 |
| U.S. Government securities | $6,863,000 | 6,397 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,863,000 | 6,271 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $6,863,000 | 3,278 |
| Certificates of participation in pools of residential mortgages | $1,578,000 | 4,555 |
| Issued or guaranteed by U.S. | $1,578,000 | 4,538 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,285,000 | 1,442 |
| CMOs issued by government agencies or sponsored agencies | $5,285,000 | 1,241 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $6,863,000 | 6,277 |
| Total debt securities | $6,864,000 | 6,987 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,455,000 | 7,179 |
| U.S. Government securities | $6,455,000 | 6,565 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,455,000 | 6,423 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $6,455,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | $1,253,000 | 4,842 |
| Issued or guaranteed by U.S. | $1,253,000 | 4,822 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,202,000 | 1,480 |
| CMOs issued by government agencies or sponsored agencies | $5,202,000 | 1,293 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,455,000 | 6,406 |
| Total debt securities | $6,455,000 | 7,114 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $7,614,000 | 6,968 |
| U.S. Government securities | $7,614,000 | 6,294 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,614,000 | 6,151 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $7,614,000 | 3,270 |
| Certificates of participation in pools of residential mortgages | $1,410,000 | 4,804 |
| Issued or guaranteed by U.S. | $1,410,000 | 4,791 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,204,000 | 1,390 |
| CMOs issued by government agencies or sponsored agencies | $6,204,000 | 1,219 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $7,614,000 | 6,194 |
| Total debt securities | $7,614,000 | 6,912 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $8,274,000 | 6,814 |
| U.S. Government securities | $8,274,000 | 6,105 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,274,000 | 5,960 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $8,274,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $1,568,000 | 4,734 |
| Issued or guaranteed by U.S. | $1,568,000 | 4,718 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,706,000 | 1,340 |
| CMOs issued by government agencies or sponsored agencies | $6,706,000 | 1,176 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $8,274,000 | 6,050 |
| Total debt securities | $8,274,000 | 6,759 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,513,000 | 7,313 |
| U.S. Government securities | $6,513,000 | 6,639 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,513,000 | 6,482 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $6,513,000 | 3,588 |
| Certificates of participation in pools of residential mortgages | $676,000 | 5,427 |
| Issued or guaranteed by U.S. | $676,000 | 5,413 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,837,000 | 1,453 |
| CMOs issued by government agencies or sponsored agencies | $5,837,000 | 1,282 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $6,513,000 | 6,506 |
| Total debt securities | $6,513,000 | 7,239 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $7,369,000 | 7,171 |
| U.S. Government securities | $7,369,000 | 6,477 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,369,000 | 6,309 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $7,369,000 | 3,460 |
| Certificates of participation in pools of residential mortgages | $776,000 | 5,410 |
| Issued or guaranteed by U.S. | $776,000 | 5,394 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,593,000 | 1,371 |
| CMOs issued by government agencies or sponsored agencies | $6,593,000 | 1,208 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $7,369,000 | 6,388 |
| Total debt securities | $7,369,000 | 7,102 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $9,472,000 | 6,682 |
| U.S. Government securities | $9,472,000 | 5,874 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,472,000 | 5,716 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $9,472,000 | 3,104 |
| Certificates of participation in pools of residential mortgages | $896,000 | 5,348 |
| Issued or guaranteed by U.S. | $896,000 | 5,329 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $8,576,000 | 1,243 |
| CMOs issued by government agencies or sponsored agencies | $8,576,000 | 1,089 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $9,472,000 | 5,937 |
| Total debt securities | $9,472,000 | 6,600 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $9,986,000 | 6,613 |
| U.S. Government securities | $9,986,000 | 5,775 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,986,000 | 5,616 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $9,986,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $1,012,000 | 5,275 |
| Issued or guaranteed by U.S. | $1,012,000 | 5,253 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,974,000 | 1,196 |
| CMOs issued by government agencies or sponsored agencies | $8,974,000 | 1,107 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $9,986,000 | 5,857 |
| Total debt securities | $9,986,000 | 6,537 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $8,945,000 | 6,778 |
| U.S. Government securities | $8,945,000 | 5,896 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,945,000 | 5,722 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $8,945,000 | 3,169 |
| Certificates of participation in pools of residential mortgages | $1,167,000 | 5,147 |
| Issued or guaranteed by U.S. | $1,167,000 | 5,125 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,778,000 | 1,297 |
| CMOs issued by government agencies or sponsored agencies | $7,778,000 | 1,200 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $8,945,000 | 6,008 |
| Total debt securities | $8,945,000 | 6,686 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $7,745,000 | 7,009 |
| U.S. Government securities | $7,745,000 | 6,185 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,745,000 | 6,009 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $7,745,000 | 3,452 |
| Certificates of participation in pools of residential mortgages | $1,477,000 | 5,000 |
| Issued or guaranteed by U.S. | $1,477,000 | 4,981 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $6,268,000 | 1,561 |
| CMOs issued by government agencies or sponsored agencies | $6,268,000 | 1,458 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $7,745,000 | 6,236 |
| Total debt securities | $7,745,000 | 6,912 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,058,000 | 6,947 |
| U.S. Government securities | $8,058,000 | 6,117 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,058,000 | 5,932 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $8,058,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $1,771,000 | 4,790 |
| Issued or guaranteed by U.S. | $1,771,000 | 4,774 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,287,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $6,287,000 | 1,502 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $8,058,000 | 6,167 |
| Total debt securities | $8,058,000 | 6,853 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $7,448,000 | 7,170 |
| U.S. Government securities | $7,448,000 | 6,341 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,448,000 | 6,143 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $7,448,000 | 3,499 |
| Certificates of participation in pools of residential mortgages | $2,020,000 | 4,637 |
| Issued or guaranteed by U.S. | $2,020,000 | 4,620 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,428,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $5,428,000 | 1,665 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $7,448,000 | 6,346 |
| Total debt securities | $7,448,000 | 7,084 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $8,910,000 | 6,778 |
| U.S. Government securities | $8,910,000 | 5,809 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,910,000 | 5,581 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $8,910,000 | 3,054 |
| Certificates of participation in pools of residential mortgages | $2,270,000 | 4,311 |
| Issued or guaranteed by U.S. | $2,270,000 | 4,293 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,640,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $6,640,000 | 1,504 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $8,910,000 | 5,886 |
| Total debt securities | $8,910,000 | 6,669 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $5,502,000 | 8,187 |
| U.S. Government securities | $4,950,000 | 7,782 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,950,000 | 7,440 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $552,000 | 3,633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $4,950,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $1,746,000 | 4,152 |
| Issued or guaranteed by U.S. | $1,746,000 | 4,126 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,204,000 | 1,887 |
| CMOs issued by government agencies or sponsored agencies | $3,204,000 | 1,754 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $5,502,000 | 7,077 |
| Total debt securities | $4,950,000 | 8,264 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $5,923,000 | 8,361 |
| U.S. Government securities | $5,400,000 | 7,865 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,400,000 | 7,344 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $523,000 | 3,636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $5,400,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $2,102,000 | 4,141 |
| Issued or guaranteed by U.S. | $2,102,000 | 4,122 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,298,000 | 1,991 |
| CMOs issued by government agencies or sponsored agencies | $3,298,000 | 1,842 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $5,923,000 | 7,122 |
| Total debt securities | $5,400,000 | 8,415 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| 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 | $5,504,000 | 8,580 |
| U.S. Government securities | $4,963,000 | 8,063 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $4,963,000 | 7,242 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $541,000 | 3,413 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $4,963,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $2,924,000 | 3,850 |
| Issued or guaranteed by U.S. | $2,924,000 | 3,831 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,039,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $2,039,000 | 2,480 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $5,504,000 | 7,182 |
| Total debt securities | $4,963,000 | 8,667 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,588,000 | 8,591 |
| U.S. Government securities | $6,086,000 | 8,047 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $6,086,000 | 6,772 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $502,000 | 3,614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $6,086,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $4,052,000 | 3,260 |
| Issued or guaranteed by U.S. | $4,052,000 | 3,246 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,034,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $2,034,000 | 2,575 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $6,588,000 | 6,850 |
| Total debt securities | $6,086,000 | 8,663 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,277,000 | 10,460 |
| U.S. Government securities | $2,783,000 | 10,258 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $2,783,000 | 8,952 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $494,000 | 3,554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $2,783,000 | 5,336 |
| Certificates of participation in pools of residential mortgages | $2,783,000 | 4,223 |
| Issued or guaranteed by U.S. | $2,783,000 | 4,203 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $3,277,000 | 8,480 |
| Total debt securities | $2,768,000 | 10,528 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,869,000 | 10,682 |
| U.S. Government securities | $3,338,000 | 10,403 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $3,338,000 | 8,769 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $531,000 | 3,172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $3,338,000 | 5,316 |
| Certificates of participation in pools of residential mortgages | $3,338,000 | 3,985 |
| Issued or guaranteed by U.S. | $3,338,000 | 3,958 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $3,869,000 | 8,554 |
| Total debt securities | $3,269,000 | 10,825 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $4,078,000 | 11,234 |
| U.S. Government securities | $3,601,000 | 10,915 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $3,601,000 | 8,658 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $477,000 | 3,177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $3,601,000 | 5,460 |
| Certificates of participation in pools of residential mortgages | $3,601,000 | 4,006 |
| Issued or guaranteed by U.S. | $3,601,000 | 3,978 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $4,078,000 | 7,397 |
| Total debt securities | $3,804,000 | 11,242 |
| 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 | $6,641,000 | 10,477 |
| U.S. Government securities | $6,641,000 | 9,612 |
| U.S. Treasury securities | $1,966,000 | 8,635 |
| U.S. Government agency obligations | $4,675,000 | 8,135 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,675,000 | 5,446 |
| Certificates of participation in pools of residential mortgages | $4,675,000 | 3,936 |
| Issued or guaranteed by U.S. | $4,675,000 | 3,899 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,641,000 | 10,347 |
| 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 | $5,559,000 | 11,292 |
| U.S. Government securities | $5,559,000 | 10,436 |
| U.S. Treasury securities | $1,962,000 | 8,942 |
| U.S. Government agency obligations | $3,597,000 | 9,028 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,597,000 | 6,315 |
| Certificates of participation in pools of residential mortgages | $3,597,000 | 4,708 |
| Issued or guaranteed by U.S. | $3,597,000 | 4,658 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,559,000 | 11,150 |
| 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 |