Home > Liberty Bank Minnesota > Securities
Liberty Bank Minnesota, Securities
| 2023-12-31 | Rank | |
| Total securities | $102,747,000 | 1,677 |
| U.S. Government securities | $63,955,000 | 1,604 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $63,955,000 | 1,365 |
| Securities issued by states & political subdivisions | $17,010,000 | 1,961 |
| Other domestic debt securities | $21,782,000 | 684 |
| Privately issued residential mortgage-backed securities | $20,797,000 | 185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $985,000 | 1,568 |
| 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 | $81,376,000 | 1,055 |
| Mortgage-backed securities | $68,562,000 | 1,032 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,231,000 | 2,103 |
| Privately issued | $20,797,000 | 35 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $38,534,000 | 464 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $102,747,000 | 1,483 |
| Total debt securities | $102,747,000 | 1,663 |
| Structured notes | ||
| Amortized cost | $3,033,000 | 439 |
| Fair value | $2,660,000 | 465 |
| 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 | $101,088,000 | 1,686 |
| U.S. Government securities | $63,331,000 | 1,607 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $63,331,000 | 1,355 |
| Securities issued by states & political subdivisions | $16,447,000 | 1,972 |
| Other domestic debt securities | $21,310,000 | 680 |
| Privately issued residential mortgage-backed securities | $20,339,000 | 181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $971,000 | 1,574 |
| 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 | $22,641,000 | 2,202 |
| Mortgage-backed securities | $67,704,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,171,000 | 2,101 |
| Privately issued | $20,339,000 | 35 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $38,194,000 | 464 |
| 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) | $101,088,000 | 1,479 |
| Total debt securities | $101,087,000 | 1,673 |
| Structured notes | ||
| Amortized cost | $3,032,000 | 454 |
| Fair value | $2,542,000 | 482 |
| 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 | $107,880,000 | 1,655 |
| U.S. Government securities | $67,553,000 | 1,574 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $67,553,000 | 1,339 |
| Securities issued by states & political subdivisions | $17,185,000 | 1,990 |
| Other domestic debt securities | $23,142,000 | 656 |
| Privately issued residential mortgage-backed securities | $21,695,000 | 180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $1,447,000 | 1,457 |
| 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 | $2,855,000 | 3,538 |
| Mortgage-backed securities | $72,585,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,927,000 | 2,075 |
| Privately issued | $21,695,000 | 37 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $40,963,000 | 447 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $107,880,000 | 1,452 |
| Total debt securities | $107,880,000 | 1,641 |
| Structured notes | ||
| Amortized cost | $3,031,000 | 491 |
| Fair value | $2,600,000 | 521 |
| 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 | $113,744,000 | 1,656 |
| U.S. Government securities | $71,192,000 | 1,586 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $71,192,000 | 1,305 |
| Securities issued by states & political subdivisions | $17,917,000 | 2,003 |
| Other domestic debt securities | $24,635,000 | 670 |
| Privately issued residential mortgage-backed securities | $22,686,000 | 189 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,949,000 | 1,399 |
| 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 | $2,855,000 | 3,511 |
| Mortgage-backed securities | $76,520,000 | 1,015 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,505,000 | 2,076 |
| Privately issued | $22,686,000 | 45 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $43,329,000 | 453 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $113,744,000 | 1,453 |
| Total debt securities | $113,744,000 | 1,641 |
| Structured notes | ||
| Amortized cost | $3,031,000 | 518 |
| Fair value | $2,651,000 | 540 |
| 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 | $113,338,000 | 1,675 |
| U.S. Government securities | $71,426,000 | 1,594 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $71,426,000 | 1,304 |
| Securities issued by states & political subdivisions | $17,107,000 | 2,089 |
| Other domestic debt securities | $24,805,000 | 671 |
| Privately issued residential mortgage-backed securities | $22,857,000 | 187 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,948,000 | 1,421 |
| 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 | $2,855,000 | 3,455 |
| Mortgage-backed securities | $76,875,000 | 1,011 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,684,000 | 2,083 |
| Privately issued | $22,857,000 | 46 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $43,334,000 | 464 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $113,338,000 | 1,468 |
| Total debt securities | $113,338,000 | 1,661 |
| Structured notes | ||
| Amortized cost | $3,030,000 | 538 |
| Fair value | $2,570,000 | 566 |
| 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 | $115,876,000 | 1,655 |
| U.S. Government securities | $73,409,000 | 1,599 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $73,409,000 | 1,295 |
| Securities issued by states & political subdivisions | $17,340,000 | 2,079 |
| Other domestic debt securities | $25,127,000 | 648 |
| Privately issued residential mortgage-backed securities | $23,188,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,939,000 | 1,430 |
| 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 | $2,855,000 | 3,436 |
| Mortgage-backed securities | $78,644,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,034,000 | 2,063 |
| Privately issued | $23,188,000 | 32 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $44,422,000 | 457 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $115,876,000 | 1,460 |
| Total debt securities | $115,876,000 | 1,642 |
| Structured notes | ||
| Amortized cost | $3,030,000 | 533 |
| Fair value | $2,564,000 | 568 |
| 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 | $119,808,000 | 1,649 |
| U.S. Government securities | $75,205,000 | 1,570 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $75,205,000 | 1,294 |
| Securities issued by states & political subdivisions | $17,593,000 | 2,117 |
| Other domestic debt securities | $27,010,000 | 594 |
| Privately issued residential mortgage-backed securities | $25,044,000 | 159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,966,000 | 1,413 |
| 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 | $2,855,000 | 3,440 |
| Mortgage-backed securities | $81,032,000 | 998 |
| Certificates of participation in pools of residential mortgages | $37,092,000 | 1,161 |
| Issued or guaranteed by U.S. | $12,048,000 | 2,047 |
| Privately issued | $25,044,000 | 35 |
| Collaterized mortgage obligations | $43,940,000 | 519 |
| CMOs issued by government agencies or sponsored agencies | $43,940,000 | 466 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $119,808,000 | 1,483 |
| Total debt securities | $119,808,000 | 1,637 |
| Structured notes | ||
| Amortized cost | $3,029,000 | 512 |
| Fair value | $2,678,000 | 557 |
| 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 | $121,953,000 | 1,595 |
| U.S. Government securities | $75,463,000 | 1,535 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $75,463,000 | 1,300 |
| Securities issued by states & political subdivisions | $18,198,000 | 2,094 |
| Other domestic debt securities | $28,292,000 | 561 |
| Privately issued residential mortgage-backed securities | $26,279,000 | 145 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,013,000 | 1,371 |
| 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 | $2,855,000 | 3,441 |
| Mortgage-backed securities | $83,218,000 | 1,000 |
| Certificates of participation in pools of residential mortgages | $39,659,000 | 1,132 |
| Issued or guaranteed by U.S. | $13,380,000 | 1,994 |
| Privately issued | $26,279,000 | 30 |
| Collaterized mortgage obligations | $43,559,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $43,559,000 | 473 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $121,953,000 | 1,461 |
| Total debt securities | $121,953,000 | 1,581 |
| Structured notes | ||
| Amortized cost | $3,029,000 | 443 |
| Fair value | $2,827,000 | 472 |
| 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 | $110,165,000 | 1,642 |
| U.S. Government securities | $64,176,000 | 1,601 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $64,176,000 | 1,420 |
| Securities issued by states & political subdivisions | $15,976,000 | 2,281 |
| Other domestic debt securities | $30,013,000 | 517 |
| Privately issued residential mortgage-backed securities | $27,929,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,084,000 | 1,293 |
| 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 | $2,855,000 | 3,455 |
| Mortgage-backed securities | $79,403,000 | 1,020 |
| Certificates of participation in pools of residential mortgages | $40,490,000 | 1,103 |
| Issued or guaranteed by U.S. | $12,561,000 | 2,024 |
| Privately issued | $27,929,000 | 35 |
| Collaterized mortgage obligations | $38,913,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $38,913,000 | 496 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $110,165,000 | 1,533 |
| Total debt securities | $110,165,000 | 1,626 |
| Structured notes | ||
| Amortized cost | $3,028,000 | 382 |
| Fair value | $3,000,000 | 384 |
| 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 | $101,989,000 | 1,688 |
| U.S. Government securities | $59,879,000 | 1,615 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $59,879,000 | 1,466 |
| Securities issued by states & political subdivisions | $11,598,000 | 2,547 |
| Other domestic debt securities | $30,512,000 | 489 |
| Privately issued residential mortgage-backed securities | $27,387,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,125,000 | 1,082 |
| 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 | $2,855,000 | 3,476 |
| Mortgage-backed securities | $76,657,000 | 1,030 |
| Certificates of participation in pools of residential mortgages | $40,026,000 | 1,095 |
| Issued or guaranteed by U.S. | $12,639,000 | 2,026 |
| Privately issued | $27,387,000 | 38 |
| Collaterized mortgage obligations | $36,631,000 | 546 |
| CMOs issued by government agencies or sponsored agencies | $36,631,000 | 514 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $101,989,000 | 1,564 |
| Total debt securities | $101,989,000 | 1,669 |
| Structured notes | ||
| Amortized cost | $3,028,000 | 328 |
| Fair value | $3,016,000 | 330 |
| 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 | $87,590,000 | 1,810 |
| U.S. Government securities | $51,974,000 | 1,686 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $51,974,000 | 1,543 |
| Securities issued by states & political subdivisions | $8,093,000 | 2,858 |
| Other domestic debt securities | $27,523,000 | 504 |
| Privately issued residential mortgage-backed securities | $24,389,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $3,134,000 | 1,026 |
| 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 | $2,855,000 | 3,482 |
| Mortgage-backed securities | $65,124,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $34,639,000 | 1,147 |
| Issued or guaranteed by U.S. | $10,250,000 | 2,178 |
| Privately issued | $24,389,000 | 41 |
| Collaterized mortgage obligations | $30,087,000 | 592 |
| CMOs issued by government agencies or sponsored agencies | $30,087,000 | 558 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $398,000 | 1,897 |
| Commercial mortgage pass-through securities | $398,000 | 1,434 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $87,590,000 | 1,691 |
| Total debt securities | $87,590,000 | 1,793 |
| Structured notes | ||
| Amortized cost | $3,229,000 | 280 |
| Fair value | $3,222,000 | 278 |
| 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 | $77,443,000 | 1,851 |
| U.S. Government securities | $52,371,000 | 1,573 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $52,371,000 | 1,469 |
| Securities issued by states & political subdivisions | $7,705,000 | 2,878 |
| Other domestic debt securities | $17,367,000 | 620 |
| Privately issued residential mortgage-backed securities | $14,251,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $3,116,000 | 974 |
| 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 | $2,855,000 | 3,482 |
| Mortgage-backed securities | $57,969,000 | 1,157 |
| Certificates of participation in pools of residential mortgages | $19,861,000 | 1,567 |
| Issued or guaranteed by U.S. | $5,610,000 | 2,598 |
| Privately issued | $14,251,000 | 67 |
| Collaterized mortgage obligations | $37,524,000 | 494 |
| CMOs issued by government agencies or sponsored agencies | $37,524,000 | 462 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $584,000 | 1,805 |
| Commercial mortgage pass-through securities | $584,000 | 1,335 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $77,443,000 | 1,736 |
| Total debt securities | $77,443,000 | 1,835 |
| Structured notes | ||
| Amortized cost | $1,479,000 | 330 |
| Fair value | $1,460,000 | 323 |
| 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 | $60,890,000 | 2,050 |
| U.S. Government securities | $50,614,000 | 1,489 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $50,614,000 | 1,408 |
| Securities issued by states & political subdivisions | $6,098,000 | 3,046 |
| Other domestic debt securities | $4,178,000 | 1,159 |
| Privately issued residential mortgage-backed securities | $1,025,000 | 400 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $3,153,000 | 929 |
| 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 | $2,855,000 | 3,488 |
| Mortgage-backed securities | $46,825,000 | 1,239 |
| Certificates of participation in pools of residential mortgages | $5,040,000 | 2,697 |
| Issued or guaranteed by U.S. | $4,015,000 | 2,773 |
| Privately issued | $1,025,000 | 156 |
| Collaterized mortgage obligations | $41,017,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $41,017,000 | 432 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $768,000 | 1,721 |
| Commercial mortgage pass-through securities | $768,000 | 1,248 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $60,890,000 | 1,924 |
| Total debt securities | $60,891,000 | 2,034 |
| 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 | $61,811,000 | 1,921 |
| U.S. Government securities | $55,334,000 | 1,340 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $55,334,000 | 1,268 |
| Securities issued by states & political subdivisions | $3,333,000 | 3,363 |
| Other domestic debt securities | $3,144,000 | 1,239 |
| 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 | $3,144,000 | 885 |
| 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 | $2,855,000 | 3,504 |
| Mortgage-backed securities | $51,018,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $1,576,000 | 3,337 |
| Issued or guaranteed by U.S. | $1,576,000 | 3,246 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $48,546,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $48,546,000 | 396 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $896,000 | 1,668 |
| Commercial mortgage pass-through securities | $896,000 | 1,196 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $61,811,000 | 1,795 |
| Total debt securities | $61,811,000 | 1,906 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $55,013,000 | 2,024 |
| U.S. Government securities | $49,071,000 | 1,450 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $49,071,000 | 1,361 |
| Securities issued by states & political subdivisions | $2,831,000 | 3,438 |
| Other domestic debt securities | $3,111,000 | 1,181 |
| 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 | $3,111,000 | 849 |
| 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 | $2,855,000 | 3,543 |
| Mortgage-backed securities | $43,595,000 | 1,267 |
| Certificates of participation in pools of residential mortgages | $428,000 | 3,713 |
| Issued or guaranteed by U.S. | $428,000 | 3,637 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $43,167,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $43,167,000 | 435 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $55,013,000 | 1,888 |
| Total debt securities | $55,012,000 | 2,005 |
| Structured notes | ||
| Amortized cost | $500,000 | 285 |
| Fair value | $500,000 | 296 |
| 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 | $48,312,000 | 2,156 |
| U.S. Government securities | $42,788,000 | 1,612 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $42,788,000 | 1,533 |
| Securities issued by states & political subdivisions | $2,775,000 | 3,398 |
| Other domestic debt securities | $2,749,000 | 1,184 |
| 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 | $2,749,000 | 837 |
| 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 | $2,855,000 | 3,546 |
| Mortgage-backed securities | $35,933,000 | 1,426 |
| Certificates of participation in pools of residential mortgages | $466,000 | 3,728 |
| Issued or guaranteed by U.S. | $466,000 | 3,639 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $35,467,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $35,467,000 | 506 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $48,312,000 | 2,009 |
| Total debt securities | $48,312,000 | 2,133 |
| Structured notes | ||
| Amortized cost | $1,096,000 | 277 |
| Fair value | $1,102,000 | 277 |
| 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 | $45,945,000 | 2,240 |
| U.S. Government securities | $39,014,000 | 1,740 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $39,014,000 | 1,638 |
| Securities issued by states & political subdivisions | $3,859,000 | 3,203 |
| Other domestic debt securities | $3,072,000 | 1,093 |
| 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 | $3,072,000 | 753 |
| 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 | $2,855,000 | 3,614 |
| Mortgage-backed securities | $31,761,000 | 1,503 |
| Certificates of participation in pools of residential mortgages | $492,000 | 3,723 |
| Issued or guaranteed by U.S. | $492,000 | 3,645 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $31,269,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $31,269,000 | 563 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $45,945,000 | 2,082 |
| Total debt securities | $45,945,000 | 2,219 |
| Structured notes | ||
| Amortized cost | $1,095,000 | 390 |
| Fair value | $1,094,000 | 391 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $43,510,000 | 2,328 |
| U.S. Government securities | $37,991,000 | 1,785 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $37,991,000 | 1,692 |
| Securities issued by states & political subdivisions | $3,518,000 | 3,275 |
| Other domestic debt securities | $2,001,000 | 1,286 |
| 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 | $2,001,000 | 909 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,800,000 | 3,496 |
| Mortgage-backed securities | $30,082,000 | 1,519 |
| Certificates of participation in pools of residential mortgages | $534,000 | 3,738 |
| Issued or guaranteed by U.S. | $534,000 | 3,656 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $29,548,000 | 627 |
| CMOs issued by government agencies or sponsored agencies | $29,548,000 | 599 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $43,510,000 | 2,156 |
| Total debt securities | $43,510,000 | 2,311 |
| Structured notes | ||
| Amortized cost | $1,595,000 | 430 |
| Fair value | $1,590,000 | 430 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $42,273,000 | 2,406 |
| U.S. Government securities | $36,766,000 | 1,865 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $36,766,000 | 1,752 |
| Securities issued by states & political subdivisions | $3,520,000 | 3,327 |
| Other domestic debt securities | $1,987,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,987,000 | 934 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,800,000 | 3,540 |
| Mortgage-backed securities | $27,641,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $1,185,000 | 3,490 |
| Issued or guaranteed by U.S. | $1,185,000 | 3,407 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $26,456,000 | 651 |
| CMOs issued by government agencies or sponsored agencies | $26,456,000 | 622 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $42,273,000 | 2,222 |
| Total debt securities | $42,273,000 | 2,389 |
| Structured notes | ||
| Amortized cost | $4,086,000 | 253 |
| Fair value | $4,066,000 | 255 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $42,125,000 | 2,447 |
| U.S. Government securities | $36,054,000 | 1,901 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $36,054,000 | 1,794 |
| Securities issued by states & political subdivisions | $4,097,000 | 3,288 |
| Other domestic debt securities | $1,974,000 | 1,284 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,974,000 | 936 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,800,000 | 3,594 |
| Mortgage-backed securities | $20,992,000 | 1,853 |
| Certificates of participation in pools of residential mortgages | $1,386,000 | 3,442 |
| Issued or guaranteed by U.S. | $1,386,000 | 3,357 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $19,606,000 | 785 |
| CMOs issued by government agencies or sponsored agencies | $19,606,000 | 750 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $42,125,000 | 2,250 |
| Total debt securities | $42,125,000 | 2,425 |
| Structured notes | ||
| Amortized cost | $9,918,000 | 133 |
| Fair value | $9,845,000 | 132 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $43,355,000 | 2,419 |
| U.S. Government securities | $36,970,000 | 1,881 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $36,970,000 | 1,772 |
| Securities issued by states & political subdivisions | $4,458,000 | 3,286 |
| Other domestic debt securities | $1,927,000 | 1,268 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,927,000 | 949 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,800,000 | 3,624 |
| Mortgage-backed securities | $20,691,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $1,482,000 | 3,428 |
| Issued or guaranteed by U.S. | $1,482,000 | 3,357 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $19,209,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $19,209,000 | 761 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $43,355,000 | 2,228 |
| Total debt securities | $43,355,000 | 2,400 |
| Structured notes | ||
| Amortized cost | $11,116,000 | 125 |
| Fair value | $10,972,000 | 125 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $39,928,000 | 2,574 |
| U.S. Government securities | $33,519,000 | 2,023 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $33,519,000 | 1,909 |
| Securities issued by states & political subdivisions | $4,418,000 | 3,338 |
| Other domestic debt securities | $1,991,000 | 1,201 |
| 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 | $1,991,000 | 920 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,800,000 | 3,666 |
| Mortgage-backed securities | $19,844,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $1,576,000 | 3,442 |
| Issued or guaranteed by U.S. | $1,576,000 | 3,415 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $18,268,000 | 786 |
| CMOs issued by government agencies or sponsored agencies | $18,268,000 | 752 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $39,928,000 | 2,373 |
| Total debt securities | $39,928,000 | 2,554 |
| Structured notes | ||
| Amortized cost | $8,365,000 | 148 |
| Fair value | $8,135,000 | 146 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $37,662,000 | 2,682 |
| U.S. Government securities | $32,133,000 | 2,066 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $32,133,000 | 1,956 |
| Securities issued by states & political subdivisions | $4,546,000 | 3,351 |
| Other domestic debt securities | $983,000 | 1,663 |
| 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 | $983,000 | 1,192 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,800,000 | 3,693 |
| Mortgage-backed securities | $19,254,000 | 1,989 |
| Certificates of participation in pools of residential mortgages | $1,698,000 | 3,452 |
| Issued or guaranteed by U.S. | $1,698,000 | 3,289 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $17,556,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $17,556,000 | 769 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $37,662,000 | 2,488 |
| Total debt securities | $37,662,000 | 2,666 |
| Structured notes | ||
| Amortized cost | $7,392,000 | 161 |
| Fair value | $7,183,000 | 161 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $37,519,000 | 2,725 |
| U.S. Government securities | $32,936,000 | 2,076 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $32,936,000 | 1,969 |
| Securities issued by states & political subdivisions | $4,583,000 | 3,389 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,800,000 | 3,738 |
| Mortgage-backed securities | $19,670,000 | 1,960 |
| Certificates of participation in pools of residential mortgages | $1,837,000 | 3,464 |
| Issued or guaranteed by U.S. | $1,837,000 | 3,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,833,000 | 802 |
| CMOs issued by government agencies or sponsored agencies | $17,833,000 | 760 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $37,519,000 | 2,524 |
| Total debt securities | $37,518,000 | 2,709 |
| Structured notes | ||
| Amortized cost | $8,279,000 | 147 |
| Fair value | $8,079,000 | 147 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $37,962,000 | 2,728 |
| U.S. Government securities | $32,977,000 | 2,078 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $32,977,000 | 1,990 |
| Securities issued by states & political subdivisions | $4,985,000 | 3,387 |
| 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 | $3,991,000 | 3,764 |
| Mortgage-backed securities | $19,440,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $1,969,000 | 3,469 |
| Issued or guaranteed by U.S. | $1,969,000 | 3,461 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $17,471,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $17,471,000 | 763 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $37,962,000 | 2,525 |
| Total debt securities | $37,962,000 | 2,707 |
| Structured notes | ||
| Amortized cost | $8,777,000 | 143 |
| Fair value | $8,646,000 | 142 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $39,669,000 | 2,688 |
| U.S. Government securities | $34,650,000 | 2,028 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $34,650,000 | 1,934 |
| Securities issued by states & political subdivisions | $5,019,000 | 3,411 |
| 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 | $3,991,000 | 3,819 |
| Mortgage-backed securities | $20,605,000 | 1,926 |
| Certificates of participation in pools of residential mortgages | $2,111,000 | 3,489 |
| Issued or guaranteed by U.S. | $2,111,000 | 3,483 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $18,494,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $18,494,000 | 730 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $39,669,000 | 2,473 |
| Total debt securities | $39,669,000 | 2,669 |
| Structured notes | ||
| Amortized cost | $8,776,000 | 148 |
| Fair value | $8,719,000 | 146 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $39,476,000 | 2,743 |
| U.S. Government securities | $34,441,000 | 2,078 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $34,441,000 | 1,973 |
| Securities issued by states & political subdivisions | $5,035,000 | 3,452 |
| 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 | $3,991,000 | 3,845 |
| Mortgage-backed securities | $20,248,000 | 1,977 |
| Certificates of participation in pools of residential mortgages | $2,269,000 | 3,479 |
| Issued or guaranteed by U.S. | $2,269,000 | 3,473 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,979,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $17,979,000 | 740 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $39,476,000 | 2,520 |
| Total debt securities | $39,475,000 | 2,724 |
| Structured notes | ||
| Amortized cost | $8,725,000 | 153 |
| Fair value | $7,664,000 | 174 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $38,267,000 | 2,839 |
| U.S. Government securities | $33,284,000 | 2,165 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $33,284,000 | 2,061 |
| Securities issued by states & political subdivisions | $4,983,000 | 3,498 |
| 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 | $3,991,000 | 3,896 |
| Mortgage-backed securities | $20,579,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $2,495,000 | 3,480 |
| Issued or guaranteed by U.S. | $2,495,000 | 3,476 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $18,084,000 | 787 |
| CMOs issued by government agencies or sponsored agencies | $18,084,000 | 746 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $38,267,000 | 2,609 |
| Total debt securities | $38,266,000 | 2,818 |
| Structured notes | ||
| Amortized cost | $6,997,000 | 198 |
| Fair value | $6,922,000 | 198 |
| 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 | $38,261,000 | 2,817 |
| U.S. Government securities | $33,296,000 | 2,144 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $33,296,000 | 2,041 |
| Securities issued by states & political subdivisions | $4,965,000 | 3,512 |
| 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 | $3,991,000 | 3,910 |
| Mortgage-backed securities | $21,496,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $2,734,000 | 3,434 |
| Issued or guaranteed by U.S. | $2,734,000 | 3,429 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $18,762,000 | 774 |
| CMOs issued by government agencies or sponsored agencies | $18,762,000 | 732 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $38,261,000 | 2,582 |
| Total debt securities | $38,260,000 | 2,801 |
| Structured notes | ||
| Amortized cost | $5,996,000 | 218 |
| Fair value | $5,896,000 | 212 |
| 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 | $37,880,000 | 2,816 |
| U.S. Government securities | $32,738,000 | 2,166 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $32,738,000 | 2,079 |
| Securities issued by states & political subdivisions | $5,142,000 | 3,493 |
| 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 | $3,991,000 | 3,968 |
| Mortgage-backed securities | $22,535,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $2,946,000 | 3,427 |
| Issued or guaranteed by U.S. | $2,946,000 | 3,425 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,589,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $19,589,000 | 724 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $37,880,000 | 2,585 |
| Total debt securities | $37,880,000 | 2,800 |
| Structured notes | ||
| Amortized cost | $3,749,000 | 310 |
| Fair value | $3,750,000 | 308 |
| 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 | $41,230,000 | 2,731 |
| U.S. Government securities | $34,322,000 | 2,146 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $34,322,000 | 2,059 |
| Securities issued by states & political subdivisions | $6,908,000 | 3,230 |
| 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 | $3,800,000 | 4,077 |
| Mortgage-backed securities | $25,152,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $3,185,000 | 3,404 |
| Issued or guaranteed by U.S. | $3,185,000 | 3,400 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $21,967,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $21,967,000 | 682 |
| 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) | $41,230,000 | 2,490 |
| Total debt securities | $41,230,000 | 2,709 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 476 |
| Fair value | $2,502,000 | 472 |
| 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 | $42,041,000 | 2,736 |
| U.S. Government securities | $34,617,000 | 2,195 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $34,617,000 | 2,108 |
| Securities issued by states & political subdivisions | $7,424,000 | 3,136 |
| 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 | $3,991,000 | 4,076 |
| Mortgage-backed securities | $24,180,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $3,411,000 | 3,375 |
| Issued or guaranteed by U.S. | $3,411,000 | 3,374 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $20,769,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $20,769,000 | 714 |
| 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) | $42,041,000 | 2,492 |
| Total debt securities | $42,041,000 | 2,713 |
| Structured notes | ||
| Amortized cost | $3,498,000 | 460 |
| Fair value | $3,496,000 | 458 |
| 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 | $42,840,000 | 2,732 |
| U.S. Government securities | $35,485,000 | 2,194 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $35,485,000 | 2,107 |
| Securities issued by states & political subdivisions | $7,355,000 | 3,177 |
| 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 | $3,800,000 | 4,160 |
| Mortgage-backed securities | $23,434,000 | 1,902 |
| Certificates of participation in pools of residential mortgages | $3,854,000 | 3,299 |
| Issued or guaranteed by U.S. | $3,854,000 | 3,296 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $19,580,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $19,580,000 | 745 |
| 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) | $42,840,000 | 2,500 |
| Total debt securities | $42,840,000 | 2,710 |
| Structured notes | ||
| Amortized cost | $5,027,000 | 384 |
| Fair value | $5,004,000 | 387 |
| 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 | $42,557,000 | 2,765 |
| U.S. Government securities | $35,680,000 | 2,222 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $35,680,000 | 2,134 |
| Securities issued by states & political subdivisions | $6,877,000 | 3,264 |
| 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 | $3,855,000 | 4,202 |
| Mortgage-backed securities | $23,215,000 | 1,910 |
| Certificates of participation in pools of residential mortgages | $4,190,000 | 3,255 |
| Issued or guaranteed by U.S. | $4,190,000 | 3,251 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $19,025,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $19,025,000 | 775 |
| 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) | $42,557,000 | 2,536 |
| Total debt securities | $42,556,000 | 2,742 |
| Structured notes | ||
| Amortized cost | $5,025,000 | 445 |
| Fair value | $5,027,000 | 444 |
| 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 | $44,979,000 | 2,708 |
| U.S. Government securities | $37,772,000 | 2,201 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $37,772,000 | 2,118 |
| Securities issued by states & political subdivisions | $7,207,000 | 3,224 |
| 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 | $4,090,000 | 4,198 |
| Mortgage-backed securities | $22,713,000 | 1,998 |
| Certificates of participation in pools of residential mortgages | $4,562,000 | 3,240 |
| Issued or guaranteed by U.S. | $4,562,000 | 3,237 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,151,000 | 875 |
| CMOs issued by government agencies or sponsored agencies | $18,151,000 | 834 |
| 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) | $44,979,000 | 2,483 |
| Total debt securities | $44,979,000 | 2,687 |
| Structured notes | ||
| Amortized cost | $7,523,000 | 388 |
| Fair value | $7,487,000 | 389 |
| 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 | $44,507,000 | 2,764 |
| U.S. Government securities | $37,294,000 | 2,254 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $37,294,000 | 2,168 |
| Securities issued by states & political subdivisions | $7,213,000 | 3,229 |
| 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 | $3,620,000 | 4,385 |
| Mortgage-backed securities | $21,678,000 | 2,107 |
| Certificates of participation in pools of residential mortgages | $4,967,000 | 3,230 |
| Issued or guaranteed by U.S. | $4,967,000 | 3,227 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $16,711,000 | 963 |
| CMOs issued by government agencies or sponsored agencies | $16,711,000 | 916 |
| 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) | $44,507,000 | 2,530 |
| Total debt securities | $44,507,000 | 2,742 |
| Structured notes | ||
| Amortized cost | $7,740,000 | 419 |
| Fair value | $7,736,000 | 419 |
| 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 | $45,366,000 | 2,766 |
| U.S. Government securities | $37,737,000 | 2,267 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $37,737,000 | 2,183 |
| Securities issued by states & political subdivisions | $7,629,000 | 3,198 |
| 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 | $2,995,000 | 4,605 |
| Mortgage-backed securities | $22,588,000 | 2,094 |
| Certificates of participation in pools of residential mortgages | $5,384,000 | 3,206 |
| Issued or guaranteed by U.S. | $5,384,000 | 3,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $17,204,000 | 960 |
| CMOs issued by government agencies or sponsored agencies | $17,204,000 | 911 |
| 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) | $45,366,000 | 2,522 |
| Total debt securities | $45,366,000 | 2,743 |
| Structured notes | ||
| Amortized cost | $7,237,000 | 480 |
| Fair value | $7,186,000 | 481 |
| 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 | $49,204,000 | 2,668 |
| U.S. Government securities | $39,522,000 | 2,257 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $39,522,000 | 2,173 |
| Securities issued by states & political subdivisions | $9,682,000 | 2,916 |
| 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 | $2,935,000 | 4,696 |
| Mortgage-backed securities | $21,225,000 | 2,227 |
| Certificates of participation in pools of residential mortgages | $5,807,000 | 3,209 |
| Issued or guaranteed by U.S. | $5,807,000 | 3,206 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $15,418,000 | 1,045 |
| CMOs issued by government agencies or sponsored agencies | $15,418,000 | 992 |
| 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) | $49,204,000 | 2,429 |
| Total debt securities | $49,204,000 | 2,639 |
| Structured notes | ||
| Amortized cost | $9,927,000 | 404 |
| Fair value | $9,820,000 | 396 |
| 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 | $46,690,000 | 2,809 |
| U.S. Government securities | $36,013,000 | 2,427 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $36,013,000 | 2,355 |
| Securities issued by states & political subdivisions | $10,677,000 | 2,796 |
| 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 | $2,820,000 | 4,757 |
| Mortgage-backed securities | $18,336,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $6,553,000 | 3,148 |
| Issued or guaranteed by U.S. | $6,553,000 | 3,147 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,783,000 | 1,246 |
| CMOs issued by government agencies or sponsored agencies | $11,783,000 | 1,186 |
| 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) | $46,690,000 | 2,558 |
| Total debt securities | $46,690,000 | 2,782 |
| Structured notes | ||
| Amortized cost | $8,421,000 | 485 |
| Fair value | $8,304,000 | 474 |
| 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 | $43,098,000 | 2,980 |
| U.S. Government securities | $32,463,000 | 2,625 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $32,463,000 | 2,551 |
| Securities issued by states & political subdivisions | $10,635,000 | 2,803 |
| 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 | $2,820,000 | 4,795 |
| Mortgage-backed securities | $17,924,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $7,191,000 | 3,057 |
| Issued or guaranteed by U.S. | $7,191,000 | 3,057 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $10,733,000 | 1,304 |
| CMOs issued by government agencies or sponsored agencies | $10,733,000 | 1,246 |
| 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) | $43,098,000 | 2,719 |
| Total debt securities | $43,098,000 | 2,952 |
| Structured notes | ||
| Amortized cost | $5,931,000 | 661 |
| Fair value | $5,790,000 | 652 |
| 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 | $40,629,000 | 3,093 |
| U.S. Government securities | $30,244,000 | 2,737 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,244,000 | 2,664 |
| Securities issued by states & political subdivisions | $10,385,000 | 2,840 |
| 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 | $2,720,000 | 4,847 |
| Mortgage-backed securities | $17,819,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $7,748,000 | 2,976 |
| Issued or guaranteed by U.S. | $7,748,000 | 2,974 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $10,071,000 | 1,363 |
| CMOs issued by government agencies or sponsored agencies | $10,071,000 | 1,293 |
| 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) | $40,629,000 | 2,815 |
| Total debt securities | $40,629,000 | 3,058 |
| Structured notes | ||
| Amortized cost | $3,687,000 | 900 |
| Fair value | $3,543,000 | 896 |
| 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 | $39,490,000 | 3,175 |
| U.S. Government securities | $28,887,000 | 2,844 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $28,887,000 | 2,769 |
| Securities issued by states & political subdivisions | $10,603,000 | 2,819 |
| 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 | $2,610,000 | 4,912 |
| Mortgage-backed securities | $17,803,000 | 2,500 |
| Certificates of participation in pools of residential mortgages | $8,163,000 | 2,921 |
| Issued or guaranteed by U.S. | $8,163,000 | 2,918 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,640,000 | 1,396 |
| CMOs issued by government agencies or sponsored agencies | $9,640,000 | 1,331 |
| 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) | $39,490,000 | 2,900 |
| Total debt securities | $39,490,000 | 3,143 |
| Structured notes | ||
| Amortized cost | $1,968,000 | 1,298 |
| Fair value | $1,850,000 | 1,284 |
| 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 | $38,248,000 | 3,223 |
| U.S. Government securities | $27,270,000 | 2,932 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $27,270,000 | 2,862 |
| Securities issued by states & political subdivisions | $10,978,000 | 2,742 |
| 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 | $2,370,000 | 4,994 |
| Mortgage-backed securities | $17,745,000 | 2,520 |
| Certificates of participation in pools of residential mortgages | $8,988,000 | 2,758 |
| Issued or guaranteed by U.S. | $8,988,000 | 2,756 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,757,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $8,757,000 | 1,409 |
| 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) | $38,248,000 | 2,957 |
| Total debt securities | $38,248,000 | 3,189 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,704 |
| Fair value | $949,000 | 1,712 |
| 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 | $36,357,000 | 3,342 |
| U.S. Government securities | $25,057,000 | 3,115 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $25,057,000 | 3,044 |
| Securities issued by states & political subdivisions | $11,300,000 | 2,681 |
| 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 | $2,370,000 | 5,056 |
| Mortgage-backed securities | $17,478,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | $8,993,000 | 2,804 |
| Issued or guaranteed by U.S. | $8,993,000 | 2,803 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,485,000 | 1,571 |
| CMOs issued by government agencies or sponsored agencies | $8,485,000 | 1,480 |
| 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) | $36,357,000 | 3,088 |
| Total debt securities | $36,357,000 | 3,305 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,738 |
| Fair value | $997,000 | 1,721 |
| 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 | $31,259,000 | 3,604 |
| U.S. Government securities | $20,817,000 | 3,416 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $20,817,000 | 3,336 |
| Securities issued by states & political subdivisions | $10,442,000 | 2,765 |
| 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 | $2,250,000 | 5,101 |
| Mortgage-backed securities | $15,234,000 | 2,754 |
| Certificates of participation in pools of residential mortgages | $6,591,000 | 3,185 |
| Issued or guaranteed by U.S. | $6,591,000 | 3,183 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,643,000 | 1,618 |
| CMOs issued by government agencies or sponsored agencies | $8,643,000 | 1,518 |
| 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) | $31,259,000 | 3,338 |
| Total debt securities | $31,259,000 | 3,569 |
| 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 | $22,161,000 | 4,328 |
| U.S. Government securities | $10,837,000 | 4,670 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,837,000 | 4,566 |
| Securities issued by states & political subdivisions | $9,073,000 | 2,954 |
| Other domestic debt securities | $2,251,000 | 1,534 |
| Privately issued residential mortgage-backed securities | $2,251,000 | 468 |
| 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 | $2,200,000 | 5,189 |
| Mortgage-backed securities | $9,847,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | $2,251,000 | 4,369 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $2,251,000 | 28 |
| Collaterized mortgage obligations | $7,596,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $7,596,000 | 1,677 |
| 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) | $22,161,000 | 3,975 |
| Total debt securities | $22,161,000 | 4,292 |
| Structured notes | ||
| Amortized cost | $451,000 | 2,373 |
| Fair value | $451,000 | 2,375 |
| 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 | $18,091,000 | 4,758 |
| U.S. Government securities | $10,782,000 | 4,770 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,782,000 | 4,672 |
| Securities issued by states & political subdivisions | $7,309,000 | 3,212 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,368,000 | 5,572 |
| Mortgage-backed securities | $6,898,000 | 3,924 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,898,000 | 1,865 |
| CMOs issued by government agencies or sponsored agencies | $6,898,000 | 1,771 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $18,091,000 | 4,388 |
| Total debt securities | $18,091,000 | 4,723 |
| Structured notes | ||
| Amortized cost | $701,000 | 2,345 |
| Fair value | $703,000 | 2,344 |
| 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 | $15,894,000 | 5,023 |
| U.S. Government securities | $2,071,000 | 6,445 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,071,000 | 6,347 |
| Securities issued by states & political subdivisions | $6,873,000 | 3,198 |
| Other domestic debt securities | $6,950,000 | 886 |
| Privately issued residential mortgage-backed securities | $6,950,000 | 309 |
| 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 | $2,200,000 | 5,278 |
| Mortgage-backed securities | $6,950,000 | 3,955 |
| Certificates of participation in pools of residential mortgages | $2,051,000 | 4,485 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $2,051,000 | 32 |
| Collaterized mortgage obligations | $4,899,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $4,899,000 | 347 |
| 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) | $15,894,000 | 4,622 |
| Total debt securities | $15,894,000 | 4,997 |
| Structured notes | ||
| Amortized cost | $952,000 | 2,451 |
| Fair value | $955,000 | 2,441 |
| 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 | $13,858,000 | 5,239 |
| U.S. Government securities | $2,771,000 | 6,330 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,771,000 | 6,234 |
| Securities issued by states & political subdivisions | $6,395,000 | 3,255 |
| Other domestic debt securities | $4,692,000 | 1,077 |
| Privately issued residential mortgage-backed securities | $4,692,000 | 431 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,692,000 | 4,285 |
| Certificates of participation in pools of residential mortgages | $1,578,000 | 4,594 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $1,578,000 | 52 |
| Collaterized mortgage obligations | $3,114,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $3,114,000 | 483 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $355,000 | 2,426 |
| Available-for-sale securities (fair market value) | $13,503,000 | 4,860 |
| Total debt securities | $13,858,000 | 5,210 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $12,730,000 | 5,351 |
| U.S. Government securities | $4,095,000 | 6,080 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,095,000 | 5,964 |
| Securities issued by states & political subdivisions | $5,935,000 | 3,314 |
| Other domestic debt securities | $2,700,000 | 1,414 |
| Privately issued residential mortgage-backed securities | $2,700,000 | 570 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,700,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $523,000 | 5,063 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $523,000 | 91 |
| Collaterized mortgage obligations | $2,177,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $2,177,000 | 585 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $12,730,000 | 4,921 |
| Total debt securities | $12,730,000 | 5,318 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $8,624,000 | 6,021 |
| U.S. Government securities | $4,715,000 | 6,084 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,715,000 | 5,961 |
| Securities issued by states & political subdivisions | $3,909,000 | 3,767 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $8,624,000 | 5,564 |
| Total debt securities | $8,624,000 | 5,989 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $5,447,000 | 6,497 |
| U.S. Government securities | $2,997,000 | 6,474 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,997,000 | 6,355 |
| Securities issued by states & political subdivisions | $2,450,000 | 4,237 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $5,447,000 | 6,019 |
| Total debt securities | $5,447,000 | 6,464 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $5,050,000 | 6,519 |
| U.S. Government securities | $2,150,000 | 6,629 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,150,000 | 6,515 |
| Securities issued by states & political subdivisions | $2,900,000 | 4,063 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,050,000 | 1,409 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $5,050,000 | 6,488 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $6,325,000 | 6,313 |
| U.S. Government securities | $3,300,000 | 6,352 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,300,000 | 6,228 |
| Securities issued by states & political subdivisions | $3,025,000 | 3,957 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,325,000 | 1,326 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $6,325,000 | 6,270 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $5,875,000 | 6,489 |
| U.S. Government securities | $3,150,000 | 6,515 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,150,000 | 6,392 |
| Securities issued by states & political subdivisions | $2,725,000 | 4,005 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,875,000 | 1,409 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $5,875,000 | 6,448 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $2,795,000 | 7,139 |
| U.S. Government securities | $0 | 7,572 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,484 |
| Securities issued by states & political subdivisions | $2,795,000 | 3,964 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,795,000 | 1,854 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $2,795,000 | 7,099 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $2,990,000 | 7,112 |
| U.S. Government securities | $0 | 7,608 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,522 |
| Securities issued by states & political subdivisions | $2,990,000 | 3,903 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,990,000 | 1,836 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $2,990,000 | 7,075 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $3,385,000 | 7,114 |
| U.S. Government securities | $0 | 7,692 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | $3,385,000 | 3,783 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,466 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,385,000 | 1,842 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $3,385,000 | 7,078 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $3,430,000 | 7,115 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $3,430,000 | 3,728 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,430,000 | 1,840 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $3,430,000 | 7,075 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $3,430,000 | 7,185 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $3,430,000 | 3,647 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,430,000 | 1,857 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $3,430,000 | 7,142 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $3,835,000 | 7,170 |
| U.S. Government securities | $150,000 | 7,807 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $150,000 | 7,731 |
| Securities issued by states & political subdivisions | $3,685,000 | 3,527 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,835,000 | 1,797 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $3,835,000 | 7,128 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $3,835,000 | 7,194 |
| U.S. Government securities | $150,000 | 7,860 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $150,000 | 7,776 |
| Securities issued by states & political subdivisions | $3,685,000 | 3,496 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,835,000 | 1,798 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $3,835,000 | 7,152 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $3,935,000 | 7,236 |
| U.S. Government securities | $250,000 | 7,870 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $250,000 | 7,792 |
| Securities issued by states & political subdivisions | $3,685,000 | 3,508 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,935,000 | 1,798 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $3,935,000 | 7,178 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $4,235,000 | 7,191 |
| U.S. Government securities | $550,000 | 7,814 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $550,000 | 7,738 |
| Securities issued by states & political subdivisions | $3,685,000 | 3,535 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,235,000 | 1,766 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $4,235,000 | 7,135 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $5,153,000 | 7,045 |
| U.S. Government securities | $1,473,000 | 7,666 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,473,000 | 7,560 |
| Securities issued by states & political subdivisions | $3,680,000 | 3,522 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,153,000 | 1,685 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $5,153,000 | 6,992 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $5,153,000 | 7,110 |
| U.S. Government securities | $1,473,000 | 7,727 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,473,000 | 7,620 |
| Securities issued by states & political subdivisions | $3,680,000 | 3,512 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,153,000 | 1,728 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $5,153,000 | 7,057 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $5,353,000 | 7,091 |
| U.S. Government securities | $1,673,000 | 7,708 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,673,000 | 7,597 |
| Securities issued by states & political subdivisions | $3,680,000 | 3,512 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,353,000 | 1,710 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $5,353,000 | 7,053 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $5,353,000 | 7,144 |
| U.S. Government securities | $1,673,000 | 7,747 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,673,000 | 7,629 |
| Securities issued by states & political subdivisions | $3,680,000 | 3,533 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,353,000 | 1,739 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $5,353,000 | 7,100 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $5,553,000 | 7,138 |
| U.S. Government securities | $1,773,000 | 7,772 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,773,000 | 7,649 |
| Securities issued by states & political subdivisions | $3,780,000 | 3,509 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,553,000 | 1,756 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $5,553,000 | 7,089 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $5,553,000 | 7,213 |
| U.S. Government securities | $1,773,000 | 7,845 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,773,000 | 7,716 |
| Securities issued by states & political subdivisions | $3,780,000 | 3,490 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,553,000 | 1,811 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $5,553,000 | 7,158 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $5,553,000 | 7,234 |
| U.S. Government securities | $1,773,000 | 7,899 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,773,000 | 7,767 |
| Securities issued by states & political subdivisions | $3,780,000 | 3,492 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,553,000 | 1,834 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $5,553,000 | 7,180 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $5,553,000 | 7,277 |
| U.S. Government securities | $1,773,000 | 7,948 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,773,000 | 7,817 |
| Securities issued by states & political subdivisions | $3,780,000 | 3,500 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,553,000 | 1,847 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $5,553,000 | 7,220 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $5,553,000 | 7,333 |
| U.S. Government securities | $1,773,000 | 7,985 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,773,000 | 7,859 |
| Securities issued by states & political subdivisions | $3,780,000 | 3,524 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,553,000 | 1,886 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $5,553,000 | 7,273 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $5,553,000 | 7,354 |
| U.S. Government securities | $1,773,000 | 8,000 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,773,000 | 7,880 |
| Securities issued by states & political subdivisions | $3,780,000 | 3,506 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,553,000 | 1,887 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $5,553,000 | 7,298 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $5,553,000 | 7,392 |
| U.S. Government securities | $1,773,000 | 8,049 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,773,000 | 7,917 |
| Securities issued by states & political subdivisions | $3,780,000 | 3,484 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,553,000 | 1,906 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $5,553,000 | 7,323 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $5,553,000 | 7,465 |
| U.S. Government securities | $1,773,000 | 8,108 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,773,000 | 7,974 |
| Securities issued by states & political subdivisions | $3,780,000 | 3,486 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,553,000 | 1,937 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $5,553,000 | 7,396 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $5,680,000 | 7,475 |
| U.S. Government securities | $2,200,000 | 7,999 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,200,000 | 7,851 |
| Securities issued by states & political subdivisions | $3,480,000 | 3,609 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,680,000 | 1,941 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $5,680,000 | 7,405 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $5,480,000 | 7,560 |
| U.S. Government securities | $2,300,000 | 8,009 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,300,000 | 7,861 |
| Securities issued by states & political subdivisions | $3,180,000 | 3,746 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,480,000 | 1,979 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $5,480,000 | 7,493 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $4,830,000 | 7,789 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | $2,530,000 | 4,060 |
| Other domestic debt securities | $2,300,000 | 1,766 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,300,000 | 1,421 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,830,000 | 2,081 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $4,830,000 | 7,722 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $4,215,000 | 7,928 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $1,715,000 | 4,550 |
| Other domestic debt securities | $2,500,000 | 1,803 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,500,000 | 1,455 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,215,000 | 2,178 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $4,215,000 | 7,856 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $4,645,000 | 7,906 |
| U.S. Government securities | $3,200,000 | 7,821 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,200,000 | 7,641 |
| Securities issued by states & political subdivisions | $1,445,000 | 4,805 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,645,000 | 2,137 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $4,645,000 | 7,831 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $4,725,000 | 7,848 |
| U.S. Government securities | $3,600,000 | 7,602 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,600,000 | 7,413 |
| Securities issued by states & political subdivisions | $1,125,000 | 5,100 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,725,000 | 2,134 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $4,725,000 | 7,767 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $4,120,000 | 8,003 |
| U.S. Government securities | $3,950,000 | 7,462 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,950,000 | 7,280 |
| Securities issued by states & political subdivisions | $170,000 | 6,450 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,120,000 | 2,255 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $4,120,000 | 7,912 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $4,950,000 | 7,833 |
| U.S. Government securities | $4,900,000 | 7,186 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,900,000 | 6,983 |
| Securities issued by states & political subdivisions | $50,000 | 6,696 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,950,000 | 2,138 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $4,950,000 | 7,757 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $5,500,000 | 7,673 |
| U.S. Government securities | $5,400,000 | 7,007 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,400,000 | 6,804 |
| Securities issued by states & political subdivisions | $100,000 | 6,611 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,500,000 | 2,086 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $5,500,000 | 7,588 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $2,285,000 | 8,781 |
| U.S. Government securities | $2,100,000 | 8,434 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,100,000 | 8,229 |
| Securities issued by states & political subdivisions | $185,000 | 6,583 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,285,000 | 3,065 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $2,285,000 | 8,696 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $3,885,000 | 8,737 |
| U.S. Government securities | $3,700,000 | 8,320 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,700,000 | 7,977 |
| Securities issued by states & political subdivisions | $185,000 | 6,764 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,885,000 | 3,088 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $3,885,000 | 8,633 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $3,780,000 | 9,096 |
| U.S. Government securities | $3,595,000 | 8,693 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,595,000 | 8,186 |
| Securities issued by states & political subdivisions | $185,000 | 7,081 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,780,000 | 3,476 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $3,780,000 | 8,997 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $2,372,000 | 9,691 |
| U.S. Government securities | $2,187,000 | 9,353 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,187,000 | 8,630 |
| Securities issued by states & political subdivisions | $185,000 | 7,318 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,372,000 | 4,522 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $2,372,000 | 9,583 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $3,081,000 | 9,940 |
| U.S. Government securities | $2,796,000 | 9,664 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,796,000 | 8,560 |
| Securities issued by states & political subdivisions | $285,000 | 7,254 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,081,000 | 4,985 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $3,081,000 | 9,840 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $4,013,000 | 10,164 |
| U.S. Government securities | $3,728,000 | 9,790 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,728,000 | 8,373 |
| Securities issued by states & political subdivisions | $285,000 | 7,630 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,013,000 | 5,146 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $4,013,000 | 10,072 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $2,697,000 | 11,134 |
| U.S. Government securities | $2,472,000 | 10,883 |
| U.S. Treasury securities | $200,000 | 9,974 |
| U.S. Government agency obligations | $2,272,000 | 9,521 |
| Securities issued by states & political subdivisions | $225,000 | 8,128 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,697,000 | 6,186 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $2,697,000 | 11,031 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $2,871,000 | 11,742 |
| U.S. Government securities | $2,266,000 | 11,633 |
| U.S. Treasury securities | $200,000 | 10,936 |
| U.S. Government agency obligations | $2,066,000 | 9,857 |
| Securities issued by states & political subdivisions | $420,000 | 7,929 |
| 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 | $185,000 | 4,925 |
| 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 | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $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) | $2,686,000 | 9,530 |
| Available-for-sale securities (fair market value) | $185,000 | 10,550 |
| Total debt securities | $2,686,000 | 11,720 |
| 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 | $1,285,000 | 12,813 |
| U.S. Government securities | $91,000 | 13,001 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $91,000 | 12,126 |
| Securities issued by states & political subdivisions | $1,000,000 | 6,805 |
| 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 | $194,000 | 4,586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,091,000 | 12,747 |
| 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 | $750,000 | 13,524 |
| U.S. Government securities | $244,000 | 13,522 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $244,000 | 12,401 |
| Securities issued by states & political subdivisions | $310,000 | 8,294 |
| 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 | $196,000 | 3,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $60,000 | 10,900 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $60,000 | 7,103 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 6,492 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $554,000 | 13,474 |
| 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 |