Home > The Federal Savings Bank > Securities
The Federal Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $103,809,000 | 1,666 |
| U.S. Government securities | $103,809,000 | 1,126 |
| U.S. Treasury securities | $99,714,000 | 260 |
| U.S. Government agency obligations | $4,095,000 | 3,751 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,714,000 | 906 |
| Mortgage-backed securities | $4,095,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,095,000 | 2,675 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| 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) | $99,714,000 | 379 |
| Available-for-sale securities (fair market value) | $4,095,000 | 4,012 |
| Total debt securities | $103,809,000 | 1,650 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $103,548,000 | 1,661 |
| U.S. Government securities | $103,548,000 | 1,130 |
| U.S. Treasury securities | $99,542,000 | 274 |
| U.S. Government agency obligations | $4,006,000 | 3,771 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,542,000 | 884 |
| Mortgage-backed securities | $4,006,000 | 3,111 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,006,000 | 2,680 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| 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) | $99,542,000 | 391 |
| Available-for-sale securities (fair market value) | $4,006,000 | 4,028 |
| Total debt securities | $103,548,000 | 1,648 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $103,538,000 | 1,692 |
| U.S. Government securities | $103,538,000 | 1,158 |
| U.S. Treasury securities | $99,372,000 | 270 |
| U.S. Government agency obligations | $4,166,000 | 3,807 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,372,000 | 885 |
| Mortgage-backed securities | $4,166,000 | 3,123 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,166,000 | 2,701 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| 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) | $99,372,000 | 386 |
| Available-for-sale securities (fair market value) | $4,166,000 | 4,055 |
| Total debt securities | $103,538,000 | 1,677 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $103,492,000 | 1,762 |
| U.S. Government securities | $103,492,000 | 1,218 |
| U.S. Treasury securities | $99,203,000 | 288 |
| U.S. Government agency obligations | $4,289,000 | 3,817 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,203,000 | 825 |
| Mortgage-backed securities | $4,289,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,289,000 | 2,733 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| 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) | $99,203,000 | 402 |
| Available-for-sale securities (fair market value) | $4,289,000 | 4,119 |
| Total debt securities | $103,492,000 | 1,743 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $103,340,000 | 1,794 |
| U.S. Government securities | $103,340,000 | 1,222 |
| U.S. Treasury securities | $99,038,000 | 304 |
| U.S. Government agency obligations | $4,302,000 | 3,810 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,038,000 | 753 |
| Mortgage-backed securities | $4,302,000 | 3,189 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,302,000 | 2,743 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| 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) | $99,038,000 | 410 |
| Available-for-sale securities (fair market value) | $4,302,000 | 4,145 |
| Total debt securities | $103,340,000 | 1,779 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $103,178,000 | 1,790 |
| U.S. Government securities | $103,178,000 | 1,244 |
| U.S. Treasury securities | $98,870,000 | 312 |
| U.S. Government agency obligations | $4,308,000 | 3,835 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $4,308,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,308,000 | 2,766 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| 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) | $98,870,000 | 400 |
| Available-for-sale securities (fair market value) | $4,308,000 | 4,182 |
| Total debt securities | $103,178,000 | 1,770 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $103,244,000 | 1,819 |
| U.S. Government securities | $103,244,000 | 1,251 |
| U.S. Treasury securities | $98,704,000 | 312 |
| U.S. Government agency obligations | $4,540,000 | 3,835 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $4,540,000 | 3,240 |
| Certificates of participation in pools of residential mortgages | $4,540,000 | 2,853 |
| Issued or guaranteed by U.S. | $4,540,000 | 2,769 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| 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) | $98,704,000 | 371 |
| Available-for-sale securities (fair market value) | $4,540,000 | 4,203 |
| Total debt securities | $103,244,000 | 1,805 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $5,008,000 | 4,398 |
| U.S. Government securities | $5,008,000 | 4,089 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $5,008,000 | 3,768 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $5,008,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | $5,008,000 | 2,805 |
| Issued or guaranteed by U.S. | $5,008,000 | 2,727 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $5,008,000 | 4,145 |
| Total debt securities | $5,008,000 | 4,379 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $5,359,000 | 4,368 |
| U.S. Government securities | $5,359,000 | 3,962 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $5,359,000 | 3,714 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $5,359,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | $5,359,000 | 2,753 |
| Issued or guaranteed by U.S. | $5,359,000 | 2,669 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $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) | $5,359,000 | 4,136 |
| Total debt securities | $5,359,000 | 4,348 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $5,483,000 | 4,391 |
| U.S. Government securities | $5,483,000 | 3,940 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $5,483,000 | 3,719 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $5,483,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $5,483,000 | 2,757 |
| Issued or guaranteed by U.S. | $5,483,000 | 2,684 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $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) | $5,483,000 | 4,159 |
| Total debt securities | $5,483,000 | 4,370 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $5,577,000 | 4,391 |
| U.S. Government securities | $5,577,000 | 3,925 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $5,577,000 | 3,703 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $5,577,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $5,577,000 | 2,725 |
| Issued or guaranteed by U.S. | $5,577,000 | 2,646 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $5,577,000 | 4,161 |
| Total debt securities | $5,577,000 | 4,369 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $5,621,000 | 4,351 |
| U.S. Government securities | $5,621,000 | 3,818 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,621,000 | 3,636 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $5,621,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $5,621,000 | 2,674 |
| Issued or guaranteed by U.S. | $5,621,000 | 2,596 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $5,621,000 | 4,115 |
| Total debt securities | $5,621,000 | 4,325 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $5,862,000 | 4,326 |
| U.S. Government securities | $5,862,000 | 3,683 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,862,000 | 3,539 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $539,000 | 4,010 |
| Mortgage-backed securities | $5,862,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $5,862,000 | 2,573 |
| Issued or guaranteed by U.S. | $5,862,000 | 2,503 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $5,862,000 | 4,091 |
| Total debt securities | $5,862,000 | 4,302 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $582,000 | 4,782 |
| U.S. Government securities | $582,000 | 4,495 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $582,000 | 4,379 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $582,000 | 4,019 |
| Mortgage-backed securities | $582,000 | 3,874 |
| Certificates of participation in pools of residential mortgages | $582,000 | 3,658 |
| Issued or guaranteed by U.S. | $582,000 | 3,575 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $582,000 | 4,526 |
| Total debt securities | $582,000 | 4,759 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $623,000 | 4,810 |
| U.S. Government securities | $623,000 | 4,528 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $623,000 | 4,407 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $623,000 | 4,058 |
| Mortgage-backed securities | $623,000 | 3,875 |
| Certificates of participation in pools of residential mortgages | $623,000 | 3,645 |
| Issued or guaranteed by U.S. | $623,000 | 3,561 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $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) | $623,000 | 4,556 |
| Total debt securities | $623,000 | 4,788 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $671,000 | 4,856 |
| U.S. Government securities | $671,000 | 4,595 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $671,000 | 4,477 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $671,000 | 4,085 |
| Mortgage-backed securities | $671,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $671,000 | 3,648 |
| Issued or guaranteed by U.S. | $671,000 | 3,553 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $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) | $671,000 | 4,602 |
| Total debt securities | $671,000 | 4,830 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $696,000 | 4,922 |
| U.S. Government securities | $696,000 | 4,678 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $696,000 | 4,550 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $696,000 | 4,143 |
| Mortgage-backed securities | $696,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $696,000 | 3,646 |
| Issued or guaranteed by U.S. | $696,000 | 3,561 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $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) | $696,000 | 4,668 |
| Total debt securities | $696,000 | 4,902 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $750,000 | 4,998 |
| U.S. Government securities | $750,000 | 4,759 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $750,000 | 4,623 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 4,194 |
| Mortgage-backed securities | $750,000 | 3,907 |
| Certificates of participation in pools of residential mortgages | $750,000 | 3,654 |
| Issued or guaranteed by U.S. | $750,000 | 3,564 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $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) | $750,000 | 4,743 |
| Total debt securities | $750,000 | 4,978 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $783,000 | 5,042 |
| U.S. Government securities | $783,000 | 4,806 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $783,000 | 4,677 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $783,000 | 4,233 |
| Mortgage-backed securities | $783,000 | 3,910 |
| Certificates of participation in pools of residential mortgages | $783,000 | 3,650 |
| Issued or guaranteed by U.S. | $783,000 | 3,573 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $783,000 | 4,781 |
| Total debt securities | $783,000 | 5,022 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $819,000 | 5,092 |
| U.S. Government securities | $819,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $819,000 | 4,721 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $819,000 | 4,268 |
| Mortgage-backed securities | $819,000 | 3,939 |
| Certificates of participation in pools of residential mortgages | $819,000 | 3,667 |
| Issued or guaranteed by U.S. | $819,000 | 3,584 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $819,000 | 4,822 |
| Total debt securities | $819,000 | 5,073 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $849,000 | 5,134 |
| U.S. Government securities | $849,000 | 4,897 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $849,000 | 4,754 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $849,000 | 4,317 |
| Mortgage-backed securities | $849,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $849,000 | 3,676 |
| Issued or guaranteed by U.S. | $849,000 | 3,605 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $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) | $849,000 | 4,870 |
| Total debt securities | $849,000 | 5,115 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $893,000 | 5,198 |
| U.S. Government securities | $893,000 | 4,966 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $893,000 | 4,827 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $893,000 | 4,368 |
| Mortgage-backed securities | $893,000 | 3,984 |
| Certificates of participation in pools of residential mortgages | $893,000 | 3,705 |
| Issued or guaranteed by U.S. | $893,000 | 3,675 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $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) | $893,000 | 4,929 |
| Total debt securities | $893,000 | 5,179 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $953,000 | 5,252 |
| U.S. Government securities | $953,000 | 5,002 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $953,000 | 4,862 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $953,000 | 4,386 |
| Mortgage-backed securities | $953,000 | 4,011 |
| Certificates of participation in pools of residential mortgages | $953,000 | 3,737 |
| Issued or guaranteed by U.S. | $953,000 | 3,560 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $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) | $953,000 | 4,983 |
| Total debt securities | $953,000 | 5,232 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,013,000 | 5,298 |
| U.S. Government securities | $1,013,000 | 5,036 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,013,000 | 4,914 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,013,000 | 4,394 |
| Mortgage-backed securities | $1,013,000 | 4,033 |
| Certificates of participation in pools of residential mortgages | $1,013,000 | 3,765 |
| Issued or guaranteed by U.S. | $1,013,000 | 3,758 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $1,013,000 | 5,023 |
| Total debt securities | $1,013,000 | 5,279 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,080,000 | 5,355 |
| U.S. Government securities | $1,080,000 | 5,071 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,080,000 | 4,955 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,080,000 | 4,453 |
| Mortgage-backed securities | $1,080,000 | 4,051 |
| Certificates of participation in pools of residential mortgages | $1,080,000 | 3,784 |
| Issued or guaranteed by U.S. | $1,080,000 | 3,778 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $1,080,000 | 5,077 |
| Total debt securities | $1,081,000 | 5,338 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,174,000 | 5,412 |
| U.S. Government securities | $1,174,000 | 5,111 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,174,000 | 4,994 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,174,000 | 4,491 |
| Mortgage-backed securities | $1,174,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $1,174,000 | 3,800 |
| Issued or guaranteed by U.S. | $1,174,000 | 3,795 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $1,174,000 | 5,119 |
| Total debt securities | $1,174,000 | 5,392 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,300,000 | 5,451 |
| U.S. Government securities | $1,300,000 | 5,132 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,300,000 | 5,015 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,300,000 | 4,485 |
| Mortgage-backed securities | $1,300,000 | 4,083 |
| Certificates of participation in pools of residential mortgages | $1,300,000 | 3,799 |
| Issued or guaranteed by U.S. | $1,300,000 | 3,793 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $1,300,000 | 5,151 |
| Total debt securities | $1,300,000 | 5,430 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,446,000 | 5,512 |
| U.S. Government securities | $1,446,000 | 5,185 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,446,000 | 5,062 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,446,000 | 4,509 |
| Mortgage-backed securities | $1,446,000 | 4,108 |
| Certificates of participation in pools of residential mortgages | $1,446,000 | 3,817 |
| Issued or guaranteed by U.S. | $1,446,000 | 3,812 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $1,446,000 | 5,199 |
| Total debt securities | $1,446,000 | 5,493 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,586,000 | 5,550 |
| U.S. Government securities | $1,586,000 | 5,184 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,586,000 | 5,060 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,586,000 | 4,518 |
| Mortgage-backed securities | $1,586,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $1,586,000 | 3,804 |
| Issued or guaranteed by U.S. | $1,586,000 | 3,798 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $1,586,000 | 5,225 |
| Total debt securities | $1,586,000 | 5,531 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,836,000 | 5,581 |
| U.S. Government securities | $1,836,000 | 5,171 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,836,000 | 5,058 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,637,000 | 4,564 |
| Mortgage-backed securities | $1,836,000 | 4,073 |
| Certificates of participation in pools of residential mortgages | $1,836,000 | 3,749 |
| Issued or guaranteed by U.S. | $1,836,000 | 3,746 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,836,000 | 5,251 |
| Total debt securities | $1,836,000 | 5,559 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,945,000 | 5,640 |
| U.S. Government securities | $1,945,000 | 5,251 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,945,000 | 5,145 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,744,000 | 4,621 |
| Mortgage-backed securities | $1,945,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $1,945,000 | 3,748 |
| Issued or guaranteed by U.S. | $1,945,000 | 3,742 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,945,000 | 5,305 |
| Total debt securities | $1,945,000 | 5,618 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,521,000 | 5,648 |
| U.S. Government securities | $2,521,000 | 5,204 |
| U.S. Treasury securities | $500,000 | 1,157 |
| U.S. Government agency obligations | $2,021,000 | 5,208 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,322,000 | 4,488 |
| Mortgage-backed securities | $2,021,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $2,021,000 | 3,757 |
| Issued or guaranteed by U.S. | $2,021,000 | 3,753 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $2,521,000 | 5,291 |
| Total debt securities | $2,521,000 | 5,624 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,581,000 | 5,695 |
| U.S. Government securities | $2,581,000 | 5,265 |
| U.S. Treasury securities | $500,000 | 1,218 |
| U.S. Government agency obligations | $2,081,000 | 5,266 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,581,000 | 4,461 |
| Mortgage-backed securities | $2,081,000 | 4,104 |
| Certificates of participation in pools of residential mortgages | $2,081,000 | 3,765 |
| Issued or guaranteed by U.S. | $2,081,000 | 3,762 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $2,581,000 | 5,327 |
| Total debt securities | $2,581,000 | 5,668 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,694,000 | 5,767 |
| U.S. Government securities | $2,694,000 | 5,346 |
| U.S. Treasury securities | $500,000 | 1,159 |
| U.S. Government agency obligations | $2,194,000 | 5,359 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,997,000 | 4,707 |
| Mortgage-backed securities | $2,194,000 | 4,144 |
| Certificates of participation in pools of residential mortgages | $2,194,000 | 3,785 |
| Issued or guaranteed by U.S. | $2,194,000 | 3,782 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $2,694,000 | 5,392 |
| Total debt securities | $2,694,000 | 5,744 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,818,000 | 5,827 |
| U.S. Government securities | $2,818,000 | 5,420 |
| U.S. Treasury securities | $500,000 | 1,192 |
| U.S. Government agency obligations | $2,318,000 | 5,422 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,120,000 | 4,699 |
| Mortgage-backed securities | $2,318,000 | 4,187 |
| Certificates of participation in pools of residential mortgages | $2,318,000 | 3,831 |
| Issued or guaranteed by U.S. | $2,318,000 | 3,827 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $2,818,000 | 5,447 |
| Total debt securities | $2,818,000 | 5,803 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,992,000 | 5,873 |
| U.S. Government securities | $2,992,000 | 5,474 |
| U.S. Treasury securities | $500,000 | 1,178 |
| U.S. Government agency obligations | $2,492,000 | 5,469 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,992,000 | 4,547 |
| Mortgage-backed securities | $2,492,000 | 4,215 |
| Certificates of participation in pools of residential mortgages | $2,492,000 | 3,845 |
| Issued or guaranteed by U.S. | $2,492,000 | 3,840 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $2,992,000 | 5,490 |
| Total debt securities | $2,992,000 | 5,848 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,609,000 | 6,010 |
| U.S. Government securities | $2,609,000 | 5,623 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,609,000 | 5,526 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,609,000 | 4,707 |
| Mortgage-backed securities | $2,609,000 | 4,278 |
| Certificates of participation in pools of residential mortgages | $2,609,000 | 3,888 |
| Issued or guaranteed by U.S. | $2,609,000 | 3,882 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $2,609,000 | 5,620 |
| Total debt securities | $2,609,000 | 5,986 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,874,000 | 6,070 |
| U.S. Government securities | $2,874,000 | 5,676 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,874,000 | 5,581 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,874,000 | 4,711 |
| Mortgage-backed securities | $2,874,000 | 4,291 |
| Certificates of participation in pools of residential mortgages | $2,874,000 | 3,888 |
| Issued or guaranteed by U.S. | $2,874,000 | 3,886 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $2,874,000 | 5,674 |
| Total debt securities | $2,874,000 | 6,048 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $3,060,000 | 6,119 |
| U.S. Government securities | $3,060,000 | 5,697 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,060,000 | 5,593 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,060,000 | 4,688 |
| Mortgage-backed securities | $3,060,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $3,060,000 | 3,889 |
| Issued or guaranteed by U.S. | $3,060,000 | 3,888 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $3,060,000 | 5,716 |
| Total debt securities | $3,061,000 | 6,094 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $3,216,000 | 6,150 |
| U.S. Government securities | $3,216,000 | 5,702 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,216,000 | 5,605 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,216,000 | 4,662 |
| Mortgage-backed securities | $3,216,000 | 4,309 |
| Certificates of participation in pools of residential mortgages | $3,216,000 | 3,891 |
| Issued or guaranteed by U.S. | $3,216,000 | 3,890 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $3,216,000 | 5,744 |
| Total debt securities | $3,216,000 | 6,122 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $3,373,000 | 6,201 |
| U.S. Government securities | $3,373,000 | 5,727 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,373,000 | 5,635 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,373,000 | 4,638 |
| Mortgage-backed securities | $3,373,000 | 4,288 |
| Certificates of participation in pools of residential mortgages | $3,373,000 | 3,865 |
| Issued or guaranteed by U.S. | $3,373,000 | 3,860 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $3,373,000 | 5,792 |
| Total debt securities | $3,373,000 | 6,174 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $3,600,000 | 6,241 |
| U.S. Government securities | $3,600,000 | 5,745 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,600,000 | 5,654 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,134,000 | 4,765 |
| Mortgage-backed securities | $3,600,000 | 4,298 |
| Certificates of participation in pools of residential mortgages | $3,600,000 | 3,828 |
| Issued or guaranteed by U.S. | $3,600,000 | 3,822 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $3,600,000 | 5,844 |
| Total debt securities | $3,600,000 | 6,213 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $3,867,000 | 6,226 |
| U.S. Government securities | $3,867,000 | 5,710 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,867,000 | 5,608 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,406,000 | 4,691 |
| Mortgage-backed securities | $3,867,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $3,867,000 | 3,745 |
| Issued or guaranteed by U.S. | $3,867,000 | 3,740 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $3,867,000 | 5,834 |
| Total debt securities | $3,867,000 | 6,195 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $4,519,000 | 6,183 |
| U.S. Government securities | $4,519,000 | 5,623 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,519,000 | 5,511 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,994,000 | 4,577 |
| Mortgage-backed securities | $4,519,000 | 4,161 |
| Certificates of participation in pools of residential mortgages | $4,519,000 | 3,641 |
| Issued or guaranteed by U.S. | $4,519,000 | 3,637 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $4,519,000 | 5,801 |
| Total debt securities | $4,520,000 | 6,155 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $5,101,000 | 6,161 |
| U.S. Government securities | $5,101,000 | 5,542 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,101,000 | 5,424 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $5,101,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $5,101,000 | 3,498 |
| Issued or guaranteed by U.S. | $5,101,000 | 3,497 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $5,101,000 | 5,766 |
| Total debt securities | $5,101,000 | 6,134 |
| 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 | $11,918,000 | 5,409 |
| U.S. Government securities | $11,918,000 | 4,525 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,918,000 | 4,430 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $7,397,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $7,397,000 | 3,192 |
| Issued or guaranteed by U.S. | $7,397,000 | 3,191 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $11,918,000 | 5,019 |
| Total debt securities | $11,918,000 | 5,380 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $12,347,000 | 5,403 |
| U.S. Government securities | $12,347,000 | 4,528 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,347,000 | 4,434 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $7,811,000 | 3,762 |
| Certificates of participation in pools of residential mortgages | $7,811,000 | 3,149 |
| Issued or guaranteed by U.S. | $7,811,000 | 3,149 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $12,347,000 | 5,010 |
| Total debt securities | $12,347,000 | 5,374 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $13,804,000 | 5,262 |
| U.S. Government securities | $13,804,000 | 4,419 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,804,000 | 4,323 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,313,000 | 3,484 |
| Mortgage-backed securities | $8,308,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | $8,308,000 | 3,071 |
| Issued or guaranteed by U.S. | $8,308,000 | 3,069 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $13,804,000 | 4,863 |
| Total debt securities | $13,804,000 | 5,235 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $13,172,000 | 5,330 |
| U.S. Government securities | $13,172,000 | 4,466 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,172,000 | 4,375 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,650,000 | 3,275 |
| Mortgage-backed securities | $8,642,000 | 3,604 |
| Certificates of participation in pools of residential mortgages | $8,642,000 | 2,910 |
| Issued or guaranteed by U.S. | $8,642,000 | 2,910 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $13,172,000 | 4,910 |
| Total debt securities | $13,172,000 | 5,298 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $13,591,000 | 5,241 |
| U.S. Government securities | $13,591,000 | 4,361 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,591,000 | 4,264 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,032,000 | 3,506 |
| Certificates of participation in pools of residential mortgages | $9,032,000 | 2,805 |
| Issued or guaranteed by U.S. | $9,032,000 | 2,801 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $13,591,000 | 4,819 |
| Total debt securities | $13,591,000 | 5,213 |
| 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 | $20,190,000 | 4,550 |
| U.S. Government securities | $20,190,000 | 3,640 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,190,000 | 3,544 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,657,000 | 2,717 |
| Certificates of participation in pools of residential mortgages | $15,657,000 | 1,996 |
| Issued or guaranteed by U.S. | $15,657,000 | 1,994 |
| 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) | $20,190,000 | 4,169 |
| Total debt securities | $20,190,000 | 4,519 |
| 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 | $19,428,000 | 4,613 |
| U.S. Government securities | $13,654,000 | 4,436 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,654,000 | 4,313 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $5,774,000 | 975 |
| Privately issued residential mortgage-backed securities | $5,774,000 | 454 |
| 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 | $17,434,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $11,660,000 | 2,345 |
| Issued or guaranteed by U.S. | $11,660,000 | 2,340 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,774,000 | 1,902 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $5,774,000 | 438 |
| 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) | $19,428,000 | 4,220 |
| Total debt securities | $19,428,000 | 4,575 |
| 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 | $19,012,000 | 4,523 |
| U.S. Government securities | $12,516,000 | 4,459 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,516,000 | 4,338 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $6,496,000 | 980 |
| Privately issued residential mortgage-backed securities | $6,496,000 | 462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| 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 | $19,012,000 | 2,296 |
| Certificates of participation in pools of residential mortgages | $12,516,000 | 2,164 |
| Issued or guaranteed by U.S. | $12,516,000 | 2,158 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,496,000 | 1,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $6,496,000 | 442 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,052 |
| Available-for-sale securities (fair market value) | $19,011,000 | 4,137 |
| Total debt securities | $19,012,000 | 4,487 |
| 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 | $26,807,000 | 3,719 |
| U.S. Government securities | $19,042,000 | 3,544 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,042,000 | 3,438 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $7,765,000 | 908 |
| Privately issued residential mortgage-backed securities | $7,765,000 | 453 |
| 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 | $25,775,000 | 1,891 |
| Certificates of participation in pools of residential mortgages | $18,010,000 | 1,655 |
| Issued or guaranteed by U.S. | $18,010,000 | 1,651 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,765,000 | 1,658 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $7,765,000 | 435 |
| 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) | $1,000 | 3,122 |
| Available-for-sale securities (fair market value) | $26,806,000 | 3,404 |
| Total debt securities | $26,807,000 | 3,682 |
| 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 | $32,426,000 | 3,304 |
| U.S. Government securities | $20,880,000 | 3,402 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,880,000 | 3,315 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $11,546,000 | 712 |
| Privately issued residential mortgage-backed securities | $11,546,000 | 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 | 2,114 |
| 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 | $31,389,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $19,843,000 | 1,555 |
| Issued or guaranteed by U.S. | $19,843,000 | 1,547 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $11,546,000 | 1,300 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $11,546,000 | 382 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $32,426,000 | 2,997 |
| Total debt securities | $32,426,000 | 3,269 |
| 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 | $36,945,000 | 3,040 |
| U.S. Government securities | $22,745,000 | 3,272 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,745,000 | 3,189 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $14,200,000 | 639 |
| Privately issued residential mortgage-backed securities | $14,200,000 | 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 | 2,133 |
| 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 | $35,906,000 | 1,515 |
| Certificates of participation in pools of residential mortgages | $21,706,000 | 1,529 |
| Issued or guaranteed by U.S. | $21,706,000 | 1,525 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $14,200,000 | 1,165 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $14,200,000 | 348 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $36,945,000 | 2,732 |
| Total debt securities | $36,945,000 | 3,010 |
| 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 | $44,585,000 | 2,623 |
| U.S. Government securities | $29,500,000 | 2,710 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,500,000 | 2,643 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $15,085,000 | 635 |
| Privately issued residential mortgage-backed securities | $15,085,000 | 372 |
| 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 | $38,650,000 | 1,464 |
| Certificates of participation in pools of residential mortgages | $23,565,000 | 1,483 |
| Issued or guaranteed by U.S. | $23,565,000 | 1,476 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $15,085,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $15,085,000 | 356 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $44,585,000 | 2,333 |
| Total debt securities | $44,585,000 | 2,598 |
| 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 | $46,645,000 | 2,522 |
| U.S. Government securities | $30,811,000 | 2,620 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,811,000 | 2,557 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $15,834,000 | 672 |
| Privately issued residential mortgage-backed securities | $15,834,000 | 395 |
| 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 | $40,656,000 | 1,436 |
| Certificates of participation in pools of residential mortgages | $24,822,000 | 1,476 |
| Issued or guaranteed by U.S. | $24,822,000 | 1,468 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $15,834,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $15,834,000 | 378 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $46,645,000 | 2,232 |
| Total debt securities | $46,645,000 | 2,489 |
| 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 | $48,917,000 | 2,373 |
| U.S. Government securities | $31,844,000 | 2,496 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,844,000 | 2,441 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $17,073,000 | 657 |
| Privately issued residential mortgage-backed securities | $17,073,000 | 385 |
| 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 | $42,985,000 | 1,356 |
| Certificates of participation in pools of residential mortgages | $25,912,000 | 1,441 |
| Issued or guaranteed by U.S. | $25,912,000 | 1,433 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $17,073,000 | 1,007 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $17,073,000 | 370 |
| 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) | $1,000 | 3,448 |
| Available-for-sale securities (fair market value) | $48,916,000 | 2,087 |
| Total debt securities | $48,917,000 | 2,335 |
| 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 | $57,007,000 | 2,074 |
| U.S. Government securities | $38,499,000 | 2,157 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,499,000 | 2,106 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $18,508,000 | 595 |
| Privately issued residential mortgage-backed securities | $18,508,000 | 379 |
| 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 | $50,960,000 | 1,209 |
| Certificates of participation in pools of residential mortgages | $32,452,000 | 1,247 |
| Issued or guaranteed by U.S. | $32,452,000 | 1,237 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,508,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $18,508,000 | 362 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,494 |
| Available-for-sale securities (fair market value) | $57,006,000 | 1,818 |
| Total debt securities | $57,007,000 | 2,052 |
| 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 | $58,340,000 | 2,018 |
| U.S. Government securities | $39,427,000 | 2,115 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,427,000 | 2,069 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $18,913,000 | 546 |
| Privately issued residential mortgage-backed securities | $18,913,000 | 352 |
| 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 | $52,264,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $33,351,000 | 1,183 |
| Issued or guaranteed by U.S. | $33,351,000 | 1,173 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $18,913,000 | 904 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $18,913,000 | 340 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,507 |
| Available-for-sale securities (fair market value) | $58,339,000 | 1,776 |
| Total debt securities | $58,340,000 | 1,993 |
| 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 | $59,213,000 | 1,964 |
| U.S. Government securities | $39,489,000 | 2,045 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $39,489,000 | 2,003 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $19,724,000 | 533 |
| Privately issued residential mortgage-backed securities | $19,724,000 | 354 |
| 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 | $53,307,000 | 1,084 |
| Certificates of participation in pools of residential mortgages | $33,583,000 | 1,123 |
| Issued or guaranteed by U.S. | $33,583,000 | 1,112 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $19,724,000 | 837 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $19,724,000 | 340 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $59,213,000 | 1,724 |
| Total debt securities | $59,213,000 | 1,934 |
| 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 | $60,515,000 | 1,958 |
| U.S. Government securities | $38,625,000 | 2,132 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,625,000 | 2,090 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $20,604,000 | 536 |
| Privately issued residential mortgage-backed securities | $20,604,000 | 344 |
| 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 | $1,286,000 | 914 |
| 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 | $54,332,000 | 1,057 |
| Certificates of participation in pools of residential mortgages | $33,728,000 | 1,107 |
| Issued or guaranteed by U.S. | $33,728,000 | 1,092 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $20,604,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $20,604,000 | 325 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,286,000 | 2,437 |
| Available-for-sale securities (fair market value) | $59,229,000 | 1,748 |
| Total debt securities | $59,229,000 | 1,964 |
| 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 | $85,801,000 | 1,404 |
| U.S. Government securities | $41,253,000 | 1,997 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,253,000 | 1,960 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $21,310,000 | 519 |
| Privately issued residential mortgage-backed securities | $21,310,000 | 339 |
| 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 | $23,238,000 | 163 |
| 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 | $57,546,000 | 971 |
| Certificates of participation in pools of residential mortgages | $36,236,000 | 997 |
| Issued or guaranteed by U.S. | $36,236,000 | 984 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $21,310,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $21,310,000 | 317 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,238,000 | 656 |
| Available-for-sale securities (fair market value) | $62,563,000 | 1,654 |
| Total debt securities | $62,563,000 | 1,845 |
| 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 | $23,288,000 | 4,061 |
| U.S. Government securities | $1,085,000 | 7,765 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,085,000 | 7,659 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $22,203,000 | 484 |
| Privately issued residential mortgage-backed securities | $22,203,000 | 303 |
| 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 | $23,288,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | $1,085,000 | 4,869 |
| Issued or guaranteed by U.S. | $1,085,000 | 4,849 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $22,203,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $22,203,000 | 284 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $23,288,000 | 3,611 |
| Total debt securities | $23,288,000 | 4,012 |
| 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 | $24,074,000 | 3,996 |
| U.S. Government securities | $1,120,000 | 7,811 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,120,000 | 7,705 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $22,954,000 | 446 |
| Privately issued residential mortgage-backed securities | $22,954,000 | 284 |
| 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 | $24,074,000 | 1,569 |
| Certificates of participation in pools of residential mortgages | $1,120,000 | 4,715 |
| Issued or guaranteed by U.S. | $1,120,000 | 4,701 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $22,954,000 | 654 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $22,954,000 | 271 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $24,074,000 | 3,525 |
| Total debt securities | $24,074,000 | 3,944 |
| 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 | $24,442,000 | 3,936 |
| U.S. Government securities | $539,000 | 8,023 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $539,000 | 7,918 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $23,903,000 | 425 |
| Privately issued residential mortgage-backed securities | $23,903,000 | 271 |
| 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 | $24,442,000 | 1,531 |
| Certificates of participation in pools of residential mortgages | $539,000 | 5,209 |
| Issued or guaranteed by U.S. | $539,000 | 5,191 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $23,903,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $23,903,000 | 259 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $24,442,000 | 3,463 |
| Total debt securities | $24,442,000 | 3,885 |
| 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 | $25,508,000 | 3,847 |
| U.S. Government securities | $565,000 | 8,061 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $565,000 | 7,958 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $24,943,000 | 429 |
| Privately issued residential mortgage-backed securities | $24,943,000 | 263 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| 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 | $25,508,000 | 1,470 |
| Certificates of participation in pools of residential mortgages | $565,000 | 5,198 |
| Issued or guaranteed by U.S. | $565,000 | 5,177 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $24,943,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $24,943,000 | 249 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $25,508,000 | 3,380 |
| Total debt securities | $25,508,000 | 3,801 |
| 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 | $30,383,000 | 3,434 |
| U.S. Government securities | $2,539,000 | 7,527 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,539,000 | 7,407 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $27,844,000 | 393 |
| Privately issued residential mortgage-backed securities | $27,844,000 | 239 |
| 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 | $28,440,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $596,000 | 5,176 |
| Issued or guaranteed by U.S. | $596,000 | 5,156 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $27,844,000 | 575 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $27,844,000 | 226 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $30,383,000 | 2,983 |
| Total debt securities | $30,383,000 | 3,392 |
| 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 | $32,485,000 | 3,323 |
| U.S. Government securities | $3,558,000 | 7,304 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,558,000 | 7,172 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $28,927,000 | 394 |
| Privately issued residential mortgage-backed securities | $28,927,000 | 235 |
| 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 | $29,551,000 | 1,346 |
| Certificates of participation in pools of residential mortgages | $624,000 | 5,162 |
| Issued or guaranteed by U.S. | $624,000 | 5,138 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $28,927,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $28,927,000 | 221 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $32,485,000 | 2,877 |
| Total debt securities | $32,485,000 | 3,284 |
| 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 | $33,723,000 | 3,218 |
| U.S. Government securities | $3,555,000 | 7,338 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,555,000 | 7,195 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $30,168,000 | 382 |
| Privately issued residential mortgage-backed securities | $30,168,000 | 232 |
| 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 | $30,823,000 | 1,323 |
| Certificates of participation in pools of residential mortgages | $655,000 | 5,169 |
| Issued or guaranteed by U.S. | $655,000 | 5,147 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $30,168,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $30,168,000 | 219 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $33,723,000 | 2,780 |
| Total debt securities | $33,723,000 | 3,180 |
| 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 | $35,248,000 | 3,144 |
| U.S. Government securities | $3,582,000 | 7,376 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,582,000 | 7,234 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $31,666,000 | 375 |
| Privately issued residential mortgage-backed securities | $31,666,000 | 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 | 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 | $32,345,000 | 1,290 |
| Certificates of participation in pools of residential mortgages | $679,000 | 5,172 |
| Issued or guaranteed by U.S. | $679,000 | 5,152 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $31,666,000 | 527 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $31,666,000 | 211 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $35,248,000 | 2,715 |
| Total debt securities | $35,248,000 | 3,095 |
| 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 | $36,682,000 | 3,036 |
| U.S. Government securities | $3,916,000 | 7,278 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,916,000 | 7,130 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $32,766,000 | 377 |
| Privately issued residential mortgage-backed securities | $32,766,000 | 220 |
| 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 | $33,514,000 | 1,273 |
| Certificates of participation in pools of residential mortgages | $748,000 | 5,149 |
| Issued or guaranteed by U.S. | $748,000 | 5,127 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $32,766,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $32,766,000 | 209 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $36,682,000 | 2,629 |
| Total debt securities | $36,682,000 | 2,993 |
| 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 | $39,400,000 | 2,853 |
| U.S. Government securities | $4,037,000 | 7,264 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,037,000 | 7,123 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $35,363,000 | 359 |
| Privately issued residential mortgage-backed securities | $35,363,000 | 210 |
| 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 | $36,185,000 | 1,220 |
| Certificates of participation in pools of residential mortgages | $822,000 | 5,129 |
| Issued or guaranteed by U.S. | $822,000 | 5,110 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $35,363,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $35,363,000 | 198 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $39,400,000 | 2,452 |
| Total debt securities | $39,400,000 | 2,812 |
| 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 | $43,130,000 | 2,676 |
| U.S. Government securities | $4,143,000 | 7,281 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,143,000 | 7,127 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $38,987,000 | 339 |
| Privately issued residential mortgage-backed securities | $38,987,000 | 203 |
| 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 | $39,846,000 | 1,166 |
| Certificates of participation in pools of residential mortgages | $859,000 | 5,145 |
| Issued or guaranteed by U.S. | $859,000 | 5,124 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $38,987,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $38,987,000 | 193 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $43,130,000 | 2,277 |
| Total debt securities | $43,130,000 | 2,630 |
| 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 | $50,819,000 | 2,356 |
| U.S. Government securities | $8,947,000 | 5,948 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,947,000 | 5,801 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $41,872,000 | 328 |
| Privately issued residential mortgage-backed securities | $41,872,000 | 196 |
| 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 | $43,197,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $1,325,000 | 4,860 |
| Issued or guaranteed by U.S. | $1,325,000 | 4,847 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $41,872,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $41,872,000 | 183 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $50,819,000 | 1,980 |
| Total debt securities | $50,819,000 | 2,313 |
| 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 | $54,142,000 | 2,263 |
| U.S. Government securities | $9,190,000 | 5,878 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,190,000 | 5,731 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $44,952,000 | 321 |
| Privately issued residential mortgage-backed securities | $44,952,000 | 186 |
| 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 | $46,361,000 | 1,092 |
| Certificates of participation in pools of residential mortgages | $1,409,000 | 4,838 |
| Issued or guaranteed by U.S. | $1,409,000 | 4,824 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $44,952,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $44,952,000 | 172 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $54,142,000 | 1,899 |
| Total debt securities | $54,142,000 | 2,217 |
| 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 | $55,919,000 | 2,195 |
| U.S. Government securities | $9,371,000 | 5,846 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,371,000 | 5,686 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $46,548,000 | 306 |
| Privately issued residential mortgage-backed securities | $46,548,000 | 178 |
| 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 | $48,046,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | $1,498,000 | 4,813 |
| Issued or guaranteed by U.S. | $1,498,000 | 4,802 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $46,548,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $46,548,000 | 161 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $55,919,000 | 1,847 |
| Total debt securities | $55,919,000 | 2,143 |
| 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 | $58,296,000 | 2,126 |
| U.S. Government securities | $9,369,000 | 5,927 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,369,000 | 5,767 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $48,927,000 | 296 |
| Privately issued residential mortgage-backed securities | $48,927,000 | 162 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $50,526,000 | 1,027 |
| Certificates of participation in pools of residential mortgages | $1,599,000 | 4,797 |
| Issued or guaranteed by U.S. | $1,599,000 | 4,784 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $48,927,000 | 427 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $48,927,000 | 150 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $58,296,000 | 1,797 |
| Total debt securities | $58,296,000 | 2,081 |
| 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 | $60,637,000 | 2,045 |
| U.S. Government securities | $8,717,000 | 6,049 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,717,000 | 5,894 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $51,920,000 | 306 |
| Privately issued residential mortgage-backed securities | $51,920,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $53,570,000 | 1,018 |
| Certificates of participation in pools of residential mortgages | $1,650,000 | 4,809 |
| Issued or guaranteed by U.S. | $1,650,000 | 4,795 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $51,920,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $51,920,000 | 152 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $60,637,000 | 1,747 |
| Total debt securities | $60,637,000 | 1,987 |
| 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 | $58,656,000 | 2,179 |
| U.S. Government securities | $58,656,000 | 1,648 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,656,000 | 1,588 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $52,680,000 | 1,023 |
| Certificates of participation in pools of residential mortgages | $1,728,000 | 4,765 |
| Issued or guaranteed by U.S. | $1,728,000 | 4,747 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $50,952,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $50,952,000 | 390 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $58,656,000 | 1,839 |
| Total debt securities | $58,656,000 | 2,116 |
| 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 | $55,374,000 | 2,256 |
| U.S. Government securities | $55,374,000 | 1,701 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,374,000 | 1,643 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $54,712,000 | 991 |
| Certificates of participation in pools of residential mortgages | $1,916,000 | 4,645 |
| Issued or guaranteed by U.S. | $1,916,000 | 4,623 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $52,796,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $52,796,000 | 389 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $55,374,000 | 1,909 |
| Total debt securities | $55,374,000 | 2,203 |
| 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 | $40,341,000 | 2,859 |
| U.S. Government securities | $40,341,000 | 2,147 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,341,000 | 2,068 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,638,000 | 1,255 |
| Certificates of participation in pools of residential mortgages | $2,076,000 | 4,627 |
| Issued or guaranteed by U.S. | $2,076,000 | 4,610 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $37,562,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $37,562,000 | 511 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $40,341,000 | 2,459 |
| Total debt securities | $40,341,000 | 2,781 |
| 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 | $42,488,000 | 2,713 |
| U.S. Government securities | $42,488,000 | 2,032 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,488,000 | 1,964 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,728,000 | 1,191 |
| Certificates of participation in pools of residential mortgages | $2,181,000 | 4,561 |
| Issued or guaranteed by U.S. | $2,181,000 | 4,545 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $39,547,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $39,547,000 | 504 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $42,488,000 | 2,322 |
| Total debt securities | $42,488,000 | 2,635 |
| 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 | $41,454,000 | 2,719 |
| U.S. Government securities | $41,454,000 | 2,061 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,454,000 | 1,974 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,692,000 | 1,244 |
| Certificates of participation in pools of residential mortgages | $2,394,000 | 4,429 |
| Issued or guaranteed by U.S. | $2,394,000 | 4,413 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $36,298,000 | 573 |
| CMOs issued by government agencies or sponsored agencies | $36,298,000 | 522 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $41,454,000 | 2,311 |
| Total debt securities | $41,454,000 | 2,643 |
| 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 | $41,710,000 | 2,570 |
| U.S. Government securities | $41,710,000 | 1,904 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,710,000 | 1,802 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $40,708,000 | 1,107 |
| Certificates of participation in pools of residential mortgages | $8,580,000 | 2,318 |
| Issued or guaranteed by U.S. | $8,580,000 | 2,304 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $32,128,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $32,128,000 | 545 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $41,710,000 | 2,145 |
| Total debt securities | $41,710,000 | 2,505 |
| 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 | $18,386,000 | 4,921 |
| U.S. Government securities | $18,386,000 | 3,917 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,386,000 | 3,649 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,386,000 | 1,581 |
| Certificates of participation in pools of residential mortgages | $8,903,000 | 1,880 |
| Issued or guaranteed by U.S. | $8,903,000 | 1,869 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $9,483,000 | 1,047 |
| CMOs issued by government agencies or sponsored agencies | $9,483,000 | 939 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $18,386,000 | 4,037 |
| Total debt securities | $18,386,000 | 4,796 |
| 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 |