Home > Tucumcari Federal Savings and Loan Association > Securities
Tucumcari Federal Savings and Loan Association, Securities
| 2023-12-31 | Rank | |
| Total securities | $3,755,000 | 4,278 |
| U.S. Government securities | $3,755,000 | 4,062 |
| U.S. Treasury securities | $31,000 | 2,752 |
| U.S. Government agency obligations | $3,724,000 | 3,801 |
| 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 | $3,755,000 | 3,466 |
| Mortgage-backed securities | $3,724,000 | 3,147 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,207,000 | 2,814 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 2,326 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $3,755,000 | 4,028 |
| Total debt securities | $3,755,000 | 4,253 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $3,941,000 | 4,301 |
| U.S. Government securities | $3,941,000 | 4,076 |
| U.S. Treasury securities | $31,000 | 2,806 |
| U.S. Government agency obligations | $3,910,000 | 3,789 |
| 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 | $3,941,000 | 3,435 |
| Mortgage-backed securities | $3,910,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,372,000 | 2,786 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $538,000 | 2,303 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $3,941,000 | 4,033 |
| Total debt securities | $3,941,000 | 4,275 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $4,148,000 | 4,330 |
| U.S. Government securities | $4,148,000 | 4,102 |
| U.S. Treasury securities | $35,000 | 2,829 |
| U.S. Government agency obligations | $4,113,000 | 3,812 |
| 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 | $4,148,000 | 3,390 |
| Mortgage-backed securities | $4,113,000 | 3,128 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,543,000 | 2,793 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $570,000 | 2,295 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $4,148,000 | 4,057 |
| Total debt securities | $4,147,000 | 4,303 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $4,416,000 | 4,387 |
| U.S. Government securities | $4,416,000 | 4,155 |
| U.S. Treasury securities | $36,000 | 2,899 |
| U.S. Government agency obligations | $4,380,000 | 3,802 |
| 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 | $4,416,000 | 3,322 |
| Mortgage-backed securities | $4,380,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,781,000 | 2,801 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $599,000 | 2,327 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $4,416,000 | 4,107 |
| Total debt securities | $4,417,000 | 4,360 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $4,603,000 | 4,415 |
| U.S. Government securities | $4,603,000 | 4,162 |
| U.S. Treasury securities | $36,000 | 2,938 |
| U.S. Government agency obligations | $4,567,000 | 3,781 |
| 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 | $4,603,000 | 3,228 |
| Mortgage-backed securities | $4,567,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,929,000 | 2,793 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 2,332 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $4,603,000 | 4,127 |
| Total debt securities | $4,601,000 | 4,391 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $4,839,000 | 4,440 |
| U.S. Government securities | $4,839,000 | 4,172 |
| U.S. Treasury securities | $37,000 | 2,954 |
| U.S. Government agency obligations | $4,802,000 | 3,785 |
| 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 | $4,839,000 | 3,155 |
| Mortgage-backed securities | $4,802,000 | 3,153 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,119,000 | 2,791 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $683,000 | 2,339 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $4,839,000 | 4,153 |
| Total debt securities | $4,839,000 | 4,415 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $4,852,000 | 4,459 |
| U.S. Government securities | $4,852,000 | 4,187 |
| U.S. Treasury securities | $41,000 | 2,917 |
| U.S. Government agency obligations | $4,811,000 | 3,810 |
| 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 | $4,852,000 | 3,172 |
| Mortgage-backed securities | $4,811,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $4,085,000 | 2,916 |
| Issued or guaranteed by U.S. | $4,085,000 | 2,833 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $726,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 2,342 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $4,852,000 | 4,188 |
| Total debt securities | $4,853,000 | 4,443 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $5,427,000 | 4,384 |
| U.S. Government securities | $5,427,000 | 4,059 |
| U.S. Treasury securities | $41,000 | 2,663 |
| U.S. Government agency obligations | $5,386,000 | 3,734 |
| 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 | $5,427,000 | 3,081 |
| Mortgage-backed securities | $5,386,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $4,617,000 | 2,860 |
| Issued or guaranteed by U.S. | $4,617,000 | 2,781 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $769,000 | 2,395 |
| CMOs issued by government agencies or sponsored agencies | $769,000 | 2,325 |
| 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) | $5,427,000 | 4,130 |
| Total debt securities | $5,427,000 | 4,366 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $5,895,000 | 4,342 |
| U.S. Government securities | $5,895,000 | 3,909 |
| U.S. Treasury securities | $42,000 | 2,208 |
| U.S. Government agency obligations | $5,853,000 | 3,663 |
| 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 | $5,895,000 | 3,041 |
| Mortgage-backed securities | $5,853,000 | 3,103 |
| Certificates of participation in pools of residential mortgages | $5,023,000 | 2,804 |
| Issued or guaranteed by U.S. | $5,023,000 | 2,716 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $830,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $830,000 | 2,301 |
| 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) | $5,895,000 | 4,113 |
| Total debt securities | $5,895,000 | 4,320 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $6,312,000 | 4,334 |
| U.S. Government securities | $6,312,000 | 3,854 |
| U.S. Treasury securities | $43,000 | 2,004 |
| U.S. Government agency obligations | $6,269,000 | 3,636 |
| 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 | $6,312,000 | 3,000 |
| Mortgage-backed securities | $6,269,000 | 3,094 |
| Certificates of participation in pools of residential mortgages | $5,392,000 | 2,771 |
| Issued or guaranteed by U.S. | $5,392,000 | 2,697 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $877,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $877,000 | 2,317 |
| 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) | $6,312,000 | 4,104 |
| Total debt securities | $6,312,000 | 4,311 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $6,476,000 | 4,335 |
| U.S. Government securities | $6,476,000 | 3,831 |
| U.S. Treasury securities | $43,000 | 1,909 |
| U.S. Government agency obligations | $6,433,000 | 3,607 |
| 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 | $6,476,000 | 2,977 |
| Mortgage-backed securities | $6,433,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $5,232,000 | 2,778 |
| Issued or guaranteed by U.S. | $5,232,000 | 2,695 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $918,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $918,000 | 2,292 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $283,000 | 1,922 |
| Commercial mortgage pass-through securities | $283,000 | 1,455 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $6,476,000 | 4,100 |
| Total debt securities | $6,477,000 | 4,314 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $6,523,000 | 4,301 |
| U.S. Government securities | $6,523,000 | 3,722 |
| U.S. Treasury securities | $44,000 | 1,626 |
| U.S. Government agency obligations | $6,479,000 | 3,545 |
| 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 | $6,523,000 | 2,966 |
| Mortgage-backed securities | $6,479,000 | 3,026 |
| Certificates of participation in pools of residential mortgages | $5,231,000 | 2,734 |
| Issued or guaranteed by U.S. | $5,231,000 | 2,654 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $964,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $964,000 | 2,241 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $284,000 | 1,912 |
| Commercial mortgage pass-through securities | $284,000 | 1,442 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $6,523,000 | 4,070 |
| Total debt securities | $6,522,000 | 4,279 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $7,200,000 | 4,240 |
| U.S. Government securities | $7,200,000 | 3,539 |
| U.S. Treasury securities | $84,000 | 1,188 |
| U.S. Government agency obligations | $7,116,000 | 3,394 |
| 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 | $7,200,000 | 2,890 |
| Mortgage-backed securities | $7,116,000 | 2,923 |
| Certificates of participation in pools of residential mortgages | $5,819,000 | 2,579 |
| Issued or guaranteed by U.S. | $5,819,000 | 2,509 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,009,000 | 2,297 |
| CMOs issued by government agencies or sponsored agencies | $1,009,000 | 2,246 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $288,000 | 1,872 |
| Commercial mortgage pass-through securities | $288,000 | 1,392 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $7,200,000 | 4,002 |
| Total debt securities | $7,200,000 | 4,216 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $6,747,000 | 4,246 |
| U.S. Government securities | $6,747,000 | 3,596 |
| U.S. Treasury securities | $86,000 | 1,209 |
| U.S. Government agency obligations | $6,661,000 | 3,448 |
| 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 | $6,747,000 | 2,950 |
| Mortgage-backed securities | $6,619,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $5,260,000 | 2,642 |
| Issued or guaranteed by U.S. | $5,260,000 | 2,564 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,068,000 | 2,301 |
| CMOs issued by government agencies or sponsored agencies | $1,068,000 | 2,249 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $291,000 | 1,858 |
| Commercial mortgage pass-through securities | $291,000 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $6,747,000 | 4,004 |
| Total debt securities | $6,747,000 | 4,225 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $7,303,000 | 4,219 |
| U.S. Government securities | $7,303,000 | 3,547 |
| U.S. Treasury securities | $122,000 | 1,233 |
| U.S. Government agency obligations | $7,181,000 | 3,400 |
| 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 | $7,303,000 | 2,896 |
| Mortgage-backed securities | $7,134,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | $5,717,000 | 2,561 |
| Issued or guaranteed by U.S. | $5,717,000 | 2,485 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,123,000 | 2,296 |
| CMOs issued by government agencies or sponsored agencies | $1,123,000 | 2,252 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $294,000 | 1,850 |
| Commercial mortgage pass-through securities | $294,000 | 1,376 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $7,303,000 | 3,973 |
| Total debt securities | $7,303,000 | 4,194 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $7,045,000 | 4,266 |
| U.S. Government securities | $7,045,000 | 3,624 |
| U.S. Treasury securities | $124,000 | 1,278 |
| U.S. Government agency obligations | $6,921,000 | 3,490 |
| 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 | $7,045,000 | 2,885 |
| Mortgage-backed securities | $6,869,000 | 2,950 |
| Certificates of participation in pools of residential mortgages | $5,426,000 | 2,602 |
| Issued or guaranteed by U.S. | $5,426,000 | 2,517 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,147,000 | 2,293 |
| CMOs issued by government agencies or sponsored agencies | $1,147,000 | 2,247 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $296,000 | 1,826 |
| Commercial mortgage pass-through securities | $296,000 | 1,344 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $7,045,000 | 4,022 |
| Total debt securities | $7,045,000 | 4,241 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $6,574,000 | 4,363 |
| U.S. Government securities | $6,574,000 | 3,771 |
| U.S. Treasury securities | $125,000 | 1,343 |
| U.S. Government agency obligations | $6,449,000 | 3,624 |
| 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 | $6,574,000 | 2,984 |
| Mortgage-backed securities | $6,392,000 | 2,972 |
| Certificates of participation in pools of residential mortgages | $4,889,000 | 2,633 |
| Issued or guaranteed by U.S. | $4,889,000 | 2,554 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,205,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $1,205,000 | 2,241 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $298,000 | 1,799 |
| Commercial mortgage pass-through securities | $298,000 | 1,339 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $6,574,000 | 4,123 |
| Total debt securities | $6,574,000 | 4,344 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $6,965,000 | 4,409 |
| U.S. Government securities | $6,965,000 | 3,797 |
| U.S. Treasury securities | $126,000 | 1,407 |
| U.S. Government agency obligations | $6,839,000 | 3,649 |
| 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 | $6,965,000 | 2,996 |
| Mortgage-backed securities | $6,776,000 | 2,921 |
| Certificates of participation in pools of residential mortgages | $5,199,000 | 2,571 |
| Issued or guaranteed by U.S. | $5,199,000 | 2,493 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,276,000 | 2,288 |
| CMOs issued by government agencies or sponsored agencies | $1,276,000 | 2,244 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $301,000 | 1,773 |
| Commercial mortgage pass-through securities | $301,000 | 1,333 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $6,965,000 | 4,152 |
| Total debt securities | $6,965,000 | 4,384 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $7,305,000 | 4,434 |
| U.S. Government securities | $7,305,000 | 3,832 |
| U.S. Treasury securities | $128,000 | 1,444 |
| U.S. Government agency obligations | $7,177,000 | 3,684 |
| 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 | $7,305,000 | 3,006 |
| Mortgage-backed securities | $7,090,000 | 2,891 |
| Certificates of participation in pools of residential mortgages | $5,459,000 | 2,519 |
| Issued or guaranteed by U.S. | $5,459,000 | 2,463 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,328,000 | 2,261 |
| CMOs issued by government agencies or sponsored agencies | $1,328,000 | 2,216 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $303,000 | 1,751 |
| Commercial mortgage pass-through securities | $303,000 | 1,328 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $7,305,000 | 4,173 |
| Total debt securities | $7,305,000 | 4,410 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $7,888,000 | 4,445 |
| U.S. Government securities | $7,888,000 | 3,810 |
| U.S. Treasury securities | $129,000 | 1,494 |
| U.S. Government agency obligations | $7,759,000 | 3,653 |
| 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 | $7,888,000 | 2,994 |
| Mortgage-backed securities | $7,640,000 | 2,831 |
| Certificates of participation in pools of residential mortgages | $5,911,000 | 2,474 |
| Issued or guaranteed by U.S. | $5,911,000 | 2,420 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,426,000 | 2,232 |
| CMOs issued by government agencies or sponsored agencies | $1,426,000 | 2,182 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $303,000 | 1,689 |
| Commercial mortgage pass-through securities | $303,000 | 1,308 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $7,888,000 | 4,173 |
| Total debt securities | $7,889,000 | 4,422 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $8,384,000 | 4,448 |
| U.S. Government securities | $8,384,000 | 3,767 |
| U.S. Treasury securities | $130,000 | 1,493 |
| U.S. Government agency obligations | $8,254,000 | 3,618 |
| 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 | $8,384,000 | 2,941 |
| Mortgage-backed securities | $8,095,000 | 2,791 |
| Certificates of participation in pools of residential mortgages | $6,328,000 | 2,425 |
| Issued or guaranteed by U.S. | $6,328,000 | 2,390 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,464,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $1,464,000 | 2,176 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $303,000 | 1,651 |
| Commercial mortgage pass-through securities | $303,000 | 1,292 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $8,384,000 | 4,175 |
| Total debt securities | $8,383,000 | 4,427 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $8,936,000 | 4,451 |
| U.S. Government securities | $8,936,000 | 3,759 |
| U.S. Treasury securities | $139,000 | 1,479 |
| U.S. Government agency obligations | $8,797,000 | 3,619 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,936,000 | 2,875 |
| Mortgage-backed securities | $8,615,000 | 2,752 |
| Certificates of participation in pools of residential mortgages | $6,805,000 | 2,387 |
| Issued or guaranteed by U.S. | $6,805,000 | 2,376 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,508,000 | 2,210 |
| CMOs issued by government agencies or sponsored agencies | $1,508,000 | 2,159 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $302,000 | 1,642 |
| Commercial mortgage pass-through securities | $302,000 | 1,274 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $8,936,000 | 4,171 |
| Total debt securities | $8,936,000 | 4,426 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $9,649,000 | 4,439 |
| U.S. Government securities | $9,649,000 | 3,672 |
| U.S. Treasury securities | $141,000 | 1,450 |
| U.S. Government agency obligations | $9,508,000 | 3,535 |
| 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 | $9,643,000 | 2,820 |
| Mortgage-backed securities | $9,294,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $7,724,000 | 2,287 |
| Issued or guaranteed by U.S. | $7,724,000 | 2,183 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,570,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $1,570,000 | 2,163 |
| 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) | $9,649,000 | 4,150 |
| Total debt securities | $9,648,000 | 4,414 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $9,221,000 | 4,524 |
| U.S. Government securities | $9,221,000 | 3,800 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $9,221,000 | 3,647 |
| 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 | $9,211,000 | 2,904 |
| Mortgage-backed securities | $8,976,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | $7,673,000 | 2,348 |
| Issued or guaranteed by U.S. | $7,673,000 | 2,345 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,303,000 | 2,296 |
| CMOs issued by government agencies or sponsored agencies | $1,303,000 | 2,234 |
| 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) | $9,221,000 | 4,239 |
| Total debt securities | $9,220,000 | 4,497 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $8,284,000 | 4,659 |
| U.S. Government securities | $8,284,000 | 3,943 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,284,000 | 3,797 |
| 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 | $8,237,000 | 3,083 |
| Mortgage-backed securities | $8,008,000 | 2,893 |
| Certificates of participation in pools of residential mortgages | $6,643,000 | 2,534 |
| Issued or guaranteed by U.S. | $6,643,000 | 2,532 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,365,000 | 2,260 |
| CMOs issued by government agencies or sponsored agencies | $1,365,000 | 2,198 |
| 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) | $8,284,000 | 4,386 |
| Total debt securities | $8,283,000 | 4,633 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $8,832,000 | 4,670 |
| U.S. Government securities | $8,832,000 | 3,902 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,832,000 | 3,757 |
| 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 | $8,759,000 | 3,060 |
| Mortgage-backed securities | $8,520,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $7,099,000 | 2,520 |
| Issued or guaranteed by U.S. | $7,099,000 | 2,519 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,421,000 | 2,271 |
| CMOs issued by government agencies or sponsored agencies | $1,421,000 | 2,212 |
| 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) | $8,832,000 | 4,383 |
| Total debt securities | $8,832,000 | 4,647 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $8,793,000 | 4,720 |
| U.S. Government securities | $8,793,000 | 3,967 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,793,000 | 3,823 |
| 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 | $8,732,000 | 3,083 |
| Mortgage-backed securities | $8,348,000 | 2,920 |
| Certificates of participation in pools of residential mortgages | $6,862,000 | 2,588 |
| Issued or guaranteed by U.S. | $6,862,000 | 2,587 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,486,000 | 2,279 |
| CMOs issued by government agencies or sponsored agencies | $1,486,000 | 2,215 |
| 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) | $8,793,000 | 4,425 |
| Total debt securities | $8,793,000 | 4,695 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $9,113,000 | 4,740 |
| U.S. Government securities | $9,113,000 | 3,961 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,113,000 | 3,820 |
| 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 | $9,055,000 | 3,080 |
| Mortgage-backed securities | $8,628,000 | 2,922 |
| Certificates of participation in pools of residential mortgages | $7,083,000 | 2,600 |
| Issued or guaranteed by U.S. | $7,083,000 | 2,600 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,545,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $1,545,000 | 2,224 |
| 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) | $9,113,000 | 4,434 |
| Total debt securities | $9,113,000 | 4,716 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $9,798,000 | 4,683 |
| U.S. Government securities | $9,798,000 | 3,862 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,798,000 | 3,723 |
| 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 | $9,752,000 | 2,977 |
| Mortgage-backed securities | $9,275,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | $7,638,000 | 2,531 |
| Issued or guaranteed by U.S. | $7,638,000 | 2,528 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,637,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $1,637,000 | 2,189 |
| 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) | $9,798,000 | 4,370 |
| Total debt securities | $9,799,000 | 4,659 |
| 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 | $10,406,000 | 4,651 |
| U.S. Government securities | $10,406,000 | 3,800 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $10,406,000 | 3,669 |
| 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 | $10,339,000 | 2,941 |
| Mortgage-backed securities | $9,839,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $8,118,000 | 2,491 |
| Issued or guaranteed by U.S. | $8,118,000 | 2,490 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,721,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $1,721,000 | 2,191 |
| 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) | $10,406,000 | 4,329 |
| Total debt securities | $10,406,000 | 4,630 |
| 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 | $10,960,000 | 4,680 |
| U.S. Government securities | $10,960,000 | 3,842 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $10,960,000 | 3,720 |
| 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 | $10,907,000 | 2,920 |
| Mortgage-backed securities | $10,353,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | $8,559,000 | 2,491 |
| Issued or guaranteed by U.S. | $8,559,000 | 2,486 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,794,000 | 2,259 |
| CMOs issued by government agencies or sponsored agencies | $1,794,000 | 2,191 |
| 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) | $10,960,000 | 4,338 |
| Total debt securities | $10,960,000 | 4,659 |
| 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 | $11,452,000 | 4,708 |
| U.S. Government securities | $11,452,000 | 3,870 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,452,000 | 3,737 |
| 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 | $11,389,000 | 2,916 |
| Mortgage-backed securities | $10,795,000 | 2,781 |
| Certificates of participation in pools of residential mortgages | $8,915,000 | 2,465 |
| Issued or guaranteed by U.S. | $8,915,000 | 2,463 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,880,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $1,880,000 | 2,190 |
| 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) | $11,452,000 | 4,346 |
| Total debt securities | $11,452,000 | 4,687 |
| 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 | $11,427,000 | 4,751 |
| U.S. Government securities | $11,427,000 | 3,904 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,427,000 | 3,764 |
| 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 | $11,427,000 | 2,937 |
| Mortgage-backed securities | $10,717,000 | 2,765 |
| Certificates of participation in pools of residential mortgages | $8,784,000 | 2,473 |
| Issued or guaranteed by U.S. | $8,784,000 | 2,470 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,933,000 | 2,260 |
| CMOs issued by government agencies or sponsored agencies | $1,933,000 | 2,193 |
| 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) | $11,427,000 | 4,391 |
| Total debt securities | $11,427,000 | 4,726 |
| 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 | $10,434,000 | 4,941 |
| U.S. Government securities | $9,671,000 | 4,231 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,671,000 | 4,110 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $763,000 | 1,741 |
| Privately issued residential mortgage-backed securities | $763,000 | 384 |
| 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 | $10,322,000 | 3,085 |
| Mortgage-backed securities | $9,677,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $7,661,000 | 2,668 |
| Issued or guaranteed by U.S. | $7,661,000 | 2,664 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,016,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $1,253,000 | 2,442 |
| Privately issued | $763,000 | 366 |
| 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) | $10,434,000 | 4,581 |
| Total debt securities | $10,435,000 | 4,919 |
| 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 | $10,262,000 | 5,048 |
| U.S. Government securities | $9,483,000 | 4,387 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,483,000 | 4,277 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $779,000 | 1,750 |
| Privately issued residential mortgage-backed securities | $779,000 | 393 |
| 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 | $10,149,000 | 3,146 |
| Mortgage-backed securities | $9,462,000 | 3,012 |
| Certificates of participation in pools of residential mortgages | $7,371,000 | 2,771 |
| Issued or guaranteed by U.S. | $7,371,000 | 2,769 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,091,000 | 2,293 |
| CMOs issued by government agencies or sponsored agencies | $1,312,000 | 2,488 |
| Privately issued | $779,000 | 373 |
| 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) | $10,262,000 | 4,683 |
| Total debt securities | $10,263,000 | 5,026 |
| 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 | $10,314,000 | 5,103 |
| U.S. Government securities | $9,502,000 | 4,467 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,502,000 | 4,341 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $812,000 | 1,781 |
| Privately issued residential mortgage-backed securities | $812,000 | 413 |
| 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 | $10,180,000 | 3,173 |
| Mortgage-backed securities | $9,760,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $7,585,000 | 2,797 |
| Issued or guaranteed by U.S. | $7,585,000 | 2,796 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,175,000 | 2,301 |
| CMOs issued by government agencies or sponsored agencies | $1,363,000 | 2,507 |
| Privately issued | $812,000 | 390 |
| 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) | $10,314,000 | 4,741 |
| Total debt securities | $10,314,000 | 5,081 |
| 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 | $10,512,000 | 5,160 |
| U.S. Government securities | $10,512,000 | 4,375 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,512,000 | 4,265 |
| 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 | $10,374,000 | 3,165 |
| Mortgage-backed securities | $10,512,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $9,907,000 | 2,530 |
| Issued or guaranteed by U.S. | $9,907,000 | 2,524 |
| 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 | $605,000 | 891 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $605,000 | 545 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $10,512,000 | 4,774 |
| Total debt securities | $10,512,000 | 5,137 |
| 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 | $9,971,000 | 5,300 |
| U.S. Government securities | $9,971,000 | 4,560 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $9,971,000 | 4,443 |
| 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 | $9,218,000 | 3,362 |
| Mortgage-backed securities | $9,971,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $9,334,000 | 2,677 |
| Issued or guaranteed by U.S. | $9,334,000 | 2,675 |
| 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 | $637,000 | 855 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $637,000 | 511 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $9,971,000 | 4,919 |
| Total debt securities | $9,971,000 | 5,283 |
| 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 | $9,354,000 | 5,432 |
| U.S. Government securities | $9,354,000 | 4,694 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,354,000 | 4,582 |
| 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 | $9,225,000 | 3,368 |
| Mortgage-backed securities | $9,354,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | $8,686,000 | 2,817 |
| Issued or guaranteed by U.S. | $8,686,000 | 2,817 |
| 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 | $668,000 | 840 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $668,000 | 499 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $9,354,000 | 5,041 |
| Total debt securities | $9,354,000 | 5,408 |
| 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 | $9,391,000 | 5,473 |
| U.S. Government securities | $9,391,000 | 4,725 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $9,391,000 | 4,626 |
| 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 | $9,206,000 | 3,403 |
| Mortgage-backed securities | $9,391,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $8,695,000 | 2,841 |
| Issued or guaranteed by U.S. | $8,695,000 | 2,841 |
| 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 | $696,000 | 826 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $696,000 | 466 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $9,391,000 | 5,083 |
| Total debt securities | $9,391,000 | 5,450 |
| 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 | $8,570,000 | 5,585 |
| U.S. Government securities | $8,570,000 | 4,828 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,570,000 | 4,734 |
| 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 | $8,451,000 | 3,523 |
| Mortgage-backed securities | $8,570,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $8,506,000 | 2,870 |
| Issued or guaranteed by U.S. | $8,506,000 | 2,869 |
| 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 | $64,000 | 887 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $64,000 | 495 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $8,570,000 | 5,202 |
| Total debt securities | $8,573,000 | 5,559 |
| 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 | $8,149,000 | 5,700 |
| U.S. Government securities | $8,149,000 | 4,947 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,149,000 | 4,844 |
| 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 | $8,024,000 | 3,627 |
| Mortgage-backed securities | $8,149,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $8,075,000 | 2,934 |
| Issued or guaranteed by U.S. | $8,075,000 | 2,931 |
| 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 | $74,000 | 871 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $74,000 | 489 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $8,149,000 | 5,308 |
| Total debt securities | $8,149,000 | 5,671 |
| 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 | $8,252,000 | 5,704 |
| U.S. Government securities | $8,252,000 | 4,922 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,252,000 | 4,817 |
| 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 | $7,905,000 | 3,631 |
| Mortgage-backed securities | $8,252,000 | 3,460 |
| Certificates of participation in pools of residential mortgages | $8,168,000 | 2,893 |
| Issued or guaranteed by U.S. | $8,168,000 | 2,891 |
| 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 | $84,000 | 842 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $84,000 | 446 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $8,252,000 | 5,317 |
| Total debt securities | $8,252,000 | 5,669 |
| 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 | $8,524,000 | 5,716 |
| U.S. Government securities | $8,524,000 | 4,939 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,524,000 | 4,836 |
| 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 | $8,339,000 | 3,608 |
| Mortgage-backed securities | $8,524,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $8,430,000 | 2,900 |
| Issued or guaranteed by U.S. | $8,430,000 | 2,899 |
| 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 | $94,000 | 754 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $94,000 | 368 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $8,524,000 | 5,333 |
| Total debt securities | $8,524,000 | 5,679 |
| 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 | $8,371,000 | 5,750 |
| U.S. Government securities | $8,371,000 | 4,953 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,371,000 | 4,851 |
| 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 | $8,198,000 | 3,620 |
| Mortgage-backed securities | $8,371,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $8,268,000 | 2,911 |
| Issued or guaranteed by U.S. | $8,268,000 | 2,909 |
| 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 | $103,000 | 644 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $103,000 | 302 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $8,371,000 | 5,373 |
| Total debt securities | $8,371,000 | 5,719 |
| 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 | $8,753,000 | 5,775 |
| U.S. Government securities | $8,753,000 | 4,971 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,753,000 | 4,883 |
| 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 | $8,546,000 | 3,588 |
| Mortgage-backed securities | $8,753,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $8,643,000 | 2,986 |
| Issued or guaranteed by U.S. | $8,643,000 | 2,985 |
| 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 | $110,000 | 614 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $110,000 | 293 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $8,753,000 | 5,396 |
| Total debt securities | $8,753,000 | 5,748 |
| 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 | $8,943,000 | 5,827 |
| U.S. Government securities | $8,943,000 | 5,048 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,943,000 | 4,958 |
| 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 | $8,793,000 | 3,568 |
| Mortgage-backed securities | $8,943,000 | 3,623 |
| Certificates of participation in pools of residential mortgages | $8,943,000 | 2,987 |
| Issued or guaranteed by U.S. | $8,943,000 | 2,987 |
| 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) | $8,943,000 | 5,444 |
| Total debt securities | $8,943,000 | 5,798 |
| 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 | $9,079,000 | 5,847 |
| U.S. Government securities | $9,079,000 | 5,143 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,079,000 | 5,042 |
| 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 | $8,930,000 | 3,570 |
| Mortgage-backed securities | $9,079,000 | 3,628 |
| Certificates of participation in pools of residential mortgages | $9,079,000 | 2,952 |
| Issued or guaranteed by U.S. | $9,079,000 | 2,950 |
| 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) | $9,079,000 | 5,456 |
| Total debt securities | $9,078,000 | 5,820 |
| 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 | $8,458,000 | 5,932 |
| U.S. Government securities | $8,458,000 | 5,206 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,458,000 | 5,110 |
| 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 | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,458,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $8,458,000 | 2,936 |
| Issued or guaranteed by U.S. | $8,458,000 | 2,936 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $303,000 | 2,458 |
| Available-for-sale securities (fair market value) | $8,155,000 | 5,556 |
| Total debt securities | $8,458,000 | 5,899 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $6,838,000 | 6,161 |
| U.S. Government securities | $6,838,000 | 5,507 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,838,000 | 5,394 |
| 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 | $6,838,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | $6,838,000 | 3,162 |
| Issued or guaranteed by U.S. | $6,838,000 | 3,159 |
| 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) | $243,000 | 2,528 |
| Available-for-sale securities (fair market value) | $6,595,000 | 5,751 |
| Total debt securities | $6,838,000 | 6,128 |
| 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 | $7,220,000 | 6,199 |
| U.S. Government securities | $7,220,000 | 5,555 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,220,000 | 5,445 |
| 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 | $7,220,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | $7,220,000 | 3,053 |
| Issued or guaranteed by U.S. | $7,220,000 | 3,048 |
| 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) | $241,000 | 2,575 |
| Available-for-sale securities (fair market value) | $6,979,000 | 5,784 |
| Total debt securities | $7,220,000 | 6,167 |
| 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 | $7,002,000 | 6,246 |
| U.S. Government securities | $7,002,000 | 5,597 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,002,000 | 5,478 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | 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 | $7,002,000 | 3,724 |
| Certificates of participation in pools of residential mortgages | $7,002,000 | 3,034 |
| Issued or guaranteed by U.S. | $7,002,000 | 3,028 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $239,000 | 2,584 |
| Available-for-sale securities (fair market value) | $6,763,000 | 5,820 |
| Total debt securities | $7,002,000 | 6,217 |
| 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 | $7,292,000 | 6,130 |
| U.S. Government securities | $7,292,000 | 5,399 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,292,000 | 5,283 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | 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 | $7,292,000 | 3,588 |
| Certificates of participation in pools of residential mortgages | $7,292,000 | 2,880 |
| Issued or guaranteed by U.S. | $7,292,000 | 2,873 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $236,000 | 2,629 |
| Available-for-sale securities (fair market value) | $7,056,000 | 5,701 |
| Total debt securities | $7,292,000 | 6,096 |
| 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 | $7,659,000 | 6,070 |
| U.S. Government securities | $7,659,000 | 5,261 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,659,000 | 5,143 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | 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 | $7,659,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $7,659,000 | 2,770 |
| Issued or guaranteed by U.S. | $7,659,000 | 2,762 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $263,000 | 2,658 |
| Available-for-sale securities (fair market value) | $7,396,000 | 5,635 |
| Total debt securities | $7,659,000 | 6,031 |
| 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 | $7,118,000 | 6,245 |
| U.S. Government securities | $6,816,000 | 5,619 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,816,000 | 5,505 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | 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 | $302,000 | 932 |
| 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 | $6,816,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $6,816,000 | 2,953 |
| Issued or guaranteed by U.S. | $6,816,000 | 2,944 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $257,000 | 2,735 |
| Available-for-sale securities (fair market value) | $6,861,000 | 5,796 |
| Total debt securities | $6,816,000 | 6,267 |
| 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 | $7,410,000 | 6,258 |
| U.S. Government securities | $7,115,000 | 5,598 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,115,000 | 5,488 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | 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 | $295,000 | 962 |
| 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 | $7,115,000 | 3,658 |
| Certificates of participation in pools of residential mortgages | $7,115,000 | 2,982 |
| Issued or guaranteed by U.S. | $7,115,000 | 2,975 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $474,000 | 2,612 |
| Available-for-sale securities (fair market value) | $6,936,000 | 5,850 |
| Total debt securities | $7,115,000 | 6,286 |
| 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 | $7,682,000 | 6,201 |
| U.S. Government securities | $7,389,000 | 5,512 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,389,000 | 5,413 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | 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 | $293,000 | 993 |
| 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 | $7,389,000 | 3,658 |
| Certificates of participation in pools of residential mortgages | $7,389,000 | 2,996 |
| Issued or guaranteed by U.S. | $7,389,000 | 2,989 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $246,000 | 2,866 |
| Available-for-sale securities (fair market value) | $7,436,000 | 5,756 |
| Total debt securities | $7,389,000 | 6,225 |
| 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 | $7,380,000 | 6,305 |
| U.S. Government securities | $7,090,000 | 5,613 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,090,000 | 5,522 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | 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 | $290,000 | 1,048 |
| 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 | $7,090,000 | 3,804 |
| Certificates of participation in pools of residential mortgages | $7,090,000 | 3,141 |
| Issued or guaranteed by U.S. | $7,090,000 | 3,131 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $407,000 | 2,795 |
| Available-for-sale securities (fair market value) | $6,973,000 | 5,867 |
| Total debt securities | $7,090,000 | 6,318 |
| 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 | $7,810,000 | 6,228 |
| U.S. Government securities | $7,533,000 | 5,493 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,533,000 | 5,406 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | 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 | $277,000 | 1,085 |
| 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 | $7,533,000 | 3,761 |
| Certificates of participation in pools of residential mortgages | $7,533,000 | 3,115 |
| Issued or guaranteed by U.S. | $7,533,000 | 3,103 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $387,000 | 2,849 |
| Available-for-sale securities (fair market value) | $7,423,000 | 5,803 |
| Total debt securities | $7,533,000 | 6,234 |
| 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 | $7,878,000 | 6,280 |
| U.S. Government securities | $7,605,000 | 5,598 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,605,000 | 5,512 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $273,000 | 1,099 |
| 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 | $7,605,000 | 3,810 |
| Certificates of participation in pools of residential mortgages | $7,605,000 | 3,163 |
| Issued or guaranteed by U.S. | $7,605,000 | 3,152 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $359,000 | 2,913 |
| Available-for-sale securities (fair market value) | $7,519,000 | 5,818 |
| Total debt securities | $7,605,000 | 6,282 |
| 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 | $8,127,000 | 6,279 |
| U.S. Government securities | $7,846,000 | 5,635 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,846,000 | 5,557 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $281,000 | 1,079 |
| 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 | $7,846,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $7,846,000 | 3,079 |
| Issued or guaranteed by U.S. | $7,846,000 | 3,067 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $281,000 | 3,005 |
| Available-for-sale securities (fair market value) | $7,846,000 | 5,801 |
| Total debt securities | $7,846,000 | 6,294 |
| 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 | $7,833,000 | 6,304 |
| U.S. Government securities | $7,523,000 | 5,688 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,523,000 | 5,606 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $310,000 | 1,100 |
| 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 | $7,523,000 | 3,650 |
| Certificates of participation in pools of residential mortgages | $7,523,000 | 3,040 |
| Issued or guaranteed by U.S. | $7,523,000 | 3,030 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $400,000 | 2,927 |
| Available-for-sale securities (fair market value) | $7,433,000 | 5,834 |
| Total debt securities | $7,523,000 | 6,330 |
| 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 | $8,248,000 | 6,279 |
| U.S. Government securities | $7,915,000 | 5,615 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,915,000 | 5,535 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $333,000 | 1,401 |
| 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 | $7,915,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $7,915,000 | 2,964 |
| Issued or guaranteed by U.S. | $7,915,000 | 2,949 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $398,000 | 2,947 |
| Available-for-sale securities (fair market value) | $7,850,000 | 5,804 |
| Total debt securities | $7,915,000 | 6,284 |
| 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 | $8,588,000 | 6,214 |
| U.S. Government securities | $8,234,000 | 5,520 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,234,000 | 5,433 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $354,000 | 1,401 |
| 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 | $8,234,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $8,234,000 | 2,799 |
| Issued or guaranteed by U.S. | $8,234,000 | 2,787 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $470,000 | 2,931 |
| Available-for-sale securities (fair market value) | $8,118,000 | 5,763 |
| Total debt securities | $8,234,000 | 6,219 |
| 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 | $8,702,000 | 6,285 |
| U.S. Government securities | $8,348,000 | 5,642 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,348,000 | 5,535 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $354,000 | 1,356 |
| 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 | $8,348,000 | 3,167 |
| Certificates of participation in pools of residential mortgages | $8,348,000 | 2,521 |
| Issued or guaranteed by U.S. | $8,348,000 | 2,507 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $430,000 | 3,011 |
| Available-for-sale securities (fair market value) | $8,272,000 | 5,782 |
| Total debt securities | $8,348,000 | 6,295 |
| 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 | $9,468,000 | 6,185 |
| U.S. Government securities | $9,119,000 | 5,547 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,119,000 | 5,440 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $349,000 | 1,336 |
| 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 | $9,119,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $9,119,000 | 2,233 |
| Issued or guaranteed by U.S. | $9,119,000 | 2,223 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $430,000 | 3,064 |
| Available-for-sale securities (fair market value) | $9,038,000 | 5,664 |
| Total debt securities | $9,119,000 | 6,186 |
| 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 | $8,161,000 | 6,471 |
| U.S. Government securities | $7,816,000 | 5,898 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,816,000 | 5,788 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $345,000 | 1,340 |
| 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 | $7,816,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | $7,816,000 | 2,390 |
| Issued or guaranteed by U.S. | $7,816,000 | 2,378 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $392,000 | 3,125 |
| Available-for-sale securities (fair market value) | $7,769,000 | 5,902 |
| Total debt securities | $7,816,000 | 6,484 |
| 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 | $8,367,000 | 6,455 |
| U.S. Government securities | $8,025,000 | 5,889 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,025,000 | 5,770 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $342,000 | 1,363 |
| 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 | $8,025,000 | 2,959 |
| Certificates of participation in pools of residential mortgages | $8,025,000 | 2,351 |
| Issued or guaranteed by U.S. | $8,025,000 | 2,343 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $424,000 | 3,162 |
| Available-for-sale securities (fair market value) | $7,943,000 | 5,894 |
| Total debt securities | $8,025,000 | 6,478 |
| 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 | $7,441,000 | 6,704 |
| U.S. Government securities | $7,104,000 | 6,179 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,104,000 | 6,055 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $337,000 | 1,402 |
| 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 | $7,104,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $7,104,000 | 2,531 |
| Issued or guaranteed by U.S. | $7,104,000 | 2,517 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $404,000 | 3,247 |
| Available-for-sale securities (fair market value) | $7,037,000 | 6,114 |
| Total debt securities | $7,104,000 | 6,729 |
| 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 | $7,679,000 | 6,726 |
| U.S. Government securities | $7,345,000 | 6,169 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,345,000 | 6,043 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $334,000 | 1,439 |
| 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 | $7,345,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $7,345,000 | 2,497 |
| Issued or guaranteed by U.S. | $7,345,000 | 2,482 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $396,000 | 3,334 |
| Available-for-sale securities (fair market value) | $7,283,000 | 6,121 |
| Total debt securities | $7,345,000 | 6,745 |
| 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 | $7,802,000 | 6,711 |
| U.S. Government securities | $7,474,000 | 6,140 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,474,000 | 6,011 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $328,000 | 1,447 |
| 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 | $7,474,000 | 3,029 |
| Certificates of participation in pools of residential mortgages | $7,474,000 | 2,478 |
| Issued or guaranteed by U.S. | $7,474,000 | 2,469 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $370,000 | 3,413 |
| Available-for-sale securities (fair market value) | $7,432,000 | 6,075 |
| Total debt securities | $7,474,000 | 6,718 |
| 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 | $8,463,000 | 6,629 |
| U.S. Government securities | $8,138,000 | 6,037 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,138,000 | 5,890 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $325,000 | 1,473 |
| 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 | $8,138,000 | 2,962 |
| Certificates of participation in pools of residential mortgages | $8,138,000 | 2,410 |
| Issued or guaranteed by U.S. | $8,138,000 | 2,398 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $390,000 | 3,451 |
| Available-for-sale securities (fair market value) | $8,073,000 | 5,999 |
| Total debt securities | $8,138,000 | 6,650 |
| 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 | $7,667,000 | 6,843 |
| U.S. Government securities | $7,345,000 | 6,249 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,345,000 | 6,113 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $322,000 | 1,508 |
| 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 | $7,345,000 | 3,139 |
| Certificates of participation in pools of residential mortgages | $7,345,000 | 2,586 |
| Issued or guaranteed by U.S. | $7,345,000 | 2,577 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $392,000 | 3,521 |
| Available-for-sale securities (fair market value) | $7,275,000 | 6,190 |
| Total debt securities | $7,345,000 | 6,863 |
| 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 | $7,907,000 | 6,797 |
| U.S. Government securities | $7,587,000 | 6,185 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,587,000 | 6,054 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $320,000 | 1,515 |
| 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 | $7,587,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $7,587,000 | 2,553 |
| Issued or guaranteed by U.S. | $7,587,000 | 2,540 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $414,000 | 3,546 |
| Available-for-sale securities (fair market value) | $7,493,000 | 6,150 |
| Total debt securities | $7,587,000 | 6,819 |
| 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 | $7,904,000 | 6,846 |
| U.S. Government securities | $7,586,000 | 6,239 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,586,000 | 6,101 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $318,000 | 1,539 |
| 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 | $7,586,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $7,586,000 | 2,623 |
| Issued or guaranteed by U.S. | $7,586,000 | 2,612 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $432,000 | 3,588 |
| Available-for-sale securities (fair market value) | $7,472,000 | 6,175 |
| Total debt securities | $7,586,000 | 6,866 |
| 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 | $7,725,000 | 6,948 |
| U.S. Government securities | $7,408,000 | 6,350 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,408,000 | 6,206 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $317,000 | 1,578 |
| 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 | $7,408,000 | 3,311 |
| Certificates of participation in pools of residential mortgages | $7,408,000 | 2,715 |
| Issued or guaranteed by U.S. | $7,408,000 | 2,707 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $429,000 | 3,637 |
| Available-for-sale securities (fair market value) | $7,296,000 | 6,260 |
| Total debt securities | $7,408,000 | 6,957 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $5,989,000 | 7,401 |
| U.S. Government securities | $5,673,000 | 6,872 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,673,000 | 6,721 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $316,000 | 1,616 |
| 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 | $5,673,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $5,673,000 | 3,119 |
| Issued or guaranteed by U.S. | $5,673,000 | 3,110 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $399,000 | 3,731 |
| Available-for-sale securities (fair market value) | $5,590,000 | 6,680 |
| Total debt securities | $5,673,000 | 7,407 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $5,132,000 | 7,635 |
| U.S. Government securities | $4,818,000 | 7,187 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,818,000 | 7,028 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $314,000 | 1,623 |
| 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 | $4,818,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $4,818,000 | 3,386 |
| Issued or guaranteed by U.S. | $4,818,000 | 3,380 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $384,000 | 3,813 |
| Available-for-sale securities (fair market value) | $4,748,000 | 6,942 |
| Total debt securities | $4,818,000 | 7,658 |
| 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 | $5,573,000 | 7,605 |
| U.S. Government securities | $4,262,000 | 7,442 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,262,000 | 7,281 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,311,000 | 1,114 |
| 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 | $4,262,000 | 4,272 |
| Certificates of participation in pools of residential mortgages | $4,262,000 | 3,639 |
| Issued or guaranteed by U.S. | $4,262,000 | 3,630 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,346,000 | 3,115 |
| Available-for-sale securities (fair market value) | $4,227,000 | 7,144 |
| Total debt securities | $4,262,000 | 7,858 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $4,301,000 | 7,911 |
| U.S. Government securities | $2,984,000 | 7,837 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,984,000 | 7,670 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,317,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,984,000 | 4,778 |
| Certificates of participation in pools of residential mortgages | $2,984,000 | 4,144 |
| Issued or guaranteed by U.S. | $2,984,000 | 4,134 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,379,000 | 3,099 |
| Available-for-sale securities (fair market value) | $2,922,000 | 7,445 |
| Total debt securities | $2,984,000 | 8,177 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $4,536,000 | 7,936 |
| U.S. Government securities | $2,546,000 | 8,051 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,546,000 | 7,869 |
| 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 | $1,990,000 | 1,033 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,546,000 | 4,905 |
| Certificates of participation in pools of residential mortgages | $2,546,000 | 4,308 |
| Issued or guaranteed by U.S. | $2,546,000 | 4,290 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,045,000 | 2,838 |
| Available-for-sale securities (fair market value) | $2,491,000 | 7,602 |
| Total debt securities | $2,546,000 | 8,335 |
| 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 | $3,468,000 | 8,175 |
| U.S. Government securities | $878,000 | 8,611 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $878,000 | 8,469 |
| 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 | $2,590,000 | 953 |
| 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 | $878,000 | 5,915 |
| Certificates of participation in pools of residential mortgages | $878,000 | 5,415 |
| Issued or guaranteed by U.S. | $878,000 | 5,389 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,604,000 | 2,674 |
| Available-for-sale securities (fair market value) | $864,000 | 8,064 |
| Total debt securities | $878,000 | 8,774 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $4,081,000 | 8,013 |
| U.S. Government securities | $1,485,000 | 8,406 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,485,000 | 8,252 |
| 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 | $2,596,000 | 978 |
| 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 | $1,485,000 | 5,599 |
| Certificates of participation in pools of residential mortgages | $1,485,000 | 4,992 |
| Issued or guaranteed by U.S. | $1,485,000 | 4,973 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,613,000 | 2,687 |
| Available-for-sale securities (fair market value) | $1,468,000 | 7,908 |
| Total debt securities | $1,485,000 | 8,630 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $4,181,000 | 8,032 |
| U.S. Government securities | $1,595,000 | 8,437 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,595,000 | 8,264 |
| 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 | $2,586,000 | 963 |
| 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 | $1,595,000 | 5,561 |
| Certificates of participation in pools of residential mortgages | $1,595,000 | 4,916 |
| Issued or guaranteed by U.S. | $1,595,000 | 4,900 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,605,000 | 2,727 |
| Available-for-sale securities (fair market value) | $1,576,000 | 7,909 |
| Total debt securities | $1,595,000 | 8,647 |
| 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 | $4,268,000 | 8,032 |
| U.S. Government securities | $1,705,000 | 8,450 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,705,000 | 8,269 |
| 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 | $2,563,000 | 973 |
| 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 | $1,705,000 | 5,475 |
| Certificates of participation in pools of residential mortgages | $1,705,000 | 4,827 |
| Issued or guaranteed by U.S. | $1,705,000 | 4,810 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,583,000 | 2,801 |
| Available-for-sale securities (fair market value) | $1,685,000 | 7,903 |
| Total debt securities | $1,705,000 | 8,669 |
| 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 | $6,074,000 | 7,600 |
| U.S. Government securities | $3,565,000 | 7,831 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,565,000 | 7,577 |
| 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 | $2,509,000 | 937 |
| 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 | $2,965,000 | 4,732 |
| Certificates of participation in pools of residential mortgages | $2,965,000 | 3,903 |
| Issued or guaranteed by U.S. | $2,965,000 | 3,888 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,139,000 | 2,738 |
| Available-for-sale securities (fair market value) | $2,935,000 | 7,641 |
| Total debt securities | $3,565,000 | 8,301 |
| 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 | $6,629,000 | 7,792 |
| U.S. Government securities | $4,316,000 | 8,046 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,316,000 | 7,711 |
| 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 | $2,313,000 | 1,427 |
| 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 | $3,716,000 | 3,847 |
| Certificates of participation in pools of residential mortgages | $3,716,000 | 3,086 |
| Issued or guaranteed by U.S. | $3,716,000 | 3,071 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,629,000 | 6,705 |
| Total debt securities | $4,316,000 | 8,480 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $4,014,000 | 9,017 |
| U.S. Government securities | $2,233,000 | 9,235 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,233,000 | 8,806 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,781,000 | 1,640 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,633,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $1,633,000 | 4,466 |
| Issued or guaranteed by U.S. | $1,633,000 | 4,452 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,592,000 | 4,487 |
| Available-for-sale securities (fair market value) | $2,422,000 | 8,273 |
| Total debt securities | $2,233,000 | 9,455 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,086,000 | 9,461 |
| U.S. Government securities | $1,790,000 | 9,536 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,790,000 | 8,878 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,296,000 | 1,996 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,790,000 | 5,461 |
| Certificates of participation in pools of residential mortgages | $1,790,000 | 4,552 |
| Issued or guaranteed by U.S. | $1,790,000 | 4,533 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,569,000 | 5,020 |
| Available-for-sale securities (fair market value) | $1,517,000 | 8,641 |
| Total debt securities | $1,790,000 | 9,749 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $3,423,000 | 9,821 |
| U.S. Government securities | $2,190,000 | 9,946 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,190,000 | 8,912 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,233,000 | 2,029 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,190,000 | 5,269 |
| Certificates of participation in pools of residential mortgages | $2,190,000 | 4,244 |
| Issued or guaranteed by U.S. | $2,190,000 | 4,231 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,906,000 | 5,690 |
| Available-for-sale securities (fair market value) | $1,517,000 | 8,951 |
| Total debt securities | $2,190,000 | 10,163 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,906,000 | 10,209 |
| U.S. Government securities | $2,563,000 | 10,355 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,563,000 | 9,094 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,281,000 | 2,000 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-62,000 | 963 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,563,000 | 5,490 |
| Certificates of participation in pools of residential mortgages | $2,563,000 | 4,359 |
| Issued or guaranteed by U.S. | $2,563,000 | 4,337 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,906,000 | 5,199 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $2,563,000 | 10,592 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,634,000 | 10,773 |
| U.S. Government securities | $2,559,000 | 10,827 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $2,559,000 | 9,319 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,023,000 | 2,147 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-52,000 | 1,009 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,559,000 | 5,812 |
| Certificates of participation in pools of residential mortgages | $2,559,000 | 4,461 |
| Issued or guaranteed by U.S. | $2,559,000 | 4,437 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,611,000 | 6,237 |
| Available-for-sale securities (fair market value) | $1,023,000 | 9,948 |
| Total debt securities | $2,559,000 | 11,082 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $5,142,000 | 10,785 |
| U.S. Government securities | $3,324,000 | 11,066 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $3,324,000 | 8,845 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,771,000 | 1,414 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-47,000 | 1,061 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,324,000 | 5,631 |
| Certificates of participation in pools of residential mortgages | $3,324,000 | 4,162 |
| Issued or guaranteed by U.S. | $3,324,000 | 4,136 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,371,000 | 9,066 |
| Available-for-sale securities (fair market value) | $1,771,000 | 9,054 |
| Total debt securities | $3,324,000 | 11,475 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $3,506,000 | 11,942 |
| U.S. Government securities | $2,476,000 | 11,938 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $2,476,000 | 9,834 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000,000 | 2,122 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-30,000 | 1,064 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,476,000 | 6,829 |
| Certificates of participation in pools of residential mortgages | $2,476,000 | 5,299 |
| Issued or guaranteed by U.S. | $2,476,000 | 5,260 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,476,000 | 12,249 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $4,344,000 | 11,948 |
| U.S. Government securities | $4,324,000 | 11,224 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $4,324,000 | 8,459 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-20,000 | 1,262 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,324,000 | 5,842 |
| Certificates of participation in pools of residential mortgages | $4,324,000 | 4,277 |
| Issued or guaranteed by U.S. | $4,324,000 | 4,227 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,324,000 | 11,820 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |