Home > TC FEDERAL BANK > Securities
TC FEDERAL BANK, Securities
| 2024-03-31 | Rank | |
| Total securities | $49,124,000 | 2,600 |
| U.S. Government securities | $36,792,000 | 2,205 |
| U.S. Treasury securities | $4,519,000 | 1,837 |
| U.S. Government agency obligations | $32,273,000 | 2,079 |
| Securities issued by states & political subdivisions | $7,426,000 | 2,652 |
| Other domestic debt securities | $4,906,000 | 1,344 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $2,289,000 | 463 |
| Other domestic debt securities - All other | $2,617,000 | 1,203 |
| Foreign debt securities | $0 | 306 |
| 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 | $1,951,000 | 3,639 |
| Mortgage-backed securities | $31,883,000 | 1,654 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,233,000 | 2,032 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,420,000 | 1,071 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,476,000 | 551 |
| Other commercial mortgage-backed securities | $3,754,000 | 777 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $49,124,000 | 2,379 |
| Total debt securities | $49,125,000 | 2,579 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $42,964,000 | 2,793 |
| U.S. Government securities | $30,601,000 | 2,460 |
| U.S. Treasury securities | $9,534,000 | 1,421 |
| U.S. Government agency obligations | $21,067,000 | 2,536 |
| Securities issued by states & political subdivisions | $7,466,000 | 2,675 |
| Other domestic debt securities | $4,897,000 | 1,365 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $2,299,000 | 452 |
| Other domestic debt securities - All other | $2,598,000 | 1,232 |
| 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 | $1,974,000 | 3,650 |
| Mortgage-backed securities | $21,067,000 | 1,986 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,406,000 | 2,176 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,677,000 | 1,019 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,007,000 | 1,206 |
| Other commercial mortgage-backed securities | $977,000 | 1,099 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $42,964,000 | 2,564 |
| Total debt securities | $42,965,000 | 2,775 |
| 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 | $41,684,000 | 2,813 |
| U.S. Government securities | $29,337,000 | 2,496 |
| U.S. Treasury securities | $9,331,000 | 1,480 |
| U.S. Government agency obligations | $20,006,000 | 2,566 |
| Securities issued by states & political subdivisions | $7,078,000 | 2,721 |
| Other domestic debt securities | $5,269,000 | 1,311 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $2,290,000 | 458 |
| Other domestic debt securities - All other | $2,979,000 | 1,172 |
| 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 | $1,466,000 | 3,709 |
| Mortgage-backed securities | $20,006,000 | 1,995 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,224,000 | 2,187 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,839,000 | 1,001 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $943,000 | 1,105 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $41,684,000 | 2,571 |
| Total debt securities | $41,684,000 | 2,794 |
| 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 | $42,398,000 | 2,852 |
| U.S. Government securities | $29,794,000 | 2,521 |
| U.S. Treasury securities | $9,381,000 | 1,500 |
| U.S. Government agency obligations | $20,413,000 | 2,606 |
| Securities issued by states & political subdivisions | $7,234,000 | 2,754 |
| Other domestic debt securities | $5,370,000 | 1,313 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $2,348,000 | 439 |
| Other domestic debt securities - All other | $3,022,000 | 1,175 |
| 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 | $1,502,000 | 3,696 |
| Mortgage-backed securities | $20,413,000 | 2,019 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,535,000 | 2,199 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,906,000 | 1,001 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $972,000 | 1,098 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $42,398,000 | 2,611 |
| Total debt securities | $42,397,000 | 2,836 |
| 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 | $43,512,000 | 2,900 |
| U.S. Government securities | $30,370,000 | 2,588 |
| U.S. Treasury securities | $9,448,000 | 1,566 |
| U.S. Government agency obligations | $20,922,000 | 2,586 |
| Securities issued by states & political subdivisions | $7,329,000 | 2,793 |
| Other domestic debt securities | $5,813,000 | 1,322 |
| 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 | $3,148,000 | 1,192 |
| 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 | $197,000 | 3,932 |
| Mortgage-backed securities | $23,587,000 | 1,948 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,104,000 | 2,517 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,149,000 | 1,075 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,665,000 | 908 |
| Other commercial mortgage-backed securities | $4,669,000 | 741 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $43,512,000 | 2,654 |
| Total debt securities | $43,511,000 | 2,882 |
| 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 | $43,097,000 | 2,951 |
| U.S. Government securities | $32,901,000 | 2,493 |
| U.S. Treasury securities | $9,325,000 | 1,626 |
| U.S. Government agency obligations | $23,576,000 | 2,458 |
| Securities issued by states & political subdivisions | $7,029,000 | 2,857 |
| Other domestic debt securities | $3,167,000 | 1,617 |
| 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 | $3,167,000 | 1,198 |
| 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 | $197,000 | 3,904 |
| Mortgage-backed securities | $23,576,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,732,000 | 2,267 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,284,000 | 1,034 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $3,560,000 | 810 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $43,097,000 | 2,696 |
| Total debt securities | $43,096,000 | 2,933 |
| 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 | $44,233,000 | 2,927 |
| U.S. Government securities | $33,913,000 | 2,478 |
| U.S. Treasury securities | $9,321,000 | 1,646 |
| U.S. Government agency obligations | $24,592,000 | 2,434 |
| Securities issued by states & political subdivisions | $7,090,000 | 2,862 |
| Other domestic debt securities | $3,230,000 | 1,580 |
| 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 | $3,230,000 | 1,196 |
| 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 | $201,000 | 3,921 |
| Mortgage-backed securities | $24,592,000 | 1,949 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,932,000 | 2,261 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,707,000 | 1,032 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $3,953,000 | 812 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $44,233,000 | 2,676 |
| Total debt securities | $44,233,000 | 2,906 |
| 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 | $46,243,000 | 2,909 |
| U.S. Government securities | $35,506,000 | 2,461 |
| U.S. Treasury securities | $9,546,000 | 1,615 |
| U.S. Government agency obligations | $25,960,000 | 2,406 |
| Securities issued by states & political subdivisions | $7,374,000 | 2,894 |
| Other domestic debt securities | $3,363,000 | 1,492 |
| 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 | $3,363,000 | 1,192 |
| 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 | $1,067,000 | 3,737 |
| Mortgage-backed securities | $25,960,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | $9,337,000 | 2,314 |
| Issued or guaranteed by U.S. | $9,337,000 | 2,253 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $12,489,000 | 1,094 |
| CMOs issued by government agencies or sponsored agencies | $12,489,000 | 1,019 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,134,000 | 1,255 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $4,134,000 | 859 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $46,243,000 | 2,689 |
| Total debt securities | $46,244,000 | 2,895 |
| 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 | $48,063,000 | 2,820 |
| U.S. Government securities | $37,388,000 | 2,340 |
| U.S. Treasury securities | $9,811,000 | 1,408 |
| U.S. Government agency obligations | $27,577,000 | 2,353 |
| Securities issued by states & political subdivisions | $7,941,000 | 2,851 |
| Other domestic debt securities | $2,734,000 | 1,559 |
| 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 | $2,734,000 | 1,261 |
| 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 | $778,000 | 3,840 |
| Mortgage-backed securities | $27,577,000 | 1,921 |
| Certificates of participation in pools of residential mortgages | $9,670,000 | 2,309 |
| Issued or guaranteed by U.S. | $9,670,000 | 2,252 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $13,461,000 | 1,047 |
| CMOs issued by government agencies or sponsored agencies | $13,461,000 | 980 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,446,000 | 1,217 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $4,446,000 | 836 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $48,063,000 | 2,627 |
| Total debt securities | $48,064,000 | 2,799 |
| 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 | $45,632,000 | 2,813 |
| U.S. Government securities | $34,203,000 | 2,319 |
| U.S. Treasury securities | $5,104,000 | 1,365 |
| U.S. Government agency obligations | $29,099,000 | 2,273 |
| Securities issued by states & political subdivisions | $8,597,000 | 2,827 |
| Other domestic debt securities | $2,832,000 | 1,505 |
| 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 | $2,832,000 | 1,181 |
| 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 | $802,000 | 3,859 |
| Mortgage-backed securities | $29,099,000 | 1,890 |
| Certificates of participation in pools of residential mortgages | $10,369,000 | 2,250 |
| Issued or guaranteed by U.S. | $10,369,000 | 2,188 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $13,994,000 | 990 |
| CMOs issued by government agencies or sponsored agencies | $13,994,000 | 944 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $4,736,000 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $4,736,000 | 798 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $45,632,000 | 2,643 |
| Total debt securities | $45,632,000 | 2,797 |
| 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 | $43,279,000 | 2,819 |
| U.S. Government securities | $34,201,000 | 2,240 |
| U.S. Treasury securities | $5,196,000 | 1,133 |
| U.S. Government agency obligations | $29,005,000 | 2,249 |
| Securities issued by states & political subdivisions | $6,708,000 | 3,012 |
| Other domestic debt securities | $2,370,000 | 1,509 |
| 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 | $2,370,000 | 1,190 |
| 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 | $814,000 | 3,888 |
| Mortgage-backed securities | $29,005,000 | 1,877 |
| Certificates of participation in pools of residential mortgages | $9,328,000 | 2,343 |
| Issued or guaranteed by U.S. | $9,328,000 | 2,287 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $15,472,000 | 926 |
| CMOs issued by government agencies or sponsored agencies | $15,472,000 | 889 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $4,205,000 | 1,218 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $4,205,000 | 831 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $43,279,000 | 2,655 |
| Total debt securities | $43,280,000 | 2,804 |
| 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 | $26,220,000 | 3,350 |
| U.S. Government securities | $25,220,000 | 2,543 |
| U.S. Treasury securities | $5,167,000 | 1,035 |
| U.S. Government agency obligations | $20,053,000 | 2,629 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $1,000,000 | 1,800 |
| 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 | $1,000,000 | 1,445 |
| 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 | $834,000 | 3,911 |
| Mortgage-backed securities | $20,053,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $4,702,000 | 2,865 |
| Issued or guaranteed by U.S. | $4,702,000 | 2,775 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $11,111,000 | 1,075 |
| CMOs issued by government agencies or sponsored agencies | $11,111,000 | 1,044 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $4,240,000 | 1,201 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $4,240,000 | 807 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $26,220,000 | 3,163 |
| Total debt securities | $26,219,000 | 3,325 |
| 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 | $19,457,000 | 3,547 |
| U.S. Government securities | $19,457,000 | 2,709 |
| U.S. Treasury securities | $5,125,000 | 790 |
| U.S. Government agency obligations | $14,332,000 | 2,877 |
| 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 | $884,000 | 3,923 |
| Mortgage-backed securities | $14,332,000 | 2,407 |
| Certificates of participation in pools of residential mortgages | $5,421,000 | 2,703 |
| Issued or guaranteed by U.S. | $5,421,000 | 2,624 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,665,000 | 1,538 |
| CMOs issued by government agencies or sponsored agencies | $4,665,000 | 1,497 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $4,246,000 | 1,175 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $4,246,000 | 777 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $19,457,000 | 3,337 |
| Total debt securities | $19,458,000 | 3,521 |
| 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 | $15,917,000 | 3,655 |
| U.S. Government securities | $15,416,000 | 2,823 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $15,416,000 | 2,693 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $501,000 | 1,876 |
| 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 | $501,000 | 1,482 |
| 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 | $925,000 | 3,921 |
| Mortgage-backed securities | $15,416,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | $6,281,000 | 2,512 |
| Issued or guaranteed by U.S. | $6,281,000 | 2,441 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,840,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $4,840,000 | 1,503 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $4,295,000 | 1,124 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $4,295,000 | 735 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $15,917,000 | 3,440 |
| Total debt securities | $15,916,000 | 3,635 |
| 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 | $18,501,000 | 3,443 |
| U.S. Government securities | $16,994,000 | 2,666 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $16,994,000 | 2,539 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $1,507,000 | 1,528 |
| 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 | $1,507,000 | 1,154 |
| 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 | $352,000 | 4,089 |
| Mortgage-backed securities | $16,994,000 | 2,160 |
| Certificates of participation in pools of residential mortgages | $7,362,000 | 2,365 |
| Issued or guaranteed by U.S. | $7,362,000 | 2,291 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,968,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $4,968,000 | 1,529 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,664,000 | 1,063 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $4,664,000 | 699 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $18,501,000 | 3,230 |
| Total debt securities | $18,501,000 | 3,421 |
| 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 | $19,726,000 | 3,323 |
| U.S. Government securities | $18,212,000 | 2,597 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $18,212,000 | 2,470 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $1,514,000 | 1,460 |
| 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 | $1,514,000 | 1,099 |
| 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 | $449,000 | 4,104 |
| Mortgage-backed securities | $18,212,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $8,481,000 | 2,193 |
| Issued or guaranteed by U.S. | $8,481,000 | 2,135 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,076,000 | 1,585 |
| CMOs issued by government agencies or sponsored agencies | $5,076,000 | 1,544 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,655,000 | 1,037 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $4,655,000 | 669 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $19,726,000 | 3,117 |
| Total debt securities | $19,726,000 | 3,298 |
| 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 | $21,215,000 | 3,232 |
| U.S. Government securities | $18,744,000 | 2,584 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $18,744,000 | 2,458 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $2,471,000 | 1,232 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $2,471,000 | 879 |
| 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 | $556,000 | 4,113 |
| Mortgage-backed securities | $18,744,000 | 2,059 |
| Certificates of participation in pools of residential mortgages | $18,744,000 | 1,458 |
| Issued or guaranteed by U.S. | $18,744,000 | 1,418 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $21,215,000 | 3,031 |
| Total debt securities | $21,215,000 | 3,209 |
| 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 | $22,108,000 | 3,245 |
| U.S. Government securities | $19,591,000 | 2,598 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $19,591,000 | 2,454 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $2,517,000 | 1,187 |
| 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 | $2,517,000 | 839 |
| 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 | $612,000 | 4,165 |
| Mortgage-backed securities | $19,591,000 | 1,974 |
| Certificates of participation in pools of residential mortgages | $19,591,000 | 1,357 |
| Issued or guaranteed by U.S. | $19,591,000 | 1,322 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $22,108,000 | 3,026 |
| Total debt securities | $22,108,000 | 3,222 |
| 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 | $23,694,000 | 3,183 |
| U.S. Government securities | $20,676,000 | 2,575 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $20,676,000 | 2,438 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $3,018,000 | 1,122 |
| 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 | $3,018,000 | 782 |
| 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 | $721,000 | 4,207 |
| Mortgage-backed securities | $20,676,000 | 1,901 |
| Certificates of participation in pools of residential mortgages | $20,676,000 | 1,272 |
| Issued or guaranteed by U.S. | $20,676,000 | 1,237 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $23,694,000 | 2,962 |
| Total debt securities | $23,694,000 | 3,162 |
| 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 | $24,305,000 | 3,202 |
| U.S. Government securities | $21,287,000 | 2,563 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $21,287,000 | 2,436 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $3,018,000 | 1,103 |
| 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 | $3,018,000 | 782 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,286,000 | 4,074 |
| Mortgage-backed securities | $21,287,000 | 1,837 |
| Certificates of participation in pools of residential mortgages | $21,287,000 | 1,221 |
| Issued or guaranteed by U.S. | $21,287,000 | 1,206 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $24,305,000 | 2,972 |
| Total debt securities | $24,304,000 | 3,183 |
| 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 | $25,380,000 | 3,208 |
| U.S. Government securities | $21,880,000 | 2,565 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $21,880,000 | 2,426 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $3,500,000 | 1,041 |
| 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 | $3,500,000 | 725 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,339,000 | 4,109 |
| Mortgage-backed securities | $21,880,000 | 1,819 |
| Certificates of participation in pools of residential mortgages | $21,880,000 | 1,223 |
| Issued or guaranteed by U.S. | $21,880,000 | 1,209 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $25,380,000 | 2,962 |
| Total debt securities | $25,381,000 | 3,190 |
| 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 | $27,114,000 | 3,129 |
| U.S. Government securities | $22,140,000 | 2,562 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $22,140,000 | 2,421 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $4,974,000 | 847 |
| 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 | $4,974,000 | 604 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,388,000 | 4,145 |
| Mortgage-backed securities | $22,140,000 | 1,808 |
| Certificates of participation in pools of residential mortgages | $22,140,000 | 1,218 |
| Issued or guaranteed by U.S. | $22,140,000 | 1,208 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $27,114,000 | 2,901 |
| Total debt securities | $27,114,000 | 3,114 |
| 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 | $26,599,000 | 3,179 |
| U.S. Government securities | $20,607,000 | 2,665 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $20,607,000 | 2,526 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $5,992,000 | 753 |
| 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 | $5,992,000 | 553 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,447,000 | 4,187 |
| Mortgage-backed securities | $20,607,000 | 1,867 |
| Certificates of participation in pools of residential mortgages | $20,607,000 | 1,286 |
| Issued or guaranteed by U.S. | $20,607,000 | 1,280 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $26,599,000 | 2,939 |
| Total debt securities | $26,599,000 | 3,157 |
| 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 | $27,931,000 | 3,143 |
| U.S. Government securities | $19,938,000 | 2,717 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $19,938,000 | 2,583 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $7,993,000 | 747 |
| 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 | $7,993,000 | 482 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,535,000 | 4,207 |
| Mortgage-backed securities | $19,938,000 | 1,944 |
| Certificates of participation in pools of residential mortgages | $19,938,000 | 1,363 |
| Issued or guaranteed by U.S. | $19,938,000 | 1,311 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $27,931,000 | 2,906 |
| Total debt securities | $27,931,000 | 3,124 |
| 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 | $30,646,000 | 3,060 |
| U.S. Government securities | $20,637,000 | 2,748 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $20,637,000 | 2,616 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $10,009,000 | 584 |
| 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 | $10,009,000 | 423 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,614,000 | 4,239 |
| Mortgage-backed securities | $20,637,000 | 1,907 |
| Certificates of participation in pools of residential mortgages | $20,637,000 | 1,365 |
| Issued or guaranteed by U.S. | $20,637,000 | 1,362 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $30,646,000 | 2,820 |
| Total debt securities | $30,646,000 | 3,041 |
| 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 | $21,499,000 | 3,632 |
| U.S. Government securities | $12,149,000 | 3,476 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $12,149,000 | 3,336 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $9,350,000 | 603 |
| 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 | $9,350,000 | 441 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,732,000 | 4,276 |
| Mortgage-backed securities | $12,149,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $12,149,000 | 1,930 |
| Issued or guaranteed by U.S. | $12,149,000 | 1,929 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $21,499,000 | 3,348 |
| Total debt securities | $21,500,000 | 3,606 |
| 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 | $20,572,000 | 3,731 |
| U.S. Government securities | $10,697,000 | 3,666 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $10,697,000 | 3,522 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $9,875,000 | 592 |
| 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 | $9,875,000 | 441 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,829,000 | 4,319 |
| Mortgage-backed securities | $10,697,000 | 2,657 |
| Certificates of participation in pools of residential mortgages | $10,697,000 | 2,095 |
| Issued or guaranteed by U.S. | $10,697,000 | 2,094 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $20,572,000 | 3,442 |
| Total debt securities | $20,573,000 | 3,707 |
| 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 | $18,164,000 | 3,943 |
| U.S. Government securities | $6,001,000 | 4,371 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,001,000 | 4,246 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $12,163,000 | 531 |
| 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 | $12,163,000 | 386 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,944,000 | 4,337 |
| Mortgage-backed securities | $6,001,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $6,001,000 | 2,710 |
| Issued or guaranteed by U.S. | $6,001,000 | 2,709 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $18,164,000 | 3,642 |
| Total debt securities | $18,164,000 | 3,917 |
| 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 | $20,033,000 | 3,856 |
| U.S. Government securities | $6,315,000 | 4,382 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,315,000 | 4,249 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $13,718,000 | 505 |
| 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 | $13,718,000 | 355 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,026,000 | 4,352 |
| Mortgage-backed securities | $6,315,000 | 3,217 |
| Certificates of participation in pools of residential mortgages | $6,315,000 | 2,702 |
| Issued or guaranteed by U.S. | $6,315,000 | 2,700 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $20,033,000 | 3,552 |
| Total debt securities | $20,034,000 | 3,830 |
| 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 | $21,112,000 | 3,792 |
| U.S. Government securities | $6,610,000 | 4,333 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,610,000 | 4,192 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $14,502,000 | 475 |
| 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 | $14,502,000 | 334 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $6,610,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $6,610,000 | 2,688 |
| Issued or guaranteed by U.S. | $6,610,000 | 2,683 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $21,112,000 | 3,477 |
| Total debt securities | $21,112,000 | 3,762 |
| 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 | $22,126,000 | 3,708 |
| U.S. Government securities | $7,249,000 | 4,242 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,249,000 | 4,126 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $14,877,000 | 476 |
| 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 | $14,877,000 | 337 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $7,249,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $7,249,000 | 2,607 |
| Issued or guaranteed by U.S. | $7,249,000 | 2,606 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $22,126,000 | 3,413 |
| Total debt securities | $22,127,000 | 3,680 |
| 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 | $22,648,000 | 3,750 |
| U.S. Government securities | $7,721,000 | 4,277 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,721,000 | 4,151 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $14,927,000 | 489 |
| 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 | $14,927,000 | 338 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $7,721,000 | 3,094 |
| Certificates of participation in pools of residential mortgages | $7,721,000 | 2,586 |
| Issued or guaranteed by U.S. | $7,721,000 | 2,582 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $22,648,000 | 3,449 |
| Total debt securities | $22,648,000 | 3,720 |
| 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 | $21,222,000 | 3,900 |
| U.S. Government securities | $8,134,000 | 4,313 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,134,000 | 4,194 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $13,088,000 | 521 |
| 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 | $13,088,000 | 369 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $8,134,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | $8,134,000 | 2,557 |
| Issued or guaranteed by U.S. | $8,134,000 | 2,555 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $21,222,000 | 3,577 |
| Total debt securities | $21,222,000 | 3,875 |
| 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 | $16,065,000 | 4,337 |
| U.S. Government securities | $8,424,000 | 4,313 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,424,000 | 4,188 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $7,641,000 | 687 |
| 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 | $7,641,000 | 501 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $8,424,000 | 3,032 |
| Certificates of participation in pools of residential mortgages | $8,424,000 | 2,523 |
| Issued or guaranteed by U.S. | $8,424,000 | 2,520 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $16,065,000 | 3,990 |
| Total debt securities | $16,065,000 | 4,312 |
| 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 | $10,447,000 | 4,939 |
| U.S. Government securities | $4,319,000 | 5,056 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,319,000 | 4,951 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $6,128,000 | 787 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $6,128,000 | 572 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $4,319,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $3,290,000 | 3,468 |
| Issued or guaranteed by U.S. | $3,290,000 | 3,463 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,029,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $1,029,000 | 2,535 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $10,447,000 | 4,579 |
| Total debt securities | $10,448,000 | 4,917 |
| 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 | $7,537,000 | 5,322 |
| U.S. Government securities | $3,465,000 | 5,316 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,465,000 | 5,204 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $4,072,000 | 978 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $4,072,000 | 736 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $3,465,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $3,465,000 | 3,518 |
| Issued or guaranteed by U.S. | $3,465,000 | 3,514 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $7,537,000 | 4,961 |
| Total debt securities | $7,537,000 | 5,300 |
| 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 | $4,775,000 | 5,684 |
| U.S. Government securities | $3,739,000 | 5,344 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,739,000 | 5,237 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,036,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,036,000 | 1,281 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $3,739,000 | 3,941 |
| Certificates of participation in pools of residential mortgages | $3,739,000 | 3,517 |
| Issued or guaranteed by U.S. | $3,739,000 | 3,514 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $4,775,000 | 5,319 |
| Total debt securities | $4,775,000 | 5,660 |
| 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 | $5,469,000 | 5,699 |
| U.S. Government securities | $3,922,000 | 5,405 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,922,000 | 5,298 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,547,000 | 1,476 |
| 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 | $1,547,000 | 1,156 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $3,922,000 | 3,977 |
| Certificates of participation in pools of residential mortgages | $3,922,000 | 3,538 |
| Issued or guaranteed by U.S. | $3,922,000 | 3,532 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $5,469,000 | 5,326 |
| Total debt securities | $5,470,000 | 5,679 |
| 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 | $6,383,000 | 5,687 |
| U.S. Government securities | $4,571,000 | 5,383 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $4,571,000 | 5,263 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,812,000 | 1,457 |
| 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 | $1,812,000 | 1,121 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $4,070,000 | 4,014 |
| Certificates of participation in pools of residential mortgages | $4,070,000 | 3,587 |
| Issued or guaranteed by U.S. | $4,070,000 | 3,585 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $6,383,000 | 5,306 |
| Total debt securities | $6,383,000 | 5,665 |
| 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 | $7,591,000 | 5,619 |
| U.S. Government securities | $5,260,000 | 5,346 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,260,000 | 5,230 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $2,331,000 | 1,340 |
| 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 | $2,331,000 | 1,029 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $4,258,000 | 4,040 |
| Certificates of participation in pools of residential mortgages | $4,258,000 | 3,597 |
| Issued or guaranteed by U.S. | $4,258,000 | 3,596 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $7,591,000 | 5,219 |
| Total debt securities | $7,591,000 | 5,598 |
| 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 | $10,511,000 | 5,359 |
| U.S. Government securities | $6,910,000 | 5,109 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,910,000 | 5,011 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $3,601,000 | 1,133 |
| 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 | $3,601,000 | 842 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $4,403,000 | 4,050 |
| Certificates of participation in pools of residential mortgages | $4,403,000 | 3,605 |
| Issued or guaranteed by U.S. | $4,403,000 | 3,604 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $10,511,000 | 4,961 |
| Total debt securities | $10,511,000 | 5,338 |
| 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 | $9,616,000 | 5,477 |
| U.S. Government securities | $5,489,000 | 5,354 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,489,000 | 5,253 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $4,127,000 | 1,099 |
| 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 | $4,127,000 | 806 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $2,478,000 | 4,501 |
| Certificates of participation in pools of residential mortgages | $2,478,000 | 4,121 |
| Issued or guaranteed by U.S. | $2,478,000 | 4,116 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $9,616,000 | 5,089 |
| Total debt securities | $9,616,000 | 5,452 |
| 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 | $8,336,000 | 5,678 |
| U.S. Government securities | $4,072,000 | 5,658 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,072,000 | 5,561 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $4,264,000 | 1,113 |
| 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 | $4,264,000 | 814 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $555,000 | 5,114 |
| Certificates of participation in pools of residential mortgages | $555,000 | 4,849 |
| Issued or guaranteed by U.S. | $555,000 | 4,844 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $8,336,000 | 5,289 |
| Total debt securities | $8,337,000 | 5,651 |
| 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 | $9,680,000 | 5,532 |
| U.S. Government securities | $4,631,000 | 5,569 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,631,000 | 5,462 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $5,049,000 | 1,038 |
| 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 | $5,049,000 | 735 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $611,000 | 5,105 |
| Certificates of participation in pools of residential mortgages | $611,000 | 4,808 |
| Issued or guaranteed by U.S. | $611,000 | 4,804 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $9,680,000 | 5,153 |
| Total debt securities | $9,680,000 | 5,499 |
| 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 | $11,889,000 | 5,349 |
| U.S. Government securities | $5,250,000 | 5,488 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,250,000 | 5,380 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $6,607,000 | 896 |
| 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 | $6,607,000 | 616 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $32,000 | 1,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $722,000 | 5,118 |
| Certificates of participation in pools of residential mortgages | $722,000 | 4,807 |
| Issued or guaranteed by U.S. | $722,000 | 4,805 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $11,889,000 | 4,971 |
| Total debt securities | $11,857,000 | 5,320 |
| 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 | $13,745,000 | 5,117 |
| U.S. Government securities | $5,820,000 | 5,403 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,820,000 | 5,288 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $7,912,000 | 791 |
| 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 | $7,912,000 | 530 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $13,000 | 1,129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $787,000 | 5,134 |
| Certificates of participation in pools of residential mortgages | $787,000 | 4,804 |
| Issued or guaranteed by U.S. | $787,000 | 4,803 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $13,745,000 | 4,738 |
| Total debt securities | $13,732,000 | 5,084 |
| 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 | $15,710,000 | 4,978 |
| U.S. Government securities | $6,952,000 | 5,297 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,952,000 | 5,200 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $8,746,000 | 773 |
| 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 | $8,746,000 | 521 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $12,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $904,000 | 5,195 |
| Certificates of participation in pools of residential mortgages | $904,000 | 4,869 |
| Issued or guaranteed by U.S. | $904,000 | 4,866 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $15,710,000 | 4,593 |
| Total debt securities | $15,688,000 | 4,953 |
| 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 | $17,180,000 | 4,848 |
| U.S. Government securities | $8,111,000 | 5,188 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,111,000 | 5,092 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $9,057,000 | 783 |
| 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 | $9,057,000 | 515 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $12,000 | 1,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $1,047,000 | 5,186 |
| Certificates of participation in pools of residential mortgages | $1,047,000 | 4,837 |
| Issued or guaranteed by U.S. | $1,047,000 | 4,834 |
| 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) | $17,180,000 | 4,472 |
| Total debt securities | $17,159,000 | 4,823 |
| 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 | $15,875,000 | 5,025 |
| U.S. Government securities | $6,737,000 | 5,548 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,737,000 | 5,438 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $9,123,000 | 770 |
| 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 | $9,123,000 | 508 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $15,000 | 1,128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,050,000 | 5,335 |
| Mortgage-backed securities | $1,157,000 | 5,166 |
| Certificates of participation in pools of residential mortgages | $1,157,000 | 4,802 |
| Issued or guaranteed by U.S. | $1,157,000 | 4,800 |
| 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) | $15,875,000 | 4,626 |
| Total debt securities | $15,859,000 | 5,004 |
| 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 | $15,399,000 | 5,048 |
| U.S. Government securities | $8,874,000 | 5,125 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,874,000 | 5,030 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $6,515,000 | 923 |
| 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 | $6,515,000 | 582 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 1,174 |
| 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 | $1,258,000 | 5,117 |
| Certificates of participation in pools of residential mortgages | $1,258,000 | 4,710 |
| Issued or guaranteed by U.S. | $1,258,000 | 4,703 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $15,399,000 | 4,618 |
| Total debt securities | $15,389,000 | 5,024 |
| 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 | $16,670,000 | 4,871 |
| U.S. Government securities | $10,093,000 | 4,886 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,093,000 | 4,787 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $6,565,000 | 907 |
| 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 | $6,565,000 | 555 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 1,203 |
| 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 | $1,405,000 | 5,076 |
| Certificates of participation in pools of residential mortgages | $1,405,000 | 4,639 |
| Issued or guaranteed by U.S. | $1,405,000 | 4,627 |
| 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) | $1,000 | 2,942 |
| Available-for-sale securities (fair market value) | $16,669,000 | 4,468 |
| Total debt securities | $16,658,000 | 4,846 |
| 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 | $15,517,000 | 5,068 |
| U.S. Government securities | $10,185,000 | 5,002 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,185,000 | 4,887 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $5,315,000 | 991 |
| 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 | $5,315,000 | 593 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,000 | 1,207 |
| 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 | $1,423,000 | 5,063 |
| Certificates of participation in pools of residential mortgages | $1,423,000 | 4,619 |
| Issued or guaranteed by U.S. | $1,423,000 | 4,611 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $15,517,000 | 4,643 |
| Total debt securities | $15,500,000 | 5,035 |
| 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 | $15,929,000 | 5,021 |
| U.S. Government securities | $10,868,000 | 4,882 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,868,000 | 4,760 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $5,042,000 | 1,044 |
| 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 | $5,042,000 | 607 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,000 | 1,218 |
| 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 | $40,000 | 5,850 |
| Certificates of participation in pools of residential mortgages | $40,000 | 5,582 |
| Issued or guaranteed by U.S. | $40,000 | 5,572 |
| 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) | $40,000 | 2,879 |
| Available-for-sale securities (fair market value) | $15,889,000 | 4,611 |
| Total debt securities | $15,910,000 | 4,993 |
| 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 | $21,421,000 | 4,241 |
| U.S. Government securities | $12,951,000 | 4,393 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,951,000 | 4,269 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $8,456,000 | 831 |
| 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 | $8,456,000 | 424 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 1,243 |
| 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 | $43,000 | 5,870 |
| Certificates of participation in pools of residential mortgages | $43,000 | 5,564 |
| Issued or guaranteed by U.S. | $43,000 | 5,554 |
| 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) | $42,000 | 2,909 |
| Available-for-sale securities (fair market value) | $21,379,000 | 3,907 |
| Total debt securities | $21,407,000 | 4,209 |
| 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 | $27,135,000 | 3,700 |
| U.S. Government securities | $15,085,000 | 4,032 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,085,000 | 3,915 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $5,896,000 | 1,051 |
| 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 | $5,896,000 | 542 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,154,000 | 219 |
| 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 | $60,000 | 5,911 |
| Certificates of participation in pools of residential mortgages | $60,000 | 5,572 |
| Issued or guaranteed by U.S. | $60,000 | 5,559 |
| 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) | $60,000 | 2,942 |
| Available-for-sale securities (fair market value) | $27,075,000 | 3,385 |
| Total debt securities | $20,981,000 | 4,208 |
| 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 | $30,138,000 | 3,463 |
| U.S. Government securities | $16,554,000 | 3,883 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,554,000 | 3,786 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $7,456,000 | 925 |
| 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 | $7,456,000 | 428 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,128,000 | 222 |
| 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 | $62,000 | 5,943 |
| Certificates of participation in pools of residential mortgages | $62,000 | 5,620 |
| Issued or guaranteed by U.S. | $62,000 | 5,608 |
| 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) | $62,000 | 3,016 |
| Available-for-sale securities (fair market value) | $30,076,000 | 3,159 |
| Total debt securities | $24,010,000 | 3,940 |
| 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 | $32,243,000 | 3,342 |
| U.S. Government securities | $18,591,000 | 3,702 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,591,000 | 3,620 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $7,536,000 | 944 |
| 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 | $7,536,000 | 434 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,116,000 | 221 |
| 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 | $65,000 | 6,029 |
| Certificates of participation in pools of residential mortgages | $65,000 | 5,720 |
| Issued or guaranteed by U.S. | $65,000 | 5,708 |
| 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) | $65,000 | 3,067 |
| Available-for-sale securities (fair market value) | $32,178,000 | 3,021 |
| Total debt securities | $26,127,000 | 3,784 |
| 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 | $34,367,000 | 3,178 |
| U.S. Government securities | $19,629,000 | 3,555 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,629,000 | 3,482 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $8,589,000 | 923 |
| 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 | $8,589,000 | 399 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,149,000 | 245 |
| 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 | $67,000 | 6,081 |
| Certificates of participation in pools of residential mortgages | $67,000 | 5,777 |
| Issued or guaranteed by U.S. | $67,000 | 5,762 |
| 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) | $67,000 | 3,121 |
| Available-for-sale securities (fair market value) | $34,300,000 | 2,861 |
| Total debt securities | $28,218,000 | 3,576 |
| 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 | $35,029,000 | 3,152 |
| U.S. Government securities | $20,237,000 | 3,472 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,237,000 | 3,396 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $8,619,000 | 975 |
| 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 | $8,619,000 | 430 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,173,000 | 273 |
| 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 | $70,000 | 6,147 |
| Certificates of participation in pools of residential mortgages | $70,000 | 5,852 |
| Issued or guaranteed by U.S. | $70,000 | 5,834 |
| 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) | $59,000 | 3,219 |
| Available-for-sale securities (fair market value) | $34,970,000 | 2,828 |
| Total debt securities | $28,856,000 | 3,545 |
| 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 | $37,163,000 | 2,958 |
| U.S. Government securities | $22,192,000 | 3,236 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,192,000 | 3,171 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $9,010,000 | 974 |
| 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 | $9,010,000 | 432 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,961,000 | 314 |
| 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 | $72,000 | 6,200 |
| Certificates of participation in pools of residential mortgages | $72,000 | 5,900 |
| Issued or guaranteed by U.S. | $72,000 | 5,880 |
| 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) | $42,000 | 3,303 |
| Available-for-sale securities (fair market value) | $37,121,000 | 2,642 |
| Total debt securities | $31,202,000 | 3,324 |
| 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 | $34,740,000 | 3,110 |
| U.S. Government securities | $20,130,000 | 3,514 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,130,000 | 3,445 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $8,648,000 | 953 |
| 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 | $8,648,000 | 445 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,962,000 | 316 |
| 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 | $74,000 | 6,246 |
| Certificates of participation in pools of residential mortgages | $74,000 | 5,951 |
| Issued or guaranteed by U.S. | $74,000 | 5,934 |
| 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) | $74,000 | 3,275 |
| Available-for-sale securities (fair market value) | $34,666,000 | 2,781 |
| Total debt securities | $28,778,000 | 3,550 |
| 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 | $37,439,000 | 2,939 |
| U.S. Government securities | $21,296,000 | 3,402 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,296,000 | 3,339 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $9,381,000 | 873 |
| 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 | $9,381,000 | 408 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,762,000 | 261 |
| 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 | $80,000 | 6,259 |
| Certificates of participation in pools of residential mortgages | $80,000 | 5,964 |
| Issued or guaranteed by U.S. | $80,000 | 5,944 |
| 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) | $81,000 | 3,284 |
| Available-for-sale securities (fair market value) | $37,358,000 | 2,607 |
| Total debt securities | $30,677,000 | 3,362 |
| 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 | $39,523,000 | 2,763 |
| U.S. Government securities | $21,749,000 | 3,290 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,749,000 | 3,226 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $9,572,000 | 852 |
| 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 | $9,572,000 | 392 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,202,000 | 220 |
| 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 | $83,000 | 6,263 |
| Certificates of participation in pools of residential mortgages | $83,000 | 5,973 |
| Issued or guaranteed by U.S. | $83,000 | 5,953 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $39,523,000 | 2,431 |
| Total debt securities | $31,321,000 | 3,254 |
| 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 | $40,957,000 | 2,718 |
| U.S. Government securities | $21,610,000 | 3,370 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,610,000 | 3,302 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $9,569,000 | 882 |
| 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 | $9,569,000 | 456 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,778,000 | 281 |
| 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 | $101,000 | 6,255 |
| Certificates of participation in pools of residential mortgages | $101,000 | 5,955 |
| Issued or guaranteed by U.S. | $101,000 | 5,930 |
| 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) | $1,000 | 3,569 |
| Available-for-sale securities (fair market value) | $40,956,000 | 2,406 |
| Total debt securities | $31,179,000 | 3,306 |
| 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 | $43,915,000 | 2,559 |
| U.S. Government securities | $25,385,000 | 2,979 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,385,000 | 2,925 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $7,663,000 | 977 |
| 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 | $7,663,000 | 524 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,867,000 | 296 |
| 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 | $104,000 | 6,245 |
| Certificates of participation in pools of residential mortgages | $104,000 | 5,942 |
| Issued or guaranteed by U.S. | $104,000 | 5,912 |
| 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) | $5,000 | 3,565 |
| Available-for-sale securities (fair market value) | $43,910,000 | 2,271 |
| Total debt securities | $33,048,000 | 3,163 |
| 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 | $66,447,000 | 1,756 |
| U.S. Government securities | $54,909,000 | 1,529 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,909,000 | 1,500 |
| 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 | $11,538,000 | 255 |
| 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 | $106,000 | 6,160 |
| Certificates of participation in pools of residential mortgages | $106,000 | 5,843 |
| Issued or guaranteed by U.S. | $106,000 | 5,821 |
| 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) | $106,000 | 3,363 |
| Available-for-sale securities (fair market value) | $66,341,000 | 1,531 |
| Total debt securities | $54,909,000 | 2,066 |
| 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 | $75,981,000 | 1,565 |
| U.S. Government securities | $53,153,000 | 1,601 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,153,000 | 1,568 |
| 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 | $22,828,000 | 150 |
| 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 | $108,000 | 6,114 |
| Certificates of participation in pools of residential mortgages | $108,000 | 5,789 |
| Issued or guaranteed by U.S. | $108,000 | 5,766 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $75,981,000 | 1,352 |
| Total debt securities | $53,153,000 | 2,128 |
| 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 | $77,448,000 | 1,524 |
| U.S. Government securities | $54,641,000 | 1,557 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,641,000 | 1,525 |
| 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 | $22,807,000 | 132 |
| 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 | $112,000 | 6,121 |
| Certificates of participation in pools of residential mortgages | $112,000 | 5,794 |
| Issued or guaranteed by U.S. | $112,000 | 5,773 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $77,448,000 | 1,325 |
| Total debt securities | $54,641,000 | 2,053 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $78,090,000 | 1,522 |
| U.S. Government securities | $55,068,000 | 1,543 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,068,000 | 1,507 |
| 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 | $23,022,000 | 133 |
| 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 | $115,000 | 6,127 |
| Certificates of participation in pools of residential mortgages | $115,000 | 5,798 |
| Issued or guaranteed by U.S. | $115,000 | 5,774 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $78,090,000 | 1,322 |
| Total debt securities | $55,068,000 | 2,055 |
| 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 | $81,443,000 | 1,490 |
| U.S. Government securities | $58,266,000 | 1,503 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,266,000 | 1,471 |
| 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 | $23,177,000 | 135 |
| 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 | $121,000 | 6,139 |
| Certificates of participation in pools of residential mortgages | $121,000 | 5,797 |
| Issued or guaranteed by U.S. | $121,000 | 5,773 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $81,443,000 | 1,299 |
| Total debt securities | $58,266,000 | 1,982 |
| 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 | $82,995,000 | 1,473 |
| U.S. Government securities | $60,139,000 | 1,491 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,139,000 | 1,452 |
| 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 | $22,856,000 | 134 |
| 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 | $123,000 | 6,170 |
| Certificates of participation in pools of residential mortgages | $123,000 | 5,832 |
| Issued or guaranteed by U.S. | $123,000 | 5,803 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $82,995,000 | 1,271 |
| Total debt securities | $60,139,000 | 1,942 |
| 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 | $81,120,000 | 1,502 |
| U.S. Government securities | $59,203,000 | 1,522 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,203,000 | 1,478 |
| 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 | $21,917,000 | 142 |
| 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 | $126,000 | 6,222 |
| Certificates of participation in pools of residential mortgages | $126,000 | 5,873 |
| Issued or guaranteed by U.S. | $126,000 | 5,846 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $81,120,000 | 1,286 |
| Total debt securities | $59,203,000 | 1,979 |
| 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 | $85,044,000 | 1,447 |
| U.S. Government securities | $63,020,000 | 1,461 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $63,020,000 | 1,416 |
| 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 | $22,024,000 | 139 |
| 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 | $130,000 | 6,247 |
| Certificates of participation in pools of residential mortgages | $130,000 | 5,890 |
| Issued or guaranteed by U.S. | $130,000 | 5,866 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $85,044,000 | 1,246 |
| Total debt securities | $63,020,000 | 1,873 |
| 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 | $87,436,000 | 1,403 |
| U.S. Government securities | $65,276,000 | 1,395 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,276,000 | 1,349 |
| 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 | $22,160,000 | 141 |
| 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 | $141,000 | 6,297 |
| Certificates of participation in pools of residential mortgages | $141,000 | 5,924 |
| Issued or guaranteed by U.S. | $141,000 | 5,899 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $87,436,000 | 1,193 |
| Total debt securities | $65,276,000 | 1,814 |
| 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 | $87,654,000 | 1,402 |
| U.S. Government securities | $65,599,000 | 1,371 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,599,000 | 1,316 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $498,000 | 2,624 |
| 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 | $498,000 | 2,159 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,557,000 | 140 |
| 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 | $146,000 | 6,326 |
| Certificates of participation in pools of residential mortgages | $146,000 | 5,949 |
| Issued or guaranteed by U.S. | $146,000 | 5,929 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $87,654,000 | 1,192 |
| Total debt securities | $66,097,000 | 1,780 |
| 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 | $89,809,000 | 1,375 |
| U.S. Government securities | $66,122,000 | 1,386 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $66,122,000 | 1,335 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $499,000 | 2,702 |
| 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 | $499,000 | 2,239 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,188,000 | 137 |
| 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 | $170,000 | 6,328 |
| Certificates of participation in pools of residential mortgages | $170,000 | 5,949 |
| Issued or guaranteed by U.S. | $170,000 | 5,920 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $89,809,000 | 1,177 |
| Total debt securities | $66,621,000 | 1,782 |
| 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 | $90,036,000 | 1,401 |
| U.S. Government securities | $66,622,000 | 1,409 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $66,622,000 | 1,350 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $498,000 | 2,762 |
| 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 | $498,000 | 2,329 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,916,000 | 146 |
| 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 | $490,000 | 6,000 |
| Certificates of participation in pools of residential mortgages | $490,000 | 5,564 |
| Issued or guaranteed by U.S. | $490,000 | 5,544 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $90,036,000 | 1,197 |
| Total debt securities | $67,120,000 | 1,795 |
| 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 | $91,685,000 | 1,391 |
| U.S. Government securities | $65,483,000 | 1,431 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,483,000 | 1,371 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $798,000 | 2,475 |
| 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 | $798,000 | 2,068 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,404,000 | 148 |
| 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 | $549,000 | 5,983 |
| Certificates of participation in pools of residential mortgages | $549,000 | 5,535 |
| Issued or guaranteed by U.S. | $549,000 | 5,516 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $91,685,000 | 1,193 |
| Total debt securities | $66,281,000 | 1,833 |
| 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 | $90,780,000 | 1,412 |
| U.S. Government securities | $65,133,000 | 1,409 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,133,000 | 1,353 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $804,000 | 2,500 |
| 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 | $804,000 | 2,118 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,843,000 | 155 |
| 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 | $602,000 | 5,980 |
| Certificates of participation in pools of residential mortgages | $602,000 | 5,507 |
| Issued or guaranteed by U.S. | $602,000 | 5,490 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $90,780,000 | 1,198 |
| Total debt securities | $65,937,000 | 1,822 |
| 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 | $89,373,000 | 1,465 |
| U.S. Government securities | $64,127,000 | 1,479 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,127,000 | 1,424 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $804,000 | 2,606 |
| 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 | $804,000 | 2,222 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,442,000 | 164 |
| 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 | $658,000 | 5,994 |
| Certificates of participation in pools of residential mortgages | $658,000 | 5,514 |
| Issued or guaranteed by U.S. | $658,000 | 5,498 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $89,373,000 | 1,239 |
| Total debt securities | $64,931,000 | 1,865 |
| 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 | $87,326,000 | 1,495 |
| U.S. Government securities | $62,152,000 | 1,516 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $62,152,000 | 1,459 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $817,000 | 2,684 |
| 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 | $817,000 | 2,291 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,357,000 | 178 |
| 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 | $737,000 | 5,972 |
| Certificates of participation in pools of residential mortgages | $737,000 | 5,476 |
| Issued or guaranteed by U.S. | $737,000 | 5,457 |
| 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) | $32,000 | 4,468 |
| Available-for-sale securities (fair market value) | $87,294,000 | 1,285 |
| Total debt securities | $62,969,000 | 1,934 |
| 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 | $85,112,000 | 1,572 |
| U.S. Government securities | $59,227,000 | 1,634 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,227,000 | 1,574 |
| Securities issued by states & political subdivisions | $350,000 | 6,028 |
| Other domestic debt securities | $1,319,000 | 2,346 |
| 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 | $1,319,000 | 2,048 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,216,000 | 179 |
| 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 | $871,000 | 5,879 |
| Certificates of participation in pools of residential mortgages | $871,000 | 5,383 |
| Issued or guaranteed by U.S. | $871,000 | 5,361 |
| 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) | $469,000 | 3,856 |
| Available-for-sale securities (fair market value) | $84,643,000 | 1,355 |
| Total debt securities | $60,896,000 | 2,042 |
| 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 | $106,767,000 | 1,246 |
| U.S. Government securities | $81,379,000 | 1,216 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $81,379,000 | 1,167 |
| Securities issued by states & political subdivisions | $350,000 | 6,071 |
| Other domestic debt securities | $1,323,000 | 2,453 |
| 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 | $1,323,000 | 2,152 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,715,000 | 199 |
| 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 | $26,821,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | $1,096,000 | 5,206 |
| Issued or guaranteed by U.S. | $1,096,000 | 5,183 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $25,725,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $25,725,000 | 606 |
| 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) | $27,729,000 | 733 |
| Available-for-sale securities (fair market value) | $79,038,000 | 1,408 |
| Total debt securities | $83,052,000 | 1,526 |
| 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 | $81,779,000 | 1,541 |
| U.S. Government securities | $56,389,000 | 1,602 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,389,000 | 1,543 |
| Securities issued by states & political subdivisions | $351,000 | 6,063 |
| Other domestic debt securities | $1,335,000 | 2,514 |
| 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 | $1,335,000 | 2,200 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,704,000 | 205 |
| 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 | $1,413,000 | 5,640 |
| Certificates of participation in pools of residential mortgages | $1,413,000 | 5,035 |
| Issued or guaranteed by U.S. | $1,413,000 | 5,017 |
| 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) | $351,000 | 4,044 |
| Available-for-sale securities (fair market value) | $81,428,000 | 1,333 |
| Total debt securities | $58,075,000 | 2,036 |
| 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 | $68,500,000 | 1,787 |
| U.S. Government securities | $43,160,000 | 1,997 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,160,000 | 1,931 |
| Securities issued by states & political subdivisions | $351,000 | 6,049 |
| Other domestic debt securities | $1,310,000 | 2,564 |
| 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 | $1,310,000 | 2,232 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,679,000 | 190 |
| 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 | $1,766,000 | 5,440 |
| Certificates of participation in pools of residential mortgages | $1,766,000 | 4,791 |
| Issued or guaranteed by U.S. | $1,766,000 | 4,775 |
| 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) | $745,000 | 3,706 |
| Available-for-sale securities (fair market value) | $67,755,000 | 1,535 |
| Total debt securities | $44,821,000 | 2,515 |
| 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 | $72,583,000 | 1,693 |
| U.S. Government securities | $46,571,000 | 1,854 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $46,571,000 | 1,776 |
| Securities issued by states & political subdivisions | $351,000 | 6,057 |
| Other domestic debt securities | $1,820,000 | 2,306 |
| 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 | $1,820,000 | 2,015 |
| Foreign debt securities | NA | NA |
| Equity securities | $23,841,000 | 203 |
| 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 | $2,130,000 | 5,254 |
| Certificates of participation in pools of residential mortgages | $2,130,000 | 4,578 |
| Issued or guaranteed by U.S. | $2,130,000 | 4,562 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $72,583,000 | 1,432 |
| Total debt securities | $48,742,000 | 2,332 |
| 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 | $63,543,000 | 1,766 |
| U.S. Government securities | $38,125,000 | 2,062 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,125,000 | 1,947 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,295,000 | 2,668 |
| 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 | $1,295,000 | 2,282 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,123,000 | 179 |
| 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 | $3,809,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $3,809,000 | 3,535 |
| Issued or guaranteed by U.S. | $3,809,000 | 3,520 |
| 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) | $332,000 | 4,483 |
| Available-for-sale securities (fair market value) | $63,211,000 | 1,464 |
| Total debt securities | $39,420,000 | 2,615 |
| 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 | $56,345,000 | 1,955 |
| U.S. Government securities | $33,166,000 | 2,424 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,166,000 | 2,221 |
| 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 | $23,179,000 | 259 |
| 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 | $5,693,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $5,693,000 | 2,450 |
| Issued or guaranteed by U.S. | $5,693,000 | 2,430 |
| 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) | $5,694,000 | 2,604 |
| Available-for-sale securities (fair market value) | $50,651,000 | 1,692 |
| Total debt securities | $33,166,000 | 3,078 |
| 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 | $58,473,000 | 1,973 |
| U.S. Government securities | $38,242,000 | 2,194 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,242,000 | 1,956 |
| 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 | $20,231,000 | 296 |
| 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 | $9,208,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $9,208,000 | 1,984 |
| Issued or guaranteed by U.S. | $9,208,000 | 1,974 |
| 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) | $9,208,000 | 2,224 |
| Available-for-sale securities (fair market value) | $49,265,000 | 1,744 |
| Total debt securities | $38,242,000 | 2,828 |
| 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 | $41,958,000 | 2,726 |
| U.S. Government securities | $21,130,000 | 3,740 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,130,000 | 3,196 |
| 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 | $20,828,000 | 265 |
| 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 | $13,466,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $13,466,000 | 1,606 |
| Issued or guaranteed by U.S. | $13,466,000 | 1,595 |
| 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) | $13,465,000 | 1,897 |
| Available-for-sale securities (fair market value) | $28,493,000 | 2,924 |
| Total debt securities | $21,130,000 | 4,542 |
| 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 | $45,692,000 | 2,488 |
| U.S. Government securities | $27,794,000 | 3,144 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,794,000 | 2,455 |
| 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 | $17,898,000 | 256 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,800,000 | 2,370 |
| Certificates of participation in pools of residential mortgages | $11,800,000 | 1,758 |
| Issued or guaranteed by U.S. | $11,800,000 | 1,746 |
| 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) | $12,303,000 | 2,415 |
| Available-for-sale securities (fair market value) | $33,389,000 | 2,384 |
| Total debt securities | $27,794,000 | 3,759 |
| 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 | $38,398,000 | 3,156 |
| U.S. Government securities | $24,275,000 | 3,822 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,275,000 | 2,856 |
| 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 | $14,207,000 | 305 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $84,000 | 121 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,518,000 | 2,830 |
| Certificates of participation in pools of residential mortgages | $10,518,000 | 2,082 |
| Issued or guaranteed by U.S. | $10,518,000 | 2,063 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,404,000 | 4,964 |
| Available-for-sale securities (fair market value) | $33,994,000 | 2,444 |
| Total debt securities | $24,275,000 | 4,503 |
| 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 | $45,345,000 | 2,787 |
| U.S. Government securities | $32,131,000 | 3,153 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $32,131,000 | 2,173 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $12,074,000 | 596 |
| 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 | $12,074,000 | 410 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,232,000 | 1,930 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $92,000 | 116 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,337,000 | 3,030 |
| Certificates of participation in pools of residential mortgages | $10,337,000 | 2,128 |
| Issued or guaranteed by U.S. | $10,337,000 | 2,101 |
| 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) | $19,757,000 | 2,035 |
| Available-for-sale securities (fair market value) | $25,588,000 | 3,244 |
| Total debt securities | $44,205,000 | 2,784 |
| 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 | $47,578,000 | 2,747 |
| U.S. Government securities | $36,144,000 | 2,883 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $36,144,000 | 1,882 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $10,836,000 | 710 |
| 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 | $10,836,000 | 502 |
| Foreign debt securities | NA | NA |
| Equity securities | $696,000 | 2,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $98,000 | 156 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,794,000 | 3,075 |
| Certificates of participation in pools of residential mortgages | $10,794,000 | 2,137 |
| Issued or guaranteed by U.S. | $10,794,000 | 2,119 |
| 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) | $19,522,000 | 3,525 |
| Available-for-sale securities (fair market value) | $28,056,000 | 2,052 |
| Total debt securities | $46,980,000 | 2,706 |
| 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 | $44,667,000 | 3,119 |
| U.S. Government securities | $34,133,000 | 3,193 |
| U.S. Treasury securities | $1,001,000 | 9,995 |
| U.S. Government agency obligations | $33,132,000 | 2,102 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $10,587,000 | 828 |
| 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 | $10,587,000 | 587 |
| Foreign debt securities | NA | NA |
| Equity securities | $46,000 | 6,882 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $99,000 | 126 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,228,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $13,228,000 | 2,049 |
| Issued or guaranteed by U.S. | $13,228,000 | 2,019 |
| 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 | $44,720,000 | 3,028 |
| 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 | $35,423,000 | 3,842 |
| U.S. Government securities | $25,502,000 | 4,149 |
| U.S. Treasury securities | $1,200,000 | 9,988 |
| U.S. Government agency obligations | $24,302,000 | 2,746 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $10,010,000 | 1,044 |
| 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 | $10,010,000 | 709 |
| Foreign debt securities | NA | NA |
| Equity securities | $46,000 | 6,532 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $135,000 | 185 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,593,000 | 3,038 |
| Certificates of participation in pools of residential mortgages | $13,593,000 | 2,033 |
| Issued or guaranteed by U.S. | $13,593,000 | 1,994 |
| 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 | $35,512,000 | 3,751 |
| 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 |