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Affinity Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $82,767,000 | 1,945 |
| U.S. Government securities | $30,869,000 | 2,447 |
| U.S. Treasury securities | $5,497,000 | 1,781 |
| U.S. Government agency obligations | $25,372,000 | 2,329 |
| Securities issued by states & political subdivisions | $2,577,000 | 3,248 |
| Other domestic debt securities | $49,366,000 | 402 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $49,366,000 | 185 |
| 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 | $4,187,000 | 3,430 |
| Mortgage-backed securities | $16,742,000 | 2,184 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,008,000 | 1,762 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,803,000 | 1,949 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $931,000 | 1,247 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $34,251,000 | 652 |
| Available-for-sale securities (fair market value) | $48,561,000 | 2,411 |
| Total debt securities | $82,812,000 | 1,930 |
| 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 | $82,194,000 | 1,932 |
| U.S. Government securities | $30,645,000 | 2,442 |
| U.S. Treasury securities | $6,290,000 | 1,732 |
| U.S. Government agency obligations | $24,355,000 | 2,360 |
| Securities issued by states & political subdivisions | $2,398,000 | 3,284 |
| Other domestic debt securities | $49,193,000 | 402 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $49,193,000 | 189 |
| 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 | $4,076,000 | 3,418 |
| Mortgage-backed securities | $16,290,000 | 2,176 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,576,000 | 1,757 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,834,000 | 1,909 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $880,000 | 1,244 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $34,224,000 | 662 |
| Available-for-sale securities (fair market value) | $48,012,000 | 2,402 |
| Total debt securities | $82,236,000 | 1,918 |
| 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 | $84,075,000 | 1,952 |
| U.S. Government securities | $32,475,000 | 2,417 |
| U.S. Treasury securities | $6,404,000 | 1,753 |
| U.S. Government agency obligations | $26,071,000 | 2,329 |
| Securities issued by states & political subdivisions | $2,574,000 | 3,295 |
| Other domestic debt securities | $49,068,000 | 399 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $49,068,000 | 184 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,410,000 | 3,360 |
| Mortgage-backed securities | $17,554,000 | 2,148 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,774,000 | 1,735 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,850,000 | 1,913 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $930,000 | 1,215 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $34,187,000 | 667 |
| Available-for-sale securities (fair market value) | $49,930,000 | 2,415 |
| Total debt securities | $84,118,000 | 1,939 |
| 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 | $85,273,000 | 2,012 |
| U.S. Government securities | $33,111,000 | 2,485 |
| U.S. Treasury securities | $6,439,000 | 1,823 |
| U.S. Government agency obligations | $26,672,000 | 2,316 |
| Securities issued by states & political subdivisions | $2,557,000 | 3,356 |
| Other domestic debt securities | $49,647,000 | 419 |
| 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 | $49,647,000 | 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 | $4,592,000 | 3,293 |
| Mortgage-backed securities | $18,191,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,354,000 | 1,756 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,878,000 | 1,944 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $959,000 | 1,223 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $34,161,000 | 695 |
| Available-for-sale securities (fair market value) | $51,154,000 | 2,462 |
| Total debt securities | $85,315,000 | 1,998 |
| 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 | $72,450,000 | 2,255 |
| U.S. Government securities | $32,971,000 | 2,490 |
| U.S. Treasury securities | $6,307,000 | 1,878 |
| U.S. Government agency obligations | $26,664,000 | 2,315 |
| Securities issued by states & political subdivisions | $2,480,000 | 3,414 |
| Other domestic debt securities | $36,999,000 | 525 |
| 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 | $36,999,000 | 270 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,667,000 | 3,217 |
| Mortgage-backed securities | $18,326,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,503,000 | 1,764 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,904,000 | 1,955 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $919,000 | 1,237 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $26,527,000 | 771 |
| Available-for-sale securities (fair market value) | $45,923,000 | 2,620 |
| Total debt securities | $72,450,000 | 2,238 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,001 |
| Fair value | $999,000 | 864 |
| 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 | $41,878,000 | 2,999 |
| U.S. Government securities | $30,223,000 | 2,629 |
| U.S. Treasury securities | $4,277,000 | 2,181 |
| U.S. Government agency obligations | $25,946,000 | 2,376 |
| Securities issued by states & political subdivisions | $2,442,000 | 3,458 |
| Other domestic debt securities | $9,213,000 | 1,099 |
| 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 | $9,213,000 | 730 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,680,000 | 3,179 |
| Mortgage-backed securities | $17,496,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,451,000 | 1,785 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,119,000 | 2,168 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $926,000 | 1,241 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $41,878,000 | 2,749 |
| Total debt securities | $41,878,000 | 2,979 |
| 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 | $44,551,000 | 2,952 |
| U.S. Government securities | $32,937,000 | 2,551 |
| U.S. Treasury securities | $4,501,000 | 2,122 |
| U.S. Government agency obligations | $28,436,000 | 2,311 |
| Securities issued by states & political subdivisions | $2,617,000 | 3,470 |
| Other domestic debt securities | $8,997,000 | 1,048 |
| 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 | $8,997,000 | 745 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,230,000 | 3,538 |
| Mortgage-backed securities | $19,335,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | $17,103,000 | 1,790 |
| Issued or guaranteed by U.S. | $17,103,000 | 1,751 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,252,000 | 2,230 |
| CMOs issued by government agencies or sponsored agencies | $1,252,000 | 2,155 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $980,000 | 1,712 |
| Commercial mortgage pass-through securities | $980,000 | 1,210 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $44,551,000 | 2,728 |
| Total debt securities | $44,551,000 | 2,937 |
| 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 | $45,911,000 | 2,877 |
| U.S. Government securities | $34,018,000 | 2,459 |
| U.S. Treasury securities | $4,677,000 | 1,862 |
| U.S. Government agency obligations | $29,341,000 | 2,280 |
| Securities issued by states & political subdivisions | $2,368,000 | 3,521 |
| Other domestic debt securities | $9,525,000 | 990 |
| 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 | $9,525,000 | 710 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,456,000 | 3,504 |
| Mortgage-backed securities | $19,015,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $17,628,000 | 1,784 |
| Issued or guaranteed by U.S. | $17,628,000 | 1,754 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,387,000 | 2,186 |
| CMOs issued by government agencies or sponsored agencies | $1,387,000 | 2,118 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $45,911,000 | 2,682 |
| Total debt securities | $45,911,000 | 2,862 |
| 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 | $48,557,000 | 2,727 |
| U.S. Government securities | $37,931,000 | 2,178 |
| U.S. Treasury securities | $5,050,000 | 1,375 |
| U.S. Government agency obligations | $32,881,000 | 2,143 |
| Securities issued by states & political subdivisions | $1,325,000 | 3,739 |
| Other domestic debt securities | $9,301,000 | 980 |
| 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 | $9,301,000 | 684 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,795,000 | 3,467 |
| Mortgage-backed securities | $21,339,000 | 2,150 |
| Certificates of participation in pools of residential mortgages | $19,844,000 | 1,695 |
| Issued or guaranteed by U.S. | $19,844,000 | 1,659 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,495,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $1,495,000 | 2,098 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $48,557,000 | 2,558 |
| Total debt securities | $48,557,000 | 2,706 |
| 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 | $44,071,000 | 2,794 |
| U.S. Government securities | $36,124,000 | 2,167 |
| U.S. Treasury securities | $4,082,000 | 1,256 |
| U.S. Government agency obligations | $32,042,000 | 2,139 |
| Securities issued by states & political subdivisions | $1,322,000 | 3,769 |
| Other domestic debt securities | $6,625,000 | 1,102 |
| 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 | $6,625,000 | 783 |
| 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 | $1,529,000 | 3,715 |
| Mortgage-backed securities | $20,336,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | $18,753,000 | 1,736 |
| Issued or guaranteed by U.S. | $18,753,000 | 1,693 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,583,000 | 2,160 |
| CMOs issued by government agencies or sponsored agencies | $1,583,000 | 2,109 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $44,071,000 | 2,636 |
| Total debt securities | $44,071,000 | 2,778 |
| 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 | $36,591,000 | 2,970 |
| U.S. Government securities | $29,919,000 | 2,332 |
| U.S. Treasury securities | $3,069,000 | 1,278 |
| U.S. Government agency obligations | $26,850,000 | 2,292 |
| Securities issued by states & political subdivisions | $537,000 | 3,990 |
| Other domestic debt securities | $6,135,000 | 1,098 |
| 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 | $6,135,000 | 768 |
| 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 | $1,712,000 | 3,691 |
| Mortgage-backed securities | $15,361,000 | 2,409 |
| Certificates of participation in pools of residential mortgages | $13,621,000 | 1,982 |
| Issued or guaranteed by U.S. | $13,621,000 | 1,935 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,740,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $1,740,000 | 2,049 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $36,591,000 | 2,799 |
| Total debt securities | $36,591,000 | 2,950 |
| 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 | $24,021,000 | 3,334 |
| U.S. Government securities | $19,917,000 | 2,675 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $19,917,000 | 2,512 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $4,104,000 | 1,231 |
| 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 | $4,104,000 | 873 |
| 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 | $1,978,000 | 3,634 |
| Mortgage-backed securities | $8,399,000 | 2,859 |
| Certificates of participation in pools of residential mortgages | $7,528,000 | 2,444 |
| Issued or guaranteed by U.S. | $7,528,000 | 2,370 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $871,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $871,000 | 2,280 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $24,021,000 | 3,141 |
| Total debt securities | $24,021,000 | 3,309 |
| 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 | $24,005,000 | 3,228 |
| U.S. Government securities | $21,391,000 | 2,459 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $21,391,000 | 2,336 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $2,614,000 | 1,340 |
| 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 | $2,614,000 | 993 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,438,000 | 3,543 |
| Mortgage-backed securities | $9,532,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $8,409,000 | 2,243 |
| Issued or guaranteed by U.S. | $8,409,000 | 2,185 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,123,000 | 2,259 |
| CMOs issued by government agencies or sponsored agencies | $1,123,000 | 2,210 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $24,005,000 | 3,041 |
| Total debt securities | $24,005,000 | 3,209 |
| 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 | $25,255,000 | 3,106 |
| U.S. Government securities | $22,637,000 | 2,356 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $22,637,000 | 2,228 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $2,618,000 | 1,317 |
| 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 | $2,618,000 | 963 |
| 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 | $20,151,000 | 1,887 |
| Mortgage-backed securities | $10,799,000 | 2,572 |
| Certificates of participation in pools of residential mortgages | $9,406,000 | 2,124 |
| Issued or guaranteed by U.S. | $9,406,000 | 2,060 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,393,000 | 2,199 |
| CMOs issued by government agencies or sponsored agencies | $1,393,000 | 2,152 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $25,255,000 | 2,915 |
| Total debt securities | $25,255,000 | 3,083 |
| 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 | $19,387,000 | 3,342 |
| U.S. Government securities | $16,827,000 | 2,682 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $16,827,000 | 2,550 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $2,560,000 | 1,264 |
| 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 | $2,560,000 | 932 |
| 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 | $12,124,000 | 2,436 |
| Mortgage-backed securities | $12,297,000 | 2,462 |
| Certificates of participation in pools of residential mortgages | $10,587,000 | 1,987 |
| Issued or guaranteed by U.S. | $10,587,000 | 1,935 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,710,000 | 2,142 |
| CMOs issued by government agencies or sponsored agencies | $1,710,000 | 2,097 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $19,387,000 | 3,137 |
| Total debt securities | $19,387,000 | 3,318 |
| 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 | $18,455,000 | 3,397 |
| U.S. Government securities | $15,967,000 | 2,762 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $15,967,000 | 2,621 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $2,488,000 | 1,231 |
| 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 | $2,488,000 | 878 |
| 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 | $10,725,000 | 2,482 |
| Mortgage-backed securities | $15,464,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $13,480,000 | 1,750 |
| Issued or guaranteed by U.S. | $13,480,000 | 1,700 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,984,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $1,984,000 | 2,042 |
| 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) | $18,455,000 | 3,175 |
| Total debt securities | $18,455,000 | 3,372 |
| 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 | $3,818,000 | 4,612 |
| U.S. Government securities | $3,818,000 | 4,129 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,818,000 | 3,963 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,953,000 | 3,601 |
| Mortgage-backed securities | $3,318,000 | 3,376 |
| Certificates of participation in pools of residential mortgages | $3,318,000 | 2,916 |
| Issued or guaranteed by U.S. | $3,318,000 | 2,829 |
| 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) | $3,818,000 | 4,369 |
| Total debt securities | $3,818,000 | 4,594 |
| 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 | $4,047,000 | 4,666 |
| U.S. Government securities | $4,047,000 | 4,175 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,047,000 | 4,014 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,047,000 | 3,637 |
| Mortgage-backed securities | $3,548,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $3,548,000 | 2,863 |
| Issued or guaranteed by U.S. | $3,548,000 | 2,776 |
| 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) | $4,047,000 | 4,423 |
| Total debt securities | $4,047,000 | 4,648 |
| 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 | $21,804,000 | 3,344 |
| U.S. Government securities | $12,809,000 | 3,206 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,809,000 | 3,049 |
| Securities issued by states & political subdivisions | $8,995,000 | 2,476 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 3,704 |
| Mortgage-backed securities | $11,006,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $11,006,000 | 1,884 |
| Issued or guaranteed by U.S. | $11,006,000 | 1,849 |
| 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) | $1,000,000 | 1,452 |
| Available-for-sale securities (fair market value) | $20,804,000 | 3,169 |
| Total debt securities | $21,805,000 | 3,321 |
| 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 | $22,135,000 | 3,364 |
| U.S. Government securities | $13,306,000 | 3,183 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $13,306,000 | 3,015 |
| Securities issued by states & political subdivisions | $8,829,000 | 2,574 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 3,758 |
| Mortgage-backed securities | $11,462,000 | 2,477 |
| Certificates of participation in pools of residential mortgages | $11,462,000 | 1,838 |
| Issued or guaranteed by U.S. | $11,462,000 | 1,800 |
| 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) | $1,000,000 | 1,477 |
| Available-for-sale securities (fair market value) | $21,135,000 | 3,192 |
| Total debt securities | $22,135,000 | 3,345 |
| 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 | $22,140,000 | 3,412 |
| U.S. Government securities | $13,544,000 | 3,212 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $13,544,000 | 3,042 |
| Securities issued by states & political subdivisions | $8,596,000 | 2,670 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 3,789 |
| Mortgage-backed securities | $11,680,000 | 2,469 |
| Certificates of participation in pools of residential mortgages | $11,680,000 | 1,830 |
| Issued or guaranteed by U.S. | $11,680,000 | 1,806 |
| 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) | $1,000,000 | 1,508 |
| Available-for-sale securities (fair market value) | $21,140,000 | 3,224 |
| Total debt securities | $22,140,000 | 3,391 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $22,349,000 | 3,430 |
| U.S. Government securities | $13,903,000 | 3,226 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $13,903,000 | 3,065 |
| Securities issued by states & political subdivisions | $8,446,000 | 2,719 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 3,826 |
| Mortgage-backed securities | $12,025,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $12,025,000 | 1,830 |
| Issued or guaranteed by U.S. | $12,025,000 | 1,819 |
| 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) | $1,000,000 | 1,537 |
| Available-for-sale securities (fair market value) | $21,349,000 | 3,229 |
| Total debt securities | $22,349,000 | 3,407 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $23,197,000 | 3,425 |
| U.S. Government securities | $14,622,000 | 3,151 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $14,622,000 | 2,988 |
| Securities issued by states & political subdivisions | $8,575,000 | 2,745 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 4,216 |
| Mortgage-backed securities | $12,708,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $12,708,000 | 1,824 |
| Issued or guaranteed by U.S. | $12,708,000 | 1,749 |
| 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) | $1,000,000 | 1,564 |
| Available-for-sale securities (fair market value) | $22,197,000 | 3,223 |
| Total debt securities | $23,197,000 | 3,403 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $23,791,000 | 3,426 |
| U.S. Government securities | $15,217,000 | 3,164 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $15,217,000 | 3,008 |
| Securities issued by states & political subdivisions | $8,574,000 | 2,789 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 4,265 |
| Mortgage-backed securities | $13,281,000 | 2,387 |
| Certificates of participation in pools of residential mortgages | $13,281,000 | 1,806 |
| Issued or guaranteed by U.S. | $13,281,000 | 1,804 |
| 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) | $1,000,000 | 1,594 |
| Available-for-sale securities (fair market value) | $22,791,000 | 3,213 |
| Total debt securities | $23,792,000 | 3,404 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $24,859,000 | 3,401 |
| U.S. Government securities | $16,010,000 | 3,120 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $16,010,000 | 2,976 |
| Securities issued by states & political subdivisions | $8,849,000 | 2,818 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 4,334 |
| Mortgage-backed securities | $14,045,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $14,045,000 | 1,777 |
| Issued or guaranteed by U.S. | $14,045,000 | 1,776 |
| 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) | $1,000,000 | 1,612 |
| Available-for-sale securities (fair market value) | $23,859,000 | 3,199 |
| Total debt securities | $24,859,000 | 3,375 |
| 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 | $15,345,000 | 4,127 |
| U.S. Government securities | $9,471,000 | 3,805 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $9,471,000 | 3,661 |
| Securities issued by states & political subdivisions | $5,874,000 | 3,272 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 4,409 |
| Mortgage-backed securities | $7,969,000 | 2,927 |
| Certificates of participation in pools of residential mortgages | $7,969,000 | 2,394 |
| Issued or guaranteed by U.S. | $7,969,000 | 2,392 |
| 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) | $1,000,000 | 1,661 |
| Available-for-sale securities (fair market value) | $14,345,000 | 3,914 |
| Total debt securities | $15,346,000 | 4,100 |
| 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 | $16,235,000 | 4,098 |
| U.S. Government securities | $10,924,000 | 3,700 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $10,924,000 | 3,566 |
| Securities issued by states & political subdivisions | $5,311,000 | 3,397 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 4,439 |
| Mortgage-backed securities | $8,424,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $8,424,000 | 2,379 |
| Issued or guaranteed by U.S. | $8,424,000 | 2,377 |
| 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) | $2,500,000 | 1,463 |
| Available-for-sale securities (fair market value) | $13,735,000 | 3,986 |
| Total debt securities | $16,235,000 | 4,073 |
| 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 | $11,289,000 | 4,538 |
| U.S. Government securities | $8,710,000 | 4,017 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $8,710,000 | 3,878 |
| Securities issued by states & political subdivisions | $2,579,000 | 3,968 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 4,498 |
| Mortgage-backed securities | $6,210,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $6,210,000 | 2,721 |
| Issued or guaranteed by U.S. | $6,210,000 | 2,719 |
| 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) | $2,500,000 | 1,492 |
| Available-for-sale securities (fair market value) | $8,789,000 | 4,463 |
| Total debt securities | $11,287,000 | 4,514 |
| 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 | $8,731,000 | 4,795 |
| U.S. Government securities | $7,500,000 | 4,183 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,500,000 | 4,043 |
| Securities issued by states & political subdivisions | $1,231,000 | 4,391 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,250,000 | 4,326 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| 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) | $7,500,000 | 1,076 |
| Available-for-sale securities (fair market value) | $1,231,000 | 5,266 |
| Total debt securities | $8,731,000 | 4,772 |
| 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 | $7,498,000 | 4,956 |
| U.S. Government securities | $7,498,000 | 4,207 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,498,000 | 4,091 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,250,000 | 4,391 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| 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) | $7,498,000 | 1,079 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $7,498,000 | 4,934 |
| 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 | $7,496,000 | 5,018 |
| U.S. Government securities | $7,496,000 | 4,309 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,496,000 | 4,185 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,250,000 | 4,469 |
| Mortgage-backed securities | $0 | 4,997 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| 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) | $7,496,000 | 1,105 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $7,496,000 | 4,994 |
| 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 | $7,494,000 | 5,091 |
| U.S. Government securities | $7,494,000 | 4,416 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,494,000 | 4,300 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,250,000 | 4,505 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| 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) | $7,494,000 | 1,143 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $7,494,000 | 5,069 |
| 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 | $7,492,000 | 5,145 |
| U.S. Government securities | $7,492,000 | 4,468 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,492,000 | 4,342 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,250,000 | 4,545 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| 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) | $7,492,000 | 1,162 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $7,494,000 | 5,119 |
| 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 | $7,492,000 | 5,234 |
| U.S. Government securities | $7,492,000 | 4,565 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,492,000 | 4,455 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,250,000 | 4,621 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $7,492,000 | 1,169 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $7,492,000 | 5,212 |
| 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 | $7,489,000 | 5,328 |
| U.S. Government securities | $7,489,000 | 4,684 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,489,000 | 4,571 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,000 | 4,945 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| 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) | $7,489,000 | 1,191 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $7,489,000 | 5,306 |
| 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 | $8,987,000 | 5,230 |
| U.S. Government securities | $8,987,000 | 4,535 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,987,000 | 4,415 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,300,000 | 4,456 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| 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) | $8,987,000 | 1,105 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $8,987,000 | 5,213 |
| 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 | $6,985,000 | 5,530 |
| U.S. Government securities | $6,985,000 | 4,901 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,985,000 | 4,784 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,300,000 | 4,522 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| 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) | $6,985,000 | 1,251 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $6,988,000 | 5,509 |
| 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 | $6,983,000 | 5,615 |
| U.S. Government securities | $6,983,000 | 5,003 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,983,000 | 4,891 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,300,000 | 4,579 |
| Mortgage-backed securities | $0 | 5,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| 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) | $6,983,000 | 1,274 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $6,983,000 | 5,593 |
| 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 | $6,481,000 | 5,719 |
| U.S. Government securities | $6,481,000 | 5,140 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,481,000 | 5,020 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,300,000 | 4,618 |
| Mortgage-backed securities | $0 | 5,516 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| 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) | $6,481,000 | 1,325 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $6,481,000 | 5,698 |
| 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 | $4,980,000 | 5,961 |
| U.S. Government securities | $4,980,000 | 5,431 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,980,000 | 5,327 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,300,000 | 4,640 |
| Mortgage-backed securities | $0 | 5,578 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| 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) | $4,980,000 | 1,444 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $4,980,000 | 5,936 |
| 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 | $5,418,000 | 5,956 |
| U.S. Government securities | $5,418,000 | 5,367 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,418,000 | 5,266 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,300,000 | 4,665 |
| Mortgage-backed securities | $440,000 | 5,130 |
| Certificates of participation in pools of residential mortgages | $440,000 | 4,886 |
| Issued or guaranteed by U.S. | $440,000 | 4,882 |
| 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) | $5,418,000 | 1,391 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $5,418,000 | 5,933 |
| 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 | $5,427,000 | 6,007 |
| U.S. Government securities | $5,427,000 | 5,404 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,427,000 | 5,306 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,300,000 | 4,716 |
| Mortgage-backed securities | $451,000 | 5,164 |
| Certificates of participation in pools of residential mortgages | $451,000 | 4,911 |
| Issued or guaranteed by U.S. | $451,000 | 4,906 |
| 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) | $5,427,000 | 1,355 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $5,427,000 | 5,985 |
| 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 | $5,518,000 | 6,008 |
| U.S. Government securities | $5,518,000 | 5,406 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,518,000 | 5,298 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,300,000 | 4,722 |
| Mortgage-backed securities | $544,000 | 5,124 |
| Certificates of participation in pools of residential mortgages | $544,000 | 4,835 |
| Issued or guaranteed by U.S. | $544,000 | 4,831 |
| 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) | $5,518,000 | 1,278 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $5,518,000 | 5,980 |
| 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 | $5,626,000 | 6,042 |
| U.S. Government securities | $5,626,000 | 5,434 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,626,000 | 5,317 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,150,000 | 4,271 |
| Mortgage-backed securities | $654,000 | 5,144 |
| Certificates of participation in pools of residential mortgages | $654,000 | 4,836 |
| Issued or guaranteed by U.S. | $654,000 | 4,834 |
| 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) | $5,626,000 | 1,234 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $5,617,000 | 6,017 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $5,712,000 | 6,089 |
| U.S. Government securities | $5,712,000 | 5,430 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,712,000 | 5,314 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,150,000 | 4,250 |
| Mortgage-backed securities | $741,000 | 5,146 |
| Certificates of participation in pools of residential mortgages | $741,000 | 4,821 |
| Issued or guaranteed by U.S. | $741,000 | 4,820 |
| 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) | $5,712,000 | 1,236 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $5,712,000 | 6,060 |
| 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 | $7,059,000 | 5,993 |
| U.S. Government securities | $5,781,000 | 5,547 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,781,000 | 5,432 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,278,000 | 1,876 |
| Privately issued residential mortgage-backed securities | $1,278,000 | 562 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,100,000 | 4,878 |
| Mortgage-backed securities | $2,090,000 | 4,826 |
| Certificates of participation in pools of residential mortgages | $812,000 | 4,904 |
| Issued or guaranteed by U.S. | $812,000 | 4,901 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,278,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $1,278,000 | 541 |
| 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) | $7,059,000 | 1,155 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $7,059,000 | 5,963 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $8,374,000 | 5,898 |
| U.S. Government securities | $5,895,000 | 5,593 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,895,000 | 5,483 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $2,479,000 | 1,494 |
| Privately issued residential mortgage-backed securities | $2,479,000 | 484 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $3,407,000 | 4,587 |
| Certificates of participation in pools of residential mortgages | $928,000 | 4,876 |
| Issued or guaranteed by U.S. | $928,000 | 4,873 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,479,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $2,479,000 | 466 |
| 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) | $8,374,000 | 1,062 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $8,374,000 | 5,872 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $9,457,000 | 5,809 |
| U.S. Government securities | $5,950,000 | 5,683 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,950,000 | 5,572 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $3,507,000 | 1,247 |
| Privately issued residential mortgage-backed securities | $3,507,000 | 423 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $4,492,000 | 4,386 |
| Certificates of participation in pools of residential mortgages | $985,000 | 4,860 |
| Issued or guaranteed by U.S. | $985,000 | 4,858 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,507,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $3,507,000 | 407 |
| 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) | $9,457,000 | 1,016 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $9,457,000 | 5,781 |
| 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 | $5,667,000 | 6,311 |
| U.S. Government securities | $1,072,000 | 6,680 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,072,000 | 6,587 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $4,595,000 | 1,086 |
| Privately issued residential mortgage-backed securities | $4,595,000 | 434 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,667,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $1,072,000 | 4,776 |
| Issued or guaranteed by U.S. | $1,072,000 | 4,769 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,595,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $4,595,000 | 416 |
| 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) | $5,667,000 | 1,300 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $5,667,000 | 6,279 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $6,128,000 | 6,263 |
| U.S. Government securities | $1,128,000 | 6,743 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,128,000 | 6,642 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $5,000,000 | 1,045 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 438 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,128,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $1,128,000 | 4,744 |
| Issued or guaranteed by U.S. | $1,128,000 | 4,734 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,000,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $5,000,000 | 417 |
| 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) | $6,128,000 | 1,257 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $6,128,000 | 6,234 |
| 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 | $6,200,000 | 6,347 |
| U.S. Government securities | $1,200,000 | 6,824 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,200,000 | 6,720 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $5,000,000 | 1,019 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 449 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,200,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $1,200,000 | 4,710 |
| Issued or guaranteed by U.S. | $1,200,000 | 4,702 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,000,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $5,000,000 | 429 |
| 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) | $6,200,000 | 1,287 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $6,200,000 | 6,316 |
| 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 | $6,242,000 | 6,368 |
| U.S. Government securities | $1,242,000 | 6,860 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,242,000 | 6,750 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $5,000,000 | 1,049 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 477 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,242,000 | 3,859 |
| Certificates of participation in pools of residential mortgages | $1,242,000 | 4,660 |
| Issued or guaranteed by U.S. | $1,242,000 | 4,652 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,000,000 | 1,998 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $5,000,000 | 461 |
| 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) | $6,242,000 | 1,285 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $6,242,000 | 6,333 |
| 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 | $6,349,000 | 6,295 |
| U.S. Government securities | $1,350,000 | 6,835 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,350,000 | 6,715 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $4,999,000 | 1,115 |
| Privately issued residential mortgage-backed securities | $4,999,000 | 511 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,349,000 | 3,744 |
| Certificates of participation in pools of residential mortgages | $1,350,000 | 4,524 |
| Issued or guaranteed by U.S. | $1,350,000 | 4,518 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,999,000 | 1,977 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $4,999,000 | 490 |
| 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) | $6,349,000 | 1,282 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $6,349,000 | 6,259 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $6,517,000 | 6,280 |
| U.S. Government securities | $1,518,000 | 6,849 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,518,000 | 6,730 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $4,999,000 | 1,147 |
| Privately issued residential mortgage-backed securities | $4,999,000 | 565 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,517,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $1,518,000 | 4,435 |
| Issued or guaranteed by U.S. | $1,518,000 | 4,428 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,999,000 | 1,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $4,999,000 | 541 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,517,000 | 1,310 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $6,517,000 | 6,240 |
| 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 | $11,667,000 | 5,466 |
| U.S. Government securities | $6,668,000 | 5,650 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,668,000 | 5,539 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $4,999,000 | 1,150 |
| Privately issued residential mortgage-backed securities | $4,999,000 | 596 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,622,000 | 3,690 |
| Certificates of participation in pools of residential mortgages | $1,623,000 | 4,443 |
| Issued or guaranteed by U.S. | $1,623,000 | 4,434 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,999,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $4,999,000 | 572 |
| 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) | $11,667,000 | 979 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $11,667,000 | 5,431 |
| 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 | $11,830,000 | 5,486 |
| U.S. Government securities | $6,831,000 | 5,672 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,831,000 | 5,561 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $4,999,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $4,999,000 | 616 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,740,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $1,741,000 | 4,521 |
| Issued or guaranteed by U.S. | $1,741,000 | 4,512 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,999,000 | 1,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $4,999,000 | 592 |
| 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) | $11,830,000 | 993 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $11,830,000 | 5,447 |
| 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 | $17,002,000 | 4,758 |
| U.S. Government securities | $12,003,000 | 4,587 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,003,000 | 4,494 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $4,999,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $4,999,000 | 652 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,852,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $1,853,000 | 4,563 |
| Issued or guaranteed by U.S. | $1,853,000 | 4,555 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,999,000 | 1,854 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $4,999,000 | 626 |
| 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) | $17,002,000 | 807 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $17,002,000 | 4,722 |
| 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 | $22,177,000 | 4,190 |
| U.S. Government securities | $17,178,000 | 3,828 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,178,000 | 3,757 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $4,999,000 | 1,305 |
| Privately issued residential mortgage-backed securities | $4,999,000 | 699 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,959,000 | 3,826 |
| Certificates of participation in pools of residential mortgages | $1,960,000 | 4,619 |
| Issued or guaranteed by U.S. | $1,960,000 | 4,611 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,999,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $4,999,000 | 672 |
| 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) | $22,177,000 | 693 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $22,177,000 | 4,154 |
| 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 | $22,471,000 | 4,141 |
| U.S. Government securities | $17,473,000 | 3,771 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,473,000 | 3,688 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $4,998,000 | 1,339 |
| Privately issued residential mortgage-backed securities | $4,998,000 | 704 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,135,000 | 3,827 |
| Certificates of participation in pools of residential mortgages | $2,137,000 | 4,596 |
| Issued or guaranteed by U.S. | $2,137,000 | 4,583 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,998,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $4,998,000 | 676 |
| 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) | $22,471,000 | 692 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $22,471,000 | 4,101 |
| 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 | $22,774,000 | 4,108 |
| U.S. Government securities | $17,776,000 | 3,800 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,776,000 | 3,722 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $4,998,000 | 1,247 |
| Privately issued residential mortgage-backed securities | $4,998,000 | 715 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,319,000 | 3,859 |
| Certificates of participation in pools of residential mortgages | $2,321,000 | 4,623 |
| Issued or guaranteed by U.S. | $2,321,000 | 4,612 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,998,000 | 1,843 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $4,998,000 | 684 |
| 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) | $22,774,000 | 687 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $22,774,000 | 4,069 |
| 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 | $7,436,000 | 6,418 |
| U.S. Government securities | $2,438,000 | 7,144 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,438,000 | 7,057 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $4,998,000 | 1,214 |
| Privately issued residential mortgage-backed securities | $4,998,000 | 680 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,436,000 | 3,786 |
| Certificates of participation in pools of residential mortgages | $2,438,000 | 4,556 |
| Issued or guaranteed by U.S. | $2,438,000 | 4,544 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,998,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $4,998,000 | 650 |
| 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) | $7,436,000 | 1,358 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $7,436,000 | 6,382 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $7,507,000 | 6,379 |
| U.S. Government securities | $2,509,000 | 7,155 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,509,000 | 7,053 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $4,998,000 | 1,189 |
| Privately issued residential mortgage-backed securities | $4,998,000 | 692 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,507,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $2,509,000 | 4,479 |
| Issued or guaranteed by U.S. | $2,509,000 | 4,466 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,998,000 | 1,726 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $4,998,000 | 663 |
| 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) | $7,507,000 | 1,360 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $7,507,000 | 6,335 |
| 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 | $7,580,000 | 6,414 |
| U.S. Government securities | $2,582,000 | 7,188 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,582,000 | 7,096 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $4,998,000 | 1,242 |
| Privately issued residential mortgage-backed securities | $4,998,000 | 690 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,580,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $2,582,000 | 4,465 |
| Issued or guaranteed by U.S. | $2,582,000 | 4,449 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,998,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $4,998,000 | 656 |
| 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) | $7,580,000 | 1,348 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $7,580,000 | 6,354 |
| 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 | $7,627,000 | 6,422 |
| U.S. Government securities | $2,629,000 | 7,185 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,629,000 | 7,084 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $4,998,000 | 1,204 |
| Privately issued residential mortgage-backed securities | $4,998,000 | 662 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,627,000 | 3,546 |
| Certificates of participation in pools of residential mortgages | $2,629,000 | 4,351 |
| Issued or guaranteed by U.S. | $2,629,000 | 4,334 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,998,000 | 1,683 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $4,998,000 | 626 |
| 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) | $7,627,000 | 1,360 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $7,627,000 | 6,355 |
| 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 | $7,697,000 | 6,495 |
| U.S. Government securities | $2,699,000 | 7,282 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,699,000 | 7,170 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $4,998,000 | 1,134 |
| Privately issued residential mortgage-backed securities | $4,998,000 | 619 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,697,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $2,699,000 | 4,038 |
| Issued or guaranteed by U.S. | $2,699,000 | 4,022 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,998,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $4,998,000 | 582 |
| 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) | $7,697,000 | 1,394 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $7,697,000 | 6,436 |
| 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 | $7,747,000 | 6,544 |
| U.S. Government securities | $2,750,000 | 7,334 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,750,000 | 7,218 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $4,997,000 | 1,084 |
| Privately issued residential mortgage-backed securities | $4,997,000 | 591 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,747,000 | 3,093 |
| Certificates of participation in pools of residential mortgages | $2,750,000 | 3,871 |
| Issued or guaranteed by U.S. | $2,750,000 | 3,854 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,997,000 | 1,570 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $4,997,000 | 558 |
| 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) | $7,747,000 | 1,432 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $7,747,000 | 6,488 |
| 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 | $7,827,000 | 6,542 |
| U.S. Government securities | $2,830,000 | 7,360 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,830,000 | 7,234 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $4,997,000 | 1,026 |
| Privately issued residential mortgage-backed securities | $4,997,000 | 553 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,827,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $2,830,000 | 3,788 |
| Issued or guaranteed by U.S. | $2,830,000 | 3,776 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,997,000 | 1,547 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $4,997,000 | 521 |
| 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) | $7,827,000 | 1,431 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $7,827,000 | 6,481 |
| 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 | $7,910,000 | 6,566 |
| U.S. Government securities | $2,913,000 | 7,385 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,913,000 | 7,255 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $4,997,000 | 1,037 |
| Privately issued residential mortgage-backed securities | $4,997,000 | 540 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,910,000 | 2,984 |
| Certificates of participation in pools of residential mortgages | $2,913,000 | 3,733 |
| Issued or guaranteed by U.S. | $2,913,000 | 3,718 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,997,000 | 1,523 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $4,997,000 | 505 |
| 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) | $7,910,000 | 1,443 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $7,910,000 | 6,507 |
| 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 | $8,033,000 | 6,573 |
| U.S. Government securities | $3,036,000 | 7,371 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,036,000 | 7,243 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $4,997,000 | 1,035 |
| Privately issued residential mortgage-backed securities | $4,997,000 | 531 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,033,000 | 2,941 |
| Certificates of participation in pools of residential mortgages | $3,036,000 | 3,674 |
| Issued or guaranteed by U.S. | $3,036,000 | 3,663 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,997,000 | 1,526 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $4,997,000 | 504 |
| 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) | $8,033,000 | 1,472 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $8,033,000 | 6,512 |
| 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 | $8,138,000 | 6,611 |
| U.S. Government securities | $3,141,000 | 7,429 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,141,000 | 7,292 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $4,997,000 | 1,037 |
| Privately issued residential mortgage-backed securities | $4,997,000 | 527 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,138,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $3,141,000 | 3,632 |
| Issued or guaranteed by U.S. | $3,141,000 | 3,611 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,997,000 | 1,489 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $4,997,000 | 500 |
| 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) | $8,138,000 | 1,515 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $8,138,000 | 6,551 |
| 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 | $8,278,000 | 6,605 |
| U.S. Government securities | $3,281,000 | 7,428 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,281,000 | 7,286 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $4,997,000 | 1,024 |
| Privately issued residential mortgage-backed securities | $4,997,000 | 512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,278,000 | 2,887 |
| Certificates of participation in pools of residential mortgages | $3,281,000 | 3,581 |
| Issued or guaranteed by U.S. | $3,281,000 | 3,567 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,997,000 | 1,472 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $4,997,000 | 484 |
| 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) | $8,278,000 | 1,520 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $8,278,000 | 6,550 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $8,348,000 | 6,653 |
| U.S. Government securities | $3,351,000 | 7,456 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,351,000 | 7,312 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $4,997,000 | 1,054 |
| Privately issued residential mortgage-backed securities | $4,997,000 | 515 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,348,000 | 2,930 |
| Certificates of participation in pools of residential mortgages | $3,351,000 | 3,590 |
| Issued or guaranteed by U.S. | $3,351,000 | 3,575 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,997,000 | 1,476 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $4,997,000 | 483 |
| 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) | $8,348,000 | 1,537 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $8,348,000 | 6,601 |
| 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 | $8,426,000 | 6,671 |
| U.S. Government securities | $3,430,000 | 7,458 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,430,000 | 7,315 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $4,996,000 | 1,068 |
| Privately issued residential mortgage-backed securities | $4,996,000 | 501 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,426,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $3,430,000 | 3,579 |
| Issued or guaranteed by U.S. | $3,430,000 | 3,564 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,996,000 | 1,476 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $4,996,000 | 472 |
| 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) | $8,426,000 | 1,566 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $8,426,000 | 6,618 |
| 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 | $8,566,000 | 6,645 |
| U.S. Government securities | $3,570,000 | 7,430 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,570,000 | 7,283 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $4,996,000 | 1,080 |
| Privately issued residential mortgage-backed securities | $4,996,000 | 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 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,566,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | $3,570,000 | 3,574 |
| Issued or guaranteed by U.S. | $3,570,000 | 3,560 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,996,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $4,996,000 | 459 |
| 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) | $8,566,000 | 1,548 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $8,566,000 | 6,592 |
| 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 | $8,842,000 | 6,628 |
| U.S. Government securities | $3,844,000 | 7,386 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,844,000 | 7,239 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $4,998,000 | 1,101 |
| Privately issued residential mortgage-backed securities | $4,998,000 | 487 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,842,000 | 2,974 |
| Certificates of participation in pools of residential mortgages | $3,844,000 | 3,568 |
| Issued or guaranteed by U.S. | $3,844,000 | 3,552 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,998,000 | 1,509 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $4,998,000 | 456 |
| 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) | $8,842,000 | 1,532 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $8,842,000 | 6,572 |
| 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 | $9,064,000 | 6,629 |
| U.S. Government securities | $4,064,000 | 7,373 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,064,000 | 7,202 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $5,000,000 | 1,128 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 474 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,064,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | $4,064,000 | 3,568 |
| Issued or guaranteed by U.S. | $4,064,000 | 3,558 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,000,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $5,000,000 | 441 |
| 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) | $9,064,000 | 1,533 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $9,064,000 | 6,572 |
| 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 | $9,324,000 | 6,607 |
| U.S. Government securities | $4,324,000 | 7,320 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,324,000 | 7,161 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $5,000,000 | 1,159 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 469 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,324,000 | 3,047 |
| Certificates of participation in pools of residential mortgages | $4,324,000 | 3,527 |
| Issued or guaranteed by U.S. | $4,324,000 | 3,517 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,000,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $5,000,000 | 436 |
| 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) | $9,324,000 | 1,529 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $9,324,000 | 6,549 |
| 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 | $9,595,000 | 6,597 |
| U.S. Government securities | $4,595,000 | 7,250 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,595,000 | 7,099 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $5,000,000 | 1,157 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,595,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | $4,595,000 | 3,453 |
| Issued or guaranteed by U.S. | $4,595,000 | 3,447 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,000,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $5,000,000 | 414 |
| 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) | $9,595,000 | 1,511 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $9,595,000 | 6,528 |
| 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 | $9,711,000 | 6,640 |
| U.S. Government securities | $4,711,000 | 7,303 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,711,000 | 7,144 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $5,000,000 | 1,198 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 432 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,711,000 | 3,037 |
| Certificates of participation in pools of residential mortgages | $4,711,000 | 3,486 |
| Issued or guaranteed by U.S. | $4,711,000 | 3,479 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,000,000 | 1,571 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $5,000,000 | 408 |
| 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) | $9,711,000 | 1,504 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $9,711,000 | 6,566 |
| 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 | $9,994,000 | 6,581 |
| U.S. Government securities | $4,994,000 | 7,168 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,994,000 | 7,010 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $5,000,000 | 1,281 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,994,000 | 3,018 |
| Certificates of participation in pools of residential mortgages | $4,994,000 | 3,439 |
| Issued or guaranteed by U.S. | $4,994,000 | 3,430 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,000,000 | 1,592 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $5,000,000 | 416 |
| 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) | $9,994,000 | 1,458 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $9,994,000 | 6,491 |
| 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 | $5,090,000 | 7,790 |
| U.S. Government securities | $5,090,000 | 7,204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,090,000 | 7,016 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,090,000 | 4,028 |
| Certificates of participation in pools of residential mortgages | $5,090,000 | 3,389 |
| Issued or guaranteed by U.S. | $5,090,000 | 3,378 |
| 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) | $5,090,000 | 2,062 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $5,090,000 | 7,707 |
| 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 | $112,000 | 9,011 |
| U.S. Government securities | $112,000 | 8,853 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $112,000 | 8,734 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $112,000 | 6,797 |
| Certificates of participation in pools of residential mortgages | $112,000 | 6,435 |
| Issued or guaranteed by U.S. | $112,000 | 6,408 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $112,000 | 4,393 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $112,000 | 8,950 |
| 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 | $134,000 | 9,035 |
| U.S. Government securities | $134,000 | 8,877 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $134,000 | 8,753 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $134,000 | 6,796 |
| Certificates of participation in pools of residential mortgages | $134,000 | 6,394 |
| Issued or guaranteed by U.S. | $134,000 | 6,374 |
| 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) | $134,000 | 4,386 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $134,000 | 8,973 |
| 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 | $166,000 | 9,081 |
| U.S. Government securities | $166,000 | 8,913 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $166,000 | 8,792 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $166,000 | 6,762 |
| Certificates of participation in pools of residential mortgages | $166,000 | 6,334 |
| Issued or guaranteed by U.S. | $166,000 | 6,314 |
| 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) | $166,000 | 4,386 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $166,000 | 9,012 |
| 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 | $187,000 | 9,120 |
| U.S. Government securities | $187,000 | 8,965 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $187,000 | 8,838 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $187,000 | 6,757 |
| Certificates of participation in pools of residential mortgages | $187,000 | 6,287 |
| Issued or guaranteed by U.S. | $187,000 | 6,266 |
| 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) | $187,000 | 4,438 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $187,000 | 9,054 |
| 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 | $5,286,000 | 7,847 |
| U.S. Government securities | $5,286,000 | 7,103 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,286,000 | 6,865 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $286,000 | 6,633 |
| Certificates of participation in pools of residential mortgages | $286,000 | 6,063 |
| Issued or guaranteed by U.S. | $286,000 | 6,040 |
| 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) | $5,286,000 | 2,234 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $5,286,000 | 7,740 |
| 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 | $537,000 | 9,622 |
| U.S. Government securities | $422,000 | 9,487 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $422,000 | 9,287 |
| Securities issued by states & political subdivisions | $115,000 | 6,927 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $422,000 | 6,244 |
| Certificates of participation in pools of residential mortgages | $422,000 | 5,586 |
| Issued or guaranteed by U.S. | $422,000 | 5,566 |
| 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) | $537,000 | 4,896 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $537,000 | 9,524 |
| 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 | $797,000 | 9,910 |
| U.S. Government securities | $576,000 | 9,799 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $576,000 | 9,532 |
| Securities issued by states & political subdivisions | $221,000 | 6,969 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $576,000 | 6,350 |
| Certificates of participation in pools of residential mortgages | $576,000 | 5,623 |
| Issued or guaranteed by U.S. | $576,000 | 5,610 |
| 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) | $797,000 | 5,043 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $797,000 | 9,815 |
| 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 | $1,105,000 | 10,037 |
| U.S. Government securities | $784,000 | 9,917 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $784,000 | 9,456 |
| Securities issued by states & political subdivisions | $321,000 | 6,937 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $784,000 | 6,328 |
| Certificates of participation in pools of residential mortgages | $784,000 | 5,542 |
| Issued or guaranteed by U.S. | $784,000 | 5,524 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,105,000 | 5,342 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $1,105,000 | 9,922 |
| 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 | $2,425,000 | 10,178 |
| U.S. Government securities | $2,012,000 | 10,010 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,012,000 | 9,016 |
| Securities issued by states & political subdivisions | $413,000 | 6,910 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,012,000 | 6,305 |
| Certificates of participation in pools of residential mortgages | $1,012,000 | 5,357 |
| Issued or guaranteed by U.S. | $1,012,000 | 5,335 |
| 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) | $2,425,000 | 5,356 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $2,425,000 | 10,084 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $4,433,000 | 10,022 |
| U.S. Government securities | $3,931,000 | 9,713 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,931,000 | 8,269 |
| Securities issued by states & political subdivisions | $500,000 | 7,050 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-2,000 | 745 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,198,000 | 6,601 |
| Certificates of participation in pools of residential mortgages | $1,198,000 | 5,558 |
| Issued or guaranteed by U.S. | $1,198,000 | 5,543 |
| 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) | $4,433,000 | 4,954 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $4,431,000 | 9,913 |
| 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 | $6,180,000 | 9,704 |
| U.S. Government securities | $5,593,000 | 9,258 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $5,593,000 | 7,368 |
| Securities issued by states & political subdivisions | $580,000 | 7,147 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-7,000 | 832 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,345,000 | 6,890 |
| Certificates of participation in pools of residential mortgages | $1,345,000 | 5,629 |
| Issued or guaranteed by U.S. | $1,345,000 | 5,601 |
| 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) | $6,180,000 | 4,537 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $6,173,000 | 9,604 |
| 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 | $9,986,000 | 8,759 |
| U.S. Government securities | $9,319,000 | 8,045 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $9,319,000 | 5,623 |
| Securities issued by states & political subdivisions | $655,000 | 7,320 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-12,000 | 927 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,567,000 | 7,071 |
| Certificates of participation in pools of residential mortgages | $1,567,000 | 5,674 |
| Issued or guaranteed by U.S. | $1,567,000 | 5,648 |
| 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) | $9,986,000 | 5,681 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $9,974,000 | 8,654 |
| 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 | $7,466,000 | 10,101 |
| U.S. Government securities | $6,741,000 | 9,560 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $6,741,000 | 6,944 |
| Securities issued by states & political subdivisions | $725,000 | 7,356 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,971,000 | 7,314 |
| Certificates of participation in pools of residential mortgages | $1,901,000 | 5,860 |
| Issued or guaranteed by U.S. | $1,901,000 | 5,810 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $70,000 | 6,743 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 6,343 |
| 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 | $7,466,000 | 9,960 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $5,576,000 | 11,281 |
| U.S. Government securities | $4,798,000 | 10,927 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $4,798,000 | 8,136 |
| Securities issued by states & political subdivisions | $790,000 | 7,006 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $12,000 | 430 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,294,000 | 6,535 |
| Certificates of participation in pools of residential mortgages | $2,177,000 | 5,940 |
| Issued or guaranteed by U.S. | $2,177,000 | 5,875 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,117,000 | 4,855 |
| CMOs issued by government agencies or sponsored agencies | $1,117,000 | 4,486 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,588,000 | 11,137 |
| 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 |