Home > Altoona First Savings Bank > Securities
Altoona First Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $78,618,000 | 2,012 |
| U.S. Government securities | $16,089,000 | 3,198 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $16,089,000 | 2,822 |
| Securities issued by states & political subdivisions | $22,251,000 | 1,686 |
| Other domestic debt securities | $40,278,000 | 465 |
| Privately issued residential mortgage-backed securities | $36,653,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $1,951,000 | 473 |
| Other domestic debt securities - All other | $1,674,000 | 1,415 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $49,967,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,888,000 | 3,034 |
| Privately issued | $36,653,000 | 20 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,689,000 | 1,018 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $737,000 | 1,320 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $2,622,000 | 1,334 |
| Available-for-sale securities (fair market value) | $75,996,000 | 1,839 |
| Total debt securities | $78,618,000 | 1,996 |
| 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 | $80,546,000 | 1,954 |
| U.S. Government securities | $15,571,000 | 3,241 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $15,571,000 | 2,845 |
| Securities issued by states & political subdivisions | $19,090,000 | 1,810 |
| Other domestic debt securities | $45,885,000 | 421 |
| Privately issued residential mortgage-backed securities | $37,336,000 | 124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $1,928,000 | 478 |
| Other domestic debt securities - All other | $6,621,000 | 830 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $50,204,000 | 1,235 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,969,000 | 3,026 |
| Privately issued | $37,336,000 | 17 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,899,000 | 998 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $7,569,000 | 1,079 |
| Available-for-sale securities (fair market value) | $72,977,000 | 1,853 |
| Total debt securities | $80,546,000 | 1,940 |
| 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 | $88,522,000 | 1,886 |
| U.S. Government securities | $16,335,000 | 3,253 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $16,335,000 | 2,853 |
| Securities issued by states & political subdivisions | $20,055,000 | 1,820 |
| Other domestic debt securities | $51,132,000 | 392 |
| Privately issued residential mortgage-backed securities | $40,063,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $1,937,000 | 463 |
| Other domestic debt securities - All other | $9,132,000 | 690 |
| Foreign debt securities | $1,000,000 | 206 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $53,694,000 | 1,224 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,169,000 | 3,018 |
| Privately issued | $40,063,000 | 18 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,462,000 | 984 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $11,080,000 | 983 |
| Available-for-sale securities (fair market value) | $77,442,000 | 1,834 |
| Total debt securities | $88,521,000 | 1,869 |
| 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 | $95,469,000 | 1,865 |
| U.S. Government securities | $17,224,000 | 3,276 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $17,224,000 | 2,811 |
| Securities issued by states & political subdivisions | $19,966,000 | 1,886 |
| Other domestic debt securities | $54,324,000 | 401 |
| Privately issued residential mortgage-backed securities | $42,216,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $1,962,000 | 457 |
| Other domestic debt securities - All other | $10,146,000 | 673 |
| Foreign debt securities | $3,955,000 | 101 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $56,726,000 | 1,227 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,315,000 | 3,034 |
| Privately issued | $42,216,000 | 24 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,195,000 | 990 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $15,049,000 | 923 |
| Available-for-sale securities (fair market value) | $80,420,000 | 1,858 |
| Total debt securities | $95,470,000 | 1,847 |
| 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 | $100,418,000 | 1,837 |
| U.S. Government securities | $17,739,000 | 3,243 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $17,739,000 | 2,770 |
| Securities issued by states & political subdivisions | $19,910,000 | 1,934 |
| Other domestic debt securities | $58,802,000 | 383 |
| Privately issued residential mortgage-backed securities | $44,200,000 | 122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $1,943,000 | 478 |
| Other domestic debt securities - All other | $12,659,000 | 599 |
| Foreign debt securities | $3,967,000 | 109 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $59,234,000 | 1,204 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,443,000 | 3,037 |
| Privately issued | $44,200,000 | 22 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,591,000 | 976 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $17,575,000 | 884 |
| Available-for-sale securities (fair market value) | $82,843,000 | 1,855 |
| Total debt securities | $100,416,000 | 1,817 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $104,394,000 | 1,773 |
| U.S. Government securities | $18,587,000 | 3,216 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $18,587,000 | 2,744 |
| Securities issued by states & political subdivisions | $19,381,000 | 1,961 |
| Other domestic debt securities | $61,440,000 | 358 |
| Privately issued residential mortgage-backed securities | $45,697,000 | 113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $1,947,000 | 357 |
| Other domestic debt securities - All other | $13,796,000 | 561 |
| Foreign debt securities | $4,986,000 | 97 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $61,584,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,584,000 | 3,028 |
| Privately issued | $45,697,000 | 16 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,303,000 | 965 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $19,730,000 | 848 |
| Available-for-sale securities (fair market value) | $84,664,000 | 1,838 |
| Total debt securities | $104,394,000 | 1,756 |
| 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 | $104,163,000 | 1,803 |
| U.S. Government securities | $20,481,000 | 3,133 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $20,481,000 | 2,674 |
| Securities issued by states & political subdivisions | $15,525,000 | 2,241 |
| Other domestic debt securities | $62,153,000 | 334 |
| Privately issued residential mortgage-backed securities | $47,379,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $14,774,000 | 548 |
| Foreign debt securities | $6,004,000 | 91 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $65,078,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $50,149,000 | 934 |
| Issued or guaranteed by U.S. | $2,770,000 | 3,031 |
| Privately issued | $47,379,000 | 18 |
| Collaterized mortgage obligations | $12,954,000 | 1,077 |
| CMOs issued by government agencies or sponsored agencies | $12,954,000 | 1,003 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,975,000 | 1,512 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,975,000 | 1,063 |
| Held to maturity securities (book value) | $21,727,000 | 748 |
| Available-for-sale securities (fair market value) | $82,436,000 | 1,935 |
| Total debt securities | $104,163,000 | 1,790 |
| 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 | $103,863,000 | 1,799 |
| U.S. Government securities | $19,365,000 | 3,125 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $19,365,000 | 2,736 |
| Securities issued by states & political subdivisions | $8,036,000 | 2,845 |
| Other domestic debt securities | $71,436,000 | 300 |
| Privately issued residential mortgage-backed securities | $48,487,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $22,949,000 | 398 |
| Foreign debt securities | $5,026,000 | 92 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $64,951,000 | 1,203 |
| Certificates of participation in pools of residential mortgages | $51,628,000 | 941 |
| Issued or guaranteed by U.S. | $3,141,000 | 3,001 |
| Privately issued | $48,487,000 | 17 |
| Collaterized mortgage obligations | $13,323,000 | 1,052 |
| CMOs issued by government agencies or sponsored agencies | $13,323,000 | 987 |
| 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) | $26,425,000 | 617 |
| Available-for-sale securities (fair market value) | $77,438,000 | 1,995 |
| Total debt securities | $103,863,000 | 1,779 |
| 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 | $97,554,000 | 1,821 |
| U.S. Government securities | $2,980,000 | 4,188 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,980,000 | 3,966 |
| Securities issued by states & political subdivisions | $949,000 | 3,834 |
| Other domestic debt securities | $87,568,000 | 267 |
| Privately issued residential mortgage-backed securities | $13,601,000 | 203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $73,967,000 | 140 |
| Foreign debt securities | $6,057,000 | 84 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $15,606,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $13,601,000 | 2,017 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $13,601,000 | 65 |
| Collaterized mortgage obligations | $2,005,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $2,005,000 | 1,975 |
| 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) | $68,482,000 | 317 |
| Available-for-sale securities (fair market value) | $29,072,000 | 3,135 |
| Total debt securities | $97,554,000 | 1,800 |
| 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 | $81,239,000 | 1,973 |
| U.S. Government securities | $0 | 4,633 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $0 | 4,540 |
| Securities issued by states & political subdivisions | $949,000 | 3,869 |
| Other domestic debt securities | $80,290,000 | 266 |
| 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 | $80,290,000 | 126 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $0 | 4,153 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $81,239,000 | 262 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $81,239,000 | 1,961 |
| 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 | $62,111,000 | 2,267 |
| U.S. Government securities | $0 | 4,661 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $0 | 4,577 |
| Securities issued by states & political subdivisions | $1,533,000 | 3,754 |
| Other domestic debt securities | $60,578,000 | 304 |
| 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 | $60,578,000 | 148 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $0 | 4,171 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $62,111,000 | 291 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $62,111,000 | 2,251 |
| 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 | $60,999,000 | 2,164 |
| U.S. Government securities | $0 | 4,666 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $0 | 4,584 |
| Securities issued by states & political subdivisions | $1,027,000 | 3,869 |
| Other domestic debt securities | $59,972,000 | 282 |
| 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 | $59,972,000 | 135 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $0 | 4,168 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $60,999,000 | 279 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $60,999,000 | 2,144 |
| 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 | $52,975,000 | 2,246 |
| U.S. Government securities | $0 | 4,661 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $0 | 4,582 |
| Securities issued by states & political subdivisions | $1,027,000 | 3,877 |
| Other domestic debt securities | $51,948,000 | 298 |
| 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 | $51,948,000 | 152 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $0 | 4,176 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $52,975,000 | 279 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $52,975,000 | 2,228 |
| 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 | $36,005,000 | 2,674 |
| U.S. Government securities | $0 | 4,694 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $0 | 4,614 |
| Securities issued by states & political subdivisions | $1,026,000 | 3,849 |
| Other domestic debt securities | $34,979,000 | 367 |
| 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 | $34,979,000 | 205 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $0 | 4,188 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $36,005,000 | 337 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $36,005,000 | 2,658 |
| 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 | $27,988,000 | 2,948 |
| U.S. Government securities | $0 | 4,728 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $0 | 4,647 |
| Securities issued by states & political subdivisions | $1,026,000 | 3,849 |
| Other domestic debt securities | $26,962,000 | 424 |
| 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 | $26,962,000 | 243 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $0 | 4,205 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $27,988,000 | 397 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $27,989,000 | 2,928 |
| 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 | $15,980,000 | 3,566 |
| U.S. Government securities | $501,000 | 4,636 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $501,000 | 4,522 |
| Securities issued by states & political subdivisions | $1,026,000 | 3,836 |
| Other domestic debt securities | $14,453,000 | 565 |
| 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 | $14,453,000 | 350 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $0 | 4,242 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $15,479,000 | 557 |
| Available-for-sale securities (fair market value) | $501,000 | 4,625 |
| Total debt securities | $15,981,000 | 3,541 |
| Structured notes | ||
| Amortized cost | $500,000 | 412 |
| Fair value | $501,000 | 418 |
| 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 | $9,507,000 | 4,129 |
| U.S. Government securities | $503,000 | 4,721 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $503,000 | 4,593 |
| Securities issued by states & political subdivisions | $1,025,000 | 3,857 |
| Other domestic debt securities | $7,979,000 | 728 |
| 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 | $7,979,000 | 476 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $1,000 | 4,257 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,113 |
| Issued or guaranteed by U.S. | $1,000 | 4,052 |
| 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) | $9,005,000 | 738 |
| Available-for-sale securities (fair market value) | $502,000 | 4,687 |
| Total debt securities | $9,507,000 | 4,102 |
| Structured notes | ||
| Amortized cost | $500,000 | 539 |
| Fair value | $502,000 | 542 |
| 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 | $2,193,000 | 4,842 |
| U.S. Government securities | $1,003,000 | 4,701 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,003,000 | 4,567 |
| Securities issued by states & political subdivisions | $1,190,000 | 3,831 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $1,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,155 |
| Issued or guaranteed by U.S. | $1,000 | 4,086 |
| 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) | $1,191,000 | 1,368 |
| Available-for-sale securities (fair market value) | $1,002,000 | 4,713 |
| Total debt securities | $2,193,000 | 4,818 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 491 |
| Fair value | $1,002,000 | 497 |
| 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 | $3,193,000 | 4,795 |
| U.S. Government securities | $2,003,000 | 4,568 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,003,000 | 4,414 |
| Securities issued by states & political subdivisions | $1,190,000 | 3,901 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $1,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,189 |
| Issued or guaranteed by U.S. | $1,000 | 4,124 |
| 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) | $1,191,000 | 1,415 |
| Available-for-sale securities (fair market value) | $2,002,000 | 4,651 |
| Total debt securities | $3,193,000 | 4,776 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 391 |
| Fair value | $2,002,000 | 396 |
| 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 | $6,182,000 | 4,579 |
| U.S. Government securities | $3,496,000 | 4,383 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,496,000 | 4,215 |
| Securities issued by states & political subdivisions | $1,189,000 | 3,966 |
| Other domestic debt securities | $1,497,000 | 1,380 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,497,000 | 1,035 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $2,000 | 4,371 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,218 |
| Issued or guaranteed by U.S. | $2,000 | 4,154 |
| 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) | $2,688,000 | 1,223 |
| Available-for-sale securities (fair market value) | $3,494,000 | 4,564 |
| Total debt securities | $6,184,000 | 4,558 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 306 |
| Fair value | $3,494,000 | 295 |
| 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 | $10,644,000 | 4,241 |
| U.S. Government securities | $3,973,000 | 4,343 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,973,000 | 4,184 |
| Securities issued by states & political subdivisions | $1,189,000 | 4,011 |
| Other domestic debt securities | $5,482,000 | 809 |
| 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 | $5,482,000 | 580 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $2,000 | 4,410 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,257 |
| Issued or guaranteed by U.S. | $2,000 | 4,209 |
| 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) | $6,673,000 | 974 |
| Available-for-sale securities (fair market value) | $3,971,000 | 4,557 |
| Total debt securities | $10,644,000 | 4,218 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 288 |
| Fair value | $3,971,000 | 276 |
| 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 | $11,623,000 | 4,218 |
| U.S. Government securities | $3,953,000 | 4,402 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,953,000 | 4,250 |
| Securities issued by states & political subdivisions | $1,188,000 | 4,055 |
| Other domestic debt securities | $6,482,000 | 725 |
| 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 | $6,482,000 | 533 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $3,000 | 4,463 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,311 |
| Issued or guaranteed by U.S. | $3,000 | 4,291 |
| 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) | $7,673,000 | 950 |
| Available-for-sale securities (fair market value) | $3,950,000 | 4,627 |
| Total debt securities | $11,623,000 | 4,197 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 284 |
| Fair value | $3,950,000 | 273 |
| 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 | $10,116,000 | 4,406 |
| U.S. Government securities | $3,956,000 | 4,441 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,956,000 | 4,284 |
| Securities issued by states & political subdivisions | $1,188,000 | 4,113 |
| Other domestic debt securities | $4,972,000 | 938 |
| 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 | $4,972,000 | 612 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $3,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,365 |
| Issued or guaranteed by U.S. | $3,000 | 4,251 |
| 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) | $6,163,000 | 1,041 |
| Available-for-sale securities (fair market value) | $3,953,000 | 4,677 |
| Total debt securities | $10,116,000 | 4,381 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 289 |
| Fair value | $3,953,000 | 277 |
| 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 | $11,635,000 | 4,322 |
| U.S. Government securities | $3,963,000 | 4,523 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,963,000 | 4,379 |
| Securities issued by states & political subdivisions | $1,188,000 | 4,160 |
| Other domestic debt securities | $6,484,000 | 724 |
| 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 | $6,484,000 | 544 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $3,000 | 4,559 |
| Certificates of participation in pools of residential mortgages | $3,000 | 4,408 |
| Issued or guaranteed by U.S. | $3,000 | 4,400 |
| 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) | $7,675,000 | 982 |
| Available-for-sale securities (fair market value) | $3,960,000 | 4,730 |
| Total debt securities | $11,635,000 | 4,298 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 277 |
| Fair value | $3,960,000 | 267 |
| 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 | $10,666,000 | 4,463 |
| U.S. Government securities | $4,490,000 | 4,477 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,490,000 | 4,349 |
| Securities issued by states & political subdivisions | $1,188,000 | 4,230 |
| Other domestic debt securities | $4,988,000 | 826 |
| 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 | $4,988,000 | 629 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $7,000 | 4,578 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,427 |
| Issued or guaranteed by U.S. | $7,000 | 4,421 |
| 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) | $6,183,000 | 1,082 |
| Available-for-sale securities (fair market value) | $4,483,000 | 4,740 |
| Total debt securities | $10,666,000 | 4,436 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 246 |
| Fair value | $4,483,000 | 243 |
| 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 | $5,745,000 | 4,958 |
| U.S. Government securities | $5,000,000 | 4,465 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,000,000 | 4,344 |
| Securities issued by states & political subdivisions | $745,000 | 4,422 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $8,000 | 4,634 |
| Certificates of participation in pools of residential mortgages | $8,000 | 4,483 |
| Issued or guaranteed by U.S. | $8,000 | 4,478 |
| 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) | $753,000 | 1,737 |
| Available-for-sale securities (fair market value) | $4,992,000 | 4,739 |
| Total debt securities | $5,745,000 | 4,934 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 230 |
| Fair value | $4,992,000 | 223 |
| 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 | $10,744,000 | 4,549 |
| U.S. Government securities | $10,000,000 | 3,787 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $10,000,000 | 3,660 |
| Securities issued by states & political subdivisions | $744,000 | 4,461 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $9,000 | 4,675 |
| Certificates of participation in pools of residential mortgages | $9,000 | 4,518 |
| Issued or guaranteed by U.S. | $9,000 | 4,512 |
| 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) | $753,000 | 1,763 |
| Available-for-sale securities (fair market value) | $9,991,000 | 4,327 |
| Total debt securities | $10,744,000 | 4,523 |
| Structured notes | ||
| Amortized cost | $9,998,000 | 140 |
| Fair value | $9,991,000 | 136 |
| 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 | $7,739,000 | 4,870 |
| U.S. Government securities | $6,995,000 | 4,273 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,995,000 | 4,137 |
| Securities issued by states & political subdivisions | $744,000 | 4,517 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $10,000 | 4,737 |
| Certificates of participation in pools of residential mortgages | $10,000 | 4,575 |
| Issued or guaranteed by U.S. | $10,000 | 4,570 |
| 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) | $754,000 | 1,797 |
| Available-for-sale securities (fair market value) | $6,985,000 | 4,630 |
| Total debt securities | $7,739,000 | 4,842 |
| Structured notes | ||
| Amortized cost | $6,999,000 | 196 |
| Fair value | $6,985,000 | 195 |
| 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 | $4,236,000 | 5,248 |
| U.S. Government securities | $3,492,000 | 4,791 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,492,000 | 4,673 |
| Securities issued by states & political subdivisions | $744,000 | 4,566 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $10,000 | 4,780 |
| Certificates of participation in pools of residential mortgages | $10,000 | 4,619 |
| Issued or guaranteed by U.S. | $10,000 | 4,613 |
| 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) | $754,000 | 1,819 |
| Available-for-sale securities (fair market value) | $3,482,000 | 5,012 |
| Total debt securities | $4,236,000 | 5,226 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 420 |
| Fair value | $2,483,000 | 423 |
| 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 | $2,253,000 | 5,524 |
| U.S. Government securities | $1,510,000 | 5,253 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,510,000 | 5,135 |
| Securities issued by states & political subdivisions | $743,000 | 4,588 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $11,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $11,000 | 4,654 |
| Issued or guaranteed by U.S. | $11,000 | 4,650 |
| 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) | $754,000 | 1,826 |
| Available-for-sale securities (fair market value) | $1,499,000 | 5,284 |
| Total debt securities | $2,253,000 | 5,500 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 542 |
| Fair value | $1,499,000 | 553 |
| 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 | $3,317,000 | 5,489 |
| U.S. Government securities | $3,153,000 | 5,002 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,153,000 | 4,892 |
| Securities issued by states & political subdivisions | $164,000 | 4,919 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $12,000 | 4,876 |
| Certificates of participation in pools of residential mortgages | $12,000 | 4,716 |
| Issued or guaranteed by U.S. | $12,000 | 4,710 |
| 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) | $176,000 | 2,112 |
| Available-for-sale securities (fair market value) | $3,141,000 | 5,167 |
| Total debt securities | $3,317,000 | 5,465 |
| Structured notes | ||
| Amortized cost | $3,139,000 | 390 |
| Fair value | $3,141,000 | 390 |
| 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 | $3,660,000 | 5,520 |
| U.S. Government securities | $3,496,000 | 5,038 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,496,000 | 4,933 |
| Securities issued by states & political subdivisions | $164,000 | 4,957 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $13,000 | 4,912 |
| Certificates of participation in pools of residential mortgages | $13,000 | 4,752 |
| Issued or guaranteed by U.S. | $13,000 | 4,748 |
| 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) | $177,000 | 2,155 |
| Available-for-sale securities (fair market value) | $3,483,000 | 5,195 |
| Total debt securities | $3,660,000 | 5,496 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 533 |
| Fair value | $2,982,000 | 529 |
| 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 | $4,114,000 | 5,524 |
| U.S. Government securities | $3,950,000 | 5,031 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,950,000 | 4,920 |
| Securities issued by states & political subdivisions | $164,000 | 4,994 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $14,000 | 4,952 |
| Certificates of participation in pools of residential mortgages | $14,000 | 4,789 |
| Issued or guaranteed by U.S. | $14,000 | 4,784 |
| 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) | $178,000 | 2,191 |
| Available-for-sale securities (fair market value) | $3,936,000 | 5,201 |
| Total debt securities | $4,114,000 | 5,502 |
| Structured notes | ||
| Amortized cost | $3,989,000 | 490 |
| Fair value | $3,936,000 | 488 |
| 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 | $5,136,000 | 5,494 |
| U.S. Government securities | $4,972,000 | 4,962 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,972,000 | 4,849 |
| Securities issued by states & political subdivisions | $164,000 | 5,056 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $14,000 | 5,018 |
| Certificates of participation in pools of residential mortgages | $14,000 | 4,850 |
| Issued or guaranteed by U.S. | $14,000 | 4,844 |
| 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) | $178,000 | 2,199 |
| Available-for-sale securities (fair market value) | $4,958,000 | 5,158 |
| Total debt securities | $5,136,000 | 5,471 |
| Structured notes | ||
| Amortized cost | $3,490,000 | 622 |
| Fair value | $3,457,000 | 621 |
| 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 | $8,079,000 | 5,269 |
| U.S. Government securities | $7,915,000 | 4,614 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,915,000 | 4,506 |
| Securities issued by states & political subdivisions | $164,000 | 5,096 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $15,000 | 5,096 |
| Certificates of participation in pools of residential mortgages | $15,000 | 4,926 |
| Issued or guaranteed by U.S. | $15,000 | 4,922 |
| 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) | $179,000 | 2,239 |
| Available-for-sale securities (fair market value) | $7,900,000 | 4,921 |
| Total debt securities | $8,079,000 | 5,245 |
| Structured notes | ||
| Amortized cost | $7,983,000 | 378 |
| Fair value | $7,900,000 | 368 |
| 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 | $11,636,000 | 4,978 |
| U.S. Government securities | $11,472,000 | 4,182 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,472,000 | 4,063 |
| Securities issued by states & political subdivisions | $164,000 | 5,103 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $16,000 | 5,147 |
| Certificates of participation in pools of residential mortgages | $16,000 | 4,979 |
| Issued or guaranteed by U.S. | $16,000 | 4,971 |
| 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) | $180,000 | 2,239 |
| Available-for-sale securities (fair market value) | $11,456,000 | 4,620 |
| Total debt securities | $11,636,000 | 4,957 |
| Structured notes | ||
| Amortized cost | $11,479,000 | 299 |
| Fair value | $11,456,000 | 301 |
| 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 | $13,530,000 | 4,863 |
| U.S. Government securities | $13,366,000 | 4,022 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $13,366,000 | 3,902 |
| Securities issued by states & political subdivisions | $164,000 | 5,183 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $17,000 | 5,230 |
| Certificates of participation in pools of residential mortgages | $17,000 | 5,048 |
| Issued or guaranteed by U.S. | $17,000 | 5,040 |
| 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) | $181,000 | 2,266 |
| Available-for-sale securities (fair market value) | $13,349,000 | 4,493 |
| Total debt securities | $13,530,000 | 4,840 |
| Structured notes | ||
| Amortized cost | $13,476,000 | 252 |
| Fair value | $13,349,000 | 251 |
| 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 | $14,440,000 | 4,865 |
| U.S. Government securities | $14,276,000 | 4,026 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $14,276,000 | 3,899 |
| Securities issued by states & political subdivisions | $164,000 | 5,241 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $18,000 | 5,313 |
| Certificates of participation in pools of residential mortgages | $18,000 | 5,129 |
| Issued or guaranteed by U.S. | $18,000 | 5,124 |
| 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) | $182,000 | 2,309 |
| Available-for-sale securities (fair market value) | $14,258,000 | 4,499 |
| Total debt securities | $14,443,000 | 4,845 |
| Structured notes | ||
| Amortized cost | $14,473,000 | 275 |
| Fair value | $14,258,000 | 276 |
| 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 | $15,387,000 | 4,838 |
| U.S. Government securities | $15,223,000 | 3,962 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,223,000 | 3,842 |
| Securities issued by states & political subdivisions | $164,000 | 5,299 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $19,000 | 5,364 |
| Certificates of participation in pools of residential mortgages | $19,000 | 5,176 |
| Issued or guaranteed by U.S. | $19,000 | 5,172 |
| 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) | $183,000 | 2,326 |
| Available-for-sale securities (fair market value) | $15,204,000 | 4,451 |
| Total debt securities | $15,388,000 | 4,815 |
| Structured notes | ||
| Amortized cost | $15,473,000 | 282 |
| Fair value | $15,204,000 | 277 |
| 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 | $21,090,000 | 4,366 |
| U.S. Government securities | $20,926,000 | 3,406 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $20,926,000 | 3,311 |
| Securities issued by states & political subdivisions | $164,000 | 5,343 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $19,000 | 5,417 |
| Certificates of participation in pools of residential mortgages | $19,000 | 5,232 |
| Issued or guaranteed by U.S. | $19,000 | 5,226 |
| 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) | $183,000 | 2,344 |
| Available-for-sale securities (fair market value) | $20,907,000 | 4,004 |
| Total debt securities | $21,090,000 | 4,342 |
| Structured notes | ||
| Amortized cost | $21,465,000 | 214 |
| Fair value | $20,907,000 | 211 |
| 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 | $19,741,000 | 4,481 |
| U.S. Government securities | $19,741,000 | 3,520 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,741,000 | 3,426 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $20,000 | 5,462 |
| Certificates of participation in pools of residential mortgages | $20,000 | 5,276 |
| Issued or guaranteed by U.S. | $20,000 | 5,269 |
| 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) | $20,000 | 2,562 |
| Available-for-sale securities (fair market value) | $19,721,000 | 4,112 |
| Total debt securities | $19,740,000 | 4,462 |
| Structured notes | ||
| Amortized cost | $20,963,000 | 214 |
| Fair value | $19,720,000 | 219 |
| 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 | $19,602,000 | 4,538 |
| U.S. Government securities | $19,602,000 | 3,542 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,602,000 | 3,449 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $21,000 | 5,511 |
| Certificates of participation in pools of residential mortgages | $21,000 | 5,327 |
| Issued or guaranteed by U.S. | $21,000 | 5,320 |
| 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) | $21,000 | 2,565 |
| Available-for-sale securities (fair market value) | $19,581,000 | 4,169 |
| Total debt securities | $19,602,000 | 4,511 |
| Structured notes | ||
| Amortized cost | $20,463,000 | 214 |
| Fair value | $19,581,000 | 215 |
| 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 | $16,787,000 | 4,808 |
| U.S. Government securities | $16,787,000 | 3,831 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,787,000 | 3,738 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $25,000 | 5,521 |
| Certificates of participation in pools of residential mortgages | $25,000 | 5,322 |
| Issued or guaranteed by U.S. | $25,000 | 5,314 |
| 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) | $25,000 | 2,507 |
| Available-for-sale securities (fair market value) | $16,762,000 | 4,439 |
| Total debt securities | $16,787,000 | 4,776 |
| Structured notes | ||
| Amortized cost | $16,970,000 | 249 |
| Fair value | $16,762,000 | 245 |
| 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 | $17,973,000 | 4,709 |
| U.S. Government securities | $17,973,000 | 3,734 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,973,000 | 3,643 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $28,000 | 5,572 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,365 |
| Issued or guaranteed by U.S. | $28,000 | 5,359 |
| 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) | $28,000 | 2,498 |
| Available-for-sale securities (fair market value) | $17,945,000 | 4,346 |
| Total debt securities | $17,973,000 | 4,679 |
| Structured notes | ||
| Amortized cost | $17,969,000 | 250 |
| Fair value | $17,945,000 | 248 |
| 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 | $14,535,000 | 5,008 |
| U.S. Government securities | $14,535,000 | 4,053 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,535,000 | 3,954 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $31,000 | 5,607 |
| Certificates of participation in pools of residential mortgages | $31,000 | 5,385 |
| Issued or guaranteed by U.S. | $31,000 | 5,380 |
| 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) | $31,000 | 2,527 |
| Available-for-sale securities (fair market value) | $14,504,000 | 4,636 |
| Total debt securities | $14,535,000 | 4,976 |
| Structured notes | ||
| Amortized cost | $14,480,000 | 316 |
| Fair value | $14,504,000 | 315 |
| 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 | $16,568,000 | 4,876 |
| U.S. Government securities | $16,568,000 | 3,938 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $16,568,000 | 3,857 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $35,000 | 5,697 |
| Certificates of participation in pools of residential mortgages | $35,000 | 5,484 |
| Issued or guaranteed by U.S. | $35,000 | 5,475 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $35,000 | 2,584 |
| Available-for-sale securities (fair market value) | $16,533,000 | 4,504 |
| Total debt securities | $16,568,000 | 4,844 |
| Structured notes | ||
| Amortized cost | $16,477,000 | 274 |
| Fair value | $16,533,000 | 276 |
| 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 | $11,553,000 | 5,498 |
| U.S. Government securities | $11,553,000 | 4,651 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,553,000 | 4,560 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $40,000 | 5,734 |
| Certificates of participation in pools of residential mortgages | $40,000 | 5,513 |
| Issued or guaranteed by U.S. | $40,000 | 5,503 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $40,000 | 2,599 |
| Available-for-sale securities (fair market value) | $11,513,000 | 5,116 |
| Total debt securities | $11,553,000 | 5,469 |
| Structured notes | ||
| Amortized cost | $11,483,000 | 436 |
| Fair value | $11,513,000 | 434 |
| 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 | $11,552,000 | 5,540 |
| U.S. Government securities | $11,552,000 | 4,744 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,552,000 | 4,651 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $45,000 | 5,764 |
| Certificates of participation in pools of residential mortgages | $45,000 | 5,538 |
| Issued or guaranteed by U.S. | $45,000 | 5,529 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $45,000 | 2,651 |
| Available-for-sale securities (fair market value) | $11,507,000 | 5,142 |
| Total debt securities | $11,552,000 | 5,512 |
| Structured notes | ||
| Amortized cost | $11,488,000 | 519 |
| Fair value | $11,507,000 | 516 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $15,041,000 | 5,095 |
| U.S. Government securities | $15,041,000 | 4,200 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,041,000 | 4,111 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $50,000 | 5,768 |
| Certificates of participation in pools of residential mortgages | $50,000 | 5,519 |
| Issued or guaranteed by U.S. | $50,000 | 5,506 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $50,000 | 2,746 |
| Available-for-sale securities (fair market value) | $14,991,000 | 4,680 |
| Total debt securities | $15,041,000 | 5,068 |
| Structured notes | ||
| Amortized cost | $14,982,000 | 390 |
| Fair value | $14,991,000 | 389 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $9,575,000 | 5,777 |
| U.S. Government securities | $9,572,000 | 4,973 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,572,000 | 4,877 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $3,000 | 1,321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $56,000 | 5,780 |
| Certificates of participation in pools of residential mortgages | $56,000 | 5,521 |
| Issued or guaranteed by U.S. | $56,000 | 5,507 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $56,000 | 2,775 |
| Available-for-sale securities (fair market value) | $9,519,000 | 5,356 |
| Total debt securities | $9,572,000 | 5,741 |
| Structured notes | ||
| Amortized cost | $9,484,000 | 621 |
| Fair value | $9,516,000 | 618 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $9,580,000 | 5,875 |
| U.S. Government securities | $9,576,000 | 5,119 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,576,000 | 5,002 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $4,000 | 1,329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $64,000 | 5,794 |
| Certificates of participation in pools of residential mortgages | $64,000 | 5,521 |
| Issued or guaranteed by U.S. | $64,000 | 5,511 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $64,000 | 2,812 |
| Available-for-sale securities (fair market value) | $9,516,000 | 5,444 |
| Total debt securities | $9,576,000 | 5,846 |
| Structured notes | ||
| Amortized cost | $8,983,000 | 767 |
| Fair value | $9,007,000 | 759 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $8,559,000 | 6,025 |
| U.S. Government securities | $8,554,000 | 5,289 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,554,000 | 5,168 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $5,000 | 1,344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $70,000 | 5,798 |
| Certificates of participation in pools of residential mortgages | $70,000 | 5,517 |
| Issued or guaranteed by U.S. | $70,000 | 5,506 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $70,000 | 2,815 |
| Available-for-sale securities (fair market value) | $8,489,000 | 5,574 |
| Total debt securities | $8,554,000 | 5,984 |
| Structured notes | ||
| Amortized cost | $7,984,000 | 896 |
| Fair value | $7,983,000 | 866 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $5,068,000 | 6,514 |
| U.S. Government securities | $5,064,000 | 5,901 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,064,000 | 5,770 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,000 | 1,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $75,000 | 5,815 |
| Certificates of participation in pools of residential mortgages | $75,000 | 5,499 |
| Issued or guaranteed by U.S. | $75,000 | 5,488 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $75,000 | 2,845 |
| Available-for-sale securities (fair market value) | $4,993,000 | 6,038 |
| Total debt securities | $5,064,000 | 6,483 |
| Structured notes | ||
| Amortized cost | $4,992,000 | 1,155 |
| Fair value | $4,989,000 | 1,121 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,094,000 | 7,108 |
| U.S. Government securities | $2,090,000 | 6,677 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,090,000 | 6,552 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $80,000 | 5,865 |
| Certificates of participation in pools of residential mortgages | $80,000 | 5,519 |
| Issued or guaranteed by U.S. | $80,000 | 5,506 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $80,000 | 2,911 |
| Available-for-sale securities (fair market value) | $2,014,000 | 6,607 |
| Total debt securities | $2,090,000 | 7,074 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 2,215 |
| Fair value | $1,507,000 | 2,180 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $3,725,000 | 6,890 |
| U.S. Government securities | $3,720,000 | 6,383 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,720,000 | 6,260 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,000 | 1,448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $89,000 | 5,889 |
| Certificates of participation in pools of residential mortgages | $89,000 | 5,560 |
| Issued or guaranteed by U.S. | $89,000 | 5,548 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $89,000 | 2,971 |
| Available-for-sale securities (fair market value) | $3,636,000 | 6,383 |
| Total debt securities | $3,720,000 | 6,855 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 2,101 |
| Fair value | $2,005,000 | 2,071 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $3,617,000 | 6,995 |
| U.S. Government securities | $3,602,000 | 6,498 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,602,000 | 6,386 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $15,000 | 1,392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $95,000 | 5,975 |
| Certificates of participation in pools of residential mortgages | $95,000 | 5,657 |
| Issued or guaranteed by U.S. | $95,000 | 5,645 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $95,000 | 3,019 |
| Available-for-sale securities (fair market value) | $3,522,000 | 6,483 |
| Total debt securities | $3,602,000 | 6,953 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $498,000 | 2,760 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,614,000 | 7,196 |
| U.S. Government securities | $2,597,000 | 6,777 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,597,000 | 6,679 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $17,000 | 1,428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $101,000 | 6,023 |
| Certificates of participation in pools of residential mortgages | $101,000 | 5,709 |
| Issued or guaranteed by U.S. | $101,000 | 5,693 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $101,000 | 3,041 |
| Available-for-sale securities (fair market value) | $2,513,000 | 6,677 |
| Total debt securities | $2,597,000 | 7,161 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $3,138,000 | 7,156 |
| U.S. Government securities | $3,117,000 | 6,669 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,117,000 | 6,572 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $21,000 | 1,489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $112,000 | 6,077 |
| Certificates of participation in pools of residential mortgages | $112,000 | 5,780 |
| Issued or guaranteed by U.S. | $112,000 | 5,761 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $112,000 | 3,113 |
| Available-for-sale securities (fair market value) | $3,026,000 | 6,638 |
| Total debt securities | $3,117,000 | 7,123 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $3,101,000 | 7,191 |
| U.S. Government securities | $3,093,000 | 6,718 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,093,000 | 6,630 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $8,000 | 1,598 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $129,000 | 6,113 |
| Certificates of participation in pools of residential mortgages | $129,000 | 5,813 |
| Issued or guaranteed by U.S. | $129,000 | 5,794 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $129,000 | 3,126 |
| Available-for-sale securities (fair market value) | $2,972,000 | 6,675 |
| Total debt securities | $3,093,000 | 7,149 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $10,049,000 | 5,869 |
| U.S. Government securities | $10,040,000 | 5,061 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $10,040,000 | 4,979 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $9,000 | 1,601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $138,000 | 6,153 |
| Certificates of participation in pools of residential mortgages | $138,000 | 5,859 |
| Issued or guaranteed by U.S. | $138,000 | 5,841 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $138,000 | 3,156 |
| Available-for-sale securities (fair market value) | $9,911,000 | 5,379 |
| Total debt securities | $10,040,000 | 5,820 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $18,391,000 | 4,639 |
| U.S. Government securities | $18,382,000 | 3,765 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,382,000 | 3,690 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $9,000 | 1,598 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $149,000 | 6,164 |
| Certificates of participation in pools of residential mortgages | $149,000 | 5,869 |
| Issued or guaranteed by U.S. | $149,000 | 5,849 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $149,000 | 3,167 |
| Available-for-sale securities (fair market value) | $18,242,000 | 4,182 |
| Total debt securities | $18,382,000 | 4,607 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $21,200,000 | 4,237 |
| U.S. Government securities | $21,179,000 | 3,355 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $21,179,000 | 3,295 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $21,000 | 1,662 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $157,000 | 6,159 |
| Certificates of participation in pools of residential mortgages | $157,000 | 5,864 |
| Issued or guaranteed by U.S. | $157,000 | 5,847 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $157,000 | 3,177 |
| Available-for-sale securities (fair market value) | $21,043,000 | 3,788 |
| Total debt securities | $21,179,000 | 4,203 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $22,186,000 | 4,175 |
| U.S. Government securities | $21,989,000 | 3,321 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $21,989,000 | 3,257 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $197,000 | 1,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $168,000 | 6,163 |
| Certificates of participation in pools of residential mortgages | $168,000 | 5,860 |
| Issued or guaranteed by U.S. | $168,000 | 5,836 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $168,000 | 3,181 |
| Available-for-sale securities (fair market value) | $22,018,000 | 3,737 |
| Total debt securities | $21,989,000 | 4,161 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $20,294,000 | 4,397 |
| U.S. Government securities | $19,990,000 | 3,521 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $19,990,000 | 3,459 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $304,000 | 1,442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $178,000 | 6,153 |
| Certificates of participation in pools of residential mortgages | $178,000 | 5,843 |
| Issued or guaranteed by U.S. | $178,000 | 5,813 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $178,000 | 3,213 |
| Available-for-sale securities (fair market value) | $20,116,000 | 3,960 |
| Total debt securities | $19,990,000 | 4,371 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 905 |
| Fair value | $1,501,000 | 891 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $25,519,000 | 3,829 |
| U.S. Government securities | $25,110,000 | 3,045 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $25,110,000 | 2,984 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $409,000 | 1,310 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $188,000 | 6,043 |
| Certificates of participation in pools of residential mortgages | $188,000 | 5,714 |
| Issued or guaranteed by U.S. | $188,000 | 5,694 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $188,000 | 3,253 |
| Available-for-sale securities (fair market value) | $25,331,000 | 3,414 |
| Total debt securities | $25,110,000 | 3,814 |
| Structured notes | ||
| Amortized cost | $6,983,000 | 363 |
| Fair value | $7,003,000 | 356 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $28,893,000 | 3,540 |
| U.S. Government securities | $28,180,000 | 2,835 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $28,180,000 | 2,776 |
| Securities issued by states & political subdivisions | $5,000 | 6,039 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $708,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $201,000 | 5,979 |
| Certificates of participation in pools of residential mortgages | $201,000 | 5,637 |
| Issued or guaranteed by U.S. | $201,000 | 5,615 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $201,000 | 3,292 |
| Available-for-sale securities (fair market value) | $28,692,000 | 3,129 |
| Total debt securities | $28,185,000 | 3,545 |
| Structured notes | ||
| Amortized cost | $6,982,000 | 453 |
| Fair value | $6,984,000 | 445 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $27,945,000 | 3,593 |
| U.S. Government securities | $27,212,000 | 2,920 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $27,212,000 | 2,854 |
| Securities issued by states & political subdivisions | $5,000 | 6,100 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $728,000 | 1,091 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $217,000 | 5,974 |
| Certificates of participation in pools of residential mortgages | $217,000 | 5,626 |
| Issued or guaranteed by U.S. | $217,000 | 5,605 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $217,000 | 3,304 |
| Available-for-sale securities (fair market value) | $27,728,000 | 3,181 |
| Total debt securities | $27,217,000 | 3,629 |
| Structured notes | ||
| Amortized cost | $7,978,000 | 407 |
| Fair value | $7,873,000 | 404 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $25,277,000 | 3,871 |
| U.S. Government securities | $24,558,000 | 3,167 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $24,558,000 | 3,076 |
| Securities issued by states & political subdivisions | $5,000 | 6,153 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $714,000 | 1,114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $231,000 | 5,963 |
| Certificates of participation in pools of residential mortgages | $231,000 | 5,620 |
| Issued or guaranteed by U.S. | $231,000 | 5,596 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $231,000 | 3,358 |
| Available-for-sale securities (fair market value) | $25,046,000 | 3,424 |
| Total debt securities | $24,563,000 | 3,885 |
| Structured notes | ||
| Amortized cost | $7,982,000 | 451 |
| Fair value | $7,936,000 | 443 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $25,243,000 | 3,910 |
| U.S. Government securities | $24,423,000 | 3,223 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $24,423,000 | 3,130 |
| Securities issued by states & political subdivisions | $5,000 | 6,200 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $815,000 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $252,000 | 5,954 |
| Certificates of participation in pools of residential mortgages | $252,000 | 5,595 |
| Issued or guaranteed by U.S. | $252,000 | 5,572 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $252,000 | 3,408 |
| Available-for-sale securities (fair market value) | $24,991,000 | 3,443 |
| Total debt securities | $24,428,000 | 3,939 |
| Structured notes | ||
| Amortized cost | $7,976,000 | 483 |
| Fair value | $7,871,000 | 479 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $26,727,000 | 3,795 |
| U.S. Government securities | $25,926,000 | 3,097 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $25,926,000 | 3,013 |
| Securities issued by states & political subdivisions | $5,000 | 6,278 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $796,000 | 1,156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $271,000 | 5,958 |
| Certificates of participation in pools of residential mortgages | $271,000 | 5,592 |
| Issued or guaranteed by U.S. | $271,000 | 5,565 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $271,000 | 3,473 |
| Available-for-sale securities (fair market value) | $26,456,000 | 3,330 |
| Total debt securities | $25,931,000 | 3,798 |
| Structured notes | ||
| Amortized cost | $7,976,000 | 523 |
| Fair value | $7,856,000 | 517 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $26,531,000 | 3,800 |
| U.S. Government securities | $25,842,000 | 3,096 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $25,842,000 | 3,009 |
| Securities issued by states & political subdivisions | $5,000 | 6,324 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $684,000 | 1,199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $286,000 | 5,974 |
| Certificates of participation in pools of residential mortgages | $286,000 | 5,606 |
| Issued or guaranteed by U.S. | $286,000 | 5,581 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $286,000 | 3,510 |
| Available-for-sale securities (fair market value) | $26,245,000 | 3,337 |
| Total debt securities | $25,847,000 | 3,806 |
| Structured notes | ||
| Amortized cost | $7,975,000 | 550 |
| Fair value | $7,681,000 | 550 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $23,547,000 | 4,182 |
| U.S. Government securities | $22,810,000 | 3,455 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $22,810,000 | 3,341 |
| Securities issued by states & political subdivisions | $5,000 | 6,350 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $732,000 | 1,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $309,000 | 5,978 |
| Certificates of participation in pools of residential mortgages | $309,000 | 5,595 |
| Issued or guaranteed by U.S. | $309,000 | 5,572 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $309,000 | 3,528 |
| Available-for-sale securities (fair market value) | $23,238,000 | 3,660 |
| Total debt securities | $22,815,000 | 4,198 |
| Structured notes | ||
| Amortized cost | $7,975,000 | 562 |
| Fair value | $7,786,000 | 563 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $20,308,000 | 4,595 |
| U.S. Government securities | $19,519,000 | 3,864 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,519,000 | 3,727 |
| Securities issued by states & political subdivisions | $5,000 | 6,400 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $784,000 | 1,210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $331,000 | 6,018 |
| Certificates of participation in pools of residential mortgages | $331,000 | 5,608 |
| Issued or guaranteed by U.S. | $331,000 | 5,582 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $331,000 | 3,572 |
| Available-for-sale securities (fair market value) | $19,977,000 | 3,989 |
| Total debt securities | $19,524,000 | 4,626 |
| Structured notes | ||
| Amortized cost | $7,974,000 | 563 |
| Fair value | $7,835,000 | 562 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $19,398,000 | 4,700 |
| U.S. Government securities | $18,715,000 | 3,932 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $18,715,000 | 3,811 |
| Securities issued by states & political subdivisions | $5,000 | 6,440 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $678,000 | 1,278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $368,000 | 6,015 |
| Certificates of participation in pools of residential mortgages | $368,000 | 5,599 |
| Issued or guaranteed by U.S. | $368,000 | 5,578 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $368,000 | 3,583 |
| Available-for-sale securities (fair market value) | $19,030,000 | 4,109 |
| Total debt securities | $18,720,000 | 4,745 |
| Structured notes | ||
| Amortized cost | $3,988,000 | 1,044 |
| Fair value | $3,955,000 | 1,018 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $18,728,000 | 4,823 |
| U.S. Government securities | $17,940,000 | 4,086 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $17,940,000 | 3,957 |
| Securities issued by states & political subdivisions | $5,000 | 6,453 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $783,000 | 1,245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $391,000 | 6,041 |
| Certificates of participation in pools of residential mortgages | $391,000 | 5,619 |
| Issued or guaranteed by U.S. | $391,000 | 5,593 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $391,000 | 3,630 |
| Available-for-sale securities (fair market value) | $18,337,000 | 4,245 |
| Total debt securities | $17,945,000 | 4,894 |
| Structured notes | ||
| Amortized cost | $3,988,000 | 1,050 |
| Fair value | $3,993,000 | 986 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $21,154,000 | 4,553 |
| U.S. Government securities | $20,391,000 | 3,812 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,391,000 | 3,683 |
| Securities issued by states & political subdivisions | $5,000 | 6,502 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $758,000 | 1,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $429,000 | 6,069 |
| Certificates of participation in pools of residential mortgages | $429,000 | 5,640 |
| Issued or guaranteed by U.S. | $429,000 | 5,621 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $429,000 | 3,637 |
| Available-for-sale securities (fair market value) | $20,725,000 | 4,007 |
| Total debt securities | $20,396,000 | 4,601 |
| Structured notes | ||
| Amortized cost | $3,987,000 | 1,049 |
| Fair value | $3,966,000 | 999 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $21,037,000 | 4,583 |
| U.S. Government securities | $20,148,000 | 3,861 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,148,000 | 3,724 |
| Securities issued by states & political subdivisions | $5,000 | 6,545 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $884,000 | 1,275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $468,000 | 6,073 |
| Certificates of participation in pools of residential mortgages | $468,000 | 5,627 |
| Issued or guaranteed by U.S. | $468,000 | 5,610 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $468,000 | 3,644 |
| Available-for-sale securities (fair market value) | $20,569,000 | 4,035 |
| Total debt securities | $20,153,000 | 4,642 |
| Structured notes | ||
| Amortized cost | $3,987,000 | 1,032 |
| Fair value | $4,013,000 | 972 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $25,274,000 | 4,075 |
| U.S. Government securities | $24,342,000 | 3,342 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $24,342,000 | 3,214 |
| Securities issued by states & political subdivisions | $149,000 | 6,316 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $783,000 | 1,342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $519,000 | 6,053 |
| Certificates of participation in pools of residential mortgages | $519,000 | 5,584 |
| Issued or guaranteed by U.S. | $519,000 | 5,568 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $519,000 | 3,647 |
| Available-for-sale securities (fair market value) | $24,755,000 | 3,574 |
| Total debt securities | $24,491,000 | 4,093 |
| Structured notes | ||
| Amortized cost | $4,984,000 | 862 |
| Fair value | $5,037,000 | 810 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $26,650,000 | 3,992 |
| U.S. Government securities | $25,740,000 | 3,247 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $25,740,000 | 3,130 |
| Securities issued by states & political subdivisions | $150,000 | 6,349 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $760,000 | 1,369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $625,000 | 6,022 |
| Certificates of participation in pools of residential mortgages | $625,000 | 5,544 |
| Issued or guaranteed by U.S. | $625,000 | 5,528 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $625,000 | 3,584 |
| Available-for-sale securities (fair market value) | $26,025,000 | 3,506 |
| Total debt securities | $25,890,000 | 4,012 |
| Structured notes | ||
| Amortized cost | $9,467,000 | 444 |
| Fair value | $9,425,000 | 435 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $21,435,000 | 4,576 |
| U.S. Government securities | $20,574,000 | 3,775 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $20,574,000 | 3,643 |
| Securities issued by states & political subdivisions | $152,000 | 6,351 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $709,000 | 1,460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $677,000 | 6,027 |
| Certificates of participation in pools of residential mortgages | $677,000 | 5,528 |
| Issued or guaranteed by U.S. | $677,000 | 5,510 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $677,000 | 3,595 |
| Available-for-sale securities (fair market value) | $20,758,000 | 4,077 |
| Total debt securities | $20,726,000 | 4,596 |
| Structured notes | ||
| Amortized cost | $9,471,000 | 377 |
| Fair value | $9,585,000 | 372 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $21,656,000 | 4,594 |
| U.S. Government securities | $20,802,000 | 3,810 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $20,802,000 | 3,680 |
| Securities issued by states & political subdivisions | $154,000 | 6,427 |
| 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 | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $700,000 | 1,472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $734,000 | 5,981 |
| Certificates of participation in pools of residential mortgages | $734,000 | 5,511 |
| Issued or guaranteed by U.S. | $734,000 | 5,489 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| 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) | $734,000 | 3,590 |
| Available-for-sale securities (fair market value) | $20,922,000 | 4,080 |
| Total debt securities | $20,956,000 | 4,605 |
| Structured notes | ||
| Amortized cost | $10,469,000 | 287 |
| Fair value | $10,440,000 | 285 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $17,292,000 | 5,152 |
| U.S. Government securities | $16,508,000 | 4,301 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $16,508,000 | 4,129 |
| Securities issued by states & political subdivisions | $156,000 | 6,467 |
| 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 | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $628,000 | 1,552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $822,000 | 5,954 |
| Certificates of participation in pools of residential mortgages | $822,000 | 5,449 |
| Issued or guaranteed by U.S. | $822,000 | 5,425 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| 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) | $822,000 | 3,562 |
| Available-for-sale securities (fair market value) | $16,470,000 | 4,632 |
| Total debt securities | $16,664,000 | 5,159 |
| Structured notes | ||
| Amortized cost | $9,472,000 | 268 |
| Fair value | $9,522,000 | 263 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $12,467,000 | 5,972 |
| U.S. Government securities | $11,700,000 | 5,153 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,700,000 | 4,984 |
| Securities issued by states & political subdivisions | $158,000 | 6,472 |
| 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 | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $609,000 | 1,575 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $1,030,000 | 5,915 |
| Certificates of participation in pools of residential mortgages | $1,030,000 | 5,331 |
| Issued or guaranteed by U.S. | $1,030,000 | 5,307 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| 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) | $1,030,000 | 3,420 |
| Available-for-sale securities (fair market value) | $11,437,000 | 5,423 |
| Total debt securities | $11,858,000 | 5,988 |
| Structured notes | ||
| Amortized cost | $5,488,000 | 353 |
| Fair value | $5,532,000 | 348 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $12,351,000 | 6,003 |
| U.S. Government securities | $11,555,000 | 5,218 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,555,000 | 5,039 |
| Securities issued by states & political subdivisions | $159,000 | 6,460 |
| 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 | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $637,000 | 1,554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $1,376,000 | 5,683 |
| Certificates of participation in pools of residential mortgages | $1,376,000 | 5,054 |
| Issued or guaranteed by U.S. | $1,376,000 | 5,040 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| 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) | $1,376,000 | 3,261 |
| Available-for-sale securities (fair market value) | $10,975,000 | 5,526 |
| Total debt securities | $11,714,000 | 6,068 |
| Structured notes | ||
| Amortized cost | $3,498,000 | 414 |
| Fair value | $3,517,000 | 414 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $13,437,000 | 5,762 |
| U.S. Government securities | $12,568,000 | 4,956 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,568,000 | 4,775 |
| Securities issued by states & political subdivisions | $160,000 | 6,474 |
| 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 | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $709,000 | 1,531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $1,630,000 | 5,523 |
| Certificates of participation in pools of residential mortgages | $1,630,000 | 4,886 |
| Issued or guaranteed by U.S. | $1,630,000 | 4,870 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| 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) | $1,630,000 | 3,197 |
| Available-for-sale securities (fair market value) | $11,807,000 | 5,317 |
| Total debt securities | $12,728,000 | 5,810 |
| Structured notes | ||
| Amortized cost | $3,748,000 | 288 |
| Fair value | $3,779,000 | 289 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $12,979,000 | 5,790 |
| U.S. Government securities | $6,933,000 | 6,487 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,933,000 | 6,247 |
| Securities issued by states & political subdivisions | $274,000 | 6,359 |
| Other domestic debt securities | $4,987,000 | 1,434 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,987,000 | 1,151 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $785,000 | 1,440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $2,860,000 | 4,796 |
| Certificates of participation in pools of residential mortgages | $2,860,000 | 3,971 |
| Issued or guaranteed by U.S. | $2,860,000 | 3,956 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| 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) | $2,860,000 | 2,841 |
| Available-for-sale securities (fair market value) | $10,119,000 | 5,601 |
| Total debt securities | $12,194,000 | 5,879 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $14,867,000 | 5,600 |
| U.S. Government securities | $13,009,000 | 4,999 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $13,009,000 | 4,683 |
| Securities issued by states & political subdivisions | $271,000 | 6,533 |
| 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 | $0 | 313 |
| Equity securities | $1,587,000 | 1,848 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $3,557,000 | 3,907 |
| Certificates of participation in pools of residential mortgages | $3,557,000 | 3,141 |
| Issued or guaranteed by U.S. | $3,557,000 | 3,126 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,557,000 | 3,198 |
| Available-for-sale securities (fair market value) | $11,310,000 | 5,398 |
| Total debt securities | $13,280,000 | 5,801 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| 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 | $14,894,000 | 5,818 |
| U.S. Government securities | $13,255,000 | 5,180 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $13,255,000 | 4,693 |
| Securities issued by states & political subdivisions | $375,000 | 6,614 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,264,000 | 2,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $3,770,000 | 4,075 |
| Certificates of participation in pools of residential mortgages | $3,770,000 | 3,216 |
| Issued or guaranteed by U.S. | $3,770,000 | 3,203 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,640,000 | 1,817 |
| Available-for-sale securities (fair market value) | $2,254,000 | 8,331 |
| Total debt securities | $13,630,000 | 6,004 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| 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 | $13,835,000 | 6,067 |
| U.S. Government securities | $9,054,000 | 6,395 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $9,054,000 | 5,566 |
| Securities issued by states & political subdivisions | $374,000 | 6,847 |
| Other domestic debt securities | $2,977,000 | 1,441 |
| 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 | $2,977,000 | 1,168 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,430,000 | 1,875 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $3,557,000 | 4,456 |
| Certificates of participation in pools of residential mortgages | $3,557,000 | 3,541 |
| Issued or guaranteed by U.S. | $3,557,000 | 3,525 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,405,000 | 2,013 |
| Available-for-sale securities (fair market value) | $1,430,000 | 8,684 |
| Total debt securities | $12,405,000 | 6,314 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| 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 | $17,042,000 | 5,524 |
| U.S. Government securities | $15,531,000 | 4,929 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $15,531,000 | 3,920 |
| Securities issued by states & political subdivisions | $374,000 | 7,020 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,137,000 | 2,140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $5,040,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $5,040,000 | 2,903 |
| Issued or guaranteed by U.S. | $5,040,000 | 2,887 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| 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) | $11,911,000 | 2,480 |
| Available-for-sale securities (fair market value) | $5,131,000 | 7,425 |
| Total debt securities | $15,905,000 | 5,649 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $17,154,000 | 5,907 |
| U.S. Government securities | $15,964,000 | 5,240 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $15,964,000 | 3,983 |
| Securities issued by states & political subdivisions | $259,000 | 7,697 |
| 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 | $931,000 | 2,430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $6,497,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $6,497,000 | 2,784 |
| Issued or guaranteed by U.S. | $6,497,000 | 2,762 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| 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) | $10,755,000 | 3,006 |
| Available-for-sale securities (fair market value) | $6,399,000 | 7,218 |
| Total debt securities | $16,255,000 | 5,978 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $19,061,000 | 5,737 |
| U.S. Government securities | $17,979,000 | 5,027 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $17,979,000 | 3,620 |
| Securities issued by states & political subdivisions | $258,000 | 7,994 |
| 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 | $824,000 | 2,457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $6,996,000 | 3,805 |
| Certificates of participation in pools of residential mortgages | $6,996,000 | 2,708 |
| Issued or guaranteed by U.S. | $6,996,000 | 2,685 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| 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) | $9,754,000 | 3,462 |
| Available-for-sale securities (fair market value) | $9,307,000 | 6,347 |
| Total debt securities | $18,253,000 | 5,794 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,612 |
| Fair value | $1,996,000 | 1,647 |
| 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 | $19,294,000 | 6,036 |
| U.S. Government securities | $18,339,000 | 5,273 |
| U.S. Treasury securities | $1,495,000 | 8,917 |
| U.S. Government agency obligations | $16,844,000 | 3,678 |
| Securities issued by states & political subdivisions | $258,000 | 8,436 |
| 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 | $697,000 | 2,535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $6,941,000 | 4,017 |
| Certificates of participation in pools of residential mortgages | $6,941,000 | 2,836 |
| Issued or guaranteed by U.S. | $6,941,000 | 2,826 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,667,000 | 5,792 |
| Available-for-sale securities (fair market value) | $9,627,000 | 4,886 |
| Total debt securities | $19,165,000 | 5,969 |
| 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 | $15,504,000 | 7,237 |
| U.S. Government securities | $14,322,000 | 6,451 |
| U.S. Treasury securities | $967,000 | 10,166 |
| U.S. Government agency obligations | $13,355,000 | 4,546 |
| Securities issued by states & political subdivisions | $120,000 | 9,193 |
| Other domestic debt securities | $499,000 | 4,309 |
| 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 | $499,000 | 3,335 |
| Foreign debt securities | NA | NA |
| Equity securities | $563,000 | 2,864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $7,357,000 | 4,325 |
| Certificates of participation in pools of residential mortgages | $7,357,000 | 3,005 |
| Issued or guaranteed by U.S. | $7,357,000 | 2,974 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,941,000 | 7,269 |
| 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 | $15,611,000 | 7,178 |
| U.S. Government securities | $14,021,000 | 6,563 |
| U.S. Treasury securities | $1,000,000 | 10,403 |
| U.S. Government agency obligations | $13,021,000 | 4,576 |
| Securities issued by states & political subdivisions | $120,000 | 9,144 |
| Other domestic debt securities | $1,500,000 | 3,414 |
| 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 | $1,500,000 | 2,401 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 8,142 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $40,000 | 316 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,521,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $10,521,000 | 2,428 |
| Issued or guaranteed by U.S. | $10,521,000 | 2,388 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,641,000 | 7,062 |
| 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 |