Home > Axiom Bank > Securities
Axiom Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $48,526,000 | 2,642 |
| U.S. Government securities | $48,526,000 | 1,911 |
| U.S. Treasury securities | $45,220,000 | 505 |
| U.S. Government agency obligations | $3,306,000 | 3,840 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,098,000 | 2,736 |
| Mortgage-backed securities | $3,306,000 | 3,200 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,642,000 | 1,068 |
| Other commercial mortgage-backed securities | $1,664,000 | 989 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $48,526,000 | 2,414 |
| Total debt securities | $48,525,000 | 2,626 |
| 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 | $47,725,000 | 2,642 |
| U.S. Government securities | $47,725,000 | 1,924 |
| U.S. Treasury securities | $44,562,000 | 523 |
| U.S. Government agency obligations | $3,163,000 | 3,870 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,177,000 | 1,727 |
| Mortgage-backed securities | $3,163,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,548,000 | 1,066 |
| Other commercial mortgage-backed securities | $1,615,000 | 983 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $47,725,000 | 2,410 |
| Total debt securities | $47,724,000 | 2,628 |
| 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 | $47,949,000 | 2,701 |
| U.S. Government securities | $47,949,000 | 1,954 |
| U.S. Treasury securities | $44,678,000 | 525 |
| U.S. Government agency obligations | $3,271,000 | 3,892 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,456,000 | 1,711 |
| Mortgage-backed securities | $3,271,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,612,000 | 1,053 |
| Other commercial mortgage-backed securities | $1,659,000 | 982 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $47,949,000 | 2,475 |
| Total debt securities | $47,950,000 | 2,686 |
| 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 | $48,016,000 | 2,783 |
| U.S. Government securities | $48,016,000 | 2,047 |
| U.S. Treasury securities | $44,710,000 | 566 |
| U.S. Government agency obligations | $3,306,000 | 3,905 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,522,000 | 1,646 |
| Mortgage-backed securities | $3,306,000 | 3,276 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,638,000 | 1,081 |
| Other commercial mortgage-backed securities | $1,668,000 | 997 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $48,016,000 | 2,547 |
| Total debt securities | $48,016,000 | 2,764 |
| 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 | $67,456,000 | 2,364 |
| U.S. Government securities | $67,456,000 | 1,650 |
| U.S. Treasury securities | $64,197,000 | 447 |
| U.S. Government agency obligations | $3,259,000 | 3,916 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,304,000 | 998 |
| Mortgage-backed securities | $3,259,000 | 3,310 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,605,000 | 1,081 |
| Other commercial mortgage-backed securities | $1,654,000 | 999 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $67,456,000 | 2,121 |
| Total debt securities | $67,456,000 | 2,344 |
| 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 | $86,977,000 | 2,010 |
| U.S. Government securities | $86,977,000 | 1,418 |
| U.S. Treasury securities | $83,776,000 | 365 |
| U.S. Government agency obligations | $3,201,000 | 3,934 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,994,000 | 953 |
| Mortgage-backed securities | $3,201,000 | 3,331 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,573,000 | 1,109 |
| Other commercial mortgage-backed securities | $1,628,000 | 1,042 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $86,977,000 | 1,800 |
| Total debt securities | $86,977,000 | 1,995 |
| 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 | $112,693,000 | 1,711 |
| U.S. Government securities | $112,693,000 | 1,172 |
| U.S. Treasury securities | $109,292,000 | 283 |
| U.S. Government agency obligations | $3,401,000 | 3,941 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,731,000 | 942 |
| Mortgage-backed securities | $3,401,000 | 3,360 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $3,401,000 | 1,328 |
| Commercial mortgage pass-through securities | $1,688,000 | 1,091 |
| Other commercial mortgage-backed securities | $1,713,000 | 1,105 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $112,693,000 | 1,543 |
| Total debt securities | $112,693,000 | 1,698 |
| 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 | $28,733,000 | 3,420 |
| U.S. Government securities | $28,733,000 | 2,676 |
| U.S. Treasury securities | $25,158,000 | 818 |
| U.S. Government agency obligations | $3,575,000 | 3,911 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,891,000 | 2,061 |
| Mortgage-backed securities | $3,575,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $3,575,000 | 1,292 |
| Commercial mortgage pass-through securities | $1,788,000 | 1,070 |
| Other commercial mortgage-backed securities | $1,787,000 | 1,084 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $28,733,000 | 3,199 |
| Total debt securities | $28,734,000 | 3,400 |
| 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 | $9,892,000 | 4,151 |
| U.S. Government securities | $9,892,000 | 3,613 |
| U.S. Treasury securities | $5,979,000 | 1,298 |
| U.S. Government agency obligations | $3,913,000 | 3,862 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $3,913,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,913,000 | 1,249 |
| Commercial mortgage pass-through securities | $1,979,000 | 1,028 |
| Other commercial mortgage-backed securities | $1,934,000 | 1,055 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $9,892,000 | 3,923 |
| Total debt securities | $9,892,000 | 4,131 |
| 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 | $2,961,000 | 4,545 |
| U.S. Government securities | $2,961,000 | 4,207 |
| U.S. Treasury securities | $1,000,000 | 1,777 |
| U.S. Government agency obligations | $1,961,000 | 4,144 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $1,961,000 | 3,599 |
| 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 | $1,961,000 | 1,515 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $1,961,000 | 1,045 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $2,961,000 | 4,309 |
| Total debt securities | $2,961,000 | 4,522 |
| 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 | $2,972,000 | 4,565 |
| U.S. Government securities | $2,972,000 | 4,208 |
| U.S. Treasury securities | $999,000 | 1,680 |
| U.S. Government agency obligations | $1,973,000 | 4,178 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $1,973,000 | 3,609 |
| 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 | $1,973,000 | 1,491 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $1,973,000 | 1,024 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $2,972,000 | 4,321 |
| Total debt securities | $2,972,000 | 4,543 |
| 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 | $0 | 4,849 |
| 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 | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $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) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $0 | 4,822 |
| 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 | $0 | 4,864 |
| 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 | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $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) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $0 | 4,837 |
| 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 | $0 | 4,892 |
| 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 | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $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) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $0 | 4,866 |
| 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 | $6,000 | 4,918 |
| U.S. Government securities | $6,000 | 4,704 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,000 | 4,614 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $6,000 | 4,142 |
| 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 | $6,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,801 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $6,000 | 4,645 |
| Total debt securities | $6,000 | 4,892 |
| 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 | $49,965,000 | 2,106 |
| U.S. Government securities | $49,965,000 | 1,440 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $49,965,000 | 1,357 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $49,965,000 | 1,129 |
| Certificates of participation in pools of residential mortgages | $16,493,000 | 1,561 |
| Issued or guaranteed by U.S. | $16,493,000 | 1,519 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $20,781,000 | 792 |
| CMOs issued by government agencies or sponsored agencies | $20,781,000 | 763 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $12,691,000 | 646 |
| Commercial mortgage pass-through securities | $4,120,000 | 668 |
| Other commercial mortgage-backed securities | $8,571,000 | 515 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $49,965,000 | 1,962 |
| Total debt securities | $49,965,000 | 2,089 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $51,862,000 | 2,044 |
| U.S. Government securities | $51,862,000 | 1,411 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $51,862,000 | 1,334 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $51,862,000 | 1,083 |
| Certificates of participation in pools of residential mortgages | $17,449,000 | 1,448 |
| Issued or guaranteed by U.S. | $17,449,000 | 1,409 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $21,988,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $21,988,000 | 740 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $12,425,000 | 634 |
| Commercial mortgage pass-through securities | $4,003,000 | 667 |
| Other commercial mortgage-backed securities | $8,422,000 | 496 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $51,862,000 | 1,904 |
| Total debt securities | $51,863,000 | 2,024 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $54,964,000 | 1,956 |
| U.S. Government securities | $54,964,000 | 1,353 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $54,964,000 | 1,263 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $54,964,000 | 1,023 |
| Certificates of participation in pools of residential mortgages | $18,607,000 | 1,358 |
| Issued or guaranteed by U.S. | $18,607,000 | 1,321 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $23,774,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $23,774,000 | 694 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $12,583,000 | 619 |
| Commercial mortgage pass-through securities | $4,075,000 | 663 |
| Other commercial mortgage-backed securities | $8,508,000 | 479 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $54,964,000 | 1,813 |
| Total debt securities | $54,964,000 | 1,935 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $51,921,000 | 2,056 |
| U.S. Government securities | $51,921,000 | 1,413 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $51,921,000 | 1,335 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,592,000 | 1,668 |
| Mortgage-backed securities | $51,921,000 | 1,041 |
| Certificates of participation in pools of residential mortgages | $19,662,000 | 1,304 |
| Issued or guaranteed by U.S. | $19,662,000 | 1,288 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $25,325,000 | 677 |
| CMOs issued by government agencies or sponsored agencies | $25,325,000 | 643 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $6,934,000 | 825 |
| Commercial mortgage pass-through securities | $4,071,000 | 676 |
| Other commercial mortgage-backed securities | $2,863,000 | 698 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $51,921,000 | 1,904 |
| Total debt securities | $51,920,000 | 2,041 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $53,532,000 | 2,044 |
| U.S. Government securities | $53,532,000 | 1,395 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $53,532,000 | 1,327 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,055,000 | 1,675 |
| Mortgage-backed securities | $53,532,000 | 1,015 |
| Certificates of participation in pools of residential mortgages | $20,548,000 | 1,274 |
| Issued or guaranteed by U.S. | $20,548,000 | 1,259 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $26,195,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $26,195,000 | 609 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $6,789,000 | 779 |
| Commercial mortgage pass-through securities | $3,993,000 | 664 |
| Other commercial mortgage-backed securities | $2,796,000 | 642 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $53,532,000 | 1,887 |
| Total debt securities | $53,532,000 | 2,027 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $46,830,000 | 2,308 |
| U.S. Government securities | $46,830,000 | 1,560 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $46,830,000 | 1,479 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,169,000 | 3,396 |
| Mortgage-backed securities | $46,830,000 | 1,109 |
| Certificates of participation in pools of residential mortgages | $18,555,000 | 1,371 |
| Issued or guaranteed by U.S. | $18,555,000 | 1,357 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $24,383,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $24,383,000 | 640 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,892,000 | 958 |
| Commercial mortgage pass-through securities | $3,892,000 | 660 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $46,830,000 | 2,117 |
| Total debt securities | $46,830,000 | 2,290 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $38,388,000 | 2,633 |
| U.S. Government securities | $38,388,000 | 1,849 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $38,388,000 | 1,740 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,726,000 | 3,677 |
| Mortgage-backed securities | $38,388,000 | 1,279 |
| Certificates of participation in pools of residential mortgages | $17,834,000 | 1,419 |
| Issued or guaranteed by U.S. | $17,834,000 | 1,412 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $16,689,000 | 837 |
| CMOs issued by government agencies or sponsored agencies | $16,689,000 | 801 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,865,000 | 946 |
| Commercial mortgage pass-through securities | $3,865,000 | 646 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $38,388,000 | 2,436 |
| Total debt securities | $38,388,000 | 2,615 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $36,721,000 | 2,732 |
| U.S. Government securities | $21,440,000 | 2,618 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $21,440,000 | 2,482 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $15,281,000 | 513 |
| Privately issued residential mortgage-backed securities | $15,281,000 | 156 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $437,000 | 4,538 |
| Mortgage-backed securities | $36,721,000 | 1,331 |
| Certificates of participation in pools of residential mortgages | $18,843,000 | 1,416 |
| Issued or guaranteed by U.S. | $3,562,000 | 2,862 |
| Privately issued | $15,281,000 | 71 |
| Collaterized mortgage obligations | $15,013,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $15,013,000 | 853 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,865,000 | 1,036 |
| Commercial mortgage pass-through securities | $2,865,000 | 726 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $36,721,000 | 2,533 |
| Total debt securities | $36,721,000 | 2,717 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $36,271,000 | 2,775 |
| U.S. Government securities | $36,271,000 | 1,941 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $36,271,000 | 1,852 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $443,000 | 4,602 |
| Mortgage-backed securities | $36,271,000 | 1,345 |
| Certificates of participation in pools of residential mortgages | $20,116,000 | 1,391 |
| Issued or guaranteed by U.S. | $20,116,000 | 1,388 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,239,000 | 959 |
| CMOs issued by government agencies or sponsored agencies | $13,239,000 | 916 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,916,000 | 903 |
| Commercial mortgage pass-through securities | $2,916,000 | 575 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $36,271,000 | 2,569 |
| Total debt securities | $36,270,000 | 2,759 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $33,068,000 | 2,968 |
| U.S. Government securities | $33,068,000 | 2,072 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $33,068,000 | 1,984 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $692,000 | 4,601 |
| Mortgage-backed securities | $33,068,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $22,083,000 | 1,325 |
| Issued or guaranteed by U.S. | $22,083,000 | 1,324 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $10,985,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $10,985,000 | 1,033 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $33,068,000 | 2,738 |
| Total debt securities | $33,069,000 | 2,948 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $32,724,000 | 3,018 |
| U.S. Government securities | $32,724,000 | 2,121 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $32,724,000 | 2,021 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $701,000 | 4,652 |
| Mortgage-backed securities | $32,724,000 | 1,446 |
| Certificates of participation in pools of residential mortgages | $20,942,000 | 1,414 |
| Issued or guaranteed by U.S. | $20,942,000 | 1,411 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $11,782,000 | 1,033 |
| CMOs issued by government agencies or sponsored agencies | $11,782,000 | 994 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $32,724,000 | 2,782 |
| Total debt securities | $32,724,000 | 2,998 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $34,371,000 | 2,981 |
| U.S. Government securities | $34,371,000 | 2,082 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $34,371,000 | 1,977 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $699,000 | 4,690 |
| Mortgage-backed securities | $34,371,000 | 1,409 |
| Certificates of participation in pools of residential mortgages | $21,866,000 | 1,398 |
| Issued or guaranteed by U.S. | $21,866,000 | 1,397 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,505,000 | 1,001 |
| CMOs issued by government agencies or sponsored agencies | $12,505,000 | 959 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $34,371,000 | 2,745 |
| Total debt securities | $34,371,000 | 2,961 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $35,799,000 | 2,945 |
| U.S. Government securities | $35,799,000 | 2,048 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $35,799,000 | 1,953 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $884,000 | 4,703 |
| Mortgage-backed securities | $35,799,000 | 1,394 |
| Certificates of participation in pools of residential mortgages | $22,672,000 | 1,400 |
| Issued or guaranteed by U.S. | $22,672,000 | 1,399 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,127,000 | 978 |
| CMOs issued by government agencies or sponsored agencies | $13,127,000 | 934 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $35,799,000 | 2,701 |
| Total debt securities | $35,801,000 | 2,926 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $40,412,000 | 2,728 |
| U.S. Government securities | $37,700,000 | 1,961 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $37,700,000 | 1,860 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $2,712,000 | 1,143 |
| Privately issued residential mortgage-backed securities | $2,712,000 | 225 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,269,000 | 4,598 |
| Mortgage-backed securities | $40,412,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $23,882,000 | 1,361 |
| Issued or guaranteed by U.S. | $23,882,000 | 1,360 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,530,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $13,818,000 | 899 |
| Privately issued | $2,712,000 | 212 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $40,412,000 | 2,495 |
| Total debt securities | $40,412,000 | 2,710 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $38,290,000 | 2,799 |
| U.S. Government securities | $30,588,000 | 2,263 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $30,588,000 | 2,182 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $7,702,000 | 696 |
| Privately issued residential mortgage-backed securities | $7,702,000 | 153 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,417,000 | 4,621 |
| Mortgage-backed securities | $38,290,000 | 1,327 |
| Certificates of participation in pools of residential mortgages | $19,675,000 | 1,572 |
| Issued or guaranteed by U.S. | $19,675,000 | 1,572 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,615,000 | 786 |
| CMOs issued by government agencies or sponsored agencies | $10,913,000 | 1,048 |
| Privately issued | $7,702,000 | 148 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $38,290,000 | 2,568 |
| Total debt securities | $38,291,000 | 2,779 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $33,991,000 | 3,061 |
| U.S. Government securities | $26,298,000 | 2,548 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $26,298,000 | 2,450 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $7,693,000 | 704 |
| Privately issued residential mortgage-backed securities | $7,693,000 | 156 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,632,000 | 4,648 |
| Mortgage-backed securities | $33,991,000 | 1,474 |
| Certificates of participation in pools of residential mortgages | $20,886,000 | 1,518 |
| Issued or guaranteed by U.S. | $20,886,000 | 1,514 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $13,105,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $5,412,000 | 1,498 |
| Privately issued | $7,693,000 | 147 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $33,991,000 | 2,800 |
| Total debt securities | $33,991,000 | 3,039 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $30,169,000 | 3,324 |
| U.S. Government securities | $22,342,000 | 2,859 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $22,342,000 | 2,754 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $7,827,000 | 689 |
| Privately issued residential mortgage-backed securities | $7,827,000 | 157 |
| 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 | $1,072,000 | 4,846 |
| Mortgage-backed securities | $30,169,000 | 1,603 |
| Certificates of participation in pools of residential mortgages | $19,743,000 | 1,574 |
| Issued or guaranteed by U.S. | $19,743,000 | 1,573 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,426,000 | 1,142 |
| CMOs issued by government agencies or sponsored agencies | $2,599,000 | 1,986 |
| Privately issued | $7,827,000 | 152 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $30,169,000 | 3,049 |
| Total debt securities | $30,169,000 | 3,303 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $25,640,000 | 3,621 |
| U.S. Government securities | $17,707,000 | 3,267 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $17,707,000 | 3,156 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $7,933,000 | 669 |
| Privately issued residential mortgage-backed securities | $5,122,000 | 172 |
| Commercial mortgage-backed securities - Total | $2,811,000 | 84 |
| 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 | $1,145,000 | 4,877 |
| Mortgage-backed securities | $25,640,000 | 1,786 |
| Certificates of participation in pools of residential mortgages | $14,872,000 | 1,888 |
| Issued or guaranteed by U.S. | $14,872,000 | 1,886 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,957,000 | 1,341 |
| CMOs issued by government agencies or sponsored agencies | $2,835,000 | 1,961 |
| Privately issued | $5,122,000 | 163 |
| Commercial mortgage-backed securities | $2,811,000 | 682 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $2,811,000 | 446 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $25,640,000 | 3,319 |
| Total debt securities | $25,640,000 | 3,598 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $22,786,000 | 3,891 |
| U.S. Government securities | $13,680,000 | 3,738 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,680,000 | 3,616 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $9,106,000 | 627 |
| Privately issued residential mortgage-backed securities | $6,253,000 | 163 |
| Commercial mortgage-backed securities - Total | $2,853,000 | 90 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,236,000 | 4,913 |
| Mortgage-backed securities | $22,786,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | $10,567,000 | 2,301 |
| Issued or guaranteed by U.S. | $10,567,000 | 2,299 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,366,000 | 1,237 |
| CMOs issued by government agencies or sponsored agencies | $3,113,000 | 1,928 |
| Privately issued | $6,253,000 | 156 |
| Commercial mortgage-backed securities | $2,853,000 | 655 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $2,853,000 | 421 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $22,786,000 | 3,554 |
| Total debt securities | $22,785,000 | 3,865 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $23,012,000 | 3,966 |
| U.S. Government securities | $13,836,000 | 3,834 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,836,000 | 3,713 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $9,176,000 | 614 |
| Privately issued residential mortgage-backed securities | $6,297,000 | 165 |
| Commercial mortgage-backed securities - Total | $2,879,000 | 82 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,332,000 | 4,924 |
| Mortgage-backed securities | $23,012,000 | 1,979 |
| Certificates of participation in pools of residential mortgages | $10,417,000 | 2,378 |
| Issued or guaranteed by U.S. | $10,417,000 | 2,376 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,716,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $3,419,000 | 1,911 |
| Privately issued | $6,297,000 | 157 |
| Commercial mortgage-backed securities | $2,879,000 | 620 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $2,879,000 | 403 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $23,012,000 | 3,633 |
| Total debt securities | $23,012,000 | 3,942 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $23,874,000 | 3,936 |
| U.S. Government securities | $14,644,000 | 3,807 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $14,644,000 | 3,695 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $9,230,000 | 612 |
| Privately issued residential mortgage-backed securities | $6,334,000 | 166 |
| Commercial mortgage-backed securities - Total | $2,896,000 | 81 |
| 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 | $1,443,000 | 4,957 |
| Mortgage-backed securities | $23,874,000 | 1,979 |
| Certificates of participation in pools of residential mortgages | $10,896,000 | 2,355 |
| Issued or guaranteed by U.S. | $10,896,000 | 2,355 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $10,082,000 | 1,288 |
| CMOs issued by government agencies or sponsored agencies | $3,748,000 | 1,895 |
| Privately issued | $6,334,000 | 156 |
| Commercial mortgage-backed securities | $2,896,000 | 599 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $2,896,000 | 390 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $23,874,000 | 3,593 |
| Total debt securities | $23,873,000 | 3,913 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $30,513,000 | 3,528 |
| U.S. Government securities | $15,305,000 | 3,799 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,305,000 | 3,670 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $15,208,000 | 477 |
| Privately issued residential mortgage-backed securities | $12,306,000 | 117 |
| Commercial mortgage-backed securities - Total | $2,902,000 | 85 |
| 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 | $1,519,000 | 4,996 |
| Mortgage-backed securities | $30,513,000 | 1,720 |
| Certificates of participation in pools of residential mortgages | $11,268,000 | 2,363 |
| Issued or guaranteed by U.S. | $11,268,000 | 2,361 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $16,343,000 | 992 |
| CMOs issued by government agencies or sponsored agencies | $4,037,000 | 1,878 |
| Privately issued | $12,306,000 | 110 |
| Commercial mortgage-backed securities | $2,902,000 | 586 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $2,902,000 | 369 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $30,513,000 | 3,215 |
| Total debt securities | $30,513,000 | 3,503 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $31,280,000 | 3,563 |
| U.S. Government securities | $15,939,000 | 3,840 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $15,939,000 | 3,713 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $15,341,000 | 476 |
| Privately issued residential mortgage-backed securities | $12,387,000 | 123 |
| Commercial mortgage-backed securities - Total | $2,954,000 | 90 |
| 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 | $1,637,000 | 5,029 |
| Mortgage-backed securities | $31,280,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $11,507,000 | 2,410 |
| Issued or guaranteed by U.S. | $11,507,000 | 2,406 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $16,819,000 | 994 |
| CMOs issued by government agencies or sponsored agencies | $4,432,000 | 1,839 |
| Privately issued | $12,387,000 | 116 |
| Commercial mortgage-backed securities | $2,954,000 | 558 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $2,954,000 | 335 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $31,280,000 | 3,251 |
| Total debt securities | $31,280,000 | 3,538 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $32,163,000 | 3,547 |
| U.S. Government securities | $16,652,000 | 3,809 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,652,000 | 3,701 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $15,511,000 | 476 |
| Privately issued residential mortgage-backed securities | $12,559,000 | 128 |
| Commercial mortgage-backed securities - Total | $2,952,000 | 94 |
| 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 | $1,765,000 | 5,055 |
| Mortgage-backed securities | $32,163,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | $11,857,000 | 2,408 |
| Issued or guaranteed by U.S. | $11,857,000 | 2,406 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $17,354,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $4,795,000 | 1,806 |
| Privately issued | $12,559,000 | 122 |
| Commercial mortgage-backed securities | $2,952,000 | 561 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $2,952,000 | 326 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $32,163,000 | 3,227 |
| Total debt securities | $32,162,000 | 3,520 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $33,353,000 | 3,490 |
| U.S. Government securities | $17,852,000 | 3,694 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,852,000 | 3,594 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $15,501,000 | 499 |
| Privately issued residential mortgage-backed securities | $12,537,000 | 130 |
| Commercial mortgage-backed securities - Total | $2,964,000 | 93 |
| 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 | $1,896,000 | 5,056 |
| Mortgage-backed securities | $33,353,000 | 1,723 |
| Certificates of participation in pools of residential mortgages | $12,694,000 | 2,343 |
| Issued or guaranteed by U.S. | $12,694,000 | 2,341 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $17,695,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $5,158,000 | 1,745 |
| Privately issued | $12,537,000 | 124 |
| Commercial mortgage-backed securities | $2,964,000 | 530 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $2,964,000 | 306 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $33,353,000 | 3,185 |
| Total debt securities | $33,352,000 | 3,465 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $37,896,000 | 3,235 |
| U.S. Government securities | $18,575,000 | 3,626 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,575,000 | 3,527 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $19,321,000 | 449 |
| Privately issued residential mortgage-backed securities | $12,340,000 | 142 |
| Commercial mortgage-backed securities - Total | $2,980,000 | 92 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $4,001,000 | 827 |
| 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 | $2,037,000 | 5,030 |
| Mortgage-backed securities | $33,895,000 | 1,696 |
| Certificates of participation in pools of residential mortgages | $13,052,000 | 2,311 |
| Issued or guaranteed by U.S. | $13,052,000 | 2,310 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $17,863,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $5,523,000 | 1,707 |
| Privately issued | $12,340,000 | 136 |
| Commercial mortgage-backed securities | $2,980,000 | 498 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $2,980,000 | 294 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $37,896,000 | 2,951 |
| Total debt securities | $37,896,000 | 3,202 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $39,000,000 | 3,203 |
| U.S. Government securities | $19,521,000 | 3,551 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,521,000 | 3,458 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $19,479,000 | 464 |
| Privately issued residential mortgage-backed securities | $12,481,000 | 156 |
| Commercial mortgage-backed securities - Total | $2,996,000 | 94 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,002,000 | 847 |
| 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 | $2,172,000 | 5,031 |
| Mortgage-backed securities | $34,998,000 | 1,663 |
| Certificates of participation in pools of residential mortgages | $13,439,000 | 2,286 |
| Issued or guaranteed by U.S. | $13,439,000 | 2,284 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $18,563,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $6,082,000 | 1,654 |
| Privately issued | $12,481,000 | 146 |
| Commercial mortgage-backed securities | $2,996,000 | 488 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $2,996,000 | 294 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $39,000,000 | 2,930 |
| Total debt securities | $38,998,000 | 3,173 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $40,258,000 | 3,110 |
| U.S. Government securities | $20,848,000 | 3,429 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $20,848,000 | 3,343 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $19,410,000 | 460 |
| Privately issued residential mortgage-backed securities | $12,425,000 | 153 |
| Commercial mortgage-backed securities - Total | $2,983,000 | 96 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,002,000 | 855 |
| 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 | $2,302,000 | 5,009 |
| Mortgage-backed securities | $36,256,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $14,168,000 | 2,212 |
| Issued or guaranteed by U.S. | $14,168,000 | 2,210 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $19,105,000 | 971 |
| CMOs issued by government agencies or sponsored agencies | $6,680,000 | 1,606 |
| Privately issued | $12,425,000 | 146 |
| Commercial mortgage-backed securities | $2,983,000 | 469 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $2,983,000 | 262 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $40,258,000 | 2,852 |
| Total debt securities | $40,255,000 | 3,080 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $59,852,000 | 2,353 |
| U.S. Government securities | $22,714,000 | 3,295 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,714,000 | 3,214 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $37,138,000 | 312 |
| Privately issued residential mortgage-backed securities | $19,005,000 | 125 |
| Commercial mortgage-backed securities - Total | $14,129,000 | 54 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,004,000 | 843 |
| 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 | $2,461,000 | 5,025 |
| Mortgage-backed securities | $55,848,000 | 1,187 |
| Certificates of participation in pools of residential mortgages | $15,353,000 | 2,139 |
| Issued or guaranteed by U.S. | $15,353,000 | 2,138 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $26,366,000 | 837 |
| CMOs issued by government agencies or sponsored agencies | $7,361,000 | 1,587 |
| Privately issued | $19,005,000 | 119 |
| Commercial mortgage-backed securities | $14,129,000 | 191 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $14,129,000 | 102 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $59,852,000 | 2,163 |
| Total debt securities | $59,850,000 | 2,324 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $78,517,000 | 1,865 |
| U.S. Government securities | $24,822,000 | 3,077 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $24,822,000 | 3,009 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $53,695,000 | 228 |
| Privately issued residential mortgage-backed securities | $30,111,000 | 100 |
| Commercial mortgage-backed securities - Total | $19,591,000 | 45 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,993,000 | 808 |
| 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 | $2,593,000 | 4,994 |
| Mortgage-backed securities | $74,524,000 | 910 |
| Certificates of participation in pools of residential mortgages | $16,705,000 | 2,014 |
| Issued or guaranteed by U.S. | $16,705,000 | 2,012 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $38,228,000 | 622 |
| CMOs issued by government agencies or sponsored agencies | $8,117,000 | 1,559 |
| Privately issued | $30,111,000 | 94 |
| Commercial mortgage-backed securities | $19,591,000 | 141 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $19,591,000 | 84 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $78,517,000 | 1,685 |
| Total debt securities | $78,513,000 | 1,838 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $81,596,000 | 1,804 |
| U.S. Government securities | $26,645,000 | 3,003 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,645,000 | 2,949 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $54,951,000 | 225 |
| Privately issued residential mortgage-backed securities | $32,043,000 | 102 |
| Commercial mortgage-backed securities - Total | $18,918,000 | 47 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,990,000 | 845 |
| 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 | $2,528,000 | 5,075 |
| Mortgage-backed securities | $77,606,000 | 926 |
| Certificates of participation in pools of residential mortgages | $17,744,000 | 2,020 |
| Issued or guaranteed by U.S. | $17,744,000 | 2,019 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $40,944,000 | 637 |
| CMOs issued by government agencies or sponsored agencies | $8,901,000 | 1,570 |
| Privately issued | $32,043,000 | 96 |
| Commercial mortgage-backed securities | $18,918,000 | 134 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $18,918,000 | 87 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $81,596,000 | 1,649 |
| Total debt securities | $81,591,000 | 1,776 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $102,699,000 | 1,458 |
| U.S. Government securities | $36,562,000 | 2,486 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $36,562,000 | 2,435 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $66,137,000 | 198 |
| Privately issued residential mortgage-backed securities | $44,305,000 | 82 |
| Commercial mortgage-backed securities - Total | $17,868,000 | 50 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,964,000 | 851 |
| 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 | $2,657,000 | 5,065 |
| Mortgage-backed securities | $98,735,000 | 771 |
| Certificates of participation in pools of residential mortgages | $26,854,000 | 1,539 |
| Issued or guaranteed by U.S. | $26,854,000 | 1,537 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $54,013,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $9,708,000 | 1,529 |
| Privately issued | $44,305,000 | 78 |
| Commercial mortgage-backed securities | $17,868,000 | 131 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $17,868,000 | 77 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $102,699,000 | 1,324 |
| Total debt securities | $102,689,000 | 1,438 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $84,207,000 | 1,748 |
| U.S. Government securities | $21,868,000 | 3,534 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $21,868,000 | 3,458 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $62,339,000 | 202 |
| Privately issued residential mortgage-backed securities | $44,793,000 | 89 |
| Commercial mortgage-backed securities - Total | $9,986,000 | 63 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $7,560,000 | 579 |
| 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 | $2,786,000 | 5,068 |
| Mortgage-backed securities | $76,647,000 | 966 |
| Certificates of participation in pools of residential mortgages | $11,405,000 | 2,659 |
| Issued or guaranteed by U.S. | $11,405,000 | 2,657 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $55,256,000 | 540 |
| CMOs issued by government agencies or sponsored agencies | $10,463,000 | 1,489 |
| Privately issued | $44,793,000 | 84 |
| Commercial mortgage-backed securities | $9,986,000 | 156 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $9,986,000 | 93 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $84,207,000 | 1,590 |
| Total debt securities | $84,208,000 | 1,730 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $79,397,000 | 1,765 |
| U.S. Government securities | $12,502,000 | 4,555 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,502,000 | 4,467 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $66,895,000 | 200 |
| Privately issued residential mortgage-backed securities | $59,437,000 | 98 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,458,000 | 542 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $71,939,000 | 974 |
| Certificates of participation in pools of residential mortgages | $12,502,000 | 2,427 |
| Issued or guaranteed by U.S. | $12,502,000 | 2,422 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $59,437,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $59,437,000 | 94 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000 | 2,891 |
| Available-for-sale securities (fair market value) | $79,395,000 | 1,610 |
| Total debt securities | $79,397,000 | 1,744 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $82,102,000 | 1,669 |
| U.S. Government securities | $12,991,000 | 4,445 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,991,000 | 4,352 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $69,111,000 | 200 |
| Privately issued residential mortgage-backed securities | $54,441,000 | 110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,446,000 | 511 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $67,432,000 | 1,009 |
| Certificates of participation in pools of residential mortgages | $12,991,000 | 2,306 |
| Issued or guaranteed by U.S. | $12,991,000 | 2,301 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $54,441,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $54,441,000 | 107 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $82,102,000 | 1,519 |
| Total debt securities | $82,102,000 | 1,649 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $87,061,000 | 1,597 |
| U.S. Government securities | $13,501,000 | 4,474 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,501,000 | 4,357 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $73,560,000 | 195 |
| Privately issued residential mortgage-backed securities | $58,699,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,541,000 | 470 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $72,200,000 | 926 |
| Certificates of participation in pools of residential mortgages | $13,501,000 | 2,196 |
| Issued or guaranteed by U.S. | $13,501,000 | 2,192 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $58,699,000 | 516 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $58,699,000 | 105 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,224,000 | 1,797 |
| Available-for-sale securities (fair market value) | $84,837,000 | 1,472 |
| Total debt securities | $87,061,000 | 1,577 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $75,201,000 | 1,789 |
| U.S. Government securities | $14,256,000 | 4,345 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,256,000 | 4,219 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $60,945,000 | 218 |
| Privately issued residential mortgage-backed securities | $45,965,000 | 136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,535,000 | 472 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $60,221,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | $14,256,000 | 2,067 |
| Issued or guaranteed by U.S. | $14,256,000 | 2,062 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $45,965,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $45,965,000 | 132 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,292,000 | 1,500 |
| Available-for-sale securities (fair market value) | $70,909,000 | 1,709 |
| Total debt securities | $75,201,000 | 1,773 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $83,286,000 | 1,575 |
| U.S. Government securities | $14,942,000 | 4,070 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,942,000 | 3,958 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $68,344,000 | 214 |
| Privately issued residential mortgage-backed securities | $51,435,000 | 131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,508,000 | 392 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $66,377,000 | 921 |
| Certificates of participation in pools of residential mortgages | $14,942,000 | 1,928 |
| Issued or guaranteed by U.S. | $14,942,000 | 1,922 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $51,435,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $51,435,000 | 126 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,620,000 | 1,462 |
| Available-for-sale securities (fair market value) | $78,666,000 | 1,475 |
| Total debt securities | $83,286,000 | 1,558 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $84,125,000 | 1,537 |
| U.S. Government securities | $15,691,000 | 3,940 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,691,000 | 3,829 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $68,434,000 | 213 |
| Privately issued residential mortgage-backed securities | $51,684,000 | 138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,449,000 | 389 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $67,375,000 | 898 |
| Certificates of participation in pools of residential mortgages | $15,691,000 | 1,822 |
| Issued or guaranteed by U.S. | $15,691,000 | 1,816 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $51,684,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $51,684,000 | 134 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,977,000 | 1,577 |
| Available-for-sale securities (fair market value) | $80,148,000 | 1,432 |
| Total debt securities | $84,125,000 | 1,521 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $69,041,000 | 1,799 |
| U.S. Government securities | $14,331,000 | 4,203 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,331,000 | 4,090 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $54,710,000 | 248 |
| Privately issued residential mortgage-backed securities | $38,158,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,372,000 | 359 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $52,489,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $14,331,000 | 1,950 |
| Issued or guaranteed by U.S. | $14,331,000 | 1,945 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $38,158,000 | 637 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $38,158,000 | 172 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,946,000 | 1,806 |
| Available-for-sale securities (fair market value) | $66,095,000 | 1,657 |
| Total debt securities | $69,041,000 | 1,784 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $79,589,000 | 1,625 |
| U.S. Government securities | $16,518,000 | 3,955 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,518,000 | 3,862 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $63,071,000 | 232 |
| Privately issued residential mortgage-backed securities | $46,545,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,372,000 | 375 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $63,063,000 | 952 |
| Certificates of participation in pools of residential mortgages | $16,518,000 | 1,859 |
| Issued or guaranteed by U.S. | $16,518,000 | 1,856 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $46,545,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $46,545,000 | 159 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,668,000 | 1,715 |
| Available-for-sale securities (fair market value) | $75,921,000 | 1,496 |
| Total debt securities | $79,589,000 | 1,603 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $80,733,000 | 1,571 |
| U.S. Government securities | $18,117,000 | 3,723 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,117,000 | 3,650 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $62,616,000 | 242 |
| Privately issued residential mortgage-backed securities | $46,416,000 | 175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,307,000 | 378 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $64,533,000 | 944 |
| Certificates of participation in pools of residential mortgages | $18,117,000 | 1,812 |
| Issued or guaranteed by U.S. | $18,117,000 | 1,806 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $46,416,000 | 550 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $46,416,000 | 171 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,233,000 | 1,996 |
| Available-for-sale securities (fair market value) | $78,500,000 | 1,422 |
| Total debt securities | $80,733,000 | 1,546 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $79,750,000 | 1,603 |
| U.S. Government securities | $19,626,000 | 3,545 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,626,000 | 3,469 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $60,124,000 | 270 |
| Privately issued residential mortgage-backed securities | $44,125,000 | 196 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,894,000 | 423 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $63,751,000 | 973 |
| Certificates of participation in pools of residential mortgages | $19,626,000 | 1,751 |
| Issued or guaranteed by U.S. | $19,626,000 | 1,746 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $44,125,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $44,125,000 | 194 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $79,750,000 | 1,395 |
| Total debt securities | $79,750,000 | 1,577 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $207,375,000 | 612 |
| U.S. Government securities | $26,157,000 | 2,903 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,157,000 | 2,837 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $181,218,000 | 140 |
| Privately issued residential mortgage-backed securities | $123,593,000 | 103 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,686,000 | 243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $149,750,000 | 482 |
| Certificates of participation in pools of residential mortgages | $26,157,000 | 1,436 |
| Issued or guaranteed by U.S. | $26,157,000 | 1,428 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $123,593,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $123,593,000 | 94 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $207,375,000 | 102 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $207,375,000 | 595 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $36,728,000 | 2,998 |
| U.S. Government securities | $3,188,000 | 6,799 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,188,000 | 6,706 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $33,540,000 | 404 |
| Privately issued residential mortgage-backed securities | $13,932,000 | 441 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,120,000 | 2,631 |
| Certificates of participation in pools of residential mortgages | $12,925,000 | 2,391 |
| Issued or guaranteed by U.S. | $3,188,000 | 4,309 |
| Privately issued | $9,737,000 | 51 |
| Collaterized mortgage obligations | $4,195,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $4,195,000 | 727 |
| 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) | $36,728,000 | 467 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $36,728,000 | 2,962 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $7,803,000 | 6,340 |
| U.S. Government securities | $3,603,000 | 6,800 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,603,000 | 6,705 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $4,200,000 | 1,316 |
| Privately issued residential mortgage-backed securities | $4,200,000 | 735 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,803,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $3,603,000 | 4,157 |
| Issued or guaranteed by U.S. | $3,603,000 | 4,144 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,200,000 | 1,913 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $4,200,000 | 705 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,803,000 | 1,327 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $7,803,000 | 6,302 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $8,226,000 | 6,226 |
| U.S. Government securities | $4,026,000 | 6,680 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,026,000 | 6,583 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $4,200,000 | 1,301 |
| Privately issued residential mortgage-backed securities | $4,200,000 | 743 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,226,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $4,026,000 | 3,929 |
| Issued or guaranteed by U.S. | $4,026,000 | 3,918 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,200,000 | 1,836 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $4,200,000 | 710 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,226,000 | 1,298 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $8,226,000 | 6,184 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $8,569,000 | 6,213 |
| U.S. Government securities | $8,569,000 | 5,436 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,569,000 | 5,356 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,569,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $8,569,000 | 2,869 |
| Issued or guaranteed by U.S. | $8,569,000 | 2,855 |
| 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) | $8,569,000 | 1,249 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $8,569,000 | 6,150 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $3,324,000 | 7,420 |
| U.S. Government securities | $3,324,000 | 6,979 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,324,000 | 6,872 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,324,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $3,324,000 | 4,068 |
| Issued or guaranteed by U.S. | $3,324,000 | 4,054 |
| 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) | $3,324,000 | 1,921 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $3,324,000 | 7,366 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $3,583,000 | 7,435 |
| U.S. Government securities | $3,583,000 | 7,035 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,583,000 | 6,920 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,583,000 | 4,274 |
| Certificates of participation in pools of residential mortgages | $3,583,000 | 3,683 |
| Issued or guaranteed by U.S. | $3,583,000 | 3,669 |
| 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) | $3,583,000 | 1,942 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $3,583,000 | 7,389 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $3,785,000 | 7,430 |
| U.S. Government securities | $3,785,000 | 7,033 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,785,000 | 6,917 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,785,000 | 4,050 |
| Certificates of participation in pools of residential mortgages | $3,785,000 | 3,447 |
| Issued or guaranteed by U.S. | $3,785,000 | 3,431 |
| 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) | $3,785,000 | 1,955 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $3,785,000 | 7,393 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $4,072,000 | 7,397 |
| U.S. Government securities | $4,072,000 | 6,969 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,072,000 | 6,849 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,072,000 | 3,918 |
| Certificates of participation in pools of residential mortgages | $4,072,000 | 3,296 |
| Issued or guaranteed by U.S. | $4,072,000 | 3,284 |
| 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) | $4,072,000 | 1,923 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $4,072,000 | 7,351 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $1,798,000 | 7,966 |
| U.S. Government securities | $1,798,000 | 7,712 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,798,000 | 7,590 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,798,000 | 4,828 |
| Certificates of participation in pools of residential mortgages | $1,798,000 | 4,299 |
| Issued or guaranteed by U.S. | $1,798,000 | 4,282 |
| 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) | $1,798,000 | 2,488 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $1,798,000 | 7,919 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $171,000 | 8,350 |
| U.S. Government securities | $171,000 | 8,225 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $171,000 | 8,129 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $171,000 | 6,050 |
| Certificates of participation in pools of residential mortgages | $171,000 | 5,714 |
| Issued or guaranteed by U.S. | $171,000 | 5,690 |
| 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) | $171,000 | 3,522 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $171,000 | 8,307 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $183,000 | 8,425 |
| U.S. Government securities | $183,000 | 8,303 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $183,000 | 8,211 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $183,000 | 6,063 |
| Certificates of participation in pools of residential mortgages | $183,000 | 5,719 |
| Issued or guaranteed by U.S. | $183,000 | 5,691 |
| 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) | $183,000 | 3,586 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $183,000 | 8,383 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $199,000 | 8,468 |
| U.S. Government securities | $199,000 | 8,348 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $199,000 | 8,247 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $199,000 | 6,081 |
| Certificates of participation in pools of residential mortgages | $199,000 | 5,728 |
| Issued or guaranteed by U.S. | $199,000 | 5,702 |
| 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) | $199,000 | 3,617 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $199,000 | 8,427 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $220,000 | 8,499 |
| U.S. Government securities | $220,000 | 8,383 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $220,000 | 8,279 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $220,000 | 6,095 |
| Certificates of participation in pools of residential mortgages | $220,000 | 5,729 |
| Issued or guaranteed by U.S. | $220,000 | 5,705 |
| 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) | $220,000 | 3,644 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $220,000 | 8,457 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $244,000 | 8,546 |
| U.S. Government securities | $244,000 | 8,419 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $244,000 | 8,314 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $244,000 | 6,130 |
| Certificates of participation in pools of residential mortgages | $244,000 | 5,738 |
| Issued or guaranteed by U.S. | $244,000 | 5,712 |
| 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) | $244,000 | 3,692 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $244,000 | 8,502 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $272,000 | 8,574 |
| U.S. Government securities | $272,000 | 8,443 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $272,000 | 8,345 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $272,000 | 6,129 |
| Certificates of participation in pools of residential mortgages | $272,000 | 5,730 |
| Issued or guaranteed by U.S. | $272,000 | 5,710 |
| 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) | $272,000 | 3,709 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $272,000 | 8,528 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $308,000 | 8,594 |
| U.S. Government securities | $308,000 | 8,458 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $308,000 | 8,352 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $308,000 | 6,136 |
| Certificates of participation in pools of residential mortgages | $308,000 | 5,730 |
| Issued or guaranteed by U.S. | $308,000 | 5,705 |
| 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) | $308,000 | 3,709 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $308,000 | 8,550 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $318,000 | 8,660 |
| U.S. Government securities | $318,000 | 8,532 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $318,000 | 8,423 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $318,000 | 6,185 |
| Certificates of participation in pools of residential mortgages | $318,000 | 5,781 |
| Issued or guaranteed by U.S. | $318,000 | 5,764 |
| 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) | $318,000 | 3,746 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $318,000 | 8,617 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $803,000 | 8,608 |
| U.S. Government securities | $803,000 | 8,421 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $803,000 | 8,309 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $803,000 | 5,778 |
| Certificates of participation in pools of residential mortgages | $803,000 | 5,296 |
| Issued or guaranteed by U.S. | $803,000 | 5,280 |
| 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) | $803,000 | 3,368 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $803,000 | 8,560 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $861,000 | 8,649 |
| U.S. Government securities | $861,000 | 8,462 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $861,000 | 8,347 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $861,000 | 5,750 |
| Certificates of participation in pools of residential mortgages | $861,000 | 5,261 |
| Issued or guaranteed by U.S. | $861,000 | 5,248 |
| 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) | $861,000 | 3,400 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $861,000 | 8,606 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $898,000 | 8,708 |
| U.S. Government securities | $898,000 | 8,530 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $898,000 | 8,412 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $898,000 | 5,807 |
| Certificates of participation in pools of residential mortgages | $898,000 | 5,313 |
| Issued or guaranteed by U.S. | $898,000 | 5,298 |
| 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) | $898,000 | 3,395 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $898,000 | 8,667 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $961,000 | 8,720 |
| U.S. Government securities | $961,000 | 8,517 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $961,000 | 8,396 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $961,000 | 5,815 |
| Certificates of participation in pools of residential mortgages | $961,000 | 5,303 |
| Issued or guaranteed by U.S. | $961,000 | 5,286 |
| 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) | $961,000 | 3,376 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $961,000 | 8,670 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $1,025,000 | 8,760 |
| U.S. Government securities | $1,020,000 | 8,556 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,020,000 | 8,421 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,275 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,020,000 | 5,752 |
| Certificates of participation in pools of residential mortgages | $1,020,000 | 5,268 |
| Issued or guaranteed by U.S. | $1,020,000 | 5,246 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,025,000 | 3,355 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $1,020,000 | 8,707 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $1,150,000 | 8,758 |
| U.S. Government securities | $1,145,000 | 8,505 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,145,000 | 8,356 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,321 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,145,000 | 5,673 |
| Certificates of participation in pools of residential mortgages | $1,145,000 | 5,165 |
| Issued or guaranteed by U.S. | $1,145,000 | 5,142 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,150,000 | 3,318 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $1,145,000 | 8,696 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $1,933,000 | 8,605 |
| U.S. Government securities | $1,928,000 | 8,256 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,928,000 | 8,081 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,317 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,328,000 | 5,687 |
| Certificates of participation in pools of residential mortgages | $1,328,000 | 5,086 |
| Issued or guaranteed by U.S. | $1,328,000 | 5,068 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,933,000 | 2,942 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $1,928,000 | 8,530 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $1,533,000 | 8,735 |
| U.S. Government securities | $1,528,000 | 8,465 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,528,000 | 8,293 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,331 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,528,000 | 5,591 |
| Certificates of participation in pools of residential mortgages | $1,528,000 | 4,950 |
| Issued or guaranteed by U.S. | $1,528,000 | 4,935 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,533,000 | 3,167 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $1,528,000 | 8,658 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $2,201,000 | 8,638 |
| U.S. Government securities | $2,196,000 | 8,233 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,196,000 | 8,048 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,329 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,696,000 | 5,484 |
| Certificates of participation in pools of residential mortgages | $1,696,000 | 4,834 |
| Issued or guaranteed by U.S. | $1,696,000 | 4,817 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,201,000 | 2,933 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $2,196,000 | 8,551 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $1,974,000 | 8,868 |
| U.S. Government securities | $1,969,000 | 8,507 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,969,000 | 8,312 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 2,293 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,969,000 | 5,291 |
| Certificates of participation in pools of residential mortgages | $1,969,000 | 4,511 |
| Issued or guaranteed by U.S. | $1,969,000 | 4,491 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,974,000 | 3,223 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $1,969,000 | 8,791 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $3,657,000 | 8,804 |
| U.S. Government securities | $2,735,000 | 8,708 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,735,000 | 8,381 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $922,000 | 2,651 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,735,000 | 4,344 |
| Certificates of participation in pools of residential mortgages | $2,735,000 | 3,495 |
| Issued or guaranteed by U.S. | $2,735,000 | 3,479 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,657,000 | 3,161 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $2,735,000 | 8,962 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,296,000 | 9,543 |
| U.S. Government securities | $1,423,000 | 9,550 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,423,000 | 9,196 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $873,000 | 2,664 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,423,000 | 5,489 |
| Certificates of participation in pools of residential mortgages | $1,423,000 | 4,640 |
| Issued or guaranteed by U.S. | $1,423,000 | 4,626 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,296,000 | 4,066 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $1,423,000 | 9,686 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $1,824,000 | 9,847 |
| U.S. Government securities | $987,000 | 9,858 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $987,000 | 9,365 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $837,000 | 2,641 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $987,000 | 6,125 |
| Certificates of participation in pools of residential mortgages | $987,000 | 5,292 |
| Issued or guaranteed by U.S. | $987,000 | 5,275 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,824,000 | 4,875 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $987,000 | 9,966 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $885,000 | 10,624 |
| U.S. Government securities | $85,000 | 10,660 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $85,000 | 10,247 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $800,000 | 2,709 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $85,000 | 7,979 |
| Certificates of participation in pools of residential mortgages | $85,000 | 7,381 |
| Issued or guaranteed by U.S. | $85,000 | 7,355 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $885,000 | 6,419 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $85,000 | 10,695 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $866,000 | 11,161 |
| U.S. Government securities | $846,000 | 11,012 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $846,000 | 10,258 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 7,746 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $120,000 | 8,412 |
| Certificates of participation in pools of residential mortgages | $120,000 | 7,772 |
| Issued or guaranteed by U.S. | $120,000 | 7,752 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $866,000 | 7,123 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $846,000 | 11,081 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $2,724,000 | 11,125 |
| U.S. Government securities | $2,704,000 | 10,752 |
| U.S. Treasury securities | $2,569,000 | 6,423 |
| U.S. Government agency obligations | $135,000 | 11,105 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 7,812 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $135,000 | 8,870 |
| Certificates of participation in pools of residential mortgages | $135,000 | 8,101 |
| Issued or guaranteed by U.S. | $135,000 | 8,070 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,724,000 | 6,167 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $2,704,000 | 11,029 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $207,000 | 12,486 |
| U.S. Government securities | $177,000 | 12,381 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $177,000 | 11,593 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,452 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $0 | 406 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $177,000 | 9,320 |
| Certificates of participation in pools of residential mortgages | $177,000 | 8,448 |
| Issued or guaranteed by U.S. | $177,000 | 8,419 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $207,000 | 11,315 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $177,000 | 12,412 |
| 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 | $258,000 | 13,106 |
| U.S. Government securities | $228,000 | 12,948 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $228,000 | 11,965 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,311 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $228,000 | 9,860 |
| Certificates of participation in pools of residential mortgages | $228,000 | 8,893 |
| Issued or guaranteed by U.S. | $228,000 | 8,835 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $228,000 | 12,999 |
| 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 | $320,000 | 13,651 |
| U.S. Government securities | $300,000 | 13,488 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $300,000 | 12,324 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 7,617 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $300,000 | 10,219 |
| Certificates of participation in pools of residential mortgages | $300,000 | 9,146 |
| Issued or guaranteed by U.S. | $300,000 | 9,076 |
| 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 | $300,000 | 13,554 |
| 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 |