Home > BayVanguard Bank > Securities
BayVanguard Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $44,991,000 | 2,726 |
| U.S. Government securities | $29,724,000 | 2,501 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $29,724,000 | 2,167 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $14,914,000 | 824 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $10,653,000 | 253 |
| Other domestic debt securities - All other | $4,261,000 | 1,031 |
| Foreign debt securities | $358,000 | 275 |
| 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 | $38,984,000 | 1,700 |
| Mortgage-backed securities | $20,998,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,164,000 | 2,429 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,229,000 | 1,166 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,909,000 | 869 |
| Other commercial mortgage-backed securities | $3,696,000 | 789 |
| Held to maturity securities (book value) | $10,215,000 | 983 |
| Available-for-sale securities (fair market value) | $34,781,000 | 2,804 |
| Total debt securities | $44,994,000 | 2,710 |
| Structured notes | ||
| Amortized cost | $495,000 | 1,038 |
| Fair value | $394,000 | 1,039 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $45,880,000 | 2,693 |
| U.S. Government securities | $29,794,000 | 2,478 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $29,794,000 | 2,138 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $15,762,000 | 801 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $11,540,000 | 235 |
| Other domestic debt securities - All other | $4,222,000 | 1,030 |
| Foreign debt securities | $330,000 | 282 |
| 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 | $37,550,000 | 1,689 |
| Mortgage-backed securities | $21,037,000 | 1,955 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,014,000 | 2,444 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,272,000 | 1,145 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,021,000 | 845 |
| Other commercial mortgage-backed securities | $3,730,000 | 774 |
| Held to maturity securities (book value) | $10,270,000 | 997 |
| Available-for-sale securities (fair market value) | $35,616,000 | 2,763 |
| Total debt securities | $45,886,000 | 2,676 |
| Structured notes | ||
| Amortized cost | $495,000 | 1,061 |
| Fair value | $352,000 | 1,077 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $44,402,000 | 2,790 |
| U.S. Government securities | $27,969,000 | 2,612 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $27,969,000 | 2,252 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $16,085,000 | 786 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $11,768,000 | 220 |
| Other domestic debt securities - All other | $4,317,000 | 1,033 |
| Foreign debt securities | $344,000 | 284 |
| 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 | $37,939,000 | 1,667 |
| Mortgage-backed securities | $19,983,000 | 2,038 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,454,000 | 2,434 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,670,000 | 1,123 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,068,000 | 1,168 |
| Other commercial mortgage-backed securities | $3,791,000 | 778 |
| Held to maturity securities (book value) | $10,332,000 | 1,001 |
| Available-for-sale securities (fair market value) | $34,066,000 | 2,856 |
| Total debt securities | $44,397,000 | 2,772 |
| Structured notes | ||
| Amortized cost | $494,000 | 1,108 |
| Fair value | $367,000 | 1,118 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $46,502,000 | 2,817 |
| U.S. Government securities | $28,913,000 | 2,645 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $28,913,000 | 2,216 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $17,251,000 | 793 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $12,431,000 | 218 |
| Other domestic debt securities - All other | $4,820,000 | 1,025 |
| Foreign debt securities | $341,000 | 254 |
| 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 | $39,266,000 | 1,573 |
| Mortgage-backed securities | $20,911,000 | 2,056 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,808,000 | 2,449 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,153,000 | 1,138 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,137,000 | 1,175 |
| Other commercial mortgage-backed securities | $3,813,000 | 797 |
| Held to maturity securities (book value) | $10,402,000 | 1,036 |
| Available-for-sale securities (fair market value) | $36,103,000 | 2,871 |
| Total debt securities | $46,507,000 | 2,797 |
| Structured notes | ||
| Amortized cost | $494,000 | 1,137 |
| Fair value | $372,000 | 1,147 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $43,495,000 | 2,941 |
| U.S. Government securities | $25,438,000 | 2,837 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $25,438,000 | 2,373 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $17,728,000 | 800 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $12,925,000 | 232 |
| Other domestic debt securities - All other | $4,803,000 | 1,040 |
| Foreign debt securities | $329,000 | 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 | $37,272,000 | 1,531 |
| Mortgage-backed securities | $21,430,000 | 2,060 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,911,000 | 2,459 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,481,000 | 1,132 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,187,000 | 1,162 |
| Other commercial mortgage-backed securities | $3,851,000 | 793 |
| Held to maturity securities (book value) | $10,461,000 | 1,037 |
| Available-for-sale securities (fair market value) | $33,034,000 | 3,002 |
| Total debt securities | $43,494,000 | 2,923 |
| Structured notes | ||
| Amortized cost | $494,000 | 1,164 |
| Fair value | $360,000 | 1,174 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $45,269,000 | 2,895 |
| U.S. Government securities | $26,587,000 | 2,794 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $26,587,000 | 2,343 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $18,284,000 | 759 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $13,485,000 | 179 |
| Other domestic debt securities - All other | $4,799,000 | 1,030 |
| Foreign debt securities | $398,000 | 263 |
| 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 | $34,139,000 | 1,549 |
| Mortgage-backed securities | $22,577,000 | 2,028 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,069,000 | 2,466 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,034,000 | 1,116 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,325,000 | 1,156 |
| Other commercial mortgage-backed securities | $4,149,000 | 798 |
| Held to maturity securities (book value) | $10,737,000 | 1,018 |
| Available-for-sale securities (fair market value) | $34,532,000 | 2,970 |
| Total debt securities | $45,270,000 | 2,873 |
| Structured notes | ||
| Amortized cost | $493,000 | 1,149 |
| Fair value | $358,000 | 1,162 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $43,273,000 | 2,991 |
| U.S. Government securities | $37,492,000 | 2,394 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $37,492,000 | 2,011 |
| Securities issued by states & political subdivisions | $501,000 | 3,880 |
| Other domestic debt securities | $4,857,000 | 1,324 |
| 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 | $4,857,000 | 1,038 |
| Foreign debt securities | $423,000 | 258 |
| 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 | $31,582,000 | 1,608 |
| Mortgage-backed securities | $37,492,000 | 1,640 |
| Certificates of participation in pools of residential mortgages | $7,677,000 | 2,495 |
| Issued or guaranteed by U.S. | $7,677,000 | 2,428 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $11,117,000 | 1,155 |
| CMOs issued by government agencies or sponsored agencies | $11,117,000 | 1,087 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $18,698,000 | 656 |
| Commercial mortgage pass-through securities | $2,478,000 | 945 |
| Other commercial mortgage-backed securities | $16,220,000 | 477 |
| Held to maturity securities (book value) | $7,388,000 | 1,054 |
| Available-for-sale securities (fair market value) | $35,885,000 | 2,985 |
| Total debt securities | $43,273,000 | 2,974 |
| Structured notes | ||
| Amortized cost | $493,000 | 1,123 |
| Fair value | $422,000 | 1,116 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $46,748,000 | 2,862 |
| U.S. Government securities | $40,918,000 | 2,228 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $40,918,000 | 1,921 |
| Securities issued by states & political subdivisions | $503,000 | 3,895 |
| Other domestic debt securities | $4,885,000 | 1,324 |
| 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 | $4,885,000 | 1,030 |
| Foreign debt securities | $442,000 | 254 |
| 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 | $32,881,000 | 1,527 |
| Mortgage-backed securities | $40,918,000 | 1,577 |
| Certificates of participation in pools of residential mortgages | $8,625,000 | 2,410 |
| Issued or guaranteed by U.S. | $8,625,000 | 2,353 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $12,602,000 | 1,083 |
| CMOs issued by government agencies or sponsored agencies | $12,602,000 | 1,021 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $19,691,000 | 627 |
| Commercial mortgage pass-through securities | $2,953,000 | 879 |
| Other commercial mortgage-backed securities | $16,738,000 | 459 |
| Held to maturity securities (book value) | $7,566,000 | 961 |
| Available-for-sale securities (fair market value) | $39,182,000 | 2,888 |
| Total debt securities | $46,747,000 | 2,846 |
| Structured notes | ||
| Amortized cost | $492,000 | 996 |
| Fair value | $440,000 | 995 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $46,172,000 | 2,797 |
| U.S. Government securities | $38,652,000 | 2,161 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $38,652,000 | 1,949 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $7,520,000 | 1,088 |
| 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 | $7,520,000 | 776 |
| 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 | $28,353,000 | 1,668 |
| Mortgage-backed securities | $38,652,000 | 1,606 |
| Certificates of participation in pools of residential mortgages | $9,218,000 | 2,359 |
| Issued or guaranteed by U.S. | $9,218,000 | 2,292 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $12,556,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $12,556,000 | 1,010 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $16,878,000 | 676 |
| Commercial mortgage pass-through securities | $3,201,000 | 847 |
| Other commercial mortgage-backed securities | $13,677,000 | 508 |
| Held to maturity securities (book value) | $8,379,000 | 834 |
| Available-for-sale securities (fair market value) | $37,793,000 | 2,874 |
| Total debt securities | $46,171,000 | 2,779 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $47,120,000 | 2,706 |
| U.S. Government securities | $39,615,000 | 2,060 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $39,615,000 | 1,888 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $7,505,000 | 1,037 |
| 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 | $7,505,000 | 731 |
| 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 | $39,608,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $9,735,000 | 2,306 |
| Issued or guaranteed by U.S. | $9,735,000 | 2,251 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $12,119,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $12,119,000 | 1,032 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $17,754,000 | 646 |
| Commercial mortgage pass-through securities | $3,455,000 | 816 |
| Other commercial mortgage-backed securities | $14,299,000 | 483 |
| Held to maturity securities (book value) | $8,632,000 | 789 |
| Available-for-sale securities (fair market value) | $38,488,000 | 2,803 |
| Total debt securities | $47,122,000 | 2,690 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $39,277,000 | 2,877 |
| U.S. Government securities | $33,834,000 | 2,187 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $33,834,000 | 2,026 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $5,443,000 | 1,154 |
| 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 | $5,443,000 | 829 |
| 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 | $33,826,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | $10,204,000 | 2,240 |
| Issued or guaranteed by U.S. | $10,204,000 | 2,183 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $11,235,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $11,235,000 | 1,036 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $12,387,000 | 760 |
| Commercial mortgage pass-through securities | $3,648,000 | 789 |
| Other commercial mortgage-backed securities | $8,739,000 | 604 |
| Held to maturity securities (book value) | $6,785,000 | 823 |
| Available-for-sale securities (fair market value) | $32,492,000 | 2,940 |
| Total debt securities | $39,277,000 | 2,859 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $36,026,000 | 2,866 |
| U.S. Government securities | $30,592,000 | 2,164 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $30,592,000 | 2,028 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $5,434,000 | 1,109 |
| 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 | $5,434,000 | 758 |
| 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 | $30,583,000 | 1,711 |
| Certificates of participation in pools of residential mortgages | $4,617,000 | 2,821 |
| Issued or guaranteed by U.S. | $4,617,000 | 2,734 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $12,523,000 | 993 |
| CMOs issued by government agencies or sponsored agencies | $12,523,000 | 963 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $13,443,000 | 698 |
| Commercial mortgage pass-through securities | $3,837,000 | 762 |
| Other commercial mortgage-backed securities | $9,606,000 | 552 |
| Held to maturity securities (book value) | $7,175,000 | 778 |
| Available-for-sale securities (fair market value) | $28,851,000 | 2,960 |
| Total debt securities | $36,025,000 | 2,847 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $39,929,000 | 2,646 |
| U.S. Government securities | $34,514,000 | 1,902 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $34,514,000 | 1,799 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $5,415,000 | 1,046 |
| 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 | $5,415,000 | 710 |
| 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 | $34,432,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $4,984,000 | 2,702 |
| Issued or guaranteed by U.S. | $4,984,000 | 2,626 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $13,581,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $13,581,000 | 922 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $15,867,000 | 604 |
| Commercial mortgage pass-through securities | $4,003,000 | 721 |
| Other commercial mortgage-backed securities | $11,864,000 | 462 |
| Held to maturity securities (book value) | $7,466,000 | 755 |
| Available-for-sale securities (fair market value) | $32,463,000 | 2,732 |
| Total debt securities | $39,928,000 | 2,624 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $7,449,000 | 4,189 |
| U.S. Government securities | $6,698,000 | 3,605 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,698,000 | 3,444 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $751,000 | 1,757 |
| 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 | $751,000 | 1,366 |
| 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 | $6,605,000 | 2,957 |
| Certificates of participation in pools of residential mortgages | $3,760,000 | 2,863 |
| Issued or guaranteed by U.S. | $3,760,000 | 2,780 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,799,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $1,799,000 | 2,060 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,046,000 | 1,604 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $1,046,000 | 1,071 |
| Held to maturity securities (book value) | $3,197,000 | 997 |
| Available-for-sale securities (fair market value) | $4,252,000 | 4,208 |
| Total debt securities | $7,450,000 | 4,163 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $7,471,000 | 4,207 |
| U.S. Government securities | $7,471,000 | 3,534 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,471,000 | 3,381 |
| 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 | $7,369,000 | 2,877 |
| Certificates of participation in pools of residential mortgages | $4,094,000 | 2,804 |
| Issued or guaranteed by U.S. | $4,094,000 | 2,724 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,978,000 | 2,090 |
| CMOs issued by government agencies or sponsored agencies | $1,978,000 | 2,047 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,297,000 | 1,525 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,297,000 | 992 |
| Held to maturity securities (book value) | $3,507,000 | 979 |
| Available-for-sale securities (fair market value) | $3,964,000 | 4,253 |
| Total debt securities | $7,471,000 | 4,184 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $8,891,000 | 4,124 |
| U.S. Government securities | $8,891,000 | 3,420 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $8,891,000 | 3,269 |
| 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 | $7,779,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | $4,296,000 | 2,777 |
| Issued or guaranteed by U.S. | $4,296,000 | 2,687 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,070,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $2,070,000 | 2,028 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,413,000 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $1,413,000 | 957 |
| Held to maturity securities (book value) | $3,758,000 | 970 |
| Available-for-sale securities (fair market value) | $5,133,000 | 4,175 |
| Total debt securities | $8,892,000 | 4,097 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 287 |
| Fair value | $1,001,000 | 307 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $12,364,000 | 3,888 |
| U.S. Government securities | $12,364,000 | 3,158 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,364,000 | 2,999 |
| 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 | $8,251,000 | 2,778 |
| Certificates of participation in pools of residential mortgages | $4,592,000 | 2,677 |
| Issued or guaranteed by U.S. | $4,592,000 | 2,595 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,173,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $2,173,000 | 2,014 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,486,000 | 1,445 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $1,486,000 | 905 |
| Held to maturity securities (book value) | $4,002,000 | 996 |
| Available-for-sale securities (fair market value) | $8,362,000 | 3,965 |
| Total debt securities | $12,364,000 | 3,866 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 271 |
| Fair value | $1,997,000 | 297 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $15,321,000 | 3,721 |
| U.S. Government securities | $15,321,000 | 2,938 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $15,321,000 | 2,776 |
| 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 | $8,808,000 | 2,712 |
| Certificates of participation in pools of residential mortgages | $4,839,000 | 2,636 |
| Issued or guaranteed by U.S. | $4,839,000 | 2,555 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,300,000 | 2,055 |
| CMOs issued by government agencies or sponsored agencies | $2,300,000 | 2,012 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,669,000 | 1,384 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $1,669,000 | 857 |
| Held to maturity securities (book value) | $4,657,000 | 1,008 |
| Available-for-sale securities (fair market value) | $10,664,000 | 3,821 |
| Total debt securities | $15,321,000 | 3,695 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 234 |
| Fair value | $3,993,000 | 235 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $15,707,000 | 3,743 |
| U.S. Government securities | $15,707,000 | 2,956 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $15,707,000 | 2,792 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $9,193,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $5,089,000 | 2,588 |
| Issued or guaranteed by U.S. | $5,089,000 | 2,522 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,400,000 | 2,009 |
| CMOs issued by government agencies or sponsored agencies | $2,400,000 | 1,959 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,704,000 | 1,369 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $1,704,000 | 832 |
| Held to maturity securities (book value) | $4,900,000 | 1,027 |
| Available-for-sale securities (fair market value) | $10,807,000 | 3,850 |
| Total debt securities | $15,717,000 | 3,724 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 267 |
| Fair value | $3,986,000 | 262 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $16,144,000 | 3,770 |
| U.S. Government securities | $16,144,000 | 2,950 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $16,144,000 | 2,788 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $9,649,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $5,384,000 | 2,559 |
| Issued or guaranteed by U.S. | $5,384,000 | 2,498 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,468,000 | 1,998 |
| CMOs issued by government agencies or sponsored agencies | $2,468,000 | 1,949 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,797,000 | 1,276 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $1,797,000 | 752 |
| Held to maturity securities (book value) | $5,125,000 | 1,026 |
| Available-for-sale securities (fair market value) | $11,019,000 | 3,901 |
| Total debt securities | $16,141,000 | 3,751 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 272 |
| Fair value | $3,955,000 | 266 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $17,506,000 | 3,723 |
| U.S. Government securities | $17,506,000 | 2,858 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $17,506,000 | 2,710 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $10,062,000 | 2,606 |
| Certificates of participation in pools of residential mortgages | $5,601,000 | 2,526 |
| Issued or guaranteed by U.S. | $5,601,000 | 2,487 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,518,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $2,518,000 | 1,932 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,943,000 | 1,223 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $1,943,000 | 705 |
| Held to maturity securities (book value) | $5,444,000 | 1,051 |
| Available-for-sale securities (fair market value) | $12,062,000 | 3,851 |
| Total debt securities | $17,507,000 | 3,699 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 232 |
| Fair value | $4,921,000 | 228 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $17,931,000 | 3,719 |
| U.S. Government securities | $16,177,000 | 2,996 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,177,000 | 2,843 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $1,754,000 | 1,260 |
| Privately issued residential mortgage-backed securities | $1,754,000 | 244 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $10,696,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $8,942,000 | 2,114 |
| Issued or guaranteed by U.S. | $8,942,000 | 2,103 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,754,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $1,754,000 | 207 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $5,656,000 | 1,057 |
| Available-for-sale securities (fair market value) | $12,275,000 | 3,882 |
| Total debt securities | $17,931,000 | 3,699 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 231 |
| Fair value | $4,887,000 | 227 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $19,012,000 | 3,695 |
| U.S. Government securities | $17,188,000 | 2,916 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $17,188,000 | 2,773 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $1,824,000 | 1,403 |
| Privately issued residential mortgage-backed securities | $1,824,000 | 410 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $11,771,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $9,947,000 | 2,074 |
| Issued or guaranteed by U.S. | $9,947,000 | 1,983 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,824,000 | 2,144 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $1,824,000 | 206 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $5,932,000 | 1,060 |
| Available-for-sale securities (fair market value) | $13,080,000 | 3,861 |
| Total debt securities | $19,003,000 | 3,673 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 230 |
| Fair value | $4,894,000 | 226 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $19,829,000 | 3,686 |
| U.S. Government securities | $17,907,000 | 2,936 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $17,907,000 | 2,802 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $1,922,000 | 1,234 |
| Privately issued residential mortgage-backed securities | $1,922,000 | 219 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $12,583,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $10,661,000 | 2,044 |
| Issued or guaranteed by U.S. | $10,661,000 | 2,041 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,922,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $1,922,000 | 207 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $6,361,000 | 1,054 |
| Available-for-sale securities (fair market value) | $13,468,000 | 3,877 |
| Total debt securities | $19,833,000 | 3,662 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 225 |
| Fair value | $4,895,000 | 223 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $18,947,000 | 3,794 |
| U.S. Government securities | $16,909,000 | 3,032 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $16,909,000 | 2,893 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $2,038,000 | 1,182 |
| Privately issued residential mortgage-backed securities | $2,038,000 | 212 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $11,669,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $9,631,000 | 2,164 |
| Issued or guaranteed by U.S. | $9,631,000 | 2,162 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,038,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $2,038,000 | 200 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $6,708,000 | 1,051 |
| Available-for-sale securities (fair market value) | $12,239,000 | 4,032 |
| Total debt securities | $18,947,000 | 3,775 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 223 |
| Fair value | $4,919,000 | 223 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $19,782,000 | 3,780 |
| U.S. Government securities | $17,508,000 | 3,013 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $17,508,000 | 2,892 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $2,274,000 | 1,164 |
| Privately issued residential mortgage-backed securities | $2,274,000 | 212 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $12,460,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $10,186,000 | 2,143 |
| Issued or guaranteed by U.S. | $10,186,000 | 2,141 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,274,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $2,274,000 | 201 |
| 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) | $7,202,000 | 1,049 |
| Available-for-sale securities (fair market value) | $12,580,000 | 4,038 |
| Total debt securities | $19,775,000 | 3,756 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 232 |
| Fair value | $4,944,000 | 232 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $20,890,000 | 3,758 |
| U.S. Government securities | $18,262,000 | 2,995 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $18,262,000 | 2,875 |
| Securities issued by states & political subdivisions | $20,000 | 4,783 |
| Other domestic debt securities | $2,608,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $2,608,000 | 206 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $13,534,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $10,926,000 | 2,105 |
| Issued or guaranteed by U.S. | $10,926,000 | 2,104 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,608,000 | 1,978 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $2,608,000 | 194 |
| 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) | $7,913,000 | 1,037 |
| Available-for-sale securities (fair market value) | $12,977,000 | 4,047 |
| Total debt securities | $20,888,000 | 3,736 |
| Structured notes | ||
| Amortized cost | $4,997,000 | 246 |
| Fair value | $4,952,000 | 244 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $19,935,000 | 3,863 |
| U.S. Government securities | $17,212,000 | 3,145 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $17,212,000 | 3,017 |
| Securities issued by states & political subdivisions | $20,000 | 4,842 |
| Other domestic debt securities | $2,703,000 | 1,150 |
| Privately issued residential mortgage-backed securities | $2,703,000 | 213 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $12,629,000 | 2,558 |
| Certificates of participation in pools of residential mortgages | $9,926,000 | 2,248 |
| Issued or guaranteed by U.S. | $9,926,000 | 2,248 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,703,000 | 1,968 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $2,703,000 | 203 |
| 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) | $8,323,000 | 1,039 |
| Available-for-sale securities (fair market value) | $11,612,000 | 4,194 |
| Total debt securities | $19,930,000 | 3,837 |
| Structured notes | ||
| Amortized cost | $4,997,000 | 265 |
| Fair value | $4,920,000 | 264 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $17,961,000 | 4,007 |
| U.S. Government securities | $17,720,000 | 3,070 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $17,720,000 | 2,948 |
| Securities issued by states & political subdivisions | $21,000 | 4,890 |
| Other domestic debt securities | $220,000 | 2,022 |
| Privately issued residential mortgage-backed securities | $220,000 | 483 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $10,700,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $10,480,000 | 2,198 |
| Issued or guaranteed by U.S. | $10,480,000 | 2,197 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $220,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $220,000 | 453 |
| 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) | $6,222,000 | 1,166 |
| Available-for-sale securities (fair market value) | $11,739,000 | 4,181 |
| Total debt securities | $17,961,000 | 3,976 |
| Structured notes | ||
| Amortized cost | $4,997,000 | 254 |
| Fair value | $4,894,000 | 248 |
| 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 | $17,762,000 | 4,030 |
| U.S. Government securities | $17,509,000 | 3,075 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $17,509,000 | 2,973 |
| Securities issued by states & political subdivisions | $21,000 | 4,922 |
| Other domestic debt securities | $232,000 | 2,027 |
| Privately issued residential mortgage-backed securities | $232,000 | 481 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $11,343,000 | 2,659 |
| Certificates of participation in pools of residential mortgages | $11,111,000 | 2,153 |
| Issued or guaranteed by U.S. | $11,111,000 | 2,153 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $232,000 | 2,923 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $232,000 | 453 |
| 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) | $6,574,000 | 1,150 |
| Available-for-sale securities (fair market value) | $11,188,000 | 4,254 |
| Total debt securities | $17,762,000 | 4,002 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 290 |
| Fair value | $4,001,000 | 278 |
| 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 | $17,305,000 | 4,128 |
| U.S. Government securities | $17,012,000 | 3,204 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $17,012,000 | 3,092 |
| Securities issued by states & political subdivisions | $46,000 | 4,957 |
| Other domestic debt securities | $247,000 | 2,050 |
| Privately issued residential mortgage-backed securities | $247,000 | 496 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $10,861,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $10,614,000 | 2,245 |
| Issued or guaranteed by U.S. | $10,614,000 | 2,239 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $247,000 | 2,951 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $247,000 | 465 |
| 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) | $6,972,000 | 1,141 |
| Available-for-sale securities (fair market value) | $10,333,000 | 4,389 |
| Total debt securities | $17,305,000 | 4,107 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 418 |
| Fair value | $3,001,000 | 412 |
| 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 | $15,652,000 | 4,321 |
| U.S. Government securities | $15,345,000 | 3,437 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $15,345,000 | 3,321 |
| Securities issued by states & political subdivisions | $46,000 | 4,996 |
| Other domestic debt securities | $261,000 | 2,040 |
| Privately issued residential mortgage-backed securities | $261,000 | 493 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $8,214,000 | 3,045 |
| Certificates of participation in pools of residential mortgages | $7,953,000 | 2,570 |
| Issued or guaranteed by U.S. | $7,953,000 | 2,568 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $261,000 | 2,966 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $261,000 | 467 |
| 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) | $11,351,000 | 979 |
| Available-for-sale securities (fair market value) | $4,301,000 | 5,103 |
| Total debt securities | $15,652,000 | 4,300 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 623 |
| Fair value | $2,000,000 | 640 |
| 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 | $13,736,000 | 4,547 |
| U.S. Government securities | $13,417,000 | 3,691 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,417,000 | 3,563 |
| Securities issued by states & political subdivisions | $46,000 | 5,040 |
| Other domestic debt securities | $273,000 | 2,017 |
| Privately issued residential mortgage-backed securities | $273,000 | 489 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $7,305,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $7,032,000 | 2,719 |
| Issued or guaranteed by U.S. | $7,032,000 | 2,713 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $273,000 | 2,989 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $273,000 | 465 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $11,659,000 | 985 |
| Available-for-sale securities (fair market value) | $2,077,000 | 5,398 |
| Total debt securities | $13,736,000 | 4,526 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 988 |
| Fair value | $1,001,000 | 1,001 |
| 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 | $13,788,000 | 4,635 |
| U.S. Government securities | $13,386,000 | 3,770 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,386,000 | 3,652 |
| Securities issued by states & political subdivisions | $116,000 | 5,081 |
| Other domestic debt securities | $286,000 | 2,041 |
| Privately issued residential mortgage-backed securities | $286,000 | 497 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $4,930,000 | 3,568 |
| Certificates of participation in pools of residential mortgages | $4,644,000 | 3,141 |
| Issued or guaranteed by U.S. | $4,644,000 | 3,138 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $286,000 | 3,033 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $286,000 | 471 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $12,696,000 | 971 |
| Available-for-sale securities (fair market value) | $1,092,000 | 5,595 |
| Total debt securities | $13,788,000 | 4,613 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 822 |
| Fair value | $2,001,000 | 840 |
| 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 | $14,648,000 | 4,629 |
| U.S. Government securities | $14,232,000 | 3,790 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,232,000 | 3,670 |
| Securities issued by states & political subdivisions | $116,000 | 5,124 |
| Other domestic debt securities | $300,000 | 2,046 |
| Privately issued residential mortgage-backed securities | $300,000 | 507 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $5,287,000 | 3,594 |
| Certificates of participation in pools of residential mortgages | $4,987,000 | 3,149 |
| Issued or guaranteed by U.S. | $4,987,000 | 3,147 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $300,000 | 3,069 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $300,000 | 481 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $13,552,000 | 954 |
| Available-for-sale securities (fair market value) | $1,096,000 | 5,660 |
| Total debt securities | $14,648,000 | 4,610 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 763 |
| Fair value | $3,008,000 | 760 |
| 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 | $13,578,000 | 4,800 |
| U.S. Government securities | $13,133,000 | 3,988 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,133,000 | 3,863 |
| Securities issued by states & political subdivisions | $128,000 | 5,132 |
| Other domestic debt securities | $317,000 | 2,091 |
| Privately issued residential mortgage-backed securities | $317,000 | 538 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $5,708,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $5,391,000 | 3,142 |
| Issued or guaranteed by U.S. | $5,391,000 | 3,140 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $317,000 | 3,088 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $317,000 | 508 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $12,482,000 | 989 |
| Available-for-sale securities (fair market value) | $1,096,000 | 5,718 |
| Total debt securities | $13,578,000 | 4,774 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 809 |
| Fair value | $3,005,000 | 815 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $13,412,000 | 4,869 |
| U.S. Government securities | $12,953,000 | 4,056 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,953,000 | 3,938 |
| Securities issued by states & political subdivisions | $128,000 | 5,213 |
| Other domestic debt securities | $331,000 | 2,109 |
| Privately issued residential mortgage-backed securities | $331,000 | 531 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $6,049,000 | 3,587 |
| Certificates of participation in pools of residential mortgages | $5,718,000 | 3,145 |
| Issued or guaranteed by U.S. | $5,718,000 | 3,142 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $331,000 | 3,133 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $331,000 | 501 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $11,285,000 | 1,027 |
| Available-for-sale securities (fair market value) | $2,127,000 | 5,687 |
| Total debt securities | $13,413,000 | 4,845 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 799 |
| Fair value | $3,481,000 | 803 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $14,069,000 | 4,904 |
| U.S. Government securities | $13,478,000 | 4,100 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $13,478,000 | 3,983 |
| Securities issued by states & political subdivisions | $247,000 | 5,194 |
| Other domestic debt securities | $344,000 | 2,170 |
| Privately issued residential mortgage-backed securities | $344,000 | 560 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $6,341,000 | 3,626 |
| Certificates of participation in pools of residential mortgages | $5,997,000 | 3,170 |
| Issued or guaranteed by U.S. | $5,997,000 | 3,167 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $344,000 | 3,179 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $344,000 | 534 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $11,938,000 | 1,019 |
| Available-for-sale securities (fair market value) | $2,131,000 | 5,771 |
| Total debt securities | $14,070,000 | 4,877 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 758 |
| Fair value | $4,451,000 | 765 |
| 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 | $14,467,000 | 4,927 |
| U.S. Government securities | $13,861,000 | 4,130 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,861,000 | 4,016 |
| Securities issued by states & political subdivisions | $247,000 | 5,246 |
| Other domestic debt securities | $359,000 | 2,214 |
| Privately issued residential mortgage-backed securities | $359,000 | 566 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $6,732,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | $6,373,000 | 3,176 |
| Issued or guaranteed by U.S. | $6,373,000 | 3,174 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $359,000 | 3,207 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $359,000 | 541 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $12,291,000 | 1,017 |
| Available-for-sale securities (fair market value) | $2,176,000 | 5,827 |
| Total debt securities | $14,467,000 | 4,905 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 677 |
| Fair value | $5,460,000 | 673 |
| 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 | $15,332,000 | 4,890 |
| U.S. Government securities | $14,714,000 | 4,054 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $14,714,000 | 3,952 |
| Securities issued by states & political subdivisions | $248,000 | 5,283 |
| Other domestic debt securities | $370,000 | 2,263 |
| Privately issued residential mortgage-backed securities | $370,000 | 585 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $7,113,000 | 3,598 |
| Certificates of participation in pools of residential mortgages | $6,743,000 | 3,126 |
| Issued or guaranteed by U.S. | $6,743,000 | 3,126 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $370,000 | 3,224 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $370,000 | 560 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $13,143,000 | 979 |
| Available-for-sale securities (fair market value) | $2,189,000 | 5,875 |
| Total debt securities | $15,332,000 | 4,858 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 639 |
| Fair value | $5,910,000 | 637 |
| 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 | $15,634,000 | 4,864 |
| U.S. Government securities | $15,002,000 | 4,002 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,002,000 | 3,903 |
| Securities issued by states & political subdivisions | $248,000 | 5,341 |
| Other domestic debt securities | $384,000 | 2,318 |
| Privately issued residential mortgage-backed securities | $384,000 | 618 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $7,445,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $7,061,000 | 3,091 |
| Issued or guaranteed by U.S. | $7,061,000 | 3,089 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $384,000 | 3,216 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $384,000 | 590 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $13,455,000 | 955 |
| Available-for-sale securities (fair market value) | $2,179,000 | 5,935 |
| Total debt securities | $15,634,000 | 4,839 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 626 |
| Fair value | $5,844,000 | 618 |
| 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 | $16,159,000 | 4,886 |
| U.S. Government securities | $15,380,000 | 3,993 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,380,000 | 3,890 |
| Securities issued by states & political subdivisions | $383,000 | 5,300 |
| Other domestic debt securities | $396,000 | 2,365 |
| Privately issued residential mortgage-backed securities | $396,000 | 644 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $7,828,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $7,432,000 | 3,035 |
| Issued or guaranteed by U.S. | $7,432,000 | 3,032 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $396,000 | 3,249 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $396,000 | 617 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $13,967,000 | 910 |
| Available-for-sale securities (fair market value) | $2,192,000 | 6,011 |
| Total debt securities | $16,159,000 | 4,851 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 609 |
| Fair value | $5,853,000 | 608 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $16,986,000 | 4,791 |
| U.S. Government securities | $16,184,000 | 3,897 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,184,000 | 3,804 |
| Securities issued by states & political subdivisions | $383,000 | 5,300 |
| Other domestic debt securities | $419,000 | 2,413 |
| Privately issued residential mortgage-backed securities | $419,000 | 658 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $8,664,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $8,245,000 | 2,877 |
| Issued or guaranteed by U.S. | $8,245,000 | 2,875 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $419,000 | 3,252 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $419,000 | 630 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $14,770,000 | 840 |
| Available-for-sale securities (fair market value) | $2,216,000 | 6,041 |
| Total debt securities | $16,986,000 | 4,759 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 599 |
| Fair value | $5,838,000 | 605 |
| 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 | $12,629,000 | 5,262 |
| U.S. Government securities | $12,184,000 | 4,420 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,184,000 | 4,320 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $445,000 | 2,392 |
| Privately issued residential mortgage-backed securities | $445,000 | 681 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $4,536,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $4,091,000 | 3,749 |
| Issued or guaranteed by U.S. | $4,091,000 | 3,745 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $445,000 | 3,283 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $445,000 | 655 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $10,353,000 | 951 |
| Available-for-sale securities (fair market value) | $2,276,000 | 6,079 |
| Total debt securities | $12,633,000 | 5,229 |
| Structured notes | ||
| Amortized cost | $6,598,000 | 567 |
| Fair value | $6,576,000 | 568 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $13,894,000 | 5,102 |
| U.S. Government securities | $13,420,000 | 4,225 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,420,000 | 4,118 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $474,000 | 2,369 |
| Privately issued residential mortgage-backed securities | $474,000 | 705 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $4,894,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $4,420,000 | 3,663 |
| Issued or guaranteed by U.S. | $4,420,000 | 3,661 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $474,000 | 3,305 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $474,000 | 678 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $11,055,000 | 922 |
| Available-for-sale securities (fair market value) | $2,839,000 | 6,042 |
| Total debt securities | $13,904,000 | 5,067 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 727 |
| Fair value | $4,992,000 | 763 |
| 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 | $17,687,000 | 4,760 |
| U.S. Government securities | $17,191,000 | 3,870 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,191,000 | 3,788 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $496,000 | 2,425 |
| Privately issued residential mortgage-backed securities | $496,000 | 749 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $5,186,000 | 4,183 |
| Certificates of participation in pools of residential mortgages | $4,690,000 | 3,760 |
| Issued or guaranteed by U.S. | $4,690,000 | 3,759 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $496,000 | 3,378 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $496,000 | 718 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $14,815,000 | 811 |
| Available-for-sale securities (fair market value) | $2,872,000 | 6,140 |
| Total debt securities | $17,687,000 | 4,729 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,102 |
| Fair value | $3,000,000 | 1,101 |
| 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 | $18,905,000 | 4,674 |
| U.S. Government securities | $18,905,000 | 3,741 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,905,000 | 3,669 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $3,905,000 | 4,483 |
| Certificates of participation in pools of residential mortgages | $3,905,000 | 3,968 |
| Issued or guaranteed by U.S. | $3,905,000 | 3,965 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $15,487,000 | 777 |
| Available-for-sale securities (fair market value) | $3,418,000 | 6,111 |
| Total debt securities | $18,905,000 | 4,645 |
| 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 | $19,155,000 | 4,679 |
| U.S. Government securities | $19,155,000 | 3,802 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $19,155,000 | 3,718 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $4,155,000 | 4,449 |
| Certificates of participation in pools of residential mortgages | $4,155,000 | 3,902 |
| Issued or guaranteed by U.S. | $4,155,000 | 3,897 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $17,174,000 | 744 |
| Available-for-sale securities (fair market value) | $1,981,000 | 6,375 |
| Total debt securities | $19,154,000 | 4,651 |
| 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 | $19,308,000 | 4,616 |
| U.S. Government securities | $19,308,000 | 3,715 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,308,000 | 3,645 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,306,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $2,306,000 | 4,340 |
| Issued or guaranteed by U.S. | $2,306,000 | 4,331 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,652,000 | 721 |
| Available-for-sale securities (fair market value) | $656,000 | 6,576 |
| Total debt securities | $19,308,000 | 4,586 |
| 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 | $15,637,000 | 5,004 |
| U.S. Government securities | $15,637,000 | 4,085 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,637,000 | 3,989 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,638,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $2,638,000 | 4,190 |
| Issued or guaranteed by U.S. | $2,638,000 | 4,175 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,981,000 | 816 |
| Available-for-sale securities (fair market value) | $656,000 | 6,645 |
| Total debt securities | $15,637,000 | 4,976 |
| 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 | $19,363,000 | 4,634 |
| U.S. Government securities | $19,363,000 | 3,730 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,363,000 | 3,638 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,873,000 | 4,629 |
| Certificates of participation in pools of residential mortgages | $2,873,000 | 4,088 |
| Issued or guaranteed by U.S. | $2,873,000 | 4,074 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,743,000 | 705 |
| Available-for-sale securities (fair market value) | $620,000 | 6,716 |
| Total debt securities | $19,363,000 | 4,601 |
| 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 | $24,671,000 | 4,053 |
| U.S. Government securities | $24,671,000 | 3,197 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,671,000 | 3,105 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,176,000 | 4,490 |
| Certificates of participation in pools of residential mortgages | $3,176,000 | 3,936 |
| Issued or guaranteed by U.S. | $3,176,000 | 3,925 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,015,000 | 588 |
| Available-for-sale securities (fair market value) | $656,000 | 6,751 |
| Total debt securities | $24,671,000 | 4,018 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $21,598,000 | 4,224 |
| U.S. Government securities | $21,598,000 | 3,317 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,598,000 | 3,213 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,586,000 | 4,332 |
| Certificates of participation in pools of residential mortgages | $3,586,000 | 3,715 |
| Issued or guaranteed by U.S. | $3,586,000 | 3,703 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,869,000 | 648 |
| Available-for-sale securities (fair market value) | $729,000 | 6,771 |
| Total debt securities | $21,598,000 | 4,191 |
| 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 | $21,506,000 | 4,191 |
| U.S. Government securities | $21,506,000 | 3,277 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,506,000 | 3,178 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,987,000 | 4,262 |
| Certificates of participation in pools of residential mortgages | $3,987,000 | 3,593 |
| Issued or guaranteed by U.S. | $3,987,000 | 3,583 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,673,000 | 682 |
| Available-for-sale securities (fair market value) | $833,000 | 6,815 |
| Total debt securities | $21,506,000 | 4,153 |
| 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 | $18,414,000 | 4,588 |
| U.S. Government securities | $18,414,000 | 3,653 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,414,000 | 3,559 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $370,000 | 898 |
| Assets held in trading accounts for TFR Reporters | $370,000 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,390,000 | 4,154 |
| Certificates of participation in pools of residential mortgages | $4,390,000 | 3,494 |
| Issued or guaranteed by U.S. | $4,390,000 | 3,486 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,491,000 | 781 |
| Available-for-sale securities (fair market value) | $923,000 | 6,871 |
| Total debt securities | $18,414,000 | 4,547 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $370,000 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $19,266,000 | 4,526 |
| U.S. Government securities | $19,266,000 | 3,633 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,266,000 | 3,548 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $611,000 | 777 |
| Assets held in trading accounts for TFR Reporters | $611,000 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,736,000 | 4,159 |
| Certificates of participation in pools of residential mortgages | $4,736,000 | 3,524 |
| Issued or guaranteed by U.S. | $4,736,000 | 3,517 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,297,000 | 755 |
| Available-for-sale securities (fair market value) | $969,000 | 6,941 |
| Total debt securities | $19,266,000 | 4,489 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $611,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $17,970,000 | 4,635 |
| U.S. Government securities | $17,970,000 | 3,738 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,970,000 | 3,664 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $860,000 | 716 |
| Assets held in trading accounts for TFR Reporters | $860,000 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,435,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $5,435,000 | 3,414 |
| Issued or guaranteed by U.S. | $5,435,000 | 3,406 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,920,000 | 810 |
| Available-for-sale securities (fair market value) | $1,050,000 | 6,951 |
| Total debt securities | $17,970,000 | 4,596 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $860,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $12,186,000 | 5,462 |
| U.S. Government securities | $12,186,000 | 4,585 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,186,000 | 4,489 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $860,000 | 765 |
| Assets held in trading accounts for TFR Reporters | $860,000 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,107,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | $8,107,000 | 2,951 |
| Issued or guaranteed by U.S. | $8,107,000 | 2,941 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,083,000 | 1,065 |
| Available-for-sale securities (fair market value) | $1,103,000 | 7,007 |
| Total debt securities | $12,186,000 | 5,414 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $860,000 | 183 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $12,714,000 | 5,374 |
| U.S. Government securities | $12,714,000 | 4,484 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,714,000 | 4,392 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,076,000 | 740 |
| Assets held in trading accounts for TFR Reporters | $1,076,000 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,644,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $8,644,000 | 2,934 |
| Issued or guaranteed by U.S. | $8,644,000 | 2,920 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,535,000 | 1,065 |
| Available-for-sale securities (fair market value) | $1,179,000 | 7,048 |
| Total debt securities | $12,714,000 | 5,331 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,076,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $10,681,000 | 5,770 |
| U.S. Government securities | $10,681,000 | 4,962 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,681,000 | 4,871 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,319,000 | 697 |
| Assets held in trading accounts for TFR Reporters | $1,319,000 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,595,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $7,595,000 | 3,166 |
| Issued or guaranteed by U.S. | $7,595,000 | 3,155 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,416,000 | 1,207 |
| Available-for-sale securities (fair market value) | $1,265,000 | 7,081 |
| Total debt securities | $10,681,000 | 5,723 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,319,000 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $12,558,000 | 5,486 |
| U.S. Government securities | $12,558,000 | 4,658 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,558,000 | 4,576 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,623,000 | 618 |
| Assets held in trading accounts for TFR Reporters | $1,623,000 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,526,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $8,526,000 | 2,955 |
| Issued or guaranteed by U.S. | $8,526,000 | 2,942 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,216,000 | 1,285 |
| Available-for-sale securities (fair market value) | $4,342,000 | 6,485 |
| Total debt securities | $12,558,000 | 5,444 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,623,000 | 179 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $17,717,000 | 4,665 |
| U.S. Government securities | $15,807,000 | 4,078 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,807,000 | 3,998 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,910,000 | 594 |
| 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 | $8,819,000 | 3,436 |
| Certificates of participation in pools of residential mortgages | $8,819,000 | 2,830 |
| Issued or guaranteed by U.S. | $8,819,000 | 2,816 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,483,000 | 1,187 |
| Available-for-sale securities (fair market value) | $8,234,000 | 5,670 |
| Total debt securities | $15,807,000 | 4,916 |
| 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 | $18,625,000 | 4,615 |
| U.S. Government securities | $16,078,000 | 4,064 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,078,000 | 3,997 |
| 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 | $2,547,000 | 681 |
| 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 | $9,145,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $9,145,000 | 2,778 |
| Issued or guaranteed by U.S. | $9,145,000 | 2,763 |
| 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) | $9,788,000 | 1,163 |
| Available-for-sale securities (fair market value) | $8,837,000 | 5,618 |
| Total debt securities | $16,078,000 | 4,909 |
| 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 | $20,542,000 | 4,363 |
| U.S. Government securities | $17,580,000 | 3,836 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,580,000 | 3,772 |
| 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 | $2,962,000 | 681 |
| 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 | $9,580,000 | 3,240 |
| Certificates of participation in pools of residential mortgages | $9,580,000 | 2,612 |
| Issued or guaranteed by U.S. | $9,580,000 | 2,601 |
| 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) | $11,137,000 | 1,076 |
| Available-for-sale securities (fair market value) | $9,405,000 | 5,517 |
| Total debt securities | $17,580,000 | 4,679 |
| 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 | $11,677,000 | 5,727 |
| U.S. Government securities | $8,739,000 | 5,539 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,739,000 | 5,434 |
| 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 | $2,938,000 | 633 |
| 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 | $4,739,000 | 3,904 |
| Certificates of participation in pools of residential mortgages | $4,739,000 | 3,299 |
| Issued or guaranteed by U.S. | $4,739,000 | 3,284 |
| 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) | $8,312,000 | 1,331 |
| Available-for-sale securities (fair market value) | $3,365,000 | 6,823 |
| Total debt securities | $8,739,000 | 6,214 |
| 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 | $5,478,000 | 7,042 |
| U.S. Government securities | $2,580,000 | 7,379 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,580,000 | 7,268 |
| 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 | $2,898,000 | 621 |
| 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 | $580,000 | 5,594 |
| Certificates of participation in pools of residential mortgages | $580,000 | 5,159 |
| Issued or guaranteed by U.S. | $580,000 | 5,140 |
| 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) | $2,146,000 | 2,307 |
| Available-for-sale securities (fair market value) | $3,332,000 | 6,852 |
| Total debt securities | $2,580,000 | 7,636 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $8,003,000 | 6,498 |
| U.S. Government securities | $2,644,000 | 7,412 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,644,000 | 7,289 |
| Securities issued by states & political subdivisions | $2,859,000 | 3,864 |
| 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 | $2,500,000 | 670 |
| 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 | $597,000 | 5,584 |
| Certificates of participation in pools of residential mortgages | $597,000 | 5,144 |
| Issued or guaranteed by U.S. | $597,000 | 5,126 |
| 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) | $4,703,000 | 1,809 |
| Available-for-sale securities (fair market value) | $3,300,000 | 6,894 |
| Total debt securities | $5,503,000 | 7,015 |
| 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 | $6,476,000 | 6,897 |
| U.S. Government securities | $3,633,000 | 7,157 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,633,000 | 7,027 |
| 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 | $2,843,000 | 643 |
| 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 | $633,000 | 5,563 |
| Certificates of participation in pools of residential mortgages | $633,000 | 5,129 |
| Issued or guaranteed by U.S. | $633,000 | 5,109 |
| 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) | $3,173,000 | 2,121 |
| Available-for-sale securities (fair market value) | $3,303,000 | 6,908 |
| Total debt securities | $3,633,000 | 7,507 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $7,486,000 | 6,695 |
| U.S. Government securities | $4,684,000 | 6,894 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,684,000 | 6,771 |
| 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 | $2,802,000 | 666 |
| 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 | $686,000 | 5,541 |
| Certificates of participation in pools of residential mortgages | $686,000 | 5,096 |
| Issued or guaranteed by U.S. | $686,000 | 5,076 |
| 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) | $3,200,000 | 2,144 |
| Available-for-sale securities (fair market value) | $4,286,000 | 6,722 |
| Total debt securities | $4,684,000 | 7,287 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $7,479,000 | 6,774 |
| U.S. Government securities | $4,715,000 | 6,951 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,715,000 | 6,820 |
| 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 | $2,764,000 | 670 |
| 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 | $723,000 | 5,510 |
| Certificates of participation in pools of residential mortgages | $723,000 | 5,065 |
| Issued or guaranteed by U.S. | $723,000 | 5,041 |
| 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) | $3,221,000 | 2,195 |
| Available-for-sale securities (fair market value) | $4,258,000 | 6,777 |
| Total debt securities | $4,715,000 | 7,353 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $7,460,000 | 6,782 |
| U.S. Government securities | $4,735,000 | 6,988 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,735,000 | 6,852 |
| 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 | $2,725,000 | 667 |
| 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 | $751,000 | 5,517 |
| Certificates of participation in pools of residential mortgages | $751,000 | 5,074 |
| Issued or guaranteed by U.S. | $751,000 | 5,052 |
| 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) | $3,232,000 | 2,213 |
| Available-for-sale securities (fair market value) | $4,228,000 | 6,809 |
| Total debt securities | $4,735,000 | 7,400 |
| 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 | $7,496,000 | 6,843 |
| U.S. Government securities | $4,722,000 | 7,023 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,722,000 | 6,884 |
| 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 | $2,774,000 | 694 |
| 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 | $806,000 | 5,516 |
| Certificates of participation in pools of residential mortgages | $806,000 | 5,051 |
| Issued or guaranteed by U.S. | $806,000 | 5,032 |
| 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) | $3,256,000 | 2,254 |
| Available-for-sale securities (fair market value) | $4,240,000 | 6,852 |
| Total debt securities | $4,722,000 | 7,429 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $7,541,000 | 6,871 |
| U.S. Government securities | $4,794,000 | 7,023 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,794,000 | 6,870 |
| 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 | $2,747,000 | 705 |
| 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 | $872,000 | 5,518 |
| Certificates of participation in pools of residential mortgages | $872,000 | 5,036 |
| Issued or guaranteed by U.S. | $872,000 | 5,017 |
| 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) | $3,289,000 | 2,298 |
| Available-for-sale securities (fair market value) | $4,252,000 | 6,870 |
| Total debt securities | $4,794,000 | 7,452 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $7,606,000 | 6,869 |
| U.S. Government securities | $4,876,000 | 6,997 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,876,000 | 6,854 |
| 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 | $2,730,000 | 721 |
| 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 | $934,000 | 5,505 |
| Certificates of participation in pools of residential mortgages | $934,000 | 5,015 |
| Issued or guaranteed by U.S. | $934,000 | 4,996 |
| 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) | $3,312,000 | 2,303 |
| Available-for-sale securities (fair market value) | $4,294,000 | 6,882 |
| Total debt securities | $4,876,000 | 7,449 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $7,693,000 | 6,897 |
| U.S. Government securities | $4,995,000 | 6,999 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,995,000 | 6,848 |
| 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 | $2,698,000 | 735 |
| 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 | $1,039,000 | 5,482 |
| Certificates of participation in pools of residential mortgages | $1,039,000 | 4,988 |
| Issued or guaranteed by U.S. | $1,039,000 | 4,968 |
| 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) | $3,351,000 | 2,313 |
| Available-for-sale securities (fair market value) | $4,342,000 | 6,908 |
| Total debt securities | $4,995,000 | 7,460 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $7,766,000 | 6,938 |
| U.S. Government securities | $5,137,000 | 7,024 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,137,000 | 6,870 |
| 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 | $2,629,000 | 767 |
| 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 | $1,157,000 | 5,482 |
| Certificates of participation in pools of residential mortgages | $1,157,000 | 4,961 |
| Issued or guaranteed by U.S. | $1,157,000 | 4,948 |
| 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) | $3,385,000 | 2,346 |
| Available-for-sale securities (fair market value) | $4,381,000 | 6,956 |
| Total debt securities | $5,137,000 | 7,499 |
| 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 | $7,846,000 | 6,922 |
| U.S. Government securities | $5,227,000 | 7,035 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,227,000 | 6,878 |
| 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 | $2,619,000 | 798 |
| 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 | $1,234,000 | 5,481 |
| Certificates of participation in pools of residential mortgages | $1,234,000 | 4,942 |
| Issued or guaranteed by U.S. | $1,234,000 | 4,929 |
| 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) | $3,412,000 | 2,357 |
| Available-for-sale securities (fair market value) | $4,434,000 | 6,984 |
| Total debt securities | $5,227,000 | 7,515 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $9,457,000 | 6,625 |
| U.S. Government securities | $6,846,000 | 6,536 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,846,000 | 6,379 |
| 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 | $2,611,000 | 820 |
| 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 | $1,343,000 | 5,418 |
| Certificates of participation in pools of residential mortgages | $1,343,000 | 4,885 |
| Issued or guaranteed by U.S. | $1,343,000 | 4,874 |
| 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) | $4,471,000 | 2,139 |
| Available-for-sale securities (fair market value) | $4,986,000 | 6,883 |
| Total debt securities | $6,846,000 | 7,149 |
| 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 | $10,008,000 | 6,579 |
| U.S. Government securities | $7,415,000 | 6,464 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,415,000 | 6,293 |
| 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 | $2,593,000 | 855 |
| 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 | $1,420,000 | 5,453 |
| Certificates of participation in pools of residential mortgages | $1,420,000 | 4,913 |
| Issued or guaranteed by U.S. | $1,420,000 | 4,900 |
| 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) | $4,509,000 | 2,136 |
| Available-for-sale securities (fair market value) | $5,499,000 | 6,813 |
| Total debt securities | $7,415,000 | 7,095 |
| 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 | $10,290,000 | 6,508 |
| U.S. Government securities | $7,658,000 | 6,331 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,658,000 | 6,175 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $38,000 | 3,677 |
| 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 | $38,000 | 3,167 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,594,000 | 908 |
| 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 | $1,626,000 | 5,381 |
| Certificates of participation in pools of residential mortgages | $1,626,000 | 4,829 |
| Issued or guaranteed by U.S. | $1,626,000 | 4,815 |
| 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) | $4,587,000 | 2,108 |
| Available-for-sale securities (fair market value) | $5,703,000 | 6,772 |
| Total debt securities | $7,696,000 | 6,991 |
| 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 | $10,199,000 | 6,562 |
| U.S. Government securities | $7,581,000 | 6,419 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,581,000 | 6,247 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $38,000 | 3,725 |
| 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 | $38,000 | 3,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,580,000 | 911 |
| 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 | $1,806,000 | 5,279 |
| Certificates of participation in pools of residential mortgages | $1,806,000 | 4,714 |
| Issued or guaranteed by U.S. | $1,806,000 | 4,696 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,400,000 | 2,013 |
| Available-for-sale securities (fair market value) | $4,799,000 | 7,040 |
| Total debt securities | $7,619,000 | 7,084 |
| 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 | $9,696,000 | 6,616 |
| U.S. Government securities | $7,091,000 | 6,438 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,091,000 | 6,252 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $38,000 | 3,834 |
| 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 | $38,000 | 3,413 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,567,000 | 956 |
| 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 | $2,306,000 | 5,038 |
| Certificates of participation in pools of residential mortgages | $2,306,000 | 4,427 |
| Issued or guaranteed by U.S. | $2,306,000 | 4,405 |
| 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) | $4,534,000 | 2,165 |
| Available-for-sale securities (fair market value) | $5,162,000 | 6,916 |
| Total debt securities | $7,129,000 | 7,130 |
| 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 | $10,240,000 | 6,439 |
| U.S. Government securities | $7,633,000 | 6,217 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,633,000 | 6,041 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $38,000 | 3,884 |
| 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 | $38,000 | 3,440 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,569,000 | 986 |
| 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 | $2,838,000 | 4,897 |
| Certificates of participation in pools of residential mortgages | $2,838,000 | 4,221 |
| Issued or guaranteed by U.S. | $2,838,000 | 4,206 |
| 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) | $4,742,000 | 2,128 |
| Available-for-sale securities (fair market value) | $5,498,000 | 6,812 |
| Total debt securities | $7,671,000 | 6,935 |
| 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 | $9,831,000 | 6,545 |
| U.S. Government securities | $7,239,000 | 6,380 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,239,000 | 6,200 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $38,000 | 3,940 |
| 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 | $38,000 | 3,484 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,554,000 | 966 |
| 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 | $3,439,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $3,439,000 | 3,981 |
| Issued or guaranteed by U.S. | $3,439,000 | 3,966 |
| 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) | $4,066,000 | 2,319 |
| Available-for-sale securities (fair market value) | $5,765,000 | 6,757 |
| Total debt securities | $7,277,000 | 7,098 |
| 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 | $11,457,000 | 6,194 |
| U.S. Government securities | $8,878,000 | 5,897 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,878,000 | 5,695 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $38,000 | 3,984 |
| 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 | $38,000 | 3,519 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,541,000 | 977 |
| 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 | $4,062,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $4,062,000 | 3,712 |
| Issued or guaranteed by U.S. | $4,062,000 | 3,700 |
| 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) | $4,542,000 | 2,264 |
| Available-for-sale securities (fair market value) | $6,915,000 | 6,466 |
| Total debt securities | $8,916,000 | 6,677 |
| 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 | $9,131,000 | 6,718 |
| U.S. Government securities | $7,128,000 | 6,410 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,128,000 | 6,175 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $38,000 | 4,061 |
| 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 | $38,000 | 3,513 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,965,000 | 1,064 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,096,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $3,096,000 | 3,842 |
| Issued or guaranteed by U.S. | $3,096,000 | 3,825 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,111,000 | 2,268 |
| Available-for-sale securities (fair market value) | $4,020,000 | 7,286 |
| Total debt securities | $7,166,000 | 7,169 |
| 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 | $9,814,000 | 6,845 |
| U.S. Government securities | $7,918,000 | 6,557 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,918,000 | 6,201 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $39,000 | 3,769 |
| 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 | $39,000 | 3,287 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,857,000 | 1,665 |
| 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 | $2,449,000 | 4,514 |
| Certificates of participation in pools of residential mortgages | $2,449,000 | 3,675 |
| Issued or guaranteed by U.S. | $2,449,000 | 3,661 |
| 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) | $4,518,000 | 2,891 |
| Available-for-sale securities (fair market value) | $5,296,000 | 7,147 |
| Total debt securities | $7,957,000 | 7,261 |
| 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 | $7,884,000 | 7,688 |
| U.S. Government securities | $6,092,000 | 7,569 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,092,000 | 7,036 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $40,000 | 3,715 |
| 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 | $40,000 | 3,140 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,752,000 | 1,657 |
| 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 | $2,276,000 | 4,905 |
| Certificates of participation in pools of residential mortgages | $2,276,000 | 4,018 |
| Issued or guaranteed by U.S. | $2,276,000 | 4,003 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,846,000 | 4,343 |
| Available-for-sale securities (fair market value) | $6,038,000 | 7,094 |
| Total debt securities | $6,132,000 | 8,177 |
| 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 | $6,215,000 | 8,324 |
| U.S. Government securities | $4,471,000 | 8,294 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,471,000 | 7,478 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $44,000 | 3,688 |
| 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 | $44,000 | 3,027 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,700,000 | 1,671 |
| 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 | $4,370,000 | 4,079 |
| Certificates of participation in pools of residential mortgages | $4,370,000 | 3,194 |
| Issued or guaranteed by U.S. | $4,370,000 | 3,178 |
| 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) | $3,028,000 | 4,181 |
| Available-for-sale securities (fair market value) | $3,187,000 | 8,031 |
| Total debt securities | $4,515,000 | 8,796 |
| 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 | $6,564,000 | 8,598 |
| U.S. Government securities | $4,891,000 | 8,637 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,891,000 | 7,342 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $43,000 | 3,561 |
| 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 | $43,000 | 2,795 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,630,000 | 1,688 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,634,000 | 5,713 |
| Certificates of participation in pools of residential mortgages | $1,634,000 | 4,693 |
| Issued or guaranteed by U.S. | $1,634,000 | 4,677 |
| 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) | $3,180,000 | 4,946 |
| Available-for-sale securities (fair market value) | $3,384,000 | 8,143 |
| Total debt securities | $4,934,000 | 9,145 |
| 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 | $8,159,000 | 8,566 |
| U.S. Government securities | $6,488,000 | 8,468 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,488,000 | 6,905 |
| Securities issued by states & political subdivisions | $43,000 | 8,482 |
| Other domestic debt securities | $52,000 | 4,053 |
| 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 | $52,000 | 3,091 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,546,000 | 1,774 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-30,000 | 886 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,739,000 | 6,092 |
| Certificates of participation in pools of residential mortgages | $1,739,000 | 4,954 |
| Issued or guaranteed by U.S. | $1,739,000 | 4,936 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,276,000 | 5,511 |
| Available-for-sale securities (fair market value) | $4,883,000 | 7,827 |
| Total debt securities | $6,583,000 | 9,044 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $6,669,000 | 9,510 |
| U.S. Government securities | $5,137,000 | 9,490 |
| U.S. Treasury securities | $995,000 | 8,684 |
| U.S. Government agency obligations | $4,142,000 | 8,235 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $45,000 | 4,821 |
| 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 | $45,000 | 3,731 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,500,000 | 1,713 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $13,000 | 243 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,142,000 | 5,433 |
| Certificates of participation in pools of residential mortgages | $3,142,000 | 4,092 |
| Issued or guaranteed by U.S. | $3,142,000 | 4,066 |
| 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) | $2,037,000 | 6,626 |
| Available-for-sale securities (fair market value) | $4,632,000 | 8,205 |
| Total debt securities | $5,182,000 | 10,018 |
| 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 | $6,961,000 | 9,946 |
| U.S. Government securities | $5,548,000 | 9,871 |
| U.S. Treasury securities | $991,000 | 9,692 |
| U.S. Government agency obligations | $4,557,000 | 7,972 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $46,000 | 5,420 |
| 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 | $46,000 | 4,271 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,382,000 | 1,663 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $15,000 | 297 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,557,000 | 5,484 |
| Certificates of participation in pools of residential mortgages | $3,557,000 | 4,029 |
| Issued or guaranteed by U.S. | $3,557,000 | 4,002 |
| 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) | $5,539,000 | 7,695 |
| Available-for-sale securities (fair market value) | $1,422,000 | 9,334 |
| Total debt securities | $5,594,000 | 10,459 |
| 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 | $5,462,000 | 11,053 |
| U.S. Government securities | $4,023,000 | 11,077 |
| U.S. Treasury securities | $987,000 | 10,150 |
| U.S. Government agency obligations | $3,036,000 | 9,354 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $46,000 | 6,190 |
| 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 | $46,000 | 4,851 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,375,000 | 1,770 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-18,000 | 1,015 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,036,000 | 7,229 |
| Certificates of participation in pools of residential mortgages | $2,036,000 | 5,699 |
| Issued or guaranteed by U.S. | $2,036,000 | 5,653 |
| 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 | $4,069,000 | 11,575 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $5,380,000 | 11,398 |
| U.S. Government securities | $3,477,000 | 11,788 |
| U.S. Treasury securities | $1,988,000 | 8,908 |
| U.S. Government agency obligations | $1,489,000 | 11,048 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $46,000 | 7,101 |
| 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 | $46,000 | 5,530 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,850,000 | 1,342 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-7,000 | 1,195 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,489,000 | 8,253 |
| Certificates of participation in pools of residential mortgages | $1,489,000 | 6,790 |
| Issued or guaranteed by U.S. | $1,489,000 | 6,725 |
| 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 | $3,523,000 | 12,222 |
| 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 |