Home > Carthage Savings and Loan > Securities
Carthage Savings and Loan, Securities
| 2023-12-31 | Rank | |
| Total securities | $41,373,000 | 2,837 |
| U.S. Government securities | $38,544,000 | 2,170 |
| U.S. Treasury securities | $12,011,000 | 1,243 |
| U.S. Government agency obligations | $26,533,000 | 2,284 |
| Securities issued by states & political subdivisions | $2,829,000 | 3,199 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,258,000 | 1,913 |
| Mortgage-backed securities | $15,885,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,885,000 | 1,662 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $885,000 | 1,541 |
| Available-for-sale securities (fair market value) | $40,488,000 | 2,630 |
| Total debt securities | $41,373,000 | 2,818 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $42,224,000 | 2,792 |
| U.S. Government securities | $39,478,000 | 2,143 |
| U.S. Treasury securities | $13,776,000 | 1,193 |
| U.S. Government agency obligations | $25,702,000 | 2,297 |
| Securities issued by states & political subdivisions | $2,746,000 | 3,223 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,559,000 | 1,916 |
| Mortgage-backed securities | $15,354,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,354,000 | 1,659 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $911,000 | 1,552 |
| Available-for-sale securities (fair market value) | $41,313,000 | 2,584 |
| Total debt securities | $42,224,000 | 2,773 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $44,275,000 | 2,795 |
| U.S. Government securities | $41,520,000 | 2,129 |
| U.S. Treasury securities | $13,710,000 | 1,207 |
| U.S. Government agency obligations | $27,810,000 | 2,260 |
| Securities issued by states & political subdivisions | $2,755,000 | 3,263 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,420,000 | 1,996 |
| Mortgage-backed securities | $16,469,000 | 2,205 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,469,000 | 1,654 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $954,000 | 1,564 |
| Available-for-sale securities (fair market value) | $43,321,000 | 2,589 |
| Total debt securities | $44,275,000 | 2,777 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $45,136,000 | 2,856 |
| U.S. Government securities | $42,349,000 | 2,178 |
| U.S. Treasury securities | $13,785,000 | 1,282 |
| U.S. Government agency obligations | $28,564,000 | 2,234 |
| Securities issued by states & political subdivisions | $2,787,000 | 3,317 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,907,000 | 1,559 |
| Mortgage-backed securities | $17,145,000 | 2,225 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,145,000 | 1,662 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,000,000 | 1,597 |
| Available-for-sale securities (fair market value) | $44,136,000 | 2,637 |
| Total debt securities | $45,136,000 | 2,837 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $46,925,000 | 2,836 |
| U.S. Government securities | $44,193,000 | 2,158 |
| U.S. Treasury securities | $15,615,000 | 1,235 |
| U.S. Government agency obligations | $28,578,000 | 2,232 |
| Securities issued by states & political subdivisions | $2,732,000 | 3,372 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,712,000 | 1,485 |
| Mortgage-backed securities | $17,348,000 | 2,228 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,348,000 | 1,675 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,051,000 | 1,602 |
| Available-for-sale securities (fair market value) | $45,874,000 | 2,622 |
| Total debt securities | $46,932,000 | 2,817 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $48,943,000 | 2,796 |
| U.S. Government securities | $46,219,000 | 2,136 |
| U.S. Treasury securities | $17,526,000 | 1,182 |
| U.S. Government agency obligations | $28,693,000 | 2,256 |
| Securities issued by states & political subdivisions | $2,724,000 | 3,409 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,729,000 | 1,756 |
| Mortgage-backed securities | $17,561,000 | 2,232 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,561,000 | 1,687 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,090,000 | 1,581 |
| Available-for-sale securities (fair market value) | $47,853,000 | 2,584 |
| Total debt securities | $48,943,000 | 2,775 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $48,646,000 | 2,842 |
| U.S. Government securities | $45,780,000 | 2,157 |
| U.S. Treasury securities | $15,898,000 | 1,229 |
| U.S. Government agency obligations | $29,882,000 | 2,241 |
| Securities issued by states & political subdivisions | $2,866,000 | 3,430 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,817,000 | 1,996 |
| Mortgage-backed securities | $19,344,000 | 2,193 |
| Certificates of participation in pools of residential mortgages | $19,344,000 | 1,688 |
| Issued or guaranteed by U.S. | $19,344,000 | 1,652 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,196,000 | 1,504 |
| Available-for-sale securities (fair market value) | $47,450,000 | 2,652 |
| Total debt securities | $48,646,000 | 2,827 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $46,909,000 | 2,856 |
| U.S. Government securities | $43,971,000 | 2,150 |
| U.S. Treasury securities | $12,064,000 | 1,256 |
| U.S. Government agency obligations | $31,907,000 | 2,189 |
| Securities issued by states & political subdivisions | $2,938,000 | 3,425 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,436,000 | 1,990 |
| Mortgage-backed securities | $21,166,000 | 2,141 |
| Certificates of participation in pools of residential mortgages | $21,166,000 | 1,645 |
| Issued or guaranteed by U.S. | $21,166,000 | 1,617 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $1,328,000 | 1,387 |
| Available-for-sale securities (fair market value) | $45,581,000 | 2,689 |
| Total debt securities | $46,909,000 | 2,839 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $50,521,000 | 2,674 |
| U.S. Government securities | $47,413,000 | 1,928 |
| U.S. Treasury securities | $12,513,000 | 906 |
| U.S. Government agency obligations | $34,900,000 | 2,068 |
| Securities issued by states & political subdivisions | $3,108,000 | 3,432 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,198,000 | 1,753 |
| Mortgage-backed securities | $23,658,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $23,658,000 | 1,556 |
| Issued or guaranteed by U.S. | $23,658,000 | 1,524 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,435,000 | 1,273 |
| Available-for-sale securities (fair market value) | $49,086,000 | 2,544 |
| Total debt securities | $50,521,000 | 2,653 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $50,663,000 | 2,598 |
| U.S. Government securities | $47,513,000 | 1,870 |
| U.S. Treasury securities | $10,619,000 | 823 |
| U.S. Government agency obligations | $36,894,000 | 1,979 |
| Securities issued by states & political subdivisions | $3,150,000 | 3,456 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,530,000 | 1,661 |
| Mortgage-backed securities | $25,510,000 | 1,989 |
| Certificates of participation in pools of residential mortgages | $25,510,000 | 1,471 |
| Issued or guaranteed by U.S. | $25,510,000 | 1,438 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,649,000 | 1,229 |
| Available-for-sale securities (fair market value) | $49,014,000 | 2,488 |
| Total debt securities | $50,663,000 | 2,582 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $51,227,000 | 2,523 |
| U.S. Government securities | $48,058,000 | 1,781 |
| U.S. Treasury securities | $10,655,000 | 731 |
| U.S. Government agency obligations | $37,403,000 | 1,917 |
| Securities issued by states & political subdivisions | $3,169,000 | 3,470 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,311,000 | 1,696 |
| Mortgage-backed securities | $26,070,000 | 1,933 |
| Certificates of participation in pools of residential mortgages | $26,070,000 | 1,401 |
| Issued or guaranteed by U.S. | $26,070,000 | 1,368 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,832,000 | 1,197 |
| Available-for-sale securities (fair market value) | $49,395,000 | 2,427 |
| Total debt securities | $51,227,000 | 2,509 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $34,926,000 | 2,907 |
| U.S. Government securities | $34,926,000 | 2,023 |
| U.S. Treasury securities | $4,698,000 | 845 |
| U.S. Government agency obligations | $30,228,000 | 2,047 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,853,000 | 2,740 |
| Mortgage-backed securities | $16,712,000 | 2,262 |
| Certificates of participation in pools of residential mortgages | $16,712,000 | 1,722 |
| Issued or guaranteed by U.S. | $16,712,000 | 1,667 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,488,000 | 1,224 |
| Available-for-sale securities (fair market value) | $33,438,000 | 2,786 |
| Total debt securities | $34,926,000 | 2,886 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $34,399,000 | 2,822 |
| U.S. Government securities | $34,399,000 | 1,904 |
| U.S. Treasury securities | $4,741,000 | 607 |
| U.S. Government agency obligations | $29,658,000 | 1,970 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,879,000 | 2,724 |
| Mortgage-backed securities | $13,651,000 | 2,380 |
| Certificates of participation in pools of residential mortgages | $13,651,000 | 1,827 |
| Issued or guaranteed by U.S. | $13,651,000 | 1,780 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,754,000 | 1,163 |
| Available-for-sale securities (fair market value) | $32,645,000 | 2,721 |
| Total debt securities | $34,399,000 | 2,804 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $29,476,000 | 2,930 |
| U.S. Government securities | $29,476,000 | 2,023 |
| U.S. Treasury securities | $5,269,000 | 547 |
| U.S. Government agency obligations | $24,207,000 | 2,143 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,948,000 | 2,813 |
| Mortgage-backed securities | $13,553,000 | 2,364 |
| Certificates of participation in pools of residential mortgages | $13,553,000 | 1,792 |
| Issued or guaranteed by U.S. | $13,553,000 | 1,745 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $2,043,000 | 1,124 |
| Available-for-sale securities (fair market value) | $27,433,000 | 2,828 |
| Total debt securities | $29,476,000 | 2,913 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $28,844,000 | 2,909 |
| U.S. Government securities | $28,844,000 | 2,045 |
| U.S. Treasury securities | $7,298,000 | 497 |
| U.S. Government agency obligations | $21,546,000 | 2,284 |
| 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 | $7,645,000 | 2,854 |
| Mortgage-backed securities | $11,508,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $11,508,000 | 1,914 |
| Issued or guaranteed by U.S. | $11,508,000 | 1,866 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $2,330,000 | 1,092 |
| Available-for-sale securities (fair market value) | $26,514,000 | 2,820 |
| Total debt securities | $28,844,000 | 2,888 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $28,796,000 | 2,881 |
| U.S. Government securities | $27,628,000 | 2,106 |
| U.S. Treasury securities | $7,820,000 | 503 |
| U.S. Government agency obligations | $19,808,000 | 2,388 |
| Securities issued by states & political subdivisions | $1,168,000 | 3,782 |
| 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 | $7,717,000 | 2,811 |
| Mortgage-backed securities | $7,203,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $7,203,000 | 2,354 |
| Issued or guaranteed by U.S. | $7,203,000 | 2,281 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $2,585,000 | 1,078 |
| Available-for-sale securities (fair market value) | $26,211,000 | 2,805 |
| Total debt securities | $28,796,000 | 2,864 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $26,080,000 | 3,055 |
| U.S. Government securities | $26,080,000 | 2,229 |
| U.S. Treasury securities | $7,620,000 | 534 |
| U.S. Government agency obligations | $18,460,000 | 2,526 |
| 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 | $8,283,000 | 2,805 |
| Mortgage-backed securities | $2,832,000 | 3,457 |
| Certificates of participation in pools of residential mortgages | $2,832,000 | 3,031 |
| Issued or guaranteed by U.S. | $2,832,000 | 2,944 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $2,832,000 | 1,094 |
| Available-for-sale securities (fair market value) | $23,248,000 | 2,968 |
| Total debt securities | $26,080,000 | 3,036 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $17,418,000 | 3,550 |
| U.S. Government securities | $17,418,000 | 2,784 |
| U.S. Treasury securities | $2,011,000 | 927 |
| U.S. Government agency obligations | $15,407,000 | 2,768 |
| 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 | $8,778,000 | 2,774 |
| Mortgage-backed securities | $830,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $830,000 | 3,617 |
| Issued or guaranteed by U.S. | $830,000 | 3,529 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $830,000 | 1,455 |
| Available-for-sale securities (fair market value) | $16,588,000 | 3,372 |
| Total debt securities | $17,418,000 | 3,531 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $16,486,000 | 3,687 |
| U.S. Government securities | $16,486,000 | 2,906 |
| U.S. Treasury securities | $3,003,000 | 835 |
| U.S. Government agency obligations | $13,483,000 | 2,974 |
| 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 | $8,576,000 | 2,867 |
| Mortgage-backed securities | $905,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | $905,000 | 3,600 |
| Issued or guaranteed by U.S. | $905,000 | 3,520 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $905,000 | 1,478 |
| Available-for-sale securities (fair market value) | $15,581,000 | 3,492 |
| Total debt securities | $16,486,000 | 3,666 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $20,203,000 | 3,494 |
| U.S. Government securities | $20,203,000 | 2,661 |
| U.S. Treasury securities | $5,475,000 | 635 |
| U.S. Government agency obligations | $14,728,000 | 2,892 |
| 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 | $12,872,000 | 2,454 |
| Mortgage-backed securities | $948,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $948,000 | 3,602 |
| Issued or guaranteed by U.S. | $948,000 | 3,517 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $948,000 | 1,499 |
| Available-for-sale securities (fair market value) | $19,255,000 | 3,308 |
| Total debt securities | $20,203,000 | 3,473 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $23,855,000 | 3,311 |
| U.S. Government securities | $23,855,000 | 2,470 |
| U.S. Treasury securities | $7,953,000 | 530 |
| U.S. Government agency obligations | $15,902,000 | 2,826 |
| 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 | $19,202,000 | 1,982 |
| Mortgage-backed securities | $989,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $989,000 | 3,606 |
| Issued or guaranteed by U.S. | $989,000 | 3,534 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $987,000 | 1,527 |
| Available-for-sale securities (fair market value) | $22,868,000 | 3,121 |
| Total debt securities | $23,855,000 | 3,291 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $19,750,000 | 3,604 |
| U.S. Government securities | $19,750,000 | 2,739 |
| U.S. Treasury securities | $3,955,000 | 753 |
| U.S. Government agency obligations | $15,795,000 | 2,875 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,620,000 | 2,576 |
| Mortgage-backed securities | $1,021,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $1,021,000 | 3,640 |
| Issued or guaranteed by U.S. | $1,021,000 | 3,611 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,019,000 | 1,528 |
| Available-for-sale securities (fair market value) | $18,731,000 | 3,387 |
| Total debt securities | $19,750,000 | 3,582 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $18,837,000 | 3,710 |
| U.S. Government securities | $17,777,000 | 2,875 |
| U.S. Treasury securities | $2,969,000 | 811 |
| U.S. Government agency obligations | $14,808,000 | 2,977 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $1,060,000 | 1,587 |
| Privately issued residential mortgage-backed securities | $1,060,000 | 474 |
| 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 | $10,941,000 | 2,685 |
| Mortgage-backed securities | $1,064,000 | 3,964 |
| Certificates of participation in pools of residential mortgages | $1,064,000 | 3,685 |
| Issued or guaranteed by U.S. | $4,000 | 4,239 |
| Privately issued | $1,060,000 | 253 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,062,000 | 1,545 |
| Available-for-sale securities (fair market value) | $17,775,000 | 3,507 |
| Total debt securities | $18,837,000 | 3,688 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $14,420,000 | 4,084 |
| U.S. Government securities | $14,420,000 | 3,238 |
| U.S. Treasury securities | $989,000 | 1,133 |
| U.S. Government agency obligations | $13,431,000 | 3,181 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,077,000 | 2,810 |
| Mortgage-backed securities | $86,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $86,000 | 4,234 |
| Issued or guaranteed by U.S. | $86,000 | 4,227 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $84,000 | 1,940 |
| Available-for-sale securities (fair market value) | $14,336,000 | 3,807 |
| Total debt securities | $14,420,000 | 4,059 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $10,520,000 | 4,472 |
| U.S. Government securities | $10,520,000 | 3,674 |
| U.S. Treasury securities | $1,000,000 | 1,032 |
| U.S. Government agency obligations | $9,520,000 | 3,645 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,990,000 | 3,430 |
| Mortgage-backed securities | $92,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $92,000 | 4,276 |
| Issued or guaranteed by U.S. | $92,000 | 4,271 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $90,000 | 1,961 |
| Available-for-sale securities (fair market value) | $10,430,000 | 4,193 |
| Total debt securities | $10,520,000 | 4,445 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $12,093,000 | 4,368 |
| U.S. Government securities | $12,093,000 | 3,527 |
| U.S. Treasury securities | $999,000 | 1,051 |
| U.S. Government agency obligations | $11,094,000 | 3,477 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,247,000 | 3,428 |
| Mortgage-backed securities | $100,000 | 4,505 |
| Certificates of participation in pools of residential mortgages | $100,000 | 4,331 |
| Issued or guaranteed by U.S. | $100,000 | 4,327 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $98,000 | 2,015 |
| Available-for-sale securities (fair market value) | $11,995,000 | 4,088 |
| Total debt securities | $12,093,000 | 4,344 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $13,322,000 | 4,318 |
| U.S. Government securities | $13,117,000 | 3,458 |
| U.S. Treasury securities | $998,000 | 1,088 |
| U.S. Government agency obligations | $12,119,000 | 3,431 |
| Securities issued by states & political subdivisions | $205,000 | 4,712 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,851,000 | 3,526 |
| Mortgage-backed securities | $121,000 | 4,524 |
| Certificates of participation in pools of residential mortgages | $121,000 | 4,343 |
| Issued or guaranteed by U.S. | $121,000 | 4,337 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $118,000 | 2,017 |
| Available-for-sale securities (fair market value) | $13,204,000 | 4,027 |
| Total debt securities | $13,322,000 | 4,298 |
| Structured notes | ||
| Amortized cost | $500,000 | 804 |
| Fair value | $499,000 | 826 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $12,316,000 | 4,446 |
| U.S. Government securities | $12,108,000 | 3,609 |
| U.S. Treasury securities | $997,000 | 1,120 |
| U.S. Government agency obligations | $11,111,000 | 3,579 |
| Securities issued by states & political subdivisions | $208,000 | 4,771 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,630,000 | 3,408 |
| Mortgage-backed securities | $131,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $131,000 | 4,401 |
| Issued or guaranteed by U.S. | $131,000 | 4,396 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $128,000 | 2,046 |
| Available-for-sale securities (fair market value) | $12,188,000 | 4,144 |
| Total debt securities | $12,316,000 | 4,425 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 551 |
| Fair value | $1,497,000 | 559 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $10,822,000 | 4,594 |
| U.S. Government securities | $10,613,000 | 3,767 |
| U.S. Treasury securities | $998,000 | 1,091 |
| U.S. Government agency obligations | $9,615,000 | 3,742 |
| Securities issued by states & political subdivisions | $209,000 | 4,824 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,269,000 | 4,076 |
| Mortgage-backed securities | $143,000 | 4,609 |
| Certificates of participation in pools of residential mortgages | $143,000 | 4,429 |
| Issued or guaranteed by U.S. | $143,000 | 4,423 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $140,000 | 2,059 |
| Available-for-sale securities (fair market value) | $10,682,000 | 4,282 |
| Total debt securities | $10,821,000 | 4,568 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $996,000 | 665 |
| 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 | $8,990,000 | 4,806 |
| U.S. Government securities | $8,778,000 | 4,016 |
| U.S. Treasury securities | $1,000,000 | 984 |
| U.S. Government agency obligations | $7,778,000 | 4,039 |
| Securities issued by states & political subdivisions | $212,000 | 4,851 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,200,000 | 4,128 |
| Mortgage-backed securities | $153,000 | 4,649 |
| Certificates of participation in pools of residential mortgages | $153,000 | 4,459 |
| Issued or guaranteed by U.S. | $153,000 | 4,455 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $150,000 | 2,081 |
| Available-for-sale securities (fair market value) | $8,840,000 | 4,485 |
| Total debt securities | $8,990,000 | 4,779 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $1,003,000 | 632 |
| 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 | $8,577,000 | 4,910 |
| U.S. Government securities | $8,363,000 | 4,166 |
| U.S. Treasury securities | $1,003,000 | 997 |
| U.S. Government agency obligations | $7,360,000 | 4,208 |
| Securities issued by states & political subdivisions | $214,000 | 4,894 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,200,000 | 4,214 |
| Mortgage-backed securities | $201,000 | 4,671 |
| Certificates of participation in pools of residential mortgages | $201,000 | 4,485 |
| Issued or guaranteed by U.S. | $201,000 | 4,479 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $198,000 | 2,104 |
| Available-for-sale securities (fair market value) | $8,379,000 | 4,582 |
| Total debt securities | $8,577,000 | 4,886 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 626 |
| Fair value | $1,502,000 | 629 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $7,505,000 | 5,088 |
| U.S. Government securities | $7,288,000 | 4,444 |
| U.S. Treasury securities | $1,000,000 | 1,030 |
| U.S. Government agency obligations | $6,288,000 | 4,479 |
| Securities issued by states & political subdivisions | $217,000 | 4,935 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 4,552 |
| Mortgage-backed securities | $227,000 | 4,699 |
| Certificates of participation in pools of residential mortgages | $227,000 | 4,510 |
| Issued or guaranteed by U.S. | $227,000 | 4,505 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $224,000 | 2,126 |
| Available-for-sale securities (fair market value) | $7,281,000 | 4,765 |
| Total debt securities | $7,505,000 | 5,066 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $1,000,000 | 906 |
| 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 | $9,490,000 | 4,952 |
| U.S. Government securities | $9,272,000 | 4,206 |
| U.S. Treasury securities | $993,000 | 1,104 |
| U.S. Government agency obligations | $8,279,000 | 4,215 |
| Securities issued by states & political subdivisions | $218,000 | 4,975 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 4,594 |
| Mortgage-backed securities | $244,000 | 4,728 |
| Certificates of participation in pools of residential mortgages | $244,000 | 4,527 |
| Issued or guaranteed by U.S. | $244,000 | 4,523 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $240,000 | 2,154 |
| Available-for-sale securities (fair market value) | $9,250,000 | 4,628 |
| Total debt securities | $9,490,000 | 4,931 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 988 |
| Fair value | $1,000,000 | 1,022 |
| 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 | $9,539,000 | 5,046 |
| U.S. Government securities | $9,323,000 | 4,279 |
| U.S. Treasury securities | $1,000,000 | 1,023 |
| U.S. Government agency obligations | $8,323,000 | 4,302 |
| Securities issued by states & political subdivisions | $216,000 | 5,031 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 4,667 |
| Mortgage-backed securities | $259,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $259,000 | 4,573 |
| Issued or guaranteed by U.S. | $259,000 | 4,568 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $755,000 | 1,956 |
| Available-for-sale securities (fair market value) | $8,784,000 | 4,751 |
| Total debt securities | $9,539,000 | 5,023 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $506,000 | 1,420 |
| 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 | $9,524,000 | 5,124 |
| U.S. Government securities | $9,308,000 | 4,408 |
| U.S. Treasury securities | $998,000 | 1,054 |
| U.S. Government agency obligations | $8,310,000 | 4,440 |
| Securities issued by states & political subdivisions | $216,000 | 5,067 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 4,704 |
| Mortgage-backed securities | $276,000 | 4,853 |
| Certificates of participation in pools of residential mortgages | $276,000 | 4,643 |
| Issued or guaranteed by U.S. | $276,000 | 4,639 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $772,000 | 1,981 |
| Available-for-sale securities (fair market value) | $8,752,000 | 4,831 |
| Total debt securities | $9,523,000 | 5,103 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,122 |
| Fair value | $1,497,000 | 1,133 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $11,075,000 | 5,031 |
| U.S. Government securities | $10,856,000 | 4,263 |
| U.S. Treasury securities | $998,000 | 1,052 |
| U.S. Government agency obligations | $9,858,000 | 4,289 |
| Securities issued by states & political subdivisions | $219,000 | 5,077 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 4,780 |
| Mortgage-backed securities | $303,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $303,000 | 4,676 |
| Issued or guaranteed by U.S. | $303,000 | 4,669 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,299,000 | 1,678 |
| Available-for-sale securities (fair market value) | $8,776,000 | 4,876 |
| Total debt securities | $11,075,000 | 5,013 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 908 |
| Fair value | $2,497,000 | 926 |
| 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 | $10,562,000 | 5,153 |
| U.S. Government securities | $10,342,000 | 4,396 |
| U.S. Treasury securities | $990,000 | 1,078 |
| U.S. Government agency obligations | $9,352,000 | 4,419 |
| Securities issued by states & political subdivisions | $220,000 | 5,157 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 4,837 |
| Mortgage-backed securities | $318,000 | 4,969 |
| Certificates of participation in pools of residential mortgages | $318,000 | 4,746 |
| Issued or guaranteed by U.S. | $318,000 | 4,740 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,314,000 | 1,704 |
| Available-for-sale securities (fair market value) | $8,248,000 | 5,011 |
| Total debt securities | $10,562,000 | 5,130 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,057 |
| Fair value | $1,997,000 | 1,088 |
| 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 | $10,953,000 | 5,220 |
| U.S. Government securities | $10,733,000 | 4,454 |
| U.S. Treasury securities | $985,000 | 1,086 |
| U.S. Government agency obligations | $9,748,000 | 4,461 |
| Securities issued by states & political subdivisions | $220,000 | 5,215 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 4,895 |
| Mortgage-backed securities | $338,000 | 5,044 |
| Certificates of participation in pools of residential mortgages | $338,000 | 4,824 |
| Issued or guaranteed by U.S. | $338,000 | 4,819 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $4,334,000 | 1,477 |
| Available-for-sale securities (fair market value) | $6,619,000 | 5,269 |
| Total debt securities | $10,953,000 | 5,199 |
| Structured notes | ||
| Amortized cost | $3,900,000 | 855 |
| Fair value | $3,881,000 | 844 |
| 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 | $11,497,000 | 5,228 |
| U.S. Government securities | $11,278,000 | 4,450 |
| U.S. Treasury securities | $987,000 | 1,040 |
| U.S. Government agency obligations | $10,291,000 | 4,467 |
| Securities issued by states & political subdivisions | $219,000 | 5,272 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,900,000 | 5,010 |
| Mortgage-backed securities | $368,000 | 5,083 |
| Certificates of participation in pools of residential mortgages | $368,000 | 4,854 |
| Issued or guaranteed by U.S. | $368,000 | 4,850 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $5,363,000 | 1,405 |
| Available-for-sale securities (fair market value) | $6,134,000 | 5,368 |
| Total debt securities | $11,497,000 | 5,205 |
| Structured notes | ||
| Amortized cost | $3,900,000 | 889 |
| Fair value | $3,879,000 | 874 |
| 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 | $8,979,000 | 5,525 |
| U.S. Government securities | $8,760,000 | 4,824 |
| U.S. Treasury securities | $980,000 | 921 |
| U.S. Government agency obligations | $7,780,000 | 4,878 |
| Securities issued by states & political subdivisions | $219,000 | 5,313 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,900,000 | 5,052 |
| Mortgage-backed securities | $394,000 | 5,120 |
| Certificates of participation in pools of residential mortgages | $394,000 | 4,883 |
| Issued or guaranteed by U.S. | $394,000 | 4,878 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $4,389,000 | 1,499 |
| Available-for-sale securities (fair market value) | $4,590,000 | 5,610 |
| Total debt securities | $8,979,000 | 5,500 |
| Structured notes | ||
| Amortized cost | $3,900,000 | 897 |
| Fair value | $3,855,000 | 871 |
| 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 | $6,495,000 | 5,818 |
| U.S. Government securities | $6,277,000 | 5,204 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,277,000 | 5,103 |
| Securities issued by states & political subdivisions | $218,000 | 5,369 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,700,000 | 5,163 |
| Mortgage-backed securities | $420,000 | 5,146 |
| Certificates of participation in pools of residential mortgages | $420,000 | 4,898 |
| Issued or guaranteed by U.S. | $420,000 | 4,894 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $4,415,000 | 1,482 |
| Available-for-sale securities (fair market value) | $2,080,000 | 5,946 |
| Total debt securities | $6,495,000 | 5,796 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $7,049,000 | 5,816 |
| U.S. Government securities | $6,829,000 | 5,163 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,829,000 | 5,068 |
| Securities issued by states & political subdivisions | $220,000 | 5,403 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 5,055 |
| Mortgage-backed securities | $448,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $448,000 | 4,915 |
| Issued or guaranteed by U.S. | $448,000 | 4,910 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $4,943,000 | 1,405 |
| Available-for-sale securities (fair market value) | $2,106,000 | 6,023 |
| Total debt securities | $7,049,000 | 5,793 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $5,596,000 | 5,999 |
| U.S. Government securities | $5,374,000 | 5,439 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,374,000 | 5,329 |
| Securities issued by states & political subdivisions | $222,000 | 5,410 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 5,077 |
| Mortgage-backed securities | $488,000 | 5,155 |
| Certificates of participation in pools of residential mortgages | $488,000 | 4,878 |
| Issued or guaranteed by U.S. | $488,000 | 4,874 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $4,483,000 | 1,387 |
| Available-for-sale securities (fair market value) | $1,113,000 | 6,182 |
| Total debt securities | $5,596,000 | 5,972 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $5,175,000 | 6,104 |
| U.S. Government securities | $4,946,000 | 5,548 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,946,000 | 5,434 |
| Securities issued by states & political subdivisions | $229,000 | 5,426 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,192 |
| Mortgage-backed securities | $545,000 | 5,189 |
| Certificates of participation in pools of residential mortgages | $545,000 | 4,899 |
| Issued or guaranteed by U.S. | $545,000 | 4,897 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $3,039,000 | 1,511 |
| Available-for-sale securities (fair market value) | $2,136,000 | 6,099 |
| Total debt securities | $5,175,000 | 6,080 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $7,259,000 | 5,880 |
| U.S. Government securities | $7,028,000 | 5,172 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,028,000 | 5,070 |
| Securities issued by states & political subdivisions | $231,000 | 5,464 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 4,690 |
| Mortgage-backed securities | $621,000 | 5,194 |
| Certificates of participation in pools of residential mortgages | $621,000 | 4,889 |
| Issued or guaranteed by U.S. | $621,000 | 4,888 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $4,115,000 | 1,408 |
| Available-for-sale securities (fair market value) | $3,144,000 | 6,009 |
| Total debt securities | $7,259,000 | 5,852 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $6,685,000 | 6,056 |
| U.S. Government securities | $6,453,000 | 5,424 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,453,000 | 5,311 |
| Securities issued by states & political subdivisions | $232,000 | 5,509 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 4,745 |
| Mortgage-backed securities | $724,000 | 5,258 |
| Certificates of participation in pools of residential mortgages | $724,000 | 4,950 |
| Issued or guaranteed by U.S. | $724,000 | 4,947 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $3,718,000 | 1,456 |
| Available-for-sale securities (fair market value) | $2,967,000 | 6,126 |
| Total debt securities | $6,685,000 | 6,028 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $8,870,000 | 5,832 |
| U.S. Government securities | $8,638,000 | 5,099 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,638,000 | 5,010 |
| Securities issued by states & political subdivisions | $232,000 | 5,526 |
| 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 | $3,526,000 | 4,780 |
| Mortgage-backed securities | $799,000 | 5,276 |
| Certificates of participation in pools of residential mortgages | $799,000 | 4,938 |
| Issued or guaranteed by U.S. | $799,000 | 4,935 |
| 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) | $4,293,000 | 1,398 |
| Available-for-sale securities (fair market value) | $4,577,000 | 5,967 |
| Total debt securities | $8,870,000 | 5,803 |
| 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 | $7,741,000 | 6,025 |
| U.S. Government securities | $7,511,000 | 5,407 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,511,000 | 5,303 |
| Securities issued by states & political subdivisions | $230,000 | 5,519 |
| 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 | $4,536,000 | 4,501 |
| Mortgage-backed securities | $875,000 | 5,257 |
| Certificates of participation in pools of residential mortgages | $875,000 | 4,918 |
| Issued or guaranteed by U.S. | $875,000 | 4,916 |
| 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) | $5,468,000 | 1,298 |
| Available-for-sale securities (fair market value) | $2,273,000 | 6,330 |
| Total debt securities | $7,742,000 | 6,000 |
| 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 | $8,250,000 | 5,978 |
| U.S. Government securities | $8,035,000 | 5,295 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,035,000 | 5,199 |
| Securities issued by states & political subdivisions | $215,000 | 5,528 |
| 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 | $975,000 | 5,211 |
| Certificates of participation in pools of residential mortgages | $975,000 | 4,823 |
| Issued or guaranteed by U.S. | $975,000 | 4,816 |
| 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) | $6,029,000 | 1,266 |
| Available-for-sale securities (fair market value) | $2,221,000 | 6,348 |
| Total debt securities | $8,250,000 | 5,949 |
| 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 | $8,383,000 | 5,959 |
| U.S. Government securities | $8,168,000 | 5,247 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,168,000 | 5,146 |
| Securities issued by states & political subdivisions | $215,000 | 5,547 |
| 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 | $1,097,000 | 5,166 |
| Certificates of participation in pools of residential mortgages | $1,097,000 | 4,754 |
| Issued or guaranteed by U.S. | $1,097,000 | 4,744 |
| 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) | $6,161,000 | 1,253 |
| Available-for-sale securities (fair market value) | $2,222,000 | 6,410 |
| Total debt securities | $8,383,000 | 5,922 |
| 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 | $12,724,000 | 5,415 |
| U.S. Government securities | $12,509,000 | 4,651 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,509,000 | 4,534 |
| Securities issued by states & political subdivisions | $215,000 | 5,538 |
| 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 | $1,184,000 | 5,139 |
| Certificates of participation in pools of residential mortgages | $1,184,000 | 4,719 |
| Issued or guaranteed by U.S. | $1,184,000 | 4,711 |
| 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) | $8,001,000 | 1,142 |
| Available-for-sale securities (fair market value) | $4,723,000 | 6,121 |
| Total debt securities | $12,724,000 | 5,383 |
| 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 | $14,203,000 | 5,222 |
| U.S. Government securities | $13,987,000 | 4,385 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,987,000 | 4,259 |
| Securities issued by states & political subdivisions | $216,000 | 5,558 |
| 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 | $1,416,000 | 5,028 |
| Certificates of participation in pools of residential mortgages | $1,416,000 | 4,590 |
| Issued or guaranteed by U.S. | $1,416,000 | 4,582 |
| 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) | $10,811,000 | 986 |
| Available-for-sale securities (fair market value) | $3,392,000 | 6,339 |
| Total debt securities | $14,203,000 | 5,185 |
| 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 | $12,392,000 | 5,383 |
| U.S. Government securities | $12,176,000 | 4,511 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,176,000 | 4,391 |
| Securities issued by states & political subdivisions | $216,000 | 5,570 |
| 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 | $1,600,000 | 4,919 |
| Certificates of participation in pools of residential mortgages | $1,600,000 | 4,416 |
| Issued or guaranteed by U.S. | $1,600,000 | 4,411 |
| 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) | $9,668,000 | 1,037 |
| Available-for-sale securities (fair market value) | $2,724,000 | 6,440 |
| Total debt securities | $12,392,000 | 5,347 |
| 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 | $13,171,000 | 5,215 |
| U.S. Government securities | $12,954,000 | 4,337 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,954,000 | 4,225 |
| Securities issued by states & political subdivisions | $217,000 | 5,559 |
| 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 | $1,849,000 | 4,850 |
| Certificates of participation in pools of residential mortgages | $1,849,000 | 4,294 |
| Issued or guaranteed by U.S. | $1,849,000 | 4,287 |
| 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) | $10,447,000 | 1,015 |
| Available-for-sale securities (fair market value) | $2,724,000 | 6,462 |
| Total debt securities | $13,171,000 | 5,178 |
| 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 | $13,374,000 | 5,200 |
| U.S. Government securities | $13,157,000 | 4,370 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,157,000 | 4,262 |
| Securities issued by states & political subdivisions | $217,000 | 5,533 |
| 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 | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,058,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $2,058,000 | 4,270 |
| Issued or guaranteed by U.S. | $2,058,000 | 4,261 |
| 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) | $10,649,000 | 1,039 |
| Available-for-sale securities (fair market value) | $2,725,000 | 6,539 |
| Total debt securities | $13,374,000 | 5,167 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $14,509,000 | 5,092 |
| U.S. Government securities | $14,292,000 | 4,250 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,292,000 | 4,141 |
| Securities issued by states & political subdivisions | $217,000 | 5,564 |
| 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 | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,710,000 | 5,025 |
| Certificates of participation in pools of residential mortgages | $1,710,000 | 4,543 |
| Issued or guaranteed by U.S. | $1,710,000 | 4,534 |
| 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) | $6,777,000 | 1,332 |
| Available-for-sale securities (fair market value) | $7,732,000 | 5,708 |
| Total debt securities | $14,509,000 | 5,061 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $17,168,000 | 4,726 |
| U.S. Government securities | $16,950,000 | 3,863 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,950,000 | 3,780 |
| Securities issued by states & political subdivisions | $218,000 | 5,596 |
| 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 | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,847,000 | 5,064 |
| Certificates of participation in pools of residential mortgages | $1,847,000 | 4,566 |
| Issued or guaranteed by U.S. | $1,847,000 | 4,558 |
| 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) | $5,942,000 | 1,428 |
| Available-for-sale securities (fair market value) | $11,226,000 | 5,102 |
| Total debt securities | $17,168,000 | 4,692 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $17,827,000 | 4,699 |
| U.S. Government securities | $17,609,000 | 3,771 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,609,000 | 3,698 |
| Securities issued by states & political subdivisions | $218,000 | 5,628 |
| 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 | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,970,000 | 5,100 |
| Certificates of participation in pools of residential mortgages | $1,970,000 | 4,615 |
| Issued or guaranteed by U.S. | $1,970,000 | 4,606 |
| 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) | $6,600,000 | 1,405 |
| Available-for-sale securities (fair market value) | $11,227,000 | 5,141 |
| Total debt securities | $17,827,000 | 4,648 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $18,436,000 | 4,620 |
| U.S. Government securities | $18,217,000 | 3,674 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,217,000 | 3,600 |
| Securities issued by states & political subdivisions | $219,000 | 5,669 |
| 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 | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,122,000 | 5,087 |
| Certificates of participation in pools of residential mortgages | $2,122,000 | 4,602 |
| Issued or guaranteed by U.S. | $2,122,000 | 4,589 |
| 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) | $7,209,000 | 1,351 |
| Available-for-sale securities (fair market value) | $11,227,000 | 5,126 |
| Total debt securities | $18,436,000 | 4,577 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $15,694,000 | 4,986 |
| U.S. Government securities | $15,475,000 | 4,117 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,475,000 | 4,039 |
| Securities issued by states & political subdivisions | $219,000 | 5,613 |
| 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 | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,492,000 | 5,046 |
| Certificates of participation in pools of residential mortgages | $2,492,000 | 4,566 |
| Issued or guaranteed by U.S. | $2,492,000 | 4,555 |
| 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) | $7,465,000 | 1,351 |
| Available-for-sale securities (fair market value) | $8,229,000 | 5,702 |
| Total debt securities | $15,694,000 | 4,944 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $12,439,000 | 5,511 |
| U.S. Government securities | $12,439,000 | 4,681 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,439,000 | 4,597 |
| 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 | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,959,000 | 4,881 |
| Certificates of participation in pools of residential mortgages | $2,959,000 | 4,377 |
| Issued or guaranteed by U.S. | $2,959,000 | 4,366 |
| 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) | $7,930,000 | 1,319 |
| Available-for-sale securities (fair market value) | $4,509,000 | 6,448 |
| Total debt securities | $12,439,000 | 5,466 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $13,542,000 | 5,275 |
| U.S. Government securities | $13,542,000 | 4,438 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,542,000 | 4,361 |
| 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 | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,122,000 | 4,749 |
| Certificates of participation in pools of residential mortgages | $3,122,000 | 4,238 |
| Issued or guaranteed by U.S. | $3,122,000 | 4,226 |
| 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) | $9,033,000 | 1,219 |
| Available-for-sale securities (fair market value) | $4,509,000 | 6,434 |
| Total debt securities | $13,542,000 | 5,235 |
| 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 | $11,654,000 | 5,639 |
| U.S. Government securities | $11,654,000 | 4,811 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,654,000 | 4,727 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,285,000 | 4,706 |
| Certificates of participation in pools of residential mortgages | $3,285,000 | 4,199 |
| Issued or guaranteed by U.S. | $3,285,000 | 4,184 |
| 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) | $7,644,000 | 1,337 |
| Available-for-sale securities (fair market value) | $4,010,000 | 6,614 |
| Total debt securities | $11,654,000 | 5,582 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $7,443,000 | 6,464 |
| U.S. Government securities | $7,443,000 | 5,763 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,443,000 | 5,677 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,425,000 | 4,926 |
| Certificates of participation in pools of residential mortgages | $2,425,000 | 4,427 |
| Issued or guaranteed by U.S. | $2,425,000 | 4,410 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,432,000 | 1,607 |
| Available-for-sale securities (fair market value) | $2,011,000 | 7,075 |
| Total debt securities | $7,443,000 | 6,395 |
| 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 | $9,518,000 | 6,110 |
| U.S. Government securities | $9,518,000 | 5,354 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,518,000 | 5,256 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,520,000 | 4,657 |
| Certificates of participation in pools of residential mortgages | $2,520,000 | 4,111 |
| Issued or guaranteed by U.S. | $2,520,000 | 4,094 |
| 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) | $7,507,000 | 1,411 |
| Available-for-sale securities (fair market value) | $2,011,000 | 7,113 |
| Total debt securities | $9,518,000 | 6,040 |
| 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 | $13,561,000 | 5,445 |
| U.S. Government securities | $13,561,000 | 4,651 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,561,000 | 4,552 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,625,000 | 4,487 |
| Certificates of participation in pools of residential mortgages | $2,625,000 | 3,910 |
| Issued or guaranteed by U.S. | $2,625,000 | 3,893 |
| 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) | $11,049,000 | 1,178 |
| Available-for-sale securities (fair market value) | $2,512,000 | 7,031 |
| Total debt securities | $13,561,000 | 5,401 |
| 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 | $15,140,000 | 5,178 |
| U.S. Government securities | $15,140,000 | 4,371 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,140,000 | 4,263 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,734,000 | 4,413 |
| Certificates of participation in pools of residential mortgages | $2,734,000 | 3,820 |
| Issued or guaranteed by U.S. | $2,734,000 | 3,808 |
| 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) | $11,627,000 | 1,147 |
| Available-for-sale securities (fair market value) | $3,513,000 | 6,838 |
| Total debt securities | $15,140,000 | 5,135 |
| 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 | $15,294,000 | 5,207 |
| U.S. Government securities | $15,294,000 | 4,386 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,294,000 | 4,275 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,841,000 | 4,349 |
| Certificates of participation in pools of residential mortgages | $2,841,000 | 3,763 |
| Issued or guaranteed by U.S. | $2,841,000 | 3,748 |
| 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) | $10,781,000 | 1,227 |
| Available-for-sale securities (fair market value) | $4,513,000 | 6,645 |
| Total debt securities | $15,294,000 | 5,165 |
| 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 | $15,374,000 | 5,232 |
| U.S. Government securities | $15,374,000 | 4,422 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,374,000 | 4,307 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,942,000 | 4,299 |
| Certificates of participation in pools of residential mortgages | $2,942,000 | 3,725 |
| Issued or guaranteed by U.S. | $2,942,000 | 3,714 |
| 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) | $10,860,000 | 1,244 |
| Available-for-sale securities (fair market value) | $4,514,000 | 6,674 |
| Total debt securities | $15,374,000 | 5,189 |
| 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 | $15,443,000 | 5,258 |
| U.S. Government securities | $15,443,000 | 4,463 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,443,000 | 4,338 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,024,000 | 4,261 |
| Certificates of participation in pools of residential mortgages | $3,024,000 | 3,679 |
| Issued or guaranteed by U.S. | $3,024,000 | 3,657 |
| 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) | $10,928,000 | 1,282 |
| Available-for-sale securities (fair market value) | $4,515,000 | 6,709 |
| Total debt securities | $15,443,000 | 5,217 |
| 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 | $15,989,000 | 5,162 |
| U.S. Government securities | $15,989,000 | 4,355 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,989,000 | 4,227 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,120,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $3,120,000 | 3,653 |
| Issued or guaranteed by U.S. | $3,120,000 | 3,638 |
| 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) | $11,473,000 | 1,259 |
| Available-for-sale securities (fair market value) | $4,516,000 | 6,739 |
| Total debt securities | $15,989,000 | 5,113 |
| 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 | $17,632,000 | 4,963 |
| U.S. Government securities | $17,632,000 | 4,147 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,632,000 | 4,015 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,249,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $3,249,000 | 3,639 |
| Issued or guaranteed by U.S. | $3,249,000 | 3,623 |
| 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) | $13,115,000 | 1,198 |
| Available-for-sale securities (fair market value) | $4,517,000 | 6,777 |
| Total debt securities | $17,632,000 | 4,907 |
| 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 | $18,280,000 | 4,867 |
| U.S. Government securities | $18,280,000 | 4,038 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,280,000 | 3,912 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,377,000 | 4,193 |
| Certificates of participation in pools of residential mortgages | $3,377,000 | 3,602 |
| Issued or guaranteed by U.S. | $3,377,000 | 3,587 |
| 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) | $13,763,000 | 1,194 |
| Available-for-sale securities (fair market value) | $4,517,000 | 6,802 |
| Total debt securities | $18,280,000 | 4,819 |
| 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 | $18,951,000 | 4,762 |
| U.S. Government securities | $18,951,000 | 3,900 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,951,000 | 3,773 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,526,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $3,526,000 | 3,591 |
| Issued or guaranteed by U.S. | $3,526,000 | 3,578 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,932,000 | 1,188 |
| Available-for-sale securities (fair market value) | $5,019,000 | 6,704 |
| Total debt securities | $18,951,000 | 4,709 |
| 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 | $19,187,000 | 4,753 |
| U.S. Government securities | $19,187,000 | 3,897 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,187,000 | 3,766 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,725,000 | 4,209 |
| Certificates of participation in pools of residential mortgages | $3,725,000 | 3,622 |
| Issued or guaranteed by U.S. | $3,725,000 | 3,607 |
| 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) | $14,167,000 | 1,194 |
| Available-for-sale securities (fair market value) | $5,020,000 | 6,729 |
| Total debt securities | $19,187,000 | 4,687 |
| 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 | $17,318,000 | 5,091 |
| U.S. Government securities | $17,318,000 | 4,251 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,318,000 | 4,112 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,898,000 | 4,240 |
| Certificates of participation in pools of residential mortgages | $3,898,000 | 3,643 |
| Issued or guaranteed by U.S. | $3,898,000 | 3,633 |
| 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) | $12,297,000 | 1,309 |
| Available-for-sale securities (fair market value) | $5,021,000 | 6,795 |
| Total debt securities | $17,318,000 | 5,032 |
| 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 | $17,018,000 | 5,163 |
| U.S. Government securities | $17,018,000 | 4,285 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,018,000 | 4,150 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,028,000 | 4,238 |
| Certificates of participation in pools of residential mortgages | $4,028,000 | 3,619 |
| Issued or guaranteed by U.S. | $4,028,000 | 3,611 |
| 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) | $11,996,000 | 1,347 |
| Available-for-sale securities (fair market value) | $5,022,000 | 6,837 |
| Total debt securities | $17,018,000 | 5,092 |
| 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 | $16,662,000 | 5,235 |
| U.S. Government securities | $16,662,000 | 4,302 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,662,000 | 4,167 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,146,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $4,146,000 | 3,612 |
| Issued or guaranteed by U.S. | $4,146,000 | 3,604 |
| 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) | $11,639,000 | 1,378 |
| Available-for-sale securities (fair market value) | $5,023,000 | 6,862 |
| Total debt securities | $16,662,000 | 5,160 |
| 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 | $14,645,000 | 5,636 |
| U.S. Government securities | $14,645,000 | 4,776 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,645,000 | 4,612 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,214,000 | 5,048 |
| Certificates of participation in pools of residential mortgages | $2,214,000 | 4,443 |
| Issued or guaranteed by U.S. | $2,214,000 | 4,427 |
| 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) | $9,119,000 | 1,555 |
| Available-for-sale securities (fair market value) | $5,526,000 | 6,800 |
| Total debt securities | $14,645,000 | 5,570 |
| 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 | $10,332,000 | 6,500 |
| U.S. Government securities | $10,332,000 | 5,655 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,332,000 | 5,513 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,260,000 | 5,596 |
| Certificates of participation in pools of residential mortgages | $1,260,000 | 5,063 |
| Issued or guaranteed by U.S. | $1,260,000 | 5,048 |
| 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) | $4,303,000 | 2,165 |
| Available-for-sale securities (fair market value) | $6,029,000 | 6,691 |
| Total debt securities | $10,332,000 | 6,415 |
| 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 | $13,229,000 | 5,951 |
| U.S. Government securities | $13,229,000 | 5,015 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,229,000 | 4,869 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $259,000 | 6,505 |
| Certificates of participation in pools of residential mortgages | $259,000 | 6,091 |
| Issued or guaranteed by U.S. | $259,000 | 6,067 |
| 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) | $2,770,000 | 2,590 |
| Available-for-sale securities (fair market value) | $10,459,000 | 5,768 |
| Total debt securities | $13,229,000 | 5,859 |
| 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 | $14,793,000 | 5,576 |
| U.S. Government securities | $14,793,000 | 4,580 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,793,000 | 4,420 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $354,000 | 6,424 |
| Certificates of participation in pools of residential mortgages | $354,000 | 5,993 |
| Issued or guaranteed by U.S. | $354,000 | 5,968 |
| 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) | $2,829,000 | 2,591 |
| Available-for-sale securities (fair market value) | $11,964,000 | 5,407 |
| Total debt securities | $14,793,000 | 5,490 |
| 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 | $9,779,000 | 6,551 |
| U.S. Government securities | $9,779,000 | 5,613 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,779,000 | 5,442 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $331,000 | 6,503 |
| Certificates of participation in pools of residential mortgages | $331,000 | 6,062 |
| Issued or guaranteed by U.S. | $331,000 | 6,041 |
| 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) | $3,305,000 | 2,461 |
| Available-for-sale securities (fair market value) | $6,474,000 | 6,542 |
| Total debt securities | $9,779,000 | 6,446 |
| 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 | $9,886,000 | 6,529 |
| U.S. Government securities | $9,886,000 | 5,606 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,886,000 | 5,425 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $361,000 | 6,490 |
| Certificates of participation in pools of residential mortgages | $361,000 | 6,023 |
| Issued or guaranteed by U.S. | $361,000 | 6,005 |
| 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) | $5,834,000 | 2,001 |
| Available-for-sale securities (fair market value) | $4,052,000 | 7,211 |
| Total debt securities | $9,886,000 | 6,433 |
| 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 | $7,411,000 | 7,177 |
| U.S. Government securities | $7,411,000 | 6,349 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,411,000 | 6,152 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $381,000 | 6,488 |
| Certificates of participation in pools of residential mortgages | $381,000 | 5,980 |
| Issued or guaranteed by U.S. | $381,000 | 5,961 |
| 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) | $4,351,000 | 2,301 |
| Available-for-sale securities (fair market value) | $3,060,000 | 7,511 |
| Total debt securities | $7,411,000 | 7,093 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $5,364,000 | 7,822 |
| U.S. Government securities | $5,957,000 | 6,853 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,957,000 | 6,620 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $41,000 | 4,054 |
| 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 | $41,000 | 3,512 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $634,000 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $490,000 | 6,360 |
| Certificates of participation in pools of residential mortgages | $490,000 | 5,726 |
| Issued or guaranteed by U.S. | $490,000 | 5,705 |
| 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) | $4,776,000 | 2,332 |
| Available-for-sale securities (fair market value) | $588,000 | 8,371 |
| Total debt securities | $5,998,000 | 7,517 |
| 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 | $8,816,000 | 7,146 |
| U.S. Government securities | $7,440,000 | 6,746 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,440,000 | 6,372 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,376,000 | 2,247 |
| 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 | $1,376,000 | 1,948 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $688,000 | 5,868 |
| Certificates of participation in pools of residential mortgages | $688,000 | 5,163 |
| Issued or guaranteed by U.S. | $688,000 | 5,149 |
| 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) | $8,172,000 | 2,120 |
| Available-for-sale securities (fair market value) | $644,000 | 8,660 |
| Total debt securities | $8,816,000 | 7,017 |
| 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 | $7,395,000 | 7,863 |
| U.S. Government securities | $7,168,000 | 7,109 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,168,000 | 6,582 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $227,000 | 3,280 |
| 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 | $227,000 | 2,803 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $821,000 | 6,038 |
| Certificates of participation in pools of residential mortgages | $821,000 | 5,262 |
| Issued or guaranteed by U.S. | $821,000 | 5,253 |
| 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) | $6,219,000 | 2,754 |
| Available-for-sale securities (fair market value) | $1,176,000 | 8,705 |
| Total debt securities | $7,395,000 | 7,744 |
| 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 | $7,650,000 | 7,818 |
| U.S. Government securities | $5,996,000 | 7,595 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,996,000 | 6,725 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $1,654,000 | 1,862 |
| 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 | $1,654,000 | 1,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,246,000 | 5,875 |
| Certificates of participation in pools of residential mortgages | $1,246,000 | 5,001 |
| Issued or guaranteed by U.S. | $1,246,000 | 4,985 |
| 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) | $6,918,000 | 2,890 |
| Available-for-sale securities (fair market value) | $732,000 | 8,997 |
| Total debt securities | $7,650,000 | 7,685 |
| 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 | $10,543,000 | 7,244 |
| U.S. Government securities | $9,026,000 | 6,846 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,026,000 | 5,577 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $1,517,000 | 1,539 |
| 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 | $1,517,000 | 1,212 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,780,000 | 5,578 |
| Certificates of participation in pools of residential mortgages | $1,780,000 | 4,556 |
| Issued or guaranteed by U.S. | $1,780,000 | 4,540 |
| 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) | $10,222,000 | 2,765 |
| Available-for-sale securities (fair market value) | $321,000 | 9,613 |
| Total debt securities | $10,543,000 | 7,109 |
| 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 | $10,197,000 | 7,872 |
| U.S. Government securities | $9,661,000 | 7,140 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,661,000 | 5,619 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $509,000 | 2,627 |
| 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 | $509,000 | 1,994 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-27,000 | 879 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,960,000 | 5,908 |
| Certificates of participation in pools of residential mortgages | $1,960,000 | 4,775 |
| Issued or guaranteed by U.S. | $1,960,000 | 4,752 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,760,000 | 3,224 |
| Available-for-sale securities (fair market value) | $437,000 | 9,866 |
| Total debt securities | $10,170,000 | 7,747 |
| 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 | $11,604,000 | 7,723 |
| U.S. Government securities | $10,716,000 | 7,030 |
| U.S. Treasury securities | $3,187,000 | 5,844 |
| U.S. Government agency obligations | $7,529,000 | 6,459 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $855,000 | 2,669 |
| 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 | $855,000 | 2,079 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-33,000 | 957 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,777,000 | 5,682 |
| Certificates of participation in pools of residential mortgages | $2,777,000 | 4,313 |
| Issued or guaranteed by U.S. | $2,777,000 | 4,287 |
| 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) | $10,381,000 | 3,314 |
| Available-for-sale securities (fair market value) | $1,223,000 | 9,835 |
| Total debt securities | $11,571,000 | 7,610 |
| 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 | $8,542,000 | 9,317 |
| U.S. Government securities | $8,017,000 | 8,649 |
| U.S. Treasury securities | $4,663,000 | 5,774 |
| U.S. Government agency obligations | $3,354,000 | 8,822 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $506,000 | 3,511 |
| 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 | $506,000 | 2,807 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-19,000 | 961 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $371,000 | 8,806 |
| Certificates of participation in pools of residential mortgages | $371,000 | 7,770 |
| Issued or guaranteed by U.S. | $371,000 | 7,744 |
| 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) | $7,161,000 | 6,839 |
| Available-for-sale securities (fair market value) | $1,381,000 | 9,358 |
| Total debt securities | $8,523,000 | 9,225 |
| 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 | $2,380,000 | 12,418 |
| U.S. Government securities | $2,344,000 | 12,021 |
| U.S. Treasury securities | $166,000 | 11,448 |
| U.S. Government agency obligations | $2,178,000 | 10,078 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-36,000 | 1,091 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $651,000 | 8,961 |
| Certificates of participation in pools of residential mortgages | $651,000 | 7,722 |
| Issued or guaranteed by U.S. | $651,000 | 7,672 |
| 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 | $2,344,000 | 12,313 |
| 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 | $3,494,000 | 12,357 |
| U.S. Government securities | $3,446,000 | 11,815 |
| U.S. Treasury securities | $154,000 | 11,986 |
| U.S. Government agency obligations | $3,292,000 | 9,299 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-48,000 | 1,363 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,253,000 | 8,571 |
| Certificates of participation in pools of residential mortgages | $1,253,000 | 7,135 |
| Issued or guaranteed by U.S. | $1,253,000 | 7,076 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,446,000 | 12,265 |
| 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 |