Home > Henderson Federal Savings Bank > Securities
Henderson Federal Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $9,434,000 | 4,034 |
| U.S. Government securities | $7,652,000 | 3,764 |
| U.S. Treasury securities | $1,951,000 | 2,312 |
| U.S. Government agency obligations | $5,701,000 | 3,607 |
| Securities issued by states & political subdivisions | $1,782,000 | 3,373 |
| 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 | $9,434,000 | 2,977 |
| Mortgage-backed securities | $4,775,000 | 3,028 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,775,000 | 2,585 |
| 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) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $9,434,000 | 3,776 |
| Total debt securities | $9,435,000 | 4,010 |
| 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 | $11,351,000 | 3,970 |
| U.S. Government securities | $9,680,000 | 3,609 |
| U.S. Treasury securities | $3,934,000 | 2,020 |
| U.S. Government agency obligations | $5,746,000 | 3,606 |
| Securities issued by states & political subdivisions | $1,671,000 | 3,405 |
| 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 | $11,351,000 | 2,800 |
| Mortgage-backed securities | $4,845,000 | 3,018 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,845,000 | 2,580 |
| 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) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $11,351,000 | 3,689 |
| Total debt securities | $11,351,000 | 3,950 |
| 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 | $11,697,000 | 3,998 |
| U.S. Government securities | $9,958,000 | 3,635 |
| U.S. Treasury securities | $3,904,000 | 2,067 |
| U.S. Government agency obligations | $6,054,000 | 3,619 |
| Securities issued by states & political subdivisions | $1,739,000 | 3,440 |
| 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 | $11,697,000 | 2,773 |
| Mortgage-backed securities | $5,151,000 | 3,019 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,151,000 | 2,576 |
| 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) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $11,697,000 | 3,709 |
| Total debt securities | $11,696,000 | 3,974 |
| 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 | $13,029,000 | 4,015 |
| U.S. Government securities | $11,228,000 | 3,638 |
| U.S. Treasury securities | $4,894,000 | 1,993 |
| U.S. Government agency obligations | $6,334,000 | 3,598 |
| Securities issued by states & political subdivisions | $1,801,000 | 3,487 |
| 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 | $13,029,000 | 2,607 |
| Mortgage-backed securities | $5,419,000 | 3,045 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,419,000 | 2,591 |
| 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) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $13,029,000 | 3,729 |
| Total debt securities | $13,028,000 | 3,990 |
| 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 | $13,012,000 | 4,046 |
| U.S. Government securities | $11,263,000 | 3,656 |
| U.S. Treasury securities | $4,848,000 | 2,042 |
| U.S. Government agency obligations | $6,415,000 | 3,597 |
| Securities issued by states & political subdivisions | $1,749,000 | 3,537 |
| 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 | $13,012,000 | 2,503 |
| Mortgage-backed securities | $5,514,000 | 3,067 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,514,000 | 2,608 |
| 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) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $13,012,000 | 3,752 |
| Total debt securities | $13,012,000 | 4,024 |
| 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 | $15,664,000 | 3,932 |
| U.S. Government securities | $13,979,000 | 3,500 |
| U.S. Treasury securities | $7,363,000 | 1,800 |
| U.S. Government agency obligations | $6,616,000 | 3,601 |
| Securities issued by states & political subdivisions | $1,685,000 | 3,583 |
| 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 | $15,664,000 | 2,309 |
| Mortgage-backed securities | $5,717,000 | 3,069 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,717,000 | 2,606 |
| 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) | $1,000 | 1,868 |
| Available-for-sale securities (fair market value) | $15,663,000 | 3,654 |
| Total debt securities | $15,665,000 | 3,910 |
| 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 | $12,437,000 | 4,115 |
| U.S. Government securities | $10,001,000 | 3,776 |
| U.S. Treasury securities | $2,924,000 | 2,321 |
| U.S. Government agency obligations | $7,077,000 | 3,590 |
| Securities issued by states & political subdivisions | $2,436,000 | 3,503 |
| 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 | $12,437,000 | 2,510 |
| Mortgage-backed securities | $6,162,000 | 3,071 |
| Certificates of participation in pools of residential mortgages | $6,162,000 | 2,666 |
| Issued or guaranteed by U.S. | $6,162,000 | 2,589 |
| 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) | $1,000 | 1,806 |
| Available-for-sale securities (fair market value) | $12,436,000 | 3,835 |
| Total debt securities | $12,437,000 | 4,099 |
| 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 | $13,191,000 | 4,039 |
| U.S. Government securities | $10,600,000 | 3,669 |
| U.S. Treasury securities | $2,962,000 | 2,080 |
| U.S. Government agency obligations | $7,638,000 | 3,525 |
| Securities issued by states & political subdivisions | $2,591,000 | 3,482 |
| 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 | $13,191,000 | 2,420 |
| Mortgage-backed securities | $6,700,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $6,700,000 | 2,618 |
| Issued or guaranteed by U.S. | $6,700,000 | 2,550 |
| 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) | $1,000 | 1,735 |
| Available-for-sale securities (fair market value) | $13,190,000 | 3,792 |
| Total debt securities | $13,192,000 | 4,024 |
| 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 | $13,793,000 | 3,953 |
| U.S. Government securities | $11,044,000 | 3,511 |
| U.S. Treasury securities | $2,558,000 | 1,674 |
| U.S. Government agency obligations | $8,486,000 | 3,425 |
| Securities issued by states & political subdivisions | $2,749,000 | 3,508 |
| 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 | $13,793,000 | 2,382 |
| Mortgage-backed securities | $7,502,000 | 2,962 |
| Certificates of participation in pools of residential mortgages | $7,502,000 | 2,517 |
| Issued or guaranteed by U.S. | $7,502,000 | 2,440 |
| 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) | $2,000 | 1,654 |
| Available-for-sale securities (fair market value) | $13,791,000 | 3,739 |
| Total debt securities | $13,793,000 | 3,934 |
| 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 | $12,606,000 | 4,010 |
| U.S. Government securities | $10,290,000 | 3,523 |
| U.S. Treasury securities | $1,053,000 | 1,717 |
| U.S. Government agency obligations | $9,237,000 | 3,366 |
| Securities issued by states & political subdivisions | $2,316,000 | 3,598 |
| 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 | $12,606,000 | 2,441 |
| Mortgage-backed securities | $8,242,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $8,242,000 | 2,452 |
| Issued or guaranteed by U.S. | $8,242,000 | 2,388 |
| 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) | $2,000 | 1,677 |
| Available-for-sale securities (fair market value) | $12,604,000 | 3,798 |
| Total debt securities | $12,606,000 | 3,989 |
| 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 | $13,080,000 | 3,963 |
| U.S. Government securities | $10,458,000 | 3,483 |
| U.S. Treasury securities | $501,000 | 1,800 |
| U.S. Government agency obligations | $9,957,000 | 3,296 |
| Securities issued by states & political subdivisions | $2,622,000 | 3,554 |
| 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 | $13,080,000 | 2,386 |
| Mortgage-backed securities | $8,961,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $8,961,000 | 2,360 |
| Issued or guaranteed by U.S. | $8,961,000 | 2,296 |
| 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) | $3,000 | 1,661 |
| Available-for-sale securities (fair market value) | $13,077,000 | 3,755 |
| Total debt securities | $13,079,000 | 3,941 |
| 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 | $13,342,000 | 3,884 |
| U.S. Government securities | $11,281,000 | 3,316 |
| U.S. Treasury securities | $503,000 | 1,517 |
| U.S. Government agency obligations | $10,778,000 | 3,169 |
| Securities issued by states & political subdivisions | $2,061,000 | 3,649 |
| 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 | $13,342,000 | 2,346 |
| Mortgage-backed securities | $9,782,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $9,782,000 | 2,224 |
| Issued or guaranteed by U.S. | $9,782,000 | 2,161 |
| 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) | $3,000 | 1,663 |
| Available-for-sale securities (fair market value) | $13,339,000 | 3,663 |
| Total debt securities | $13,343,000 | 3,860 |
| 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 | $12,536,000 | 3,851 |
| U.S. Government securities | $10,463,000 | 3,242 |
| U.S. Treasury securities | $1,006,000 | 973 |
| U.S. Government agency obligations | $9,457,000 | 3,184 |
| Securities issued by states & political subdivisions | $2,073,000 | 3,654 |
| 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 | $12,536,000 | 2,403 |
| Mortgage-backed securities | $8,456,000 | 2,794 |
| Certificates of participation in pools of residential mortgages | $8,456,000 | 2,241 |
| Issued or guaranteed by U.S. | $8,456,000 | 2,183 |
| 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) | $3,000 | 1,653 |
| Available-for-sale securities (fair market value) | $12,533,000 | 3,632 |
| Total debt securities | $12,536,000 | 3,826 |
| 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 | $11,705,000 | 3,876 |
| U.S. Government securities | $9,614,000 | 3,302 |
| U.S. Treasury securities | $1,010,000 | 979 |
| U.S. Government agency obligations | $8,604,000 | 3,249 |
| Securities issued by states & political subdivisions | $2,091,000 | 3,595 |
| 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 | $11,705,000 | 2,445 |
| Mortgage-backed securities | $7,102,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | $7,102,000 | 2,400 |
| Issued or guaranteed by U.S. | $7,102,000 | 2,327 |
| 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) | $4,000 | 1,651 |
| Available-for-sale securities (fair market value) | $11,701,000 | 3,640 |
| Total debt securities | $11,705,000 | 3,854 |
| 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 | $9,803,000 | 4,020 |
| U.S. Government securities | $7,706,000 | 3,505 |
| U.S. Treasury securities | $1,014,000 | 1,009 |
| U.S. Government agency obligations | $6,692,000 | 3,464 |
| Securities issued by states & political subdivisions | $2,097,000 | 3,569 |
| 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 | $9,803,000 | 2,619 |
| Mortgage-backed securities | $6,189,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $6,189,000 | 2,481 |
| Issued or guaranteed by U.S. | $6,189,000 | 2,407 |
| 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) | $4,000 | 1,670 |
| Available-for-sale securities (fair market value) | $9,799,000 | 3,781 |
| Total debt securities | $9,803,000 | 3,994 |
| 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 | $10,077,000 | 4,020 |
| U.S. Government securities | $8,161,000 | 3,512 |
| U.S. Treasury securities | $1,016,000 | 1,053 |
| U.S. Government agency obligations | $7,145,000 | 3,458 |
| Securities issued by states & political subdivisions | $1,916,000 | 3,590 |
| 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 | $10,077,000 | 2,549 |
| Mortgage-backed securities | $6,642,000 | 2,974 |
| Certificates of participation in pools of residential mortgages | $6,642,000 | 2,428 |
| Issued or guaranteed by U.S. | $6,642,000 | 2,347 |
| 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) | $5,000 | 1,683 |
| Available-for-sale securities (fair market value) | $10,072,000 | 3,773 |
| Total debt securities | $10,076,000 | 3,995 |
| 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 | $11,084,000 | 3,978 |
| U.S. Government securities | $9,142,000 | 3,480 |
| U.S. Treasury securities | $1,502,000 | 1,015 |
| U.S. Government agency obligations | $7,640,000 | 3,503 |
| Securities issued by states & political subdivisions | $1,942,000 | 3,589 |
| 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 | $11,084,000 | 2,487 |
| Mortgage-backed securities | $7,141,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $7,141,000 | 2,301 |
| Issued or guaranteed by U.S. | $7,141,000 | 2,240 |
| 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) | $5,000 | 1,728 |
| Available-for-sale securities (fair market value) | $11,079,000 | 3,730 |
| Total debt securities | $11,084,000 | 3,955 |
| 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 | $10,992,000 | 4,055 |
| U.S. Government securities | $9,052,000 | 3,526 |
| U.S. Treasury securities | $494,000 | 1,349 |
| U.S. Government agency obligations | $8,558,000 | 3,442 |
| Securities issued by states & political subdivisions | $1,940,000 | 3,617 |
| 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 | $10,991,000 | 2,531 |
| Mortgage-backed securities | $7,561,000 | 2,836 |
| Certificates of participation in pools of residential mortgages | $7,561,000 | 2,220 |
| Issued or guaranteed by U.S. | $7,561,000 | 2,155 |
| 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) | $6,000 | 1,798 |
| Available-for-sale securities (fair market value) | $10,986,000 | 3,796 |
| Total debt securities | $10,991,000 | 4,031 |
| 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 | $11,963,000 | 4,027 |
| U.S. Government securities | $9,225,000 | 3,590 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,225,000 | 3,433 |
| Securities issued by states & political subdivisions | $2,738,000 | 3,472 |
| 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 | $11,963,000 | 2,504 |
| Mortgage-backed securities | $8,231,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | $8,231,000 | 2,146 |
| Issued or guaranteed by U.S. | $8,231,000 | 2,102 |
| 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) | $6,000 | 1,844 |
| Available-for-sale securities (fair market value) | $11,957,000 | 3,762 |
| Total debt securities | $11,964,000 | 4,003 |
| 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 | $12,872,000 | 4,012 |
| U.S. Government securities | $10,141,000 | 3,515 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $10,141,000 | 3,351 |
| Securities issued by states & political subdivisions | $2,731,000 | 3,548 |
| 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 | $8,651,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $8,651,000 | 2,124 |
| Issued or guaranteed by U.S. | $8,651,000 | 2,077 |
| 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) | $7,000 | 1,871 |
| Available-for-sale securities (fair market value) | $12,865,000 | 3,747 |
| Total debt securities | $12,872,000 | 3,990 |
| 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 | $13,925,000 | 3,969 |
| U.S. Government securities | $10,716,000 | 3,493 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $10,716,000 | 3,334 |
| Securities issued by states & political subdivisions | $3,209,000 | 3,519 |
| 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 | $13,925,000 | 2,380 |
| Mortgage-backed securities | $9,238,000 | 2,685 |
| Certificates of participation in pools of residential mortgages | $9,238,000 | 2,075 |
| Issued or guaranteed by U.S. | $9,238,000 | 2,043 |
| 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) | $8,000 | 1,916 |
| Available-for-sale securities (fair market value) | $13,917,000 | 3,703 |
| Total debt securities | $13,926,000 | 3,948 |
| 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 | $14,509,000 | 3,963 |
| U.S. Government securities | $11,288,000 | 3,488 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,288,000 | 3,330 |
| Securities issued by states & political subdivisions | $3,221,000 | 3,545 |
| 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 | $14,509,000 | 2,338 |
| Mortgage-backed securities | $9,816,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $9,816,000 | 2,038 |
| Issued or guaranteed by U.S. | $9,816,000 | 2,025 |
| 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) | $9,000 | 1,955 |
| Available-for-sale securities (fair market value) | $14,500,000 | 3,687 |
| Total debt securities | $14,509,000 | 3,941 |
| 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 | $15,985,000 | 3,912 |
| U.S. Government securities | $12,153,000 | 3,391 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $12,153,000 | 3,242 |
| Securities issued by states & political subdivisions | $3,832,000 | 3,483 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,985,000 | 2,257 |
| Mortgage-backed securities | $10,680,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | $10,680,000 | 2,014 |
| Issued or guaranteed by U.S. | $10,680,000 | 1,926 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $11,000 | 1,982 |
| Available-for-sale securities (fair market value) | $15,974,000 | 3,635 |
| Total debt securities | $15,985,000 | 3,888 |
| 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 | $16,664,000 | 3,900 |
| U.S. Government securities | $12,818,000 | 3,382 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $12,818,000 | 3,236 |
| Securities issued by states & political subdivisions | $3,846,000 | 3,517 |
| 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 | $16,664,000 | 2,226 |
| Mortgage-backed securities | $11,342,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $11,342,000 | 1,979 |
| Issued or guaranteed by U.S. | $11,342,000 | 1,976 |
| 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) | $17,000 | 2,000 |
| Available-for-sale securities (fair market value) | $16,647,000 | 3,622 |
| Total debt securities | $16,664,000 | 3,879 |
| 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 | $17,366,000 | 3,905 |
| U.S. Government securities | $13,510,000 | 3,351 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $13,510,000 | 3,214 |
| Securities issued by states & political subdivisions | $3,856,000 | 3,582 |
| 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 | $17,366,000 | 2,194 |
| Mortgage-backed securities | $12,030,000 | 2,509 |
| Certificates of participation in pools of residential mortgages | $12,030,000 | 1,941 |
| Issued or guaranteed by U.S. | $12,030,000 | 1,940 |
| 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) | $19,000 | 2,027 |
| Available-for-sale securities (fair market value) | $17,347,000 | 3,620 |
| Total debt securities | $17,366,000 | 3,882 |
| 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 | $18,206,000 | 3,891 |
| U.S. Government securities | $14,266,000 | 3,301 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,266,000 | 3,171 |
| Securities issued by states & political subdivisions | $3,940,000 | 3,611 |
| 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 | $18,206,000 | 2,162 |
| Mortgage-backed securities | $12,778,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $12,778,000 | 1,919 |
| Issued or guaranteed by U.S. | $12,778,000 | 1,918 |
| 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) | $28,000 | 2,068 |
| Available-for-sale securities (fair market value) | $18,178,000 | 3,601 |
| Total debt securities | $18,207,000 | 3,863 |
| 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 | $19,218,000 | 3,867 |
| U.S. Government securities | $15,280,000 | 3,267 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $15,280,000 | 3,141 |
| Securities issued by states & political subdivisions | $3,938,000 | 3,655 |
| 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 | $19,218,000 | 2,139 |
| Mortgage-backed securities | $13,785,000 | 2,419 |
| Certificates of participation in pools of residential mortgages | $13,785,000 | 1,870 |
| Issued or guaranteed by U.S. | $13,785,000 | 1,868 |
| 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) | $30,000 | 2,090 |
| Available-for-sale securities (fair market value) | $19,188,000 | 3,581 |
| Total debt securities | $19,219,000 | 3,842 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $20,070,000 | 3,851 |
| U.S. Government securities | $16,015,000 | 3,232 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $16,015,000 | 3,107 |
| Securities issued by states & political subdivisions | $3,554,000 | 3,756 |
| Other domestic debt securities | $501,000 | 1,812 |
| 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 | $501,000 | 1,493 |
| 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 | $20,070,000 | 2,088 |
| Mortgage-backed securities | $14,537,000 | 2,402 |
| Certificates of participation in pools of residential mortgages | $14,537,000 | 1,849 |
| Issued or guaranteed by U.S. | $14,537,000 | 1,849 |
| 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) | $32,000 | 2,129 |
| Available-for-sale securities (fair market value) | $20,038,000 | 3,551 |
| Total debt securities | $20,072,000 | 3,825 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $21,059,000 | 3,799 |
| U.S. Government securities | $16,922,000 | 3,135 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,922,000 | 3,005 |
| Securities issued by states & political subdivisions | $3,636,000 | 3,781 |
| Other domestic debt securities | $501,000 | 1,835 |
| 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 | $501,000 | 1,506 |
| 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 | $21,058,000 | 2,029 |
| Mortgage-backed securities | $15,444,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | $15,444,000 | 1,813 |
| Issued or guaranteed by U.S. | $15,444,000 | 1,810 |
| 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) | $34,000 | 2,152 |
| Available-for-sale securities (fair market value) | $21,025,000 | 3,484 |
| Total debt securities | $21,058,000 | 3,769 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $22,830,000 | 3,675 |
| U.S. Government securities | $18,634,000 | 2,993 |
| U.S. Treasury securities | $1,009,000 | 939 |
| U.S. Government agency obligations | $17,625,000 | 2,958 |
| Securities issued by states & political subdivisions | $3,693,000 | 3,777 |
| Other domestic debt securities | $503,000 | 1,839 |
| 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 | $503,000 | 1,499 |
| 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 | $22,830,000 | 1,944 |
| Mortgage-backed securities | $16,625,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | $16,625,000 | 1,733 |
| Issued or guaranteed by U.S. | $16,625,000 | 1,733 |
| 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) | $37,000 | 2,173 |
| Available-for-sale securities (fair market value) | $22,793,000 | 3,379 |
| Total debt securities | $22,831,000 | 3,646 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $23,835,000 | 3,662 |
| U.S. Government securities | $19,767,000 | 2,975 |
| U.S. Treasury securities | $1,027,000 | 945 |
| U.S. Government agency obligations | $18,740,000 | 2,945 |
| Securities issued by states & political subdivisions | $3,570,000 | 3,841 |
| Other domestic debt securities | $498,000 | 1,915 |
| 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 | $498,000 | 1,556 |
| 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 | $23,835,000 | 1,897 |
| Mortgage-backed securities | $17,740,000 | 2,186 |
| Certificates of participation in pools of residential mortgages | $17,740,000 | 1,671 |
| Issued or guaranteed by U.S. | $17,740,000 | 1,667 |
| 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) | $40,000 | 2,219 |
| Available-for-sale securities (fair market value) | $23,795,000 | 3,372 |
| Total debt securities | $23,837,000 | 3,635 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $25,374,000 | 3,611 |
| U.S. Government securities | $21,673,000 | 2,902 |
| U.S. Treasury securities | $1,043,000 | 959 |
| U.S. Government agency obligations | $20,630,000 | 2,887 |
| Securities issued by states & political subdivisions | $3,199,000 | 3,912 |
| Other domestic debt securities | $502,000 | 1,882 |
| 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 | $502,000 | 1,511 |
| 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 | $25,374,000 | 1,842 |
| Mortgage-backed securities | $19,383,000 | 2,098 |
| Certificates of participation in pools of residential mortgages | $19,383,000 | 1,593 |
| Issued or guaranteed by U.S. | $19,383,000 | 1,592 |
| 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) | $43,000 | 2,257 |
| Available-for-sale securities (fair market value) | $25,331,000 | 3,315 |
| Total debt securities | $25,374,000 | 3,584 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $26,666,000 | 3,570 |
| U.S. Government securities | $22,555,000 | 2,876 |
| U.S. Treasury securities | $1,059,000 | 1,005 |
| U.S. Government agency obligations | $21,496,000 | 2,840 |
| Securities issued by states & political subdivisions | $3,610,000 | 3,871 |
| Other domestic debt securities | $501,000 | 1,869 |
| 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 | $501,000 | 1,504 |
| 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 | $26,666,000 | 1,791 |
| Mortgage-backed securities | $20,748,000 | 2,027 |
| Certificates of participation in pools of residential mortgages | $20,748,000 | 1,531 |
| Issued or guaranteed by U.S. | $20,748,000 | 1,530 |
| 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) | $47,000 | 2,294 |
| Available-for-sale securities (fair market value) | $26,619,000 | 3,275 |
| Total debt securities | $26,667,000 | 3,545 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $28,139,000 | 3,539 |
| U.S. Government securities | $24,018,000 | 2,821 |
| U.S. Treasury securities | $1,080,000 | 947 |
| U.S. Government agency obligations | $22,938,000 | 2,809 |
| Securities issued by states & political subdivisions | $3,624,000 | 3,909 |
| Other domestic debt securities | $497,000 | 1,929 |
| 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 | $497,000 | 1,558 |
| 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 | $28,139,000 | 1,736 |
| Mortgage-backed securities | $22,191,000 | 1,962 |
| Certificates of participation in pools of residential mortgages | $22,191,000 | 1,476 |
| Issued or guaranteed by U.S. | $22,191,000 | 1,476 |
| 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) | $50,000 | 2,304 |
| Available-for-sale securities (fair market value) | $28,089,000 | 3,242 |
| Total debt securities | $28,140,000 | 3,513 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $29,978,000 | 3,481 |
| U.S. Government securities | $25,556,000 | 2,819 |
| U.S. Treasury securities | $1,097,000 | 972 |
| U.S. Government agency obligations | $24,459,000 | 2,813 |
| Securities issued by states & political subdivisions | $3,925,000 | 3,844 |
| Other domestic debt securities | $497,000 | 1,945 |
| 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 | $497,000 | 1,578 |
| 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 | $29,978,000 | 1,669 |
| Mortgage-backed securities | $23,720,000 | 1,940 |
| Certificates of participation in pools of residential mortgages | $23,720,000 | 1,448 |
| Issued or guaranteed by U.S. | $23,720,000 | 1,448 |
| 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) | $54,000 | 2,341 |
| Available-for-sale securities (fair market value) | $29,924,000 | 3,184 |
| Total debt securities | $29,980,000 | 3,451 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $28,590,000 | 3,620 |
| U.S. Government securities | $25,769,000 | 2,851 |
| U.S. Treasury securities | $1,113,000 | 954 |
| U.S. Government agency obligations | $24,656,000 | 2,844 |
| Securities issued by states & political subdivisions | $2,320,000 | 4,253 |
| Other domestic debt securities | $501,000 | 1,959 |
| 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 | $501,000 | 1,563 |
| 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 | $28,590,000 | 1,748 |
| Mortgage-backed securities | $24,656,000 | 1,937 |
| Certificates of participation in pools of residential mortgages | $24,656,000 | 1,431 |
| Issued or guaranteed by U.S. | $24,656,000 | 1,431 |
| 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) | $57,000 | 2,347 |
| Available-for-sale securities (fair market value) | $28,533,000 | 3,303 |
| Total debt securities | $28,591,000 | 3,594 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $28,168,000 | 3,681 |
| U.S. Government securities | $25,340,000 | 2,912 |
| U.S. Treasury securities | $1,127,000 | 971 |
| U.S. Government agency obligations | $24,213,000 | 2,917 |
| Securities issued by states & political subdivisions | $2,329,000 | 4,315 |
| Other domestic debt securities | $499,000 | 2,011 |
| 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 | $499,000 | 1,624 |
| 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 | $28,168,000 | 1,775 |
| Mortgage-backed securities | $24,213,000 | 1,998 |
| Certificates of participation in pools of residential mortgages | $24,213,000 | 1,457 |
| Issued or guaranteed by U.S. | $24,213,000 | 1,455 |
| 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) | $61,000 | 2,374 |
| Available-for-sale securities (fair market value) | $28,107,000 | 3,363 |
| Total debt securities | $28,168,000 | 3,655 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $26,656,000 | 3,853 |
| U.S. Government securities | $24,310,000 | 3,093 |
| U.S. Treasury securities | $1,145,000 | 969 |
| U.S. Government agency obligations | $23,165,000 | 3,082 |
| Securities issued by states & political subdivisions | $1,846,000 | 4,504 |
| Other domestic debt securities | $500,000 | 2,057 |
| 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 | $500,000 | 1,638 |
| 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 | $26,656,000 | 1,845 |
| Mortgage-backed securities | $22,415,000 | 2,158 |
| Certificates of participation in pools of residential mortgages | $22,415,000 | 1,593 |
| Issued or guaranteed by U.S. | $22,415,000 | 1,593 |
| 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) | $64,000 | 2,415 |
| Available-for-sale securities (fair market value) | $26,592,000 | 3,520 |
| Total debt securities | $26,656,000 | 3,827 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $26,510,000 | 3,903 |
| U.S. Government securities | $24,155,000 | 3,141 |
| U.S. Treasury securities | $1,160,000 | 920 |
| U.S. Government agency obligations | $22,995,000 | 3,137 |
| Securities issued by states & political subdivisions | $1,854,000 | 4,547 |
| Other domestic debt securities | $501,000 | 2,088 |
| 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 | $501,000 | 1,671 |
| 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 | $26,510,000 | 1,860 |
| Mortgage-backed securities | $22,247,000 | 2,197 |
| Certificates of participation in pools of residential mortgages | $22,247,000 | 1,637 |
| Issued or guaranteed by U.S. | $22,247,000 | 1,636 |
| 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) | $67,000 | 2,436 |
| Available-for-sale securities (fair market value) | $26,443,000 | 3,566 |
| Total debt securities | $26,511,000 | 3,874 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $26,111,000 | 3,975 |
| U.S. Government securities | $23,748,000 | 3,178 |
| U.S. Treasury securities | $1,179,000 | 818 |
| U.S. Government agency obligations | $22,569,000 | 3,197 |
| Securities issued by states & political subdivisions | $1,863,000 | 4,560 |
| Other domestic debt securities | $500,000 | 2,140 |
| 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 | $500,000 | 1,703 |
| 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 | $26,111,000 | 1,874 |
| Mortgage-backed securities | $21,820,000 | 2,233 |
| Certificates of participation in pools of residential mortgages | $21,820,000 | 1,675 |
| Issued or guaranteed by U.S. | $21,820,000 | 1,675 |
| 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) | $70,000 | 2,449 |
| Available-for-sale securities (fair market value) | $26,041,000 | 3,622 |
| Total debt securities | $26,111,000 | 3,948 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $24,544,000 | 4,092 |
| U.S. Government securities | $23,229,000 | 3,195 |
| U.S. Treasury securities | $1,192,000 | 788 |
| U.S. Government agency obligations | $22,037,000 | 3,213 |
| Securities issued by states & political subdivisions | $821,000 | 5,014 |
| Other domestic debt securities | $494,000 | 2,249 |
| 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 | $494,000 | 1,800 |
| 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 | $24,544,000 | 1,968 |
| Mortgage-backed securities | $21,289,000 | 2,252 |
| Certificates of participation in pools of residential mortgages | $21,289,000 | 1,686 |
| Issued or guaranteed by U.S. | $21,289,000 | 1,685 |
| 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) | $74,000 | 2,468 |
| Available-for-sale securities (fair market value) | $24,470,000 | 3,749 |
| Total debt securities | $24,543,000 | 4,060 |
| 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 | $23,253,000 | 4,216 |
| U.S. Government securities | $21,938,000 | 3,347 |
| U.S. Treasury securities | $1,205,000 | 765 |
| U.S. Government agency obligations | $20,733,000 | 3,360 |
| Securities issued by states & political subdivisions | $825,000 | 5,023 |
| Other domestic debt securities | $490,000 | 2,307 |
| 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 | $490,000 | 1,837 |
| 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 | $23,253,000 | 2,019 |
| Mortgage-backed securities | $19,994,000 | 2,351 |
| Certificates of participation in pools of residential mortgages | $19,994,000 | 1,788 |
| Issued or guaranteed by U.S. | $19,994,000 | 1,785 |
| 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) | $79,000 | 2,468 |
| Available-for-sale securities (fair market value) | $23,174,000 | 3,865 |
| Total debt securities | $23,253,000 | 4,188 |
| 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 | $23,205,000 | 4,222 |
| U.S. Government securities | $21,892,000 | 3,337 |
| U.S. Treasury securities | $1,221,000 | 779 |
| U.S. Government agency obligations | $20,671,000 | 3,359 |
| Securities issued by states & political subdivisions | $824,000 | 5,028 |
| Other domestic debt securities | $489,000 | 2,375 |
| 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 | $489,000 | 1,885 |
| 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 | $23,205,000 | 2,006 |
| Mortgage-backed securities | $19,921,000 | 2,367 |
| Certificates of participation in pools of residential mortgages | $19,921,000 | 1,788 |
| Issued or guaranteed by U.S. | $19,921,000 | 1,786 |
| 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) | $83,000 | 2,411 |
| Available-for-sale securities (fair market value) | $23,122,000 | 3,890 |
| Total debt securities | $23,205,000 | 4,192 |
| 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 | $21,823,000 | 4,347 |
| U.S. Government securities | $20,495,000 | 3,490 |
| U.S. Treasury securities | $1,250,000 | 791 |
| U.S. Government agency obligations | $19,245,000 | 3,517 |
| Securities issued by states & political subdivisions | $832,000 | 5,044 |
| Other domestic debt securities | $496,000 | 2,355 |
| 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 | $496,000 | 1,854 |
| 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 | $21,823,000 | 2,124 |
| Mortgage-backed securities | $18,743,000 | 2,486 |
| Certificates of participation in pools of residential mortgages | $18,743,000 | 1,894 |
| Issued or guaranteed by U.S. | $18,743,000 | 1,893 |
| 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) | $87,000 | 2,408 |
| Available-for-sale securities (fair market value) | $21,736,000 | 4,026 |
| Total debt securities | $21,823,000 | 4,322 |
| 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 | $20,482,000 | 4,440 |
| U.S. Government securities | $19,153,000 | 3,579 |
| U.S. Treasury securities | $1,266,000 | 773 |
| U.S. Government agency obligations | $17,887,000 | 3,622 |
| Securities issued by states & political subdivisions | $833,000 | 5,063 |
| Other domestic debt securities | $496,000 | 2,349 |
| 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 | $496,000 | 1,817 |
| 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 | $20,482,000 | 2,171 |
| Mortgage-backed securities | $17,384,000 | 2,581 |
| Certificates of participation in pools of residential mortgages | $17,384,000 | 1,948 |
| Issued or guaranteed by U.S. | $17,384,000 | 1,945 |
| 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) | $91,000 | 2,436 |
| Available-for-sale securities (fair market value) | $20,391,000 | 4,101 |
| Total debt securities | $20,482,000 | 4,412 |
| 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 | $21,451,000 | 4,402 |
| U.S. Government securities | $20,118,000 | 3,572 |
| U.S. Treasury securities | $1,283,000 | 732 |
| U.S. Government agency obligations | $18,835,000 | 3,616 |
| Securities issued by states & political subdivisions | $837,000 | 5,072 |
| Other domestic debt securities | $496,000 | 2,425 |
| 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 | $496,000 | 1,890 |
| 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 | $21,450,000 | 2,125 |
| Mortgage-backed securities | $18,330,000 | 2,639 |
| Certificates of participation in pools of residential mortgages | $18,330,000 | 1,969 |
| Issued or guaranteed by U.S. | $18,330,000 | 1,969 |
| 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) | $95,000 | 2,490 |
| Available-for-sale securities (fair market value) | $21,356,000 | 4,063 |
| Total debt securities | $21,451,000 | 4,364 |
| 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 | $21,482,000 | 4,450 |
| U.S. Government securities | $20,668,000 | 3,577 |
| U.S. Treasury securities | $1,298,000 | 712 |
| U.S. Government agency obligations | $19,370,000 | 3,628 |
| Securities issued by states & political subdivisions | $316,000 | 5,449 |
| Other domestic debt securities | $498,000 | 2,396 |
| 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 | $498,000 | 1,859 |
| 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 | $21,482,000 | 2,150 |
| Mortgage-backed securities | $18,864,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | $18,864,000 | 1,976 |
| Issued or guaranteed by U.S. | $18,864,000 | 1,976 |
| 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) | $98,000 | 2,520 |
| Available-for-sale securities (fair market value) | $21,384,000 | 4,108 |
| Total debt securities | $21,483,000 | 4,420 |
| 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 | $21,364,000 | 4,485 |
| U.S. Government securities | $21,364,000 | 3,581 |
| U.S. Treasury securities | $1,288,000 | 773 |
| U.S. Government agency obligations | $20,076,000 | 3,636 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,364,000 | 2,182 |
| Mortgage-backed securities | $19,568,000 | 2,581 |
| Certificates of participation in pools of residential mortgages | $19,568,000 | 1,919 |
| Issued or guaranteed by U.S. | $19,568,000 | 1,917 |
| 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) | $100,000 | 2,556 |
| Available-for-sale securities (fair market value) | $21,264,000 | 4,140 |
| Total debt securities | $21,364,000 | 4,461 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $19,710,000 | 4,569 |
| U.S. Government securities | $19,710,000 | 3,668 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,710,000 | 3,599 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,890,000 | 2,645 |
| Certificates of participation in pools of residential mortgages | $17,890,000 | 1,940 |
| Issued or guaranteed by U.S. | $17,890,000 | 1,939 |
| 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) | $534,000 | 2,298 |
| Available-for-sale securities (fair market value) | $19,176,000 | 4,243 |
| Total debt securities | $19,710,000 | 4,541 |
| 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 | $17,297,000 | 4,797 |
| U.S. Government securities | $17,297,000 | 3,887 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,297,000 | 3,796 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,454,000 | 2,776 |
| Certificates of participation in pools of residential mortgages | $15,454,000 | 2,067 |
| Issued or guaranteed by U.S. | $15,454,000 | 2,061 |
| 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) | $575,000 | 2,295 |
| Available-for-sale securities (fair market value) | $16,722,000 | 4,463 |
| Total debt securities | $17,297,000 | 4,768 |
| 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 | $16,552,000 | 4,960 |
| U.S. Government securities | $16,552,000 | 4,073 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,552,000 | 3,970 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,739,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | $14,739,000 | 2,087 |
| Issued or guaranteed by U.S. | $14,739,000 | 2,085 |
| 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) | $563,000 | 2,333 |
| Available-for-sale securities (fair market value) | $15,989,000 | 4,594 |
| Total debt securities | $16,552,000 | 4,922 |
| 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 | $15,608,000 | 5,060 |
| U.S. Government securities | $15,608,000 | 4,154 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,608,000 | 4,031 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,325,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | $14,325,000 | 2,064 |
| Issued or guaranteed by U.S. | $14,325,000 | 2,059 |
| 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) | $531,000 | 2,369 |
| Available-for-sale securities (fair market value) | $15,077,000 | 4,702 |
| Total debt securities | $15,608,000 | 5,034 |
| 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 | $15,570,000 | 4,957 |
| U.S. Government securities | $15,570,000 | 3,989 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,570,000 | 3,872 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,295,000 | 2,662 |
| Certificates of participation in pools of residential mortgages | $14,295,000 | 1,981 |
| Issued or guaranteed by U.S. | $14,295,000 | 1,975 |
| 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) | $566,000 | 2,358 |
| Available-for-sale securities (fair market value) | $15,004,000 | 4,598 |
| Total debt securities | $15,570,000 | 4,921 |
| 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 | $15,325,000 | 4,931 |
| U.S. Government securities | $15,325,000 | 4,000 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,325,000 | 3,884 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,998,000 | 2,670 |
| Certificates of participation in pools of residential mortgages | $13,998,000 | 1,964 |
| Issued or guaranteed by U.S. | $13,998,000 | 1,957 |
| 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) | $645,000 | 2,382 |
| Available-for-sale securities (fair market value) | $14,680,000 | 4,575 |
| Total debt securities | $15,325,000 | 4,895 |
| 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 | $16,143,000 | 4,854 |
| U.S. Government securities | $16,143,000 | 3,934 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,143,000 | 3,836 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $14,848,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $14,848,000 | 1,900 |
| Issued or guaranteed by U.S. | $14,848,000 | 1,893 |
| 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) | $596,000 | 2,476 |
| Available-for-sale securities (fair market value) | $15,547,000 | 4,506 |
| Total debt securities | $16,143,000 | 4,813 |
| 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 | $16,618,000 | 4,840 |
| U.S. Government securities | $16,618,000 | 3,942 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,618,000 | 3,850 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $15,346,000 | 2,631 |
| Certificates of participation in pools of residential mortgages | $15,346,000 | 1,956 |
| Issued or guaranteed by U.S. | $15,346,000 | 1,953 |
| 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) | $443,000 | 2,632 |
| Available-for-sale securities (fair market value) | $16,175,000 | 4,454 |
| Total debt securities | $16,618,000 | 4,797 |
| 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 | $17,269,000 | 4,713 |
| U.S. Government securities | $17,269,000 | 3,829 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,269,000 | 3,746 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $16,006,000 | 2,624 |
| Certificates of participation in pools of residential mortgages | $16,006,000 | 1,977 |
| Issued or guaranteed by U.S. | $16,006,000 | 1,971 |
| 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) | $483,000 | 2,658 |
| Available-for-sale securities (fair market value) | $16,786,000 | 4,348 |
| Total debt securities | $17,269,000 | 4,675 |
| 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 | $16,168,000 | 4,913 |
| U.S. Government securities | $16,168,000 | 3,965 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,168,000 | 3,893 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $14,884,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $14,884,000 | 2,141 |
| Issued or guaranteed by U.S. | $14,884,000 | 2,130 |
| 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) | $484,000 | 2,737 |
| Available-for-sale securities (fair market value) | $15,684,000 | 4,543 |
| Total debt securities | $16,168,000 | 4,867 |
| 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 | $15,098,000 | 5,034 |
| U.S. Government securities | $15,048,000 | 4,098 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,048,000 | 4,010 |
| Securities issued by states & political subdivisions | $50,000 | 5,892 |
| 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 | $13,785,000 | 2,891 |
| Certificates of participation in pools of residential mortgages | $13,785,000 | 2,261 |
| Issued or guaranteed by U.S. | $13,785,000 | 2,253 |
| 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) | $499,000 | 2,768 |
| Available-for-sale securities (fair market value) | $14,599,000 | 4,659 |
| Total debt securities | $15,098,000 | 4,984 |
| 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 | $15,133,000 | 5,066 |
| U.S. Government securities | $15,082,000 | 4,175 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,082,000 | 4,093 |
| Securities issued by states & political subdivisions | $51,000 | 5,844 |
| 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 | $13,737,000 | 2,944 |
| Certificates of participation in pools of residential mortgages | $13,737,000 | 2,304 |
| Issued or guaranteed by U.S. | $13,737,000 | 2,293 |
| 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) | $604,000 | 2,723 |
| Available-for-sale securities (fair market value) | $14,529,000 | 4,673 |
| Total debt securities | $15,133,000 | 5,026 |
| 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 | $14,510,000 | 5,188 |
| U.S. Government securities | $14,459,000 | 4,320 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,459,000 | 4,244 |
| Securities issued by states & political subdivisions | $51,000 | 5,810 |
| 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 | $13,086,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $13,086,000 | 2,352 |
| Issued or guaranteed by U.S. | $13,086,000 | 2,340 |
| 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) | $473,000 | 2,866 |
| Available-for-sale securities (fair market value) | $14,037,000 | 4,750 |
| Total debt securities | $14,510,000 | 5,143 |
| 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 | $14,433,000 | 5,149 |
| U.S. Government securities | $14,382,000 | 4,288 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,382,000 | 4,213 |
| Securities issued by states & political subdivisions | $51,000 | 5,828 |
| 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 | $13,084,000 | 2,868 |
| Certificates of participation in pools of residential mortgages | $13,084,000 | 2,265 |
| Issued or guaranteed by U.S. | $13,084,000 | 2,252 |
| 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) | $378,000 | 2,945 |
| Available-for-sale securities (fair market value) | $14,055,000 | 4,691 |
| Total debt securities | $14,433,000 | 5,106 |
| 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 | $14,840,000 | 5,147 |
| U.S. Government securities | $14,588,000 | 4,287 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,588,000 | 4,219 |
| Securities issued by states & political subdivisions | $252,000 | 5,593 |
| 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 | $13,345,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $13,345,000 | 2,217 |
| Issued or guaranteed by U.S. | $13,345,000 | 2,207 |
| 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) | $341,000 | 2,990 |
| Available-for-sale securities (fair market value) | $14,499,000 | 4,689 |
| Total debt securities | $14,840,000 | 5,092 |
| 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 | $16,198,000 | 4,940 |
| U.S. Government securities | $15,945,000 | 4,086 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,945,000 | 4,008 |
| Securities issued by states & political subdivisions | $253,000 | 5,596 |
| 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 | $14,628,000 | 2,638 |
| Certificates of participation in pools of residential mortgages | $14,628,000 | 2,040 |
| Issued or guaranteed by U.S. | $14,628,000 | 2,030 |
| 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) | $470,000 | 2,931 |
| Available-for-sale securities (fair market value) | $15,728,000 | 4,509 |
| Total debt securities | $16,198,000 | 4,879 |
| 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 | $17,003,000 | 4,867 |
| U.S. Government securities | $16,750,000 | 4,045 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,750,000 | 3,958 |
| Securities issued by states & political subdivisions | $253,000 | 5,618 |
| 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 | $15,003,000 | 2,324 |
| Certificates of participation in pools of residential mortgages | $15,003,000 | 1,749 |
| Issued or guaranteed by U.S. | $15,003,000 | 1,740 |
| 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) | $440,000 | 3,007 |
| Available-for-sale securities (fair market value) | $16,563,000 | 4,385 |
| Total debt securities | $17,003,000 | 4,816 |
| 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 | $15,890,000 | 5,036 |
| U.S. Government securities | $15,638,000 | 4,260 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,638,000 | 4,170 |
| Securities issued by states & political subdivisions | $252,000 | 5,652 |
| 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 | $13,924,000 | 2,268 |
| Certificates of participation in pools of residential mortgages | $13,924,000 | 1,726 |
| Issued or guaranteed by U.S. | $13,924,000 | 1,717 |
| 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) | $397,000 | 3,092 |
| Available-for-sale securities (fair market value) | $15,493,000 | 4,528 |
| Total debt securities | $15,890,000 | 4,990 |
| 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 | $15,426,000 | 5,138 |
| U.S. Government securities | $15,124,000 | 4,379 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,124,000 | 4,268 |
| Securities issued by states & political subdivisions | $302,000 | 5,617 |
| 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 | $13,470,000 | 2,252 |
| Certificates of participation in pools of residential mortgages | $13,470,000 | 1,711 |
| Issued or guaranteed by U.S. | $13,470,000 | 1,706 |
| 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) | $304,000 | 3,200 |
| Available-for-sale securities (fair market value) | $15,122,000 | 4,590 |
| Total debt securities | $15,426,000 | 5,096 |
| 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 | $16,496,000 | 5,004 |
| U.S. Government securities | $16,192,000 | 4,226 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,192,000 | 4,125 |
| Securities issued by states & political subdivisions | $304,000 | 5,668 |
| 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 | $14,473,000 | 2,158 |
| Certificates of participation in pools of residential mortgages | $14,473,000 | 1,637 |
| Issued or guaranteed by U.S. | $14,473,000 | 1,630 |
| 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) | $346,000 | 3,220 |
| Available-for-sale securities (fair market value) | $16,150,000 | 4,474 |
| Total debt securities | $16,496,000 | 4,956 |
| 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 | $16,195,000 | 5,109 |
| U.S. Government securities | $15,891,000 | 4,344 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,891,000 | 4,232 |
| Securities issued by states & political subdivisions | $304,000 | 5,709 |
| 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 | $14,171,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | $14,171,000 | 1,664 |
| Issued or guaranteed by U.S. | $14,171,000 | 1,656 |
| 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) | $367,000 | 3,281 |
| Available-for-sale securities (fair market value) | $15,828,000 | 4,567 |
| Total debt securities | $16,195,000 | 5,067 |
| 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 | $16,841,000 | 5,045 |
| U.S. Government securities | $16,536,000 | 4,272 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,536,000 | 4,155 |
| Securities issued by states & political subdivisions | $305,000 | 5,774 |
| 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 | $14,831,000 | 2,127 |
| Certificates of participation in pools of residential mortgages | $14,831,000 | 1,637 |
| Issued or guaranteed by U.S. | $14,831,000 | 1,627 |
| 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) | $292,000 | 3,449 |
| Available-for-sale securities (fair market value) | $16,549,000 | 4,474 |
| Total debt securities | $16,841,000 | 4,998 |
| 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 | $17,129,000 | 4,983 |
| U.S. Government securities | $16,774,000 | 4,238 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,774,000 | 4,109 |
| Securities issued by states & political subdivisions | $355,000 | 5,716 |
| 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 | $15,111,000 | 2,098 |
| Certificates of participation in pools of residential mortgages | $15,111,000 | 1,624 |
| Issued or guaranteed by U.S. | $15,111,000 | 1,616 |
| 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) | $147,000 | 3,706 |
| Available-for-sale securities (fair market value) | $16,982,000 | 4,369 |
| Total debt securities | $17,129,000 | 4,934 |
| 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 | $18,047,000 | 4,889 |
| U.S. Government securities | $17,685,000 | 4,136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,685,000 | 4,006 |
| Securities issued by states & political subdivisions | $362,000 | 5,739 |
| 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 | $15,963,000 | 2,065 |
| Certificates of participation in pools of residential mortgages | $15,963,000 | 1,578 |
| Issued or guaranteed by U.S. | $15,963,000 | 1,569 |
| 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) | $396,000 | 3,443 |
| Available-for-sale securities (fair market value) | $17,651,000 | 4,319 |
| Total debt securities | $18,047,000 | 4,832 |
| 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 | $17,121,000 | 5,040 |
| U.S. Government securities | $16,258,000 | 4,331 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,258,000 | 4,197 |
| Securities issued by states & political subdivisions | $863,000 | 5,213 |
| 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 | $14,504,000 | 2,197 |
| Certificates of participation in pools of residential mortgages | $14,504,000 | 1,708 |
| Issued or guaranteed by U.S. | $14,504,000 | 1,696 |
| 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) | $401,000 | 3,510 |
| Available-for-sale securities (fair market value) | $16,720,000 | 4,436 |
| Total debt securities | $17,121,000 | 4,990 |
| 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 | $17,530,000 | 4,979 |
| U.S. Government securities | $16,667,000 | 4,234 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,667,000 | 4,114 |
| Securities issued by states & political subdivisions | $863,000 | 5,229 |
| 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 | $14,897,000 | 2,164 |
| Certificates of participation in pools of residential mortgages | $14,897,000 | 1,691 |
| Issued or guaranteed by U.S. | $14,897,000 | 1,679 |
| 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) | $436,000 | 3,518 |
| Available-for-sale securities (fair market value) | $17,094,000 | 4,362 |
| Total debt securities | $17,530,000 | 4,928 |
| 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 | $17,714,000 | 4,991 |
| U.S. Government securities | $16,847,000 | 4,266 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,847,000 | 4,126 |
| Securities issued by states & political subdivisions | $867,000 | 5,203 |
| 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 | $15,049,000 | 2,217 |
| Certificates of participation in pools of residential mortgages | $15,049,000 | 1,746 |
| Issued or guaranteed by U.S. | $15,049,000 | 1,733 |
| 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) | $510,000 | 3,496 |
| Available-for-sale securities (fair market value) | $17,204,000 | 4,421 |
| Total debt securities | $17,714,000 | 4,939 |
| 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 | $17,067,000 | 5,136 |
| U.S. Government securities | $16,199,000 | 4,426 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,199,000 | 4,288 |
| Securities issued by states & political subdivisions | $868,000 | 5,218 |
| 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 | $14,466,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $14,466,000 | 1,844 |
| Issued or guaranteed by U.S. | $14,466,000 | 1,832 |
| 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) | $452,000 | 3,612 |
| Available-for-sale securities (fair market value) | $16,615,000 | 4,554 |
| Total debt securities | $17,067,000 | 5,077 |
| 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 | $18,838,000 | 4,900 |
| U.S. Government securities | $17,964,000 | 4,157 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,964,000 | 4,016 |
| Securities issued by states & political subdivisions | $874,000 | 5,226 |
| 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 | $16,196,000 | 2,233 |
| Certificates of participation in pools of residential mortgages | $16,196,000 | 1,741 |
| Issued or guaranteed by U.S. | $16,196,000 | 1,731 |
| 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) | $206,000 | 3,966 |
| Available-for-sale securities (fair market value) | $18,632,000 | 4,286 |
| Total debt securities | $18,838,000 | 4,840 |
| 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 | $18,389,000 | 4,941 |
| U.S. Government securities | $17,512,000 | 4,162 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,512,000 | 4,027 |
| Securities issued by states & political subdivisions | $877,000 | 5,265 |
| 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 | $15,722,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $15,722,000 | 1,785 |
| Issued or guaranteed by U.S. | $15,722,000 | 1,778 |
| 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) | $922,000 | 3,358 |
| Available-for-sale securities (fair market value) | $17,467,000 | 4,440 |
| Total debt securities | $18,389,000 | 4,876 |
| 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 | $18,737,000 | 4,972 |
| U.S. Government securities | $17,866,000 | 4,190 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,866,000 | 4,036 |
| Securities issued by states & political subdivisions | $871,000 | 5,300 |
| 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 | $16,161,000 | 2,260 |
| Certificates of participation in pools of residential mortgages | $16,161,000 | 1,770 |
| Issued or guaranteed by U.S. | $16,161,000 | 1,762 |
| 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) | $45,000 | 4,405 |
| Available-for-sale securities (fair market value) | $18,692,000 | 4,354 |
| Total debt securities | $18,737,000 | 4,907 |
| 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 | $19,746,000 | 4,799 |
| U.S. Government securities | $19,079,000 | 3,979 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,079,000 | 3,842 |
| Securities issued by states & political subdivisions | $667,000 | 5,515 |
| 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 | $17,245,000 | 2,225 |
| Certificates of participation in pools of residential mortgages | $17,245,000 | 1,716 |
| Issued or guaranteed by U.S. | $17,245,000 | 1,707 |
| 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) | $1,276,000 | 3,155 |
| Available-for-sale securities (fair market value) | $18,470,000 | 4,356 |
| Total debt securities | $19,746,000 | 4,728 |
| 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 | $19,409,000 | 4,895 |
| U.S. Government securities | $18,740,000 | 4,096 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,740,000 | 3,955 |
| Securities issued by states & political subdivisions | $669,000 | 5,566 |
| 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 | $16,064,000 | 2,299 |
| Certificates of participation in pools of residential mortgages | $16,064,000 | 1,807 |
| Issued or guaranteed by U.S. | $16,064,000 | 1,794 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,229,000 | 3,222 |
| Available-for-sale securities (fair market value) | $18,180,000 | 4,434 |
| Total debt securities | $19,409,000 | 4,818 |
| 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 | $19,651,000 | 4,783 |
| U.S. Government securities | $18,981,000 | 3,937 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,981,000 | 3,787 |
| Securities issued by states & political subdivisions | $670,000 | 5,615 |
| 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 | $16,304,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $16,304,000 | 1,777 |
| Issued or guaranteed by U.S. | $16,304,000 | 1,770 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,354,000 | 3,197 |
| Available-for-sale securities (fair market value) | $18,297,000 | 4,357 |
| Total debt securities | $19,651,000 | 4,704 |
| 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 | $21,905,000 | 4,425 |
| U.S. Government securities | $21,226,000 | 3,551 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,226,000 | 3,413 |
| Securities issued by states & political subdivisions | $679,000 | 5,591 |
| 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 | $18,419,000 | 2,153 |
| Certificates of participation in pools of residential mortgages | $18,419,000 | 1,609 |
| Issued or guaranteed by U.S. | $18,419,000 | 1,600 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,670,000 | 3,061 |
| Available-for-sale securities (fair market value) | $20,235,000 | 4,051 |
| Total debt securities | $21,905,000 | 4,340 |
| 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 | $23,903,000 | 4,166 |
| U.S. Government securities | $23,223,000 | 3,314 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,223,000 | 3,163 |
| Securities issued by states & political subdivisions | $680,000 | 5,556 |
| 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 | $19,506,000 | 2,051 |
| Certificates of participation in pools of residential mortgages | $19,506,000 | 1,518 |
| Issued or guaranteed by U.S. | $19,506,000 | 1,512 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,575,000 | 3,147 |
| Available-for-sale securities (fair market value) | $22,328,000 | 3,747 |
| Total debt securities | $23,903,000 | 4,079 |
| 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 | $21,168,000 | 4,475 |
| U.S. Government securities | $20,489,000 | 3,625 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,489,000 | 3,462 |
| Securities issued by states & political subdivisions | $679,000 | 5,558 |
| 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 | $17,256,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $17,256,000 | 1,620 |
| Issued or guaranteed by U.S. | $17,256,000 | 1,610 |
| 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) | $1,692,000 | 3,158 |
| Available-for-sale securities (fair market value) | $19,476,000 | 4,076 |
| Total debt securities | $21,168,000 | 4,389 |
| 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 | $17,371,000 | 4,951 |
| U.S. Government securities | $16,702,000 | 4,053 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,702,000 | 3,857 |
| Securities issued by states & political subdivisions | $669,000 | 5,675 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,576,000 | 2,387 |
| Certificates of participation in pools of residential mortgages | $13,576,000 | 1,723 |
| Issued or guaranteed by U.S. | $13,576,000 | 1,714 |
| 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) | $2,076,000 | 3,156 |
| Available-for-sale securities (fair market value) | $15,295,000 | 4,560 |
| Total debt securities | $17,371,000 | 4,856 |
| 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 | $14,950,000 | 5,581 |
| U.S. Government securities | $14,458,000 | 4,667 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,458,000 | 4,348 |
| Securities issued by states & political subdivisions | $492,000 | 6,100 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,231,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $11,231,000 | 1,623 |
| Issued or guaranteed by U.S. | $11,231,000 | 1,611 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,274,000 | 3,301 |
| Available-for-sale securities (fair market value) | $11,676,000 | 5,309 |
| Total debt securities | $14,950,000 | 5,447 |
| 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 | $14,925,000 | 5,810 |
| U.S. Government securities | $14,281,000 | 4,917 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,281,000 | 4,449 |
| Securities issued by states & political subdivisions | $644,000 | 6,150 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,173,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $11,173,000 | 1,735 |
| Issued or guaranteed by U.S. | $11,173,000 | 1,724 |
| 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) | $4,357,000 | 3,282 |
| Available-for-sale securities (fair market value) | $10,568,000 | 5,716 |
| Total debt securities | $14,925,000 | 5,712 |
| 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 | $16,175,000 | 5,553 |
| U.S. Government securities | $14,522,000 | 4,876 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,522,000 | 4,216 |
| Securities issued by states & political subdivisions | $1,653,000 | 5,050 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,054,000 | 2,535 |
| Certificates of participation in pools of residential mortgages | $11,054,000 | 1,836 |
| Issued or guaranteed by U.S. | $11,054,000 | 1,824 |
| 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) | $7,557,000 | 2,748 |
| Available-for-sale securities (fair market value) | $8,618,000 | 6,163 |
| Total debt securities | $16,175,000 | 5,412 |
| 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 | $22,060,000 | 4,573 |
| U.S. Government securities | $20,914,000 | 3,952 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,914,000 | 3,106 |
| Securities issued by states & political subdivisions | $1,146,000 | 5,583 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,471,000 | 2,168 |
| Certificates of participation in pools of residential mortgages | $13,471,000 | 1,599 |
| Issued or guaranteed by U.S. | $13,471,000 | 1,588 |
| 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) | $13,936,000 | 2,220 |
| Available-for-sale securities (fair market value) | $8,124,000 | 6,313 |
| Total debt securities | $22,060,000 | 4,477 |
| 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 | $21,440,000 | 5,074 |
| U.S. Government securities | $20,180,000 | 4,425 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,180,000 | 3,328 |
| Securities issued by states & political subdivisions | $1,151,000 | 5,859 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-109,000 | 1,048 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,948,000 | 2,497 |
| Certificates of participation in pools of residential mortgages | $12,948,000 | 1,814 |
| Issued or guaranteed by U.S. | $12,948,000 | 1,798 |
| 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) | $16,195,000 | 2,230 |
| Available-for-sale securities (fair market value) | $5,245,000 | 7,663 |
| Total debt securities | $21,331,000 | 4,985 |
| 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 | $24,597,000 | 4,770 |
| U.S. Government securities | $23,515,000 | 4,077 |
| U.S. Treasury securities | $2,664,000 | 6,348 |
| U.S. Government agency obligations | $20,851,000 | 3,200 |
| Securities issued by states & political subdivisions | $983,000 | 6,372 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-99,000 | 1,085 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,879,000 | 2,628 |
| Certificates of participation in pools of residential mortgages | $12,879,000 | 1,827 |
| Issued or guaranteed by U.S. | $12,879,000 | 1,812 |
| 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) | $17,837,000 | 2,217 |
| Available-for-sale securities (fair market value) | $6,760,000 | 7,252 |
| Total debt securities | $24,498,000 | 4,685 |
| 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 | $22,683,000 | 5,364 |
| U.S. Government securities | $21,600,000 | 4,631 |
| U.S. Treasury securities | $3,859,000 | 6,419 |
| U.S. Government agency obligations | $17,741,000 | 3,526 |
| Securities issued by states & political subdivisions | $985,000 | 6,690 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-98,000 | 1,164 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,307,000 | 2,992 |
| Certificates of participation in pools of residential mortgages | $11,307,000 | 2,072 |
| Issued or guaranteed by U.S. | $11,307,000 | 2,053 |
| 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) | $17,911,000 | 3,762 |
| Available-for-sale securities (fair market value) | $4,772,000 | 7,017 |
| Total debt securities | $22,585,000 | 5,275 |
| 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 | $23,726,000 | 5,431 |
| U.S. Government securities | $22,600,000 | 4,628 |
| U.S. Treasury securities | $4,023,000 | 6,420 |
| U.S. Government agency obligations | $18,577,000 | 3,520 |
| Securities issued by states & political subdivisions | $987,000 | 6,841 |
| 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 | $-139,000 | 1,266 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,875,000 | 3,102 |
| Certificates of participation in pools of residential mortgages | $12,875,000 | 2,086 |
| Issued or guaranteed by U.S. | $12,875,000 | 2,057 |
| 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 | $23,587,000 | 5,329 |
| 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 | $20,714,000 | 5,975 |
| U.S. Government securities | $20,618,000 | 4,948 |
| U.S. Treasury securities | $6,070,000 | 5,105 |
| U.S. Government agency obligations | $14,548,000 | 4,204 |
| 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 | $-96,000 | 1,462 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,063,000 | 3,311 |
| Certificates of participation in pools of residential mortgages | $12,063,000 | 2,221 |
| Issued or guaranteed by U.S. | $12,063,000 | 2,185 |
| 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 | $20,618,000 | 5,882 |
| 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 |