Home > Liberty Bank > Securities
Liberty Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $21,146,000 | 3,533 |
| U.S. Government securities | $16,629,000 | 3,174 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $16,629,000 | 2,793 |
| Securities issued by states & political subdivisions | $4,517,000 | 2,974 |
| 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 | $4,011,000 | 3,446 |
| Mortgage-backed securities | $1,689,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,689,000 | 3,072 |
| 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) | $11,000 | 1,727 |
| Available-for-sale securities (fair market value) | $21,135,000 | 3,286 |
| Total debt securities | $21,149,000 | 3,512 |
| 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 | $21,666,000 | 3,522 |
| U.S. Government securities | $17,499,000 | 3,116 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $17,499,000 | 2,721 |
| Securities issued by states & political subdivisions | $4,167,000 | 3,032 |
| 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 | $3,636,000 | 3,467 |
| Mortgage-backed securities | $1,725,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,725,000 | 3,069 |
| 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) | $11,000 | 1,752 |
| Available-for-sale securities (fair market value) | $21,655,000 | 3,266 |
| Total debt securities | $21,667,000 | 3,501 |
| 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 | $22,132,000 | 3,549 |
| U.S. Government securities | $17,690,000 | 3,157 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $17,690,000 | 2,776 |
| Securities issued by states & political subdivisions | $4,442,000 | 3,041 |
| 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 | $3,460,000 | 3,479 |
| Mortgage-backed securities | $1,859,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,859,000 | 3,072 |
| 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) | $12,000 | 1,762 |
| Available-for-sale securities (fair market value) | $22,120,000 | 3,290 |
| Total debt securities | $22,133,000 | 3,525 |
| 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 | $23,017,000 | 3,594 |
| U.S. Government securities | $18,483,000 | 3,184 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $18,483,000 | 2,728 |
| Securities issued by states & political subdivisions | $4,534,000 | 3,083 |
| 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 | $3,595,000 | 3,424 |
| Mortgage-backed securities | $1,997,000 | 3,426 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,997,000 | 3,085 |
| 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) | $13,000 | 1,821 |
| Available-for-sale securities (fair market value) | $23,004,000 | 3,324 |
| Total debt securities | $23,017,000 | 3,569 |
| 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 | $22,968,000 | 3,620 |
| U.S. Government securities | $18,319,000 | 3,209 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $18,319,000 | 2,734 |
| Securities issued by states & political subdivisions | $4,649,000 | 3,107 |
| 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 | $2,972,000 | 3,433 |
| Mortgage-backed securities | $2,089,000 | 3,435 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,089,000 | 3,093 |
| 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) | $14,000 | 1,842 |
| Available-for-sale securities (fair market value) | $22,954,000 | 3,345 |
| Total debt securities | $22,970,000 | 3,597 |
| 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 | $22,232,000 | 3,657 |
| U.S. Government securities | $17,750,000 | 3,260 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $17,750,000 | 2,795 |
| Securities issued by states & political subdivisions | $4,482,000 | 3,144 |
| 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 | $3,006,000 | 3,414 |
| Mortgage-backed securities | $2,179,000 | 3,447 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,179,000 | 3,091 |
| 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) | $15,000 | 1,840 |
| Available-for-sale securities (fair market value) | $22,217,000 | 3,385 |
| Total debt securities | $22,233,000 | 3,635 |
| 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 | $21,819,000 | 3,711 |
| U.S. Government securities | $17,582,000 | 3,293 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $17,582,000 | 2,847 |
| Securities issued by states & political subdivisions | $4,237,000 | 3,229 |
| 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 | $3,375,000 | 3,365 |
| Mortgage-backed securities | $2,424,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $2,424,000 | 3,167 |
| Issued or guaranteed by U.S. | $2,424,000 | 3,078 |
| 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) | $17,000 | 1,775 |
| Available-for-sale securities (fair market value) | $21,802,000 | 3,448 |
| Total debt securities | $21,822,000 | 3,691 |
| 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 | $21,023,000 | 3,706 |
| U.S. Government securities | $16,579,000 | 3,274 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $16,579,000 | 2,884 |
| Securities issued by states & political subdivisions | $4,444,000 | 3,228 |
| 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 | $3,664,000 | 3,314 |
| Mortgage-backed securities | $2,633,000 | 3,445 |
| Certificates of participation in pools of residential mortgages | $2,633,000 | 3,153 |
| Issued or guaranteed by U.S. | $2,633,000 | 3,063 |
| 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) | $19,000 | 1,700 |
| Available-for-sale securities (fair market value) | $21,004,000 | 3,462 |
| Total debt securities | $21,025,000 | 3,686 |
| 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 | $21,367,000 | 3,633 |
| U.S. Government securities | $16,521,000 | 3,154 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $16,521,000 | 2,863 |
| Securities issued by states & political subdivisions | $4,846,000 | 3,228 |
| 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 | $3,945,000 | 3,288 |
| Mortgage-backed securities | $2,922,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $2,922,000 | 3,103 |
| Issued or guaranteed by U.S. | $2,922,000 | 3,004 |
| 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) | $21,000 | 1,617 |
| Available-for-sale securities (fair market value) | $21,346,000 | 3,421 |
| Total debt securities | $21,367,000 | 3,612 |
| 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 | $20,505,000 | 3,627 |
| U.S. Government securities | $15,425,000 | 3,159 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $15,425,000 | 2,917 |
| Securities issued by states & political subdivisions | $5,080,000 | 3,218 |
| 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 | $3,907,000 | 3,308 |
| Mortgage-backed securities | $3,143,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $3,143,000 | 3,084 |
| Issued or guaranteed by U.S. | $3,143,000 | 2,999 |
| 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) | $23,000 | 1,637 |
| Available-for-sale securities (fair market value) | $20,482,000 | 3,415 |
| Total debt securities | $20,506,000 | 3,605 |
| 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 | $12,478,000 | 3,991 |
| U.S. Government securities | $7,925,000 | 3,672 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $7,925,000 | 3,454 |
| Securities issued by states & political subdivisions | $4,553,000 | 3,276 |
| 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 | $4,053,000 | 3,286 |
| Mortgage-backed securities | $3,361,000 | 3,405 |
| Certificates of participation in pools of residential mortgages | $3,361,000 | 3,036 |
| Issued or guaranteed by U.S. | $3,361,000 | 2,941 |
| 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) | $26,000 | 1,619 |
| Available-for-sale securities (fair market value) | $12,452,000 | 3,779 |
| Total debt securities | $12,478,000 | 3,968 |
| 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 | $8,802,000 | 4,170 |
| U.S. Government securities | $3,470,000 | 4,080 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,470,000 | 3,909 |
| Securities issued by states & political subdivisions | $5,332,000 | 3,161 |
| 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 | $4,334,000 | 3,219 |
| Mortgage-backed securities | $1,977,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $1,977,000 | 3,273 |
| Issued or guaranteed by U.S. | $1,977,000 | 3,178 |
| 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) | $31,000 | 1,618 |
| Available-for-sale securities (fair market value) | $8,771,000 | 3,934 |
| Total debt securities | $8,809,000 | 4,145 |
| 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 | $4,597,000 | 4,417 |
| U.S. Government securities | $2,171,000 | 4,185 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,171,000 | 4,048 |
| Securities issued by states & political subdivisions | $2,426,000 | 3,585 |
| 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 | $2,963,000 | 3,470 |
| Mortgage-backed securities | $2,171,000 | 3,553 |
| Certificates of participation in pools of residential mortgages | $2,171,000 | 3,201 |
| Issued or guaranteed by U.S. | $2,171,000 | 3,118 |
| 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) | $34,000 | 1,608 |
| Available-for-sale securities (fair market value) | $4,563,000 | 4,192 |
| Total debt securities | $4,597,000 | 4,396 |
| 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 | $4,826,000 | 4,396 |
| U.S. Government securities | $2,391,000 | 4,188 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,391,000 | 4,044 |
| Securities issued by states & political subdivisions | $2,435,000 | 3,527 |
| 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 | $3,361,000 | 3,417 |
| Mortgage-backed securities | $2,391,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $2,391,000 | 3,139 |
| Issued or guaranteed by U.S. | $2,391,000 | 3,047 |
| 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) | $40,000 | 1,603 |
| Available-for-sale securities (fair market value) | $4,786,000 | 4,162 |
| Total debt securities | $4,825,000 | 4,369 |
| 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 | $5,126,000 | 4,397 |
| U.S. Government securities | $2,685,000 | 4,163 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,685,000 | 4,008 |
| Securities issued by states & political subdivisions | $2,441,000 | 3,502 |
| 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 | $3,493,000 | 3,418 |
| Mortgage-backed securities | $2,685,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $2,685,000 | 3,076 |
| Issued or guaranteed by U.S. | $2,685,000 | 2,990 |
| 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) | $45,000 | 1,614 |
| Available-for-sale securities (fair market value) | $5,081,000 | 4,155 |
| Total debt securities | $5,127,000 | 4,374 |
| 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 | $5,296,000 | 4,403 |
| U.S. Government securities | $2,880,000 | 4,190 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,880,000 | 4,036 |
| Securities issued by states & political subdivisions | $2,416,000 | 3,474 |
| 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 | $3,237,000 | 3,469 |
| Mortgage-backed securities | $2,880,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $2,880,000 | 3,043 |
| Issued or guaranteed by U.S. | $2,880,000 | 2,947 |
| 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) | $49,000 | 1,629 |
| Available-for-sale securities (fair market value) | $5,247,000 | 4,159 |
| Total debt securities | $5,296,000 | 4,377 |
| 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 | $5,455,000 | 4,447 |
| U.S. Government securities | $3,032,000 | 4,264 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,032,000 | 4,099 |
| Securities issued by states & political subdivisions | $2,423,000 | 3,467 |
| 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 | $3,240,000 | 3,538 |
| Mortgage-backed securities | $3,032,000 | 3,423 |
| Certificates of participation in pools of residential mortgages | $3,032,000 | 2,979 |
| Issued or guaranteed by U.S. | $3,032,000 | 2,895 |
| 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) | $53,000 | 1,673 |
| Available-for-sale securities (fair market value) | $5,402,000 | 4,211 |
| Total debt securities | $5,455,000 | 4,425 |
| 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 | $5,674,000 | 4,498 |
| U.S. Government securities | $3,249,000 | 4,301 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,249,000 | 4,139 |
| Securities issued by states & political subdivisions | $2,425,000 | 3,490 |
| 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 | $3,320,000 | 3,583 |
| Mortgage-backed securities | $3,249,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $3,249,000 | 2,926 |
| Issued or guaranteed by U.S. | $3,249,000 | 2,838 |
| 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) | $57,000 | 1,736 |
| Available-for-sale securities (fair market value) | $5,617,000 | 4,256 |
| Total debt securities | $5,674,000 | 4,477 |
| 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 | $5,869,000 | 4,544 |
| U.S. Government securities | $3,453,000 | 4,333 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,453,000 | 4,169 |
| Securities issued by states & political subdivisions | $2,416,000 | 3,542 |
| 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 | $3,376,000 | 3,625 |
| Mortgage-backed securities | $3,453,000 | 3,362 |
| Certificates of participation in pools of residential mortgages | $3,453,000 | 2,902 |
| Issued or guaranteed by U.S. | $3,453,000 | 2,820 |
| 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) | $62,000 | 1,778 |
| Available-for-sale securities (fair market value) | $5,807,000 | 4,300 |
| Total debt securities | $5,868,000 | 4,522 |
| 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 | $6,041,000 | 4,590 |
| U.S. Government securities | $3,644,000 | 4,361 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,644,000 | 4,193 |
| Securities issued by states & political subdivisions | $2,397,000 | 3,610 |
| 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 | $3,391,000 | 3,679 |
| Mortgage-backed securities | $3,644,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | $3,644,000 | 2,889 |
| Issued or guaranteed by U.S. | $3,644,000 | 2,803 |
| 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) | $67,000 | 1,805 |
| Available-for-sale securities (fair market value) | $5,974,000 | 4,332 |
| Total debt securities | $6,040,000 | 4,569 |
| 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 | $6,184,000 | 4,626 |
| U.S. Government securities | $3,818,000 | 4,365 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,818,000 | 4,205 |
| Securities issued by states & political subdivisions | $2,366,000 | 3,674 |
| 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 | $2,889,000 | 3,823 |
| Mortgage-backed securities | $3,818,000 | 3,345 |
| Certificates of participation in pools of residential mortgages | $3,818,000 | 2,871 |
| Issued or guaranteed by U.S. | $3,818,000 | 2,814 |
| 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) | $74,000 | 1,844 |
| Available-for-sale securities (fair market value) | $6,110,000 | 4,356 |
| Total debt securities | $6,184,000 | 4,604 |
| 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 | $6,351,000 | 4,650 |
| U.S. Government securities | $4,016,000 | 4,387 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,016,000 | 4,238 |
| Securities issued by states & political subdivisions | $2,335,000 | 3,743 |
| 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 | $2,918,000 | 3,855 |
| Mortgage-backed securities | $4,016,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $4,016,000 | 2,861 |
| Issued or guaranteed by U.S. | $4,016,000 | 2,841 |
| 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) | $78,000 | 1,881 |
| Available-for-sale securities (fair market value) | $6,273,000 | 4,391 |
| Total debt securities | $6,351,000 | 4,629 |
| 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 | $6,656,000 | 4,676 |
| U.S. Government securities | $4,303,000 | 4,397 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,303,000 | 4,240 |
| Securities issued by states & political subdivisions | $2,353,000 | 3,792 |
| 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 | $2,887,000 | 3,900 |
| Mortgage-backed securities | $4,303,000 | 3,339 |
| Certificates of participation in pools of residential mortgages | $4,303,000 | 2,852 |
| Issued or guaranteed by U.S. | $4,303,000 | 2,709 |
| 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) | $83,000 | 1,907 |
| Available-for-sale securities (fair market value) | $6,573,000 | 4,411 |
| Total debt securities | $6,657,000 | 4,656 |
| 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 | $6,944,000 | 4,710 |
| U.S. Government securities | $4,584,000 | 4,422 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,584,000 | 4,279 |
| Securities issued by states & political subdivisions | $2,360,000 | 3,833 |
| 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 | $1,727,000 | 4,221 |
| Mortgage-backed securities | $4,584,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $4,584,000 | 2,851 |
| Issued or guaranteed by U.S. | $4,584,000 | 2,844 |
| 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) | $94,000 | 1,933 |
| Available-for-sale securities (fair market value) | $6,850,000 | 4,444 |
| Total debt securities | $6,944,000 | 4,690 |
| 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 | $7,314,000 | 4,738 |
| U.S. Government securities | $4,903,000 | 4,422 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,903,000 | 4,284 |
| Securities issued by states & political subdivisions | $2,411,000 | 3,887 |
| 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 | $1,664,000 | 4,290 |
| Mortgage-backed securities | $4,903,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $4,903,000 | 2,822 |
| Issued or guaranteed by U.S. | $4,903,000 | 2,818 |
| 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) | $106,000 | 1,944 |
| Available-for-sale securities (fair market value) | $7,208,000 | 4,479 |
| Total debt securities | $7,314,000 | 4,714 |
| 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 | $7,689,000 | 4,762 |
| U.S. Government securities | $5,272,000 | 4,427 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,272,000 | 4,301 |
| Securities issued by states & political subdivisions | $2,417,000 | 3,942 |
| 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 | $2,193,000 | 4,225 |
| Mortgage-backed securities | $5,272,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $5,272,000 | 2,798 |
| Issued or guaranteed by U.S. | $5,272,000 | 2,795 |
| 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) | $140,000 | 1,974 |
| Available-for-sale securities (fair market value) | $7,549,000 | 4,491 |
| Total debt securities | $7,689,000 | 4,733 |
| 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 | $8,084,000 | 4,767 |
| U.S. Government securities | $5,667,000 | 4,413 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,667,000 | 4,291 |
| Securities issued by states & political subdivisions | $2,417,000 | 3,970 |
| 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 | $2,024,000 | 4,301 |
| Mortgage-backed securities | $5,667,000 | 3,254 |
| Certificates of participation in pools of residential mortgages | $5,667,000 | 2,769 |
| Issued or guaranteed by U.S. | $5,667,000 | 2,767 |
| 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) | $150,000 | 1,997 |
| Available-for-sale securities (fair market value) | $7,934,000 | 4,490 |
| Total debt securities | $8,083,000 | 4,738 |
| 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 | $8,417,000 | 4,801 |
| U.S. Government securities | $6,029,000 | 4,423 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,029,000 | 4,291 |
| Securities issued by states & political subdivisions | $2,388,000 | 4,018 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,083,000 | 4,334 |
| Mortgage-backed securities | $6,029,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $6,029,000 | 2,757 |
| Issued or guaranteed by U.S. | $6,029,000 | 2,754 |
| 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) | $169,000 | 2,025 |
| Available-for-sale securities (fair market value) | $8,248,000 | 4,502 |
| Total debt securities | $8,416,000 | 4,772 |
| 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 | $8,788,000 | 4,786 |
| U.S. Government securities | $6,411,000 | 4,375 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,411,000 | 4,242 |
| Securities issued by states & political subdivisions | $2,377,000 | 4,056 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,193,000 | 4,344 |
| Mortgage-backed securities | $6,411,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | $6,411,000 | 2,718 |
| Issued or guaranteed by U.S. | $6,411,000 | 2,714 |
| 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) | $195,000 | 2,035 |
| Available-for-sale securities (fair market value) | $8,593,000 | 4,485 |
| Total debt securities | $8,788,000 | 4,762 |
| 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 | $9,455,000 | 4,750 |
| U.S. Government securities | $6,977,000 | 4,300 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,977,000 | 4,181 |
| Securities issued by states & political subdivisions | $2,478,000 | 4,045 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,303,000 | 4,377 |
| Mortgage-backed securities | $6,977,000 | 3,144 |
| Certificates of participation in pools of residential mortgages | $6,977,000 | 2,643 |
| Issued or guaranteed by U.S. | $6,977,000 | 2,641 |
| 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) | $209,000 | 2,049 |
| Available-for-sale securities (fair market value) | $9,246,000 | 4,438 |
| Total debt securities | $9,455,000 | 4,725 |
| 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 | $9,993,000 | 4,758 |
| U.S. Government securities | $7,490,000 | 4,312 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,490,000 | 4,188 |
| Securities issued by states & political subdivisions | $2,503,000 | 4,065 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,380,000 | 4,447 |
| Mortgage-backed securities | $7,490,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $7,490,000 | 2,617 |
| Issued or guaranteed by U.S. | $7,490,000 | 2,612 |
| 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) | $224,000 | 2,085 |
| Available-for-sale securities (fair market value) | $9,769,000 | 4,443 |
| Total debt securities | $9,993,000 | 4,735 |
| 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 | $10,383,000 | 4,800 |
| U.S. Government securities | $7,922,000 | 4,349 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,922,000 | 4,231 |
| Securities issued by states & political subdivisions | $2,461,000 | 4,099 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,480,000 | 4,459 |
| Mortgage-backed securities | $7,922,000 | 3,082 |
| Certificates of participation in pools of residential mortgages | $7,922,000 | 2,580 |
| Issued or guaranteed by U.S. | $7,922,000 | 2,578 |
| 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) | $248,000 | 2,109 |
| Available-for-sale securities (fair market value) | $10,135,000 | 4,464 |
| Total debt securities | $10,383,000 | 4,776 |
| 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 | $10,703,000 | 4,828 |
| U.S. Government securities | $8,280,000 | 4,342 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,280,000 | 4,214 |
| Securities issued by states & political subdivisions | $2,423,000 | 4,142 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,567,000 | 4,464 |
| Mortgage-backed securities | $8,280,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $8,280,000 | 2,546 |
| Issued or guaranteed by U.S. | $8,280,000 | 2,543 |
| 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) | $278,000 | 2,130 |
| Available-for-sale securities (fair market value) | $10,425,000 | 4,493 |
| Total debt securities | $10,705,000 | 4,805 |
| 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 | $12,241,000 | 4,765 |
| U.S. Government securities | $9,843,000 | 4,202 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,843,000 | 4,083 |
| Securities issued by states & political subdivisions | $2,398,000 | 4,192 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,140,000 | 4,655 |
| Mortgage-backed securities | $8,795,000 | 3,016 |
| Certificates of participation in pools of residential mortgages | $8,795,000 | 2,518 |
| Issued or guaranteed by U.S. | $8,795,000 | 2,516 |
| 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) | $296,000 | 2,139 |
| Available-for-sale securities (fair market value) | $11,945,000 | 4,426 |
| Total debt securities | $12,241,000 | 4,740 |
| 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 | $12,014,000 | 4,872 |
| U.S. Government securities | $9,654,000 | 4,353 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,654,000 | 4,242 |
| Securities issued by states & political subdivisions | $2,360,000 | 4,222 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,602,000 | 4,576 |
| Mortgage-backed securities | $9,353,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $9,353,000 | 2,499 |
| Issued or guaranteed by U.S. | $9,353,000 | 2,495 |
| 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) | $332,000 | 2,164 |
| Available-for-sale securities (fair market value) | $11,682,000 | 4,526 |
| Total debt securities | $12,014,000 | 4,851 |
| 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 | $12,695,000 | 4,876 |
| U.S. Government securities | $10,272,000 | 4,345 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $10,272,000 | 4,220 |
| Securities issued by states & political subdivisions | $2,423,000 | 4,228 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,738,000 | 4,615 |
| Mortgage-backed securities | $9,970,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $9,970,000 | 2,483 |
| Issued or guaranteed by U.S. | $9,970,000 | 2,481 |
| 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) | $354,000 | 2,153 |
| Available-for-sale securities (fair market value) | $12,341,000 | 4,537 |
| Total debt securities | $12,695,000 | 4,855 |
| 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 | $13,181,000 | 4,890 |
| U.S. Government securities | $10,755,000 | 4,346 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,755,000 | 4,232 |
| Securities issued by states & political subdivisions | $2,426,000 | 4,285 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,857,000 | 4,648 |
| Mortgage-backed securities | $10,454,000 | 3,010 |
| Certificates of participation in pools of residential mortgages | $10,454,000 | 2,463 |
| Issued or guaranteed by U.S. | $10,454,000 | 2,459 |
| 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) | $380,000 | 2,165 |
| Available-for-sale securities (fair market value) | $12,801,000 | 4,544 |
| Total debt securities | $13,181,000 | 4,867 |
| 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 | $13,324,000 | 4,973 |
| U.S. Government securities | $10,920,000 | 4,427 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,920,000 | 4,319 |
| Securities issued by states & political subdivisions | $2,404,000 | 4,336 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,459,000 | 4,539 |
| Mortgage-backed securities | $10,622,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $10,622,000 | 2,516 |
| Issued or guaranteed by U.S. | $10,622,000 | 2,513 |
| 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) | $426,000 | 2,183 |
| Available-for-sale securities (fair market value) | $12,898,000 | 4,618 |
| Total debt securities | $13,325,000 | 4,948 |
| 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 | $13,284,000 | 5,055 |
| U.S. Government securities | $10,916,000 | 4,500 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $10,916,000 | 4,392 |
| Securities issued by states & political subdivisions | $2,368,000 | 4,390 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,468,000 | 4,571 |
| Mortgage-backed securities | $10,617,000 | 3,104 |
| Certificates of participation in pools of residential mortgages | $10,617,000 | 2,552 |
| Issued or guaranteed by U.S. | $10,617,000 | 2,552 |
| 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) | $458,000 | 2,186 |
| Available-for-sale securities (fair market value) | $12,826,000 | 4,692 |
| Total debt securities | $13,283,000 | 5,026 |
| 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 | $9,149,000 | 5,502 |
| U.S. Government securities | $8,143,000 | 4,903 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,143,000 | 4,802 |
| Securities issued by states & political subdivisions | $1,006,000 | 4,882 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,264,000 | 4,649 |
| Mortgage-backed securities | $7,846,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $7,846,000 | 2,972 |
| Issued or guaranteed by U.S. | $7,846,000 | 2,972 |
| 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) | $540,000 | 2,134 |
| Available-for-sale securities (fair market value) | $8,609,000 | 5,166 |
| Total debt securities | $9,153,000 | 5,478 |
| 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 | $7,465,000 | 5,719 |
| U.S. Government securities | $6,509,000 | 5,166 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,509,000 | 5,064 |
| Securities issued by states & political subdivisions | $956,000 | 4,953 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,427,000 | 4,626 |
| Mortgage-backed securities | $6,214,000 | 3,720 |
| Certificates of participation in pools of residential mortgages | $6,214,000 | 3,234 |
| Issued or guaranteed by U.S. | $6,214,000 | 3,230 |
| 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) | $571,000 | 2,125 |
| Available-for-sale securities (fair market value) | $6,894,000 | 5,381 |
| Total debt securities | $7,464,000 | 5,695 |
| 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 | $5,330,000 | 6,015 |
| U.S. Government securities | $5,330,000 | 5,422 |
| U.S. Treasury securities | $1,263,000 | 756 |
| U.S. Government agency obligations | $4,067,000 | 5,563 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,604,000 | 5,227 |
| Mortgage-backed securities | $4,067,000 | 4,183 |
| Certificates of participation in pools of residential mortgages | $4,067,000 | 3,701 |
| Issued or guaranteed by U.S. | $4,067,000 | 3,697 |
| 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) | $611,000 | 2,103 |
| Available-for-sale securities (fair market value) | $4,719,000 | 5,714 |
| Total debt securities | $5,329,000 | 5,993 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $5,025,000 | 6,079 |
| U.S. Government securities | $5,025,000 | 5,498 |
| U.S. Treasury securities | $1,265,000 | 772 |
| U.S. Government agency obligations | $3,760,000 | 5,629 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,683,000 | 5,231 |
| Mortgage-backed securities | $3,760,000 | 4,268 |
| Certificates of participation in pools of residential mortgages | $3,760,000 | 3,779 |
| Issued or guaranteed by U.S. | $3,760,000 | 3,774 |
| 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) | $681,000 | 2,022 |
| Available-for-sale securities (fair market value) | $4,344,000 | 5,778 |
| Total debt securities | $5,025,000 | 6,052 |
| 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 | $3,530,000 | 6,309 |
| U.S. Government securities | $3,530,000 | 5,810 |
| U.S. Treasury securities | $548,000 | 966 |
| U.S. Government agency obligations | $2,982,000 | 5,820 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,362,000 | 5,399 |
| Mortgage-backed securities | $2,982,000 | 4,491 |
| Certificates of participation in pools of residential mortgages | $2,982,000 | 4,027 |
| Issued or guaranteed by U.S. | $2,982,000 | 4,023 |
| 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) | $793,000 | 1,972 |
| Available-for-sale securities (fair market value) | $2,737,000 | 6,019 |
| Total debt securities | $3,529,000 | 6,278 |
| 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 | $3,520,000 | 6,361 |
| U.S. Government securities | $3,520,000 | 5,842 |
| U.S. Treasury securities | $242,000 | 1,064 |
| U.S. Government agency obligations | $3,278,000 | 5,787 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 5,381 |
| Mortgage-backed securities | $3,278,000 | 4,447 |
| Certificates of participation in pools of residential mortgages | $3,277,000 | 3,943 |
| Issued or guaranteed by U.S. | $3,277,000 | 3,939 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,000 | 3,787 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,623 |
| 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) | $897,000 | 1,965 |
| Available-for-sale securities (fair market value) | $2,623,000 | 6,065 |
| Total debt securities | $3,521,000 | 6,331 |
| 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 | $3,953,000 | 6,404 |
| U.S. Government securities | $3,953,000 | 5,879 |
| U.S. Treasury securities | $242,000 | 1,011 |
| U.S. Government agency obligations | $3,711,000 | 5,822 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,768,000 | 5,358 |
| Mortgage-backed securities | $3,711,000 | 4,479 |
| Certificates of participation in pools of residential mortgages | $3,707,000 | 3,978 |
| Issued or guaranteed by U.S. | $3,707,000 | 3,976 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,000 | 3,838 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,665 |
| 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) | $1,060,000 | 1,929 |
| Available-for-sale securities (fair market value) | $2,893,000 | 6,139 |
| Total debt securities | $3,951,000 | 6,376 |
| 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 | $5,624,000 | 6,249 |
| U.S. Government securities | $5,624,000 | 5,646 |
| U.S. Treasury securities | $1,600,000 | 672 |
| U.S. Government agency obligations | $4,024,000 | 5,851 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,899,000 | 5,368 |
| Mortgage-backed securities | $4,024,000 | 4,447 |
| Certificates of participation in pools of residential mortgages | $4,018,000 | 3,931 |
| Issued or guaranteed by U.S. | $4,018,000 | 3,929 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,000 | 3,843 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,666 |
| 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) | $1,471,000 | 1,822 |
| Available-for-sale securities (fair market value) | $4,153,000 | 6,012 |
| Total debt securities | $5,623,000 | 6,217 |
| 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 | $6,029,000 | 6,241 |
| U.S. Government securities | $6,029,000 | 5,670 |
| U.S. Treasury securities | $2,201,000 | 614 |
| U.S. Government agency obligations | $3,828,000 | 5,990 |
| 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 | $2,076,000 | 5,318 |
| Mortgage-backed securities | $3,828,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $3,819,000 | 3,981 |
| Issued or guaranteed by U.S. | $3,819,000 | 3,977 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,000 | 3,857 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,674 |
| 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) | $1,634,000 | 1,813 |
| Available-for-sale securities (fair market value) | $4,395,000 | 6,044 |
| Total debt securities | $6,028,000 | 6,215 |
| 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 | $6,232,000 | 6,234 |
| U.S. Government securities | $6,232,000 | 5,630 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,232,000 | 5,520 |
| 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 | $4,122,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $4,112,000 | 3,811 |
| Issued or guaranteed by U.S. | $4,112,000 | 3,806 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $10,000 | 3,802 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,524 |
| 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) | $1,159,000 | 2,035 |
| Available-for-sale securities (fair market value) | $5,073,000 | 5,945 |
| Total debt securities | $6,232,000 | 6,202 |
| 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 | $6,530,000 | 6,208 |
| U.S. Government securities | $6,530,000 | 5,564 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,530,000 | 5,449 |
| 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 | $4,418,000 | 4,298 |
| Certificates of participation in pools of residential mortgages | $4,404,000 | 3,689 |
| Issued or guaranteed by U.S. | $4,404,000 | 3,680 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $14,000 | 3,784 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,505 |
| 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) | $1,299,000 | 2,010 |
| Available-for-sale securities (fair market value) | $5,231,000 | 5,958 |
| Total debt securities | $6,530,000 | 6,175 |
| 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 | $4,958,000 | 6,568 |
| U.S. Government securities | $4,958,000 | 6,039 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,958,000 | 5,915 |
| 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 | $4,659,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $4,642,000 | 3,610 |
| Issued or guaranteed by U.S. | $4,642,000 | 3,598 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $17,000 | 3,777 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,483 |
| 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) | $1,701,000 | 1,915 |
| Available-for-sale securities (fair market value) | $3,257,000 | 6,324 |
| Total debt securities | $4,958,000 | 6,533 |
| 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 | $6,096,000 | 6,386 |
| U.S. Government securities | $6,096,000 | 5,789 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,096,000 | 5,667 |
| 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 | $4,897,000 | 4,102 |
| Certificates of participation in pools of residential mortgages | $4,873,000 | 3,487 |
| Issued or guaranteed by U.S. | $4,873,000 | 3,479 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $24,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,445 |
| 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) | $1,828,000 | 1,906 |
| Available-for-sale securities (fair market value) | $4,268,000 | 6,200 |
| Total debt securities | $6,096,000 | 6,353 |
| 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 | $6,461,000 | 6,276 |
| U.S. Government securities | $6,461,000 | 5,581 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,461,000 | 5,467 |
| 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 | $5,260,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $5,223,000 | 3,298 |
| Issued or guaranteed by U.S. | $5,223,000 | 3,291 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $37,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,397 |
| 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) | $1,989,000 | 1,899 |
| Available-for-sale securities (fair market value) | $4,472,000 | 6,131 |
| Total debt securities | $6,461,000 | 6,242 |
| 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 | $6,656,000 | 6,256 |
| U.S. Government securities | $6,656,000 | 5,503 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,656,000 | 5,379 |
| 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 | $5,752,000 | 3,854 |
| Certificates of participation in pools of residential mortgages | $5,703,000 | 3,152 |
| Issued or guaranteed by U.S. | $5,703,000 | 3,145 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $49,000 | 3,690 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,366 |
| 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) | $2,261,000 | 1,868 |
| Available-for-sale securities (fair market value) | $4,395,000 | 6,160 |
| Total debt securities | $6,656,000 | 6,218 |
| 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 | $8,674,000 | 5,970 |
| U.S. Government securities | $8,674,000 | 5,192 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,674,000 | 5,079 |
| 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 | $6,168,000 | 3,770 |
| Certificates of participation in pools of residential mortgages | $6,107,000 | 3,098 |
| Issued or guaranteed by U.S. | $6,107,000 | 3,091 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $61,000 | 3,593 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,276 |
| 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) | $2,749,000 | 1,836 |
| Available-for-sale securities (fair market value) | $5,925,000 | 5,972 |
| Total debt securities | $8,674,000 | 5,930 |
| 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 | $8,082,000 | 6,143 |
| U.S. Government securities | $8,082,000 | 5,408 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,082,000 | 5,294 |
| 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 | $6,579,000 | 3,764 |
| Certificates of participation in pools of residential mortgages | $6,502,000 | 3,122 |
| Issued or guaranteed by U.S. | $6,502,000 | 3,115 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $77,000 | 3,568 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 3,230 |
| 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) | $3,005,000 | 1,803 |
| Available-for-sale securities (fair market value) | $5,077,000 | 6,187 |
| Total debt securities | $8,082,000 | 6,099 |
| 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 | $8,794,000 | 6,009 |
| U.S. Government securities | $8,794,000 | 5,209 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,794,000 | 5,109 |
| 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 | $6,906,000 | 3,767 |
| Certificates of participation in pools of residential mortgages | $6,819,000 | 3,120 |
| Issued or guaranteed by U.S. | $6,819,000 | 3,112 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $87,000 | 3,566 |
| CMOs issued by government agencies or sponsored agencies | $87,000 | 3,218 |
| 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) | $3,358,000 | 1,765 |
| Available-for-sale securities (fair market value) | $5,436,000 | 6,118 |
| Total debt securities | $8,794,000 | 5,962 |
| 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 | $7,637,000 | 6,258 |
| U.S. Government securities | $7,637,000 | 5,492 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,637,000 | 5,400 |
| 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 | $6,333,000 | 3,926 |
| Certificates of participation in pools of residential mortgages | $6,234,000 | 3,300 |
| Issued or guaranteed by U.S. | $6,234,000 | 3,291 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $99,000 | 3,554 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 3,200 |
| 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) | $3,540,000 | 1,805 |
| Available-for-sale securities (fair market value) | $4,097,000 | 6,434 |
| Total debt securities | $7,637,000 | 6,217 |
| 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 | $7,257,000 | 6,330 |
| U.S. Government securities | $7,257,000 | 5,566 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,257,000 | 5,483 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $5,744,000 | 4,110 |
| Certificates of participation in pools of residential mortgages | $5,630,000 | 3,531 |
| Issued or guaranteed by U.S. | $5,630,000 | 3,518 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $114,000 | 3,533 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 3,168 |
| 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) | $4,417,000 | 1,681 |
| Available-for-sale securities (fair market value) | $2,840,000 | 6,696 |
| Total debt securities | $7,257,000 | 6,286 |
| 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 | $9,440,000 | 5,999 |
| U.S. Government securities | $9,340,000 | 5,217 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,340,000 | 5,139 |
| Securities issued by states & political subdivisions | $100,000 | 5,772 |
| 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 | $6,323,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $6,195,000 | 3,477 |
| Issued or guaranteed by U.S. | $6,195,000 | 3,466 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $128,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 3,172 |
| 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) | $5,545,000 | 1,558 |
| Available-for-sale securities (fair market value) | $3,895,000 | 6,539 |
| Total debt securities | $9,440,000 | 5,945 |
| 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 | $8,621,000 | 6,193 |
| U.S. Government securities | $8,521,000 | 5,468 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,521,000 | 5,385 |
| Securities issued by states & political subdivisions | $100,000 | 5,738 |
| 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 | $4,003,000 | 4,566 |
| Certificates of participation in pools of residential mortgages | $3,864,000 | 4,061 |
| Issued or guaranteed by U.S. | $3,864,000 | 4,049 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $139,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 3,158 |
| 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) | $4,799,000 | 1,662 |
| Available-for-sale securities (fair market value) | $3,822,000 | 6,599 |
| Total debt securities | $8,621,000 | 6,149 |
| 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 | $10,234,000 | 5,840 |
| U.S. Government securities | $10,134,000 | 5,070 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,134,000 | 4,987 |
| Securities issued by states & political subdivisions | $100,000 | 5,758 |
| 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 | $4,144,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $4,000,000 | 3,941 |
| Issued or guaranteed by U.S. | $4,000,000 | 3,930 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $144,000 | 3,414 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 3,061 |
| 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) | $4,319,000 | 1,729 |
| Available-for-sale securities (fair market value) | $5,915,000 | 6,132 |
| Total debt securities | $10,234,000 | 5,792 |
| 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 | $7,977,000 | 6,331 |
| U.S. Government securities | $7,877,000 | 5,624 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,877,000 | 5,545 |
| Securities issued by states & political subdivisions | $100,000 | 5,812 |
| 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 | $4,289,000 | 4,407 |
| Certificates of participation in pools of residential mortgages | $4,134,000 | 3,912 |
| Issued or guaranteed by U.S. | $4,134,000 | 3,897 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $155,000 | 3,402 |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 3,067 |
| 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) | $4,651,000 | 1,688 |
| Available-for-sale securities (fair market value) | $3,326,000 | 6,780 |
| Total debt securities | $7,977,000 | 6,269 |
| 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 | $5,998,000 | 6,763 |
| U.S. Government securities | $5,208,000 | 6,406 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,208,000 | 6,314 |
| Securities issued by states & political subdivisions | $100,000 | 5,825 |
| 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 | $690,000 | 1,167 |
| 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 | $4,507,000 | 4,252 |
| Certificates of participation in pools of residential mortgages | $4,339,000 | 3,724 |
| Issued or guaranteed by U.S. | $4,339,000 | 3,709 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $168,000 | 3,376 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 3,034 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,043,000 | 1,644 |
| Available-for-sale securities (fair market value) | $955,000 | 7,356 |
| Total debt securities | $5,308,000 | 6,870 |
| 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 | $7,430,000 | 6,556 |
| U.S. Government securities | $5,758,000 | 6,359 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,758,000 | 6,257 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,672,000 | 837 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,658,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $4,483,000 | 3,382 |
| Issued or guaranteed by U.S. | $4,483,000 | 3,368 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $175,000 | 3,302 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 2,979 |
| 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) | $5,477,000 | 1,646 |
| Available-for-sale securities (fair market value) | $1,953,000 | 7,135 |
| Total debt securities | $5,758,000 | 6,856 |
| 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 | $8,554,000 | 6,367 |
| U.S. Government securities | $6,176,000 | 6,332 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,176,000 | 6,222 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,378,000 | 683 |
| 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 | $4,776,000 | 3,751 |
| Certificates of participation in pools of residential mortgages | $4,593,000 | 3,178 |
| Issued or guaranteed by U.S. | $4,593,000 | 3,162 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $183,000 | 3,255 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 2,929 |
| 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) | $5,883,000 | 1,635 |
| Available-for-sale securities (fair market value) | $2,671,000 | 7,010 |
| Total debt securities | $6,176,000 | 6,825 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $8,772,000 | 6,351 |
| U.S. Government securities | $6,354,000 | 6,333 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,354,000 | 6,216 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,418,000 | 680 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,954,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $4,761,000 | 3,071 |
| Issued or guaranteed by U.S. | $4,761,000 | 3,057 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $193,000 | 3,218 |
| CMOs issued by government agencies or sponsored agencies | $193,000 | 2,900 |
| 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) | $6,047,000 | 1,632 |
| Available-for-sale securities (fair market value) | $2,725,000 | 7,020 |
| Total debt securities | $6,354,000 | 6,833 |
| 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 | $8,942,000 | 6,357 |
| U.S. Government securities | $6,545,000 | 6,304 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,545,000 | 6,179 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,397,000 | 697 |
| 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 | $5,145,000 | 3,593 |
| Certificates of participation in pools of residential mortgages | $4,937,000 | 3,008 |
| Issued or guaranteed by U.S. | $4,937,000 | 2,993 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $208,000 | 3,175 |
| CMOs issued by government agencies or sponsored agencies | $208,000 | 2,882 |
| 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) | $6,217,000 | 1,629 |
| Available-for-sale securities (fair market value) | $2,725,000 | 7,041 |
| Total debt securities | $6,545,000 | 6,831 |
| 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 | $9,977,000 | 6,171 |
| U.S. Government securities | $7,344,000 | 6,116 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,344,000 | 5,988 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,633,000 | 680 |
| 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 | $5,344,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $5,111,000 | 2,963 |
| Issued or guaranteed by U.S. | $5,111,000 | 2,948 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $233,000 | 3,146 |
| CMOs issued by government agencies or sponsored agencies | $233,000 | 2,857 |
| 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) | $7,000,000 | 1,573 |
| Available-for-sale securities (fair market value) | $2,977,000 | 7,003 |
| Total debt securities | $7,344,000 | 6,669 |
| 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 | $10,747,000 | 6,060 |
| U.S. Government securities | $8,156,000 | 5,964 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,156,000 | 5,848 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,591,000 | 689 |
| 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 | $5,556,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $5,287,000 | 2,932 |
| Issued or guaranteed by U.S. | $5,287,000 | 2,916 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $269,000 | 3,074 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 2,789 |
| 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) | $7,798,000 | 1,553 |
| Available-for-sale securities (fair market value) | $2,949,000 | 7,082 |
| Total debt securities | $8,156,000 | 6,546 |
| 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 | $11,022,000 | 6,034 |
| U.S. Government securities | $8,711,000 | 5,860 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,711,000 | 5,724 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,311,000 | 730 |
| 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 | $5,812,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $5,505,000 | 2,890 |
| Issued or guaranteed by U.S. | $5,505,000 | 2,879 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $307,000 | 3,033 |
| CMOs issued by government agencies or sponsored agencies | $307,000 | 2,732 |
| 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) | $8,331,000 | 1,514 |
| Available-for-sale securities (fair market value) | $2,691,000 | 7,164 |
| Total debt securities | $8,711,000 | 6,463 |
| 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 | $12,037,000 | 5,866 |
| U.S. Government securities | $9,606,000 | 5,679 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,606,000 | 5,548 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,431,000 | 734 |
| 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 | $6,107,000 | 3,379 |
| Certificates of participation in pools of residential mortgages | $5,748,000 | 2,881 |
| Issued or guaranteed by U.S. | $5,748,000 | 2,867 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $359,000 | 2,988 |
| CMOs issued by government agencies or sponsored agencies | $359,000 | 2,681 |
| 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) | $9,183,000 | 1,459 |
| Available-for-sale securities (fair market value) | $2,854,000 | 7,184 |
| Total debt securities | $9,606,000 | 6,312 |
| 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 | $13,043,000 | 5,728 |
| U.S. Government securities | $10,479,000 | 5,461 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,479,000 | 5,326 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,564,000 | 726 |
| 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 | $6,380,000 | 3,364 |
| Certificates of participation in pools of residential mortgages | $5,965,000 | 2,871 |
| Issued or guaranteed by U.S. | $5,965,000 | 2,859 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $415,000 | 2,923 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 2,636 |
| 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) | $10,016,000 | 1,421 |
| Available-for-sale securities (fair market value) | $3,027,000 | 7,151 |
| Total debt securities | $10,479,000 | 6,163 |
| 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 | $14,133,000 | 5,515 |
| U.S. Government securities | $11,817,000 | 5,138 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,817,000 | 4,984 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,316,000 | 783 |
| 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 | $6,819,000 | 3,288 |
| Certificates of participation in pools of residential mortgages | $6,250,000 | 2,826 |
| Issued or guaranteed by U.S. | $6,250,000 | 2,813 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $569,000 | 2,808 |
| CMOs issued by government agencies or sponsored agencies | $569,000 | 2,519 |
| 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) | $11,320,000 | 1,336 |
| Available-for-sale securities (fair market value) | $2,813,000 | 7,242 |
| Total debt securities | $11,817,000 | 5,886 |
| 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 | $15,068,000 | 5,406 |
| U.S. Government securities | $12,490,000 | 5,037 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,490,000 | 4,897 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,578,000 | 749 |
| 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 | $7,493,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | $6,736,000 | 2,782 |
| Issued or guaranteed by U.S. | $6,736,000 | 2,771 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $757,000 | 2,731 |
| CMOs issued by government agencies or sponsored agencies | $757,000 | 2,458 |
| 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) | $11,941,000 | 1,318 |
| Available-for-sale securities (fair market value) | $3,127,000 | 7,199 |
| Total debt securities | $12,490,000 | 5,794 |
| 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 | $16,080,000 | 5,295 |
| U.S. Government securities | $13,567,000 | 4,892 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,567,000 | 4,744 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,513,000 | 781 |
| 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 | $7,970,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $7,039,000 | 2,801 |
| Issued or guaranteed by U.S. | $7,039,000 | 2,791 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $931,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $931,000 | 2,421 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,970,000 | 1,268 |
| Available-for-sale securities (fair market value) | $3,110,000 | 7,263 |
| Total debt securities | $13,567,000 | 5,666 |
| 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 | $16,835,000 | 5,196 |
| U.S. Government securities | $14,010,000 | 4,825 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,010,000 | 4,675 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,825,000 | 776 |
| 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 | $8,414,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $7,355,000 | 2,773 |
| Issued or guaranteed by U.S. | $7,355,000 | 2,766 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,059,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $1,059,000 | 2,373 |
| 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) | $13,361,000 | 1,255 |
| Available-for-sale securities (fair market value) | $3,474,000 | 7,221 |
| Total debt securities | $14,010,000 | 5,611 |
| 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 | $17,021,000 | 5,174 |
| U.S. Government securities | $14,437,000 | 4,730 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,437,000 | 4,585 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,584,000 | 823 |
| 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 | $8,840,000 | 3,140 |
| Certificates of participation in pools of residential mortgages | $7,725,000 | 2,736 |
| Issued or guaranteed by U.S. | $7,725,000 | 2,729 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,115,000 | 2,595 |
| CMOs issued by government agencies or sponsored agencies | $1,115,000 | 2,354 |
| 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) | $13,743,000 | 1,229 |
| Available-for-sale securities (fair market value) | $3,278,000 | 7,284 |
| Total debt securities | $14,437,000 | 5,551 |
| 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 | $18,211,000 | 5,057 |
| U.S. Government securities | $15,690,000 | 4,564 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,690,000 | 4,402 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,521,000 | 863 |
| 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 | $9,244,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $8,090,000 | 2,702 |
| Issued or guaranteed by U.S. | $8,090,000 | 2,694 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,154,000 | 2,620 |
| CMOs issued by government agencies or sponsored agencies | $1,154,000 | 2,379 |
| 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) | $14,903,000 | 1,162 |
| Available-for-sale securities (fair market value) | $3,308,000 | 7,356 |
| Total debt securities | $15,690,000 | 5,372 |
| 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 | $17,253,000 | 5,165 |
| U.S. Government securities | $14,838,000 | 4,676 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,838,000 | 4,532 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,415,000 | 946 |
| 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 | $9,288,000 | 3,137 |
| Certificates of participation in pools of residential mortgages | $8,059,000 | 2,730 |
| Issued or guaranteed by U.S. | $8,059,000 | 2,720 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,229,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $1,229,000 | 2,395 |
| 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) | $13,915,000 | 1,199 |
| Available-for-sale securities (fair market value) | $3,338,000 | 7,324 |
| Total debt securities | $14,838,000 | 5,511 |
| 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 | $18,222,000 | 5,068 |
| U.S. Government securities | $15,833,000 | 4,541 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,833,000 | 4,392 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,389,000 | 941 |
| 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 | $9,383,000 | 3,117 |
| Certificates of participation in pools of residential mortgages | $8,105,000 | 2,725 |
| Issued or guaranteed by U.S. | $8,105,000 | 2,710 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,278,000 | 2,613 |
| CMOs issued by government agencies or sponsored agencies | $1,278,000 | 2,481 |
| 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) | $16,512,000 | 1,084 |
| Available-for-sale securities (fair market value) | $1,710,000 | 7,821 |
| Total debt securities | $15,833,000 | 5,381 |
| 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 | $16,918,000 | 5,209 |
| U.S. Government securities | $14,697,000 | 4,594 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,697,000 | 4,434 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,221,000 | 1,017 |
| 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 | $10,045,000 | 2,978 |
| Certificates of participation in pools of residential mortgages | $8,704,000 | 2,598 |
| Issued or guaranteed by U.S. | $8,704,000 | 2,589 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,341,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $1,341,000 | 2,488 |
| 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) | $15,737,000 | 1,106 |
| Available-for-sale securities (fair market value) | $1,181,000 | 7,961 |
| Total debt securities | $14,697,000 | 5,506 |
| 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 | $15,594,000 | 5,376 |
| U.S. Government securities | $13,409,000 | 4,811 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,409,000 | 4,648 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,185,000 | 1,043 |
| 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 | $11,107,000 | 2,920 |
| Certificates of participation in pools of residential mortgages | $9,677,000 | 2,461 |
| Issued or guaranteed by U.S. | $9,677,000 | 2,447 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,430,000 | 2,772 |
| CMOs issued by government agencies or sponsored agencies | $1,430,000 | 2,620 |
| 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) | $11,861,000 | 1,297 |
| Available-for-sale securities (fair market value) | $3,733,000 | 7,268 |
| Total debt securities | $13,409,000 | 5,702 |
| 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 | $16,829,000 | 5,185 |
| U.S. Government securities | $14,577,000 | 4,609 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,577,000 | 4,448 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,252,000 | 1,023 |
| 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 | $10,349,000 | 3,007 |
| Certificates of participation in pools of residential mortgages | $9,373,000 | 2,463 |
| Issued or guaranteed by U.S. | $9,373,000 | 2,450 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $976,000 | 3,172 |
| CMOs issued by government agencies or sponsored agencies | $976,000 | 3,027 |
| 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) | $14,810,000 | 1,154 |
| Available-for-sale securities (fair market value) | $2,019,000 | 7,790 |
| Total debt securities | $14,577,000 | 5,469 |
| 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 | $15,950,000 | 5,295 |
| U.S. Government securities | $13,528,000 | 4,759 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,528,000 | 4,582 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,422,000 | 1,010 |
| 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 | $8,701,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | $7,697,000 | 2,706 |
| Issued or guaranteed by U.S. | $7,697,000 | 2,697 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,004,000 | 3,163 |
| CMOs issued by government agencies or sponsored agencies | $1,004,000 | 3,027 |
| 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) | $13,441,000 | 1,250 |
| Available-for-sale securities (fair market value) | $2,509,000 | 7,671 |
| Total debt securities | $13,528,000 | 5,650 |
| 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 | $12,100,000 | 5,993 |
| U.S. Government securities | $9,518,000 | 5,642 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,518,000 | 5,407 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,582,000 | 928 |
| 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 | $6,218,000 | 3,659 |
| Certificates of participation in pools of residential mortgages | $4,142,000 | 3,418 |
| Issued or guaranteed by U.S. | $4,142,000 | 3,405 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,076,000 | 2,682 |
| CMOs issued by government agencies or sponsored agencies | $2,076,000 | 2,523 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,107,000 | 1,765 |
| Available-for-sale securities (fair market value) | $3,993,000 | 7,298 |
| Total debt securities | $9,518,000 | 6,532 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $8,284,000 | 7,287 |
| U.S. Government securities | $5,652,000 | 7,459 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,652,000 | 7,117 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,632,000 | 1,313 |
| 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 | $621,000 | 5,951 |
| Certificates of participation in pools of residential mortgages | $621,000 | 5,243 |
| Issued or guaranteed by U.S. | $621,000 | 5,228 |
| 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) | $6,692,000 | 2,379 |
| Available-for-sale securities (fair market value) | $1,592,000 | 8,305 |
| Total debt securities | $5,652,000 | 8,002 |
| 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 | $9,503,000 | 7,225 |
| U.S. Government securities | $7,483,000 | 6,984 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,483,000 | 6,470 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,020,000 | 1,520 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,071,000 | 5,773 |
| Certificates of participation in pools of residential mortgages | $1,051,000 | 4,972 |
| Issued or guaranteed by U.S. | $1,051,000 | 4,959 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $20,000 | 4,442 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 4,204 |
| 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) | $7,597,000 | 2,469 |
| Available-for-sale securities (fair market value) | $1,906,000 | 8,454 |
| Total debt securities | $7,483,000 | 7,702 |
| 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 | $10,700,000 | 6,884 |
| U.S. Government securities | $6,673,000 | 7,272 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,673,000 | 6,436 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,027,000 | 966 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,847,000 | 5,426 |
| Certificates of participation in pools of residential mortgages | $1,643,000 | 4,654 |
| Issued or guaranteed by U.S. | $1,643,000 | 4,633 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $204,000 | 4,250 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 4,077 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,501,000 | 2,404 |
| Available-for-sale securities (fair market value) | $1,199,000 | 8,788 |
| Total debt securities | $6,673,000 | 8,015 |
| 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 | $9,202,000 | 7,671 |
| U.S. Government securities | $5,791,000 | 8,183 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,791,000 | 6,922 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,411,000 | 1,021 |
| 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 | $2,403,000 | 5,123 |
| Certificates of participation in pools of residential mortgages | $2,196,000 | 4,239 |
| Issued or guaranteed by U.S. | $2,196,000 | 4,226 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $207,000 | 4,512 |
| CMOs issued by government agencies or sponsored agencies | $207,000 | 4,349 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,909,000 | 3,826 |
| Available-for-sale securities (fair market value) | $3,293,000 | 8,184 |
| Total debt securities | $5,791,000 | 8,770 |
| 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 | $11,978,000 | 7,288 |
| U.S. Government securities | $8,950,000 | 7,422 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,950,000 | 5,867 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,984,000 | 1,112 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-44,000 | 929 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,037,000 | 5,184 |
| Certificates of participation in pools of residential mortgages | $2,830,000 | 4,196 |
| Issued or guaranteed by U.S. | $2,830,000 | 4,175 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $207,000 | 4,997 |
| CMOs issued by government agencies or sponsored agencies | $207,000 | 4,808 |
| 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) | $7,062,000 | 3,934 |
| Available-for-sale securities (fair market value) | $4,916,000 | 7,812 |
| Total debt securities | $8,950,000 | 8,171 |
| 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 | $12,736,000 | 7,359 |
| U.S. Government securities | $9,208,000 | 7,627 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $9,208,000 | 5,782 |
| Securities issued by states & political subdivisions | $831,000 | 6,655 |
| 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 | $2,646,000 | 1,179 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-51,000 | 1,003 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,790,000 | 5,065 |
| Certificates of participation in pools of residential mortgages | $3,577,000 | 3,879 |
| Issued or guaranteed by U.S. | $3,577,000 | 3,850 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $213,000 | 5,439 |
| CMOs issued by government agencies or sponsored agencies | $213,000 | 5,212 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,547,000 | 4,372 |
| Available-for-sale securities (fair market value) | $6,189,000 | 7,477 |
| Total debt securities | $10,039,000 | 8,143 |
| 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 | $14,707,000 | 7,195 |
| U.S. Government securities | $12,232,000 | 6,891 |
| U.S. Treasury securities | $499,000 | 10,445 |
| U.S. Government agency obligations | $11,733,000 | 4,797 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,421,000 | 1,127 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-54,000 | 1,071 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,432,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $4,227,000 | 3,711 |
| Issued or guaranteed by U.S. | $4,227,000 | 3,684 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $205,000 | 5,882 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 5,626 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,476,000 | 5,507 |
| Available-for-sale securities (fair market value) | $4,231,000 | 7,314 |
| Total debt securities | $12,232,000 | 7,864 |
| 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 | $17,074,000 | 6,808 |
| U.S. Government securities | $14,786,000 | 6,327 |
| U.S. Treasury securities | $1,331,000 | 9,411 |
| U.S. Government agency obligations | $13,455,000 | 4,523 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,251,000 | 1,304 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-37,000 | 1,095 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,787,000 | 5,382 |
| Certificates of participation in pools of residential mortgages | $4,478,000 | 4,013 |
| Issued or guaranteed by U.S. | $4,478,000 | 3,976 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $309,000 | 6,077 |
| CMOs issued by government agencies or sponsored agencies | $309,000 | 5,813 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,786,000 | 7,319 |
| 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 | $13,292,000 | 7,884 |
| U.S. Government securities | $11,045,000 | 7,600 |
| U.S. Treasury securities | $1,497,000 | 9,586 |
| U.S. Government agency obligations | $9,548,000 | 5,695 |
| 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 | $2,251,000 | 1,148 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $4,000 | 513 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,106,000 | 5,425 |
| Certificates of participation in pools of residential mortgages | $4,663,000 | 4,129 |
| Issued or guaranteed by U.S. | $4,663,000 | 4,075 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $443,000 | 6,034 |
| CMOs issued by government agencies or sponsored agencies | $443,000 | 5,627 |
| 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 | $11,045,000 | 8,605 |
| 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 |