Home > NorthEast Community Bank > Securities
NorthEast Community Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $0 | 4,456 |
| U.S. Government securities | $1,000 | 4,373 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,493,478,000 | 123 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | $5,064,000 | 98 |
| Equity securities | $0 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 3,879 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| 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 | $2,404,500 | 127 |
| 2023-09-30 | Rank | |
| Total securities | $33,238,000 | 3,090 |
| U.S. Government securities | $6,354,000 | 3,888 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $6,354,000 | 3,548 |
| Securities issued by states & political subdivisions | $9,301,000 | 2,511 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $6,354,000 | 2,875 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,424,000 | 2,776 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,930,000 | 1,681 |
| 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) | $15,655,000 | 877 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $15,655,000 | 3,750 |
| 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 | $33,920,000 | 3,111 |
| U.S. Government securities | $6,507,000 | 3,926 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $6,507,000 | 3,579 |
| Securities issued by states & political subdivisions | $9,405,000 | 2,558 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $6,507,000 | 2,894 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,555,000 | 2,790 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,952,000 | 1,697 |
| 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) | $15,912,000 | 869 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $15,912,000 | 3,775 |
| 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 | $44,374,000 | 2,877 |
| U.S. Government securities | $16,703,000 | 3,305 |
| U.S. Treasury securities | $10,006,000 | 1,503 |
| U.S. Government agency obligations | $6,697,000 | 3,562 |
| Securities issued by states & political subdivisions | $9,541,000 | 2,593 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $6,697,000 | 2,923 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,680,000 | 2,821 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,017,000 | 1,723 |
| 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) | $26,244,000 | 770 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $26,244,000 | 3,450 |
| 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 | $44,437,000 | 2,909 |
| U.S. Government securities | $16,850,000 | 3,307 |
| U.S. Treasury securities | $10,014,000 | 1,547 |
| U.S. Government agency obligations | $6,836,000 | 3,566 |
| Securities issued by states & political subdivisions | $9,546,000 | 2,639 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $6,836,000 | 2,957 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,793,000 | 2,823 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,043,000 | 1,739 |
| 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) | $26,395,000 | 772 |
| Available-for-sale securities (fair market value) | $1,000 | 4,344 |
| Total debt securities | $26,396,000 | 3,473 |
| 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 | $45,040,000 | 2,903 |
| U.S. Government securities | $17,025,000 | 3,310 |
| U.S. Treasury securities | $10,022,000 | 1,576 |
| U.S. Government agency obligations | $7,003,000 | 3,571 |
| Securities issued by states & political subdivisions | $9,708,000 | 2,634 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $7,003,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,920,000 | 2,822 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,083,000 | 1,745 |
| 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) | $26,732,000 | 763 |
| Available-for-sale securities (fair market value) | $1,000 | 4,387 |
| Total debt securities | $26,733,000 | 3,477 |
| 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 | $46,069,000 | 2,915 |
| U.S. Government securities | $17,307,000 | 3,318 |
| U.S. Treasury securities | $10,030,000 | 1,553 |
| U.S. Government agency obligations | $7,277,000 | 3,572 |
| Securities issued by states & political subdivisions | $9,883,000 | 2,677 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $7,277,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $4,083,000 | 2,917 |
| Issued or guaranteed by U.S. | $4,083,000 | 2,834 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,194,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $3,194,000 | 1,757 |
| 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) | $27,189,000 | 683 |
| Available-for-sale securities (fair market value) | $1,000 | 4,418 |
| Total debt securities | $27,189,000 | 3,490 |
| 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 | $36,949,000 | 3,132 |
| U.S. Government securities | $7,627,000 | 3,876 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $7,627,000 | 3,527 |
| Securities issued by states & political subdivisions | $10,013,000 | 2,659 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $7,627,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $4,255,000 | 2,911 |
| Issued or guaranteed by U.S. | $4,255,000 | 2,830 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,372,000 | 1,810 |
| CMOs issued by government agencies or sponsored agencies | $3,372,000 | 1,742 |
| 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) | $17,639,000 | 718 |
| Available-for-sale securities (fair market value) | $1,000 | 4,433 |
| Total debt securities | $17,639,000 | 3,822 |
| 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 | $37,825,000 | 3,038 |
| U.S. Government securities | $7,865,000 | 3,751 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $7,865,000 | 3,472 |
| Securities issued by states & political subdivisions | $10,017,000 | 2,707 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $7,865,000 | 2,926 |
| Certificates of participation in pools of residential mortgages | $4,411,000 | 2,885 |
| Issued or guaranteed by U.S. | $4,411,000 | 2,795 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,454,000 | 1,776 |
| CMOs issued by government agencies or sponsored agencies | $3,454,000 | 1,722 |
| 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) | $17,880,000 | 619 |
| Available-for-sale securities (fair market value) | $2,000 | 4,476 |
| Total debt securities | $17,881,000 | 3,750 |
| 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 | $28,541,000 | 3,296 |
| U.S. Government securities | $3,179,000 | 4,177 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $3,179,000 | 3,978 |
| Securities issued by states & political subdivisions | $10,245,000 | 2,659 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $3,179,000 | 3,422 |
| Certificates of participation in pools of residential mortgages | $1,498,000 | 3,409 |
| Issued or guaranteed by U.S. | $1,498,000 | 3,319 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,681,000 | 2,132 |
| CMOs issued by government agencies or sponsored agencies | $1,681,000 | 2,081 |
| 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) | $13,422,000 | 660 |
| Available-for-sale securities (fair market value) | $2,000 | 4,533 |
| Total debt securities | $13,424,000 | 3,952 |
| 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 | $21,115,000 | 3,554 |
| U.S. Government securities | $2,406,000 | 4,283 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,406,000 | 4,105 |
| Securities issued by states & political subdivisions | $8,439,000 | 2,821 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $2,406,000 | 3,535 |
| Certificates of participation in pools of residential mortgages | $1,667,000 | 3,385 |
| Issued or guaranteed by U.S. | $1,667,000 | 3,285 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $739,000 | 2,407 |
| CMOs issued by government agencies or sponsored agencies | $739,000 | 2,355 |
| 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) | $10,843,000 | 699 |
| Available-for-sale securities (fair market value) | $2,000 | 4,560 |
| Total debt securities | $10,844,000 | 4,060 |
| 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 | $17,119,000 | 3,669 |
| U.S. Government securities | $2,752,000 | 4,181 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,752,000 | 4,018 |
| Securities issued by states & political subdivisions | $4,189,000 | 3,313 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $2,752,000 | 3,453 |
| Certificates of participation in pools of residential mortgages | $1,853,000 | 3,306 |
| Issued or guaranteed by U.S. | $1,853,000 | 3,213 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $899,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $899,000 | 2,270 |
| 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) | $6,939,000 | 783 |
| Available-for-sale securities (fair market value) | $2,000 | 4,576 |
| Total debt securities | $6,940,000 | 4,261 |
| 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 | $17,715,000 | 3,548 |
| U.S. Government securities | $3,194,000 | 4,039 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,194,000 | 3,893 |
| Securities issued by states & political subdivisions | $4,189,000 | 3,308 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $3,194,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $2,090,000 | 3,222 |
| Issued or guaranteed by U.S. | $2,090,000 | 3,139 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,104,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $1,104,000 | 2,216 |
| 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) | $7,381,000 | 759 |
| Available-for-sale securities (fair market value) | $2,000 | 4,590 |
| Total debt securities | $7,384,000 | 4,202 |
| 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 | $18,186,000 | 3,465 |
| U.S. Government securities | $3,654,000 | 3,993 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,654,000 | 3,837 |
| Securities issued by states & political subdivisions | $4,190,000 | 3,237 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $3,654,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | $2,372,000 | 3,143 |
| Issued or guaranteed by U.S. | $2,372,000 | 3,051 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,282,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $1,282,000 | 2,181 |
| 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) | $7,841,000 | 744 |
| Available-for-sale securities (fair market value) | $3,000 | 4,617 |
| Total debt securities | $7,844,000 | 4,141 |
| 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 | $18,883,000 | 3,378 |
| U.S. Government securities | $4,351,000 | 3,913 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,351,000 | 3,758 |
| Securities issued by states & political subdivisions | $4,190,000 | 3,181 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $4,351,000 | 3,237 |
| Certificates of participation in pools of residential mortgages | $2,719,000 | 3,068 |
| Issued or guaranteed by U.S. | $2,719,000 | 2,985 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,632,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $1,632,000 | 2,119 |
| 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) | $8,537,000 | 717 |
| Available-for-sale securities (fair market value) | $4,000 | 4,647 |
| Total debt securities | $8,540,000 | 4,096 |
| 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 | $19,115,000 | 3,353 |
| U.S. Government securities | $4,675,000 | 3,914 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,675,000 | 3,753 |
| Securities issued by states & political subdivisions | $4,190,000 | 3,134 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $4,675,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $2,898,000 | 3,039 |
| Issued or guaranteed by U.S. | $2,898,000 | 2,943 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,777,000 | 2,136 |
| CMOs issued by government agencies or sponsored agencies | $1,777,000 | 2,092 |
| 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) | $8,861,000 | 716 |
| Available-for-sale securities (fair market value) | $4,000 | 4,708 |
| Total debt securities | $8,865,000 | 4,099 |
| 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 | $19,198,000 | 3,411 |
| U.S. Government securities | $4,964,000 | 3,969 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,964,000 | 3,798 |
| Securities issued by states & political subdivisions | $4,190,000 | 3,136 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $4,964,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $3,050,000 | 2,973 |
| Issued or guaranteed by U.S. | $3,050,000 | 2,889 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,914,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $1,914,000 | 2,065 |
| 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) | $9,149,000 | 733 |
| Available-for-sale securities (fair market value) | $5,000 | 4,767 |
| Total debt securities | $9,154,000 | 4,128 |
| 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 | $15,629,000 | 3,691 |
| U.S. Government securities | $5,344,000 | 3,984 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,344,000 | 3,826 |
| Securities issued by states & political subdivisions | $1,170,000 | 3,838 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $5,344,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | $3,243,000 | 2,929 |
| Issued or guaranteed by U.S. | $3,243,000 | 2,841 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,101,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $2,101,000 | 2,047 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $6,508,000 | 899 |
| Available-for-sale securities (fair market value) | $6,000 | 4,849 |
| Total debt securities | $6,514,000 | 4,419 |
| 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 | $14,659,000 | 3,825 |
| U.S. Government securities | $5,637,000 | 4,026 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,637,000 | 3,870 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $5,637,000 | 3,053 |
| Certificates of participation in pools of residential mortgages | $3,501,000 | 2,889 |
| Issued or guaranteed by U.S. | $3,501,000 | 2,808 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,136,000 | 2,058 |
| CMOs issued by government agencies or sponsored agencies | $2,136,000 | 2,011 |
| 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) | $5,631,000 | 985 |
| Available-for-sale securities (fair market value) | $6,000 | 4,896 |
| Total debt securities | $5,637,000 | 4,547 |
| 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 | $14,742,000 | 3,871 |
| U.S. Government securities | $5,850,000 | 4,057 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,850,000 | 3,897 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $5,850,000 | 3,054 |
| Certificates of participation in pools of residential mortgages | $3,686,000 | 2,883 |
| Issued or guaranteed by U.S. | $3,686,000 | 2,798 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,164,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $2,164,000 | 2,004 |
| 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) | $5,843,000 | 983 |
| Available-for-sale securities (fair market value) | $7,000 | 4,937 |
| Total debt securities | $5,850,000 | 4,591 |
| 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 | $14,811,000 | 3,902 |
| U.S. Government securities | $6,058,000 | 4,061 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,058,000 | 3,909 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $8,753,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $6,058,000 | 3,035 |
| Certificates of participation in pools of residential mortgages | $3,855,000 | 2,864 |
| Issued or guaranteed by U.S. | $3,855,000 | 2,807 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,203,000 | 2,043 |
| CMOs issued by government agencies or sponsored agencies | $2,203,000 | 1,991 |
| 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) | $6,041,000 | 1,011 |
| Available-for-sale securities (fair market value) | $8,770,000 | 4,144 |
| Total debt securities | $6,058,000 | 4,616 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $14,936,000 | 3,929 |
| U.S. Government securities | $6,267,000 | 4,081 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,267,000 | 3,939 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $8,669,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $6,267,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $4,040,000 | 2,859 |
| Issued or guaranteed by U.S. | $4,040,000 | 2,839 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,227,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $2,227,000 | 1,973 |
| 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) | $6,249,000 | 1,024 |
| Available-for-sale securities (fair market value) | $8,687,000 | 4,197 |
| Total debt securities | $6,267,000 | 4,638 |
| 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 | $14,237,000 | 4,043 |
| U.S. Government securities | $6,511,000 | 4,060 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,511,000 | 3,918 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| 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 | $7,726,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $6,511,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $4,251,000 | 2,863 |
| Issued or guaranteed by U.S. | $4,251,000 | 2,719 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,260,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $2,260,000 | 1,974 |
| 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) | $6,492,000 | 1,027 |
| Available-for-sale securities (fair market value) | $7,745,000 | 4,315 |
| Total debt securities | $6,511,000 | 4,669 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $14,565,000 | 4,069 |
| U.S. Government securities | $6,781,000 | 4,096 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,781,000 | 3,955 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $7,784,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $6,781,000 | 3,007 |
| Certificates of participation in pools of residential mortgages | $4,483,000 | 2,868 |
| Issued or guaranteed by U.S. | $4,483,000 | 2,861 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,298,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $2,298,000 | 1,957 |
| 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) | $6,761,000 | 1,032 |
| Available-for-sale securities (fair market value) | $7,804,000 | 4,354 |
| Total debt securities | $6,782,000 | 4,709 |
| 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 | $13,962,000 | 4,181 |
| U.S. Government securities | $7,057,000 | 4,098 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $7,057,000 | 3,959 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,905,000 | 175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $7,057,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $4,717,000 | 2,858 |
| Issued or guaranteed by U.S. | $4,717,000 | 2,853 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,340,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $2,340,000 | 1,928 |
| 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) | $7,035,000 | 1,031 |
| Available-for-sale securities (fair market value) | $6,927,000 | 4,503 |
| Total debt securities | $7,056,000 | 4,745 |
| 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 | $8,371,000 | 4,700 |
| U.S. Government securities | $3,397,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,397,000 | 4,565 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,974,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $3,397,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $2,912,000 | 3,282 |
| Issued or guaranteed by U.S. | $2,912,000 | 3,279 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $485,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $485,000 | 2,583 |
| 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) | $3,375,000 | 1,336 |
| Available-for-sale securities (fair market value) | $4,996,000 | 4,738 |
| Total debt securities | $3,398,000 | 5,167 |
| 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 | $8,572,000 | 4,733 |
| U.S. Government securities | $3,644,000 | 4,705 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,644,000 | 4,583 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $4,928,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $3,644,000 | 3,582 |
| Certificates of participation in pools of residential mortgages | $3,109,000 | 3,275 |
| Issued or guaranteed by U.S. | $3,109,000 | 3,272 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $535,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $535,000 | 2,579 |
| 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) | $3,621,000 | 1,331 |
| Available-for-sale securities (fair market value) | $4,951,000 | 4,789 |
| Total debt securities | $3,645,000 | 5,182 |
| 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 | $8,798,000 | 4,771 |
| U.S. Government securities | $3,872,000 | 4,739 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,872,000 | 4,607 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $4,926,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $3,872,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $3,289,000 | 3,294 |
| Issued or guaranteed by U.S. | $3,289,000 | 3,291 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $583,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $583,000 | 2,595 |
| 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) | $3,848,000 | 1,335 |
| Available-for-sale securities (fair market value) | $4,950,000 | 4,832 |
| Total debt securities | $3,872,000 | 5,229 |
| 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 | $8,005,000 | 4,861 |
| U.S. Government securities | $4,083,000 | 4,701 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,083,000 | 4,581 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| 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 | $3,922,000 | 269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $4,083,000 | 3,572 |
| Certificates of participation in pools of residential mortgages | $3,452,000 | 3,283 |
| Issued or guaranteed by U.S. | $3,452,000 | 3,279 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $631,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $631,000 | 2,577 |
| 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) | $4,055,000 | 1,325 |
| Available-for-sale securities (fair market value) | $3,950,000 | 4,953 |
| Total debt securities | $4,083,000 | 5,245 |
| 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 | $6,421,000 | 5,063 |
| U.S. Government securities | $4,389,000 | 4,697 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,389,000 | 4,579 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $2,032,000 | 394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $4,389,000 | 3,557 |
| Certificates of participation in pools of residential mortgages | $3,692,000 | 3,256 |
| Issued or guaranteed by U.S. | $3,692,000 | 3,255 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $697,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $697,000 | 2,573 |
| 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) | $4,359,000 | 1,309 |
| Available-for-sale securities (fair market value) | $2,062,000 | 5,210 |
| Total debt securities | $4,389,000 | 5,262 |
| 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 | $6,703,000 | 5,100 |
| U.S. Government securities | $4,679,000 | 4,747 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,679,000 | 4,626 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| 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 | $2,024,000 | 404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $4,679,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | $3,929,000 | 3,246 |
| Issued or guaranteed by U.S. | $3,929,000 | 3,242 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $750,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 2,579 |
| 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) | $4,647,000 | 1,319 |
| Available-for-sale securities (fair market value) | $2,056,000 | 5,280 |
| Total debt securities | $4,679,000 | 5,315 |
| 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 | $4,913,000 | 5,370 |
| U.S. Government securities | $4,913,000 | 4,807 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,913,000 | 4,697 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $4,913,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $4,103,000 | 3,240 |
| Issued or guaranteed by U.S. | $4,103,000 | 3,239 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $810,000 | 2,648 |
| CMOs issued by government agencies or sponsored agencies | $810,000 | 2,573 |
| 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) | $4,879,000 | 1,329 |
| Available-for-sale securities (fair market value) | $34,000 | 5,612 |
| Total debt securities | $4,912,000 | 5,349 |
| 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 | $5,149,000 | 5,407 |
| U.S. Government securities | $5,149,000 | 4,828 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,149,000 | 4,707 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $5,149,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $4,281,000 | 3,193 |
| Issued or guaranteed by U.S. | $4,281,000 | 3,191 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $868,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $868,000 | 2,576 |
| 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) | $5,114,000 | 1,318 |
| Available-for-sale securities (fair market value) | $35,000 | 5,666 |
| Total debt securities | $5,148,000 | 5,385 |
| 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 | $5,465,000 | 5,457 |
| U.S. Government securities | $5,465,000 | 4,884 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,465,000 | 4,770 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $5,465,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $4,516,000 | 3,172 |
| Issued or guaranteed by U.S. | $4,516,000 | 3,169 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $949,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $949,000 | 2,572 |
| 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) | $5,429,000 | 1,309 |
| Available-for-sale securities (fair market value) | $36,000 | 5,743 |
| Total debt securities | $5,465,000 | 5,434 |
| 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 | $5,822,000 | 5,503 |
| U.S. Government securities | $5,822,000 | 4,935 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,822,000 | 4,821 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $5,822,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $4,778,000 | 3,191 |
| Issued or guaranteed by U.S. | $4,778,000 | 3,189 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,044,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $1,044,000 | 2,582 |
| 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) | $5,785,000 | 1,307 |
| Available-for-sale securities (fair market value) | $37,000 | 5,816 |
| Total debt securities | $5,822,000 | 5,484 |
| 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 | $6,306,000 | 5,501 |
| U.S. Government securities | $6,306,000 | 4,926 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,306,000 | 4,820 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $6,306,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $5,167,000 | 3,185 |
| Issued or guaranteed by U.S. | $5,167,000 | 3,183 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,139,000 | 2,658 |
| CMOs issued by government agencies or sponsored agencies | $1,139,000 | 2,574 |
| 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) | $6,268,000 | 1,286 |
| Available-for-sale securities (fair market value) | $38,000 | 5,882 |
| Total debt securities | $6,306,000 | 5,482 |
| 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 | $6,635,000 | 5,556 |
| U.S. Government securities | $6,635,000 | 4,948 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,635,000 | 4,832 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $6,635,000 | 3,499 |
| Certificates of participation in pools of residential mortgages | $5,419,000 | 3,201 |
| Issued or guaranteed by U.S. | $5,419,000 | 3,198 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,216,000 | 2,675 |
| CMOs issued by government agencies or sponsored agencies | $1,216,000 | 2,589 |
| 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) | $6,595,000 | 1,281 |
| Available-for-sale securities (fair market value) | $40,000 | 5,975 |
| Total debt securities | $6,635,000 | 5,536 |
| 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 | $7,046,000 | 5,603 |
| U.S. Government securities | $7,046,000 | 4,990 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,046,000 | 4,881 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $7,046,000 | 3,519 |
| Certificates of participation in pools of residential mortgages | $5,737,000 | 3,230 |
| Issued or guaranteed by U.S. | $5,737,000 | 3,227 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,309,000 | 2,694 |
| CMOs issued by government agencies or sponsored agencies | $1,309,000 | 2,597 |
| 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) | $7,004,000 | 1,273 |
| Available-for-sale securities (fair market value) | $42,000 | 6,047 |
| Total debt securities | $7,046,000 | 5,582 |
| 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 | $7,596,000 | 5,618 |
| U.S. Government securities | $7,596,000 | 4,967 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,596,000 | 4,864 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $7,596,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $6,184,000 | 3,208 |
| Issued or guaranteed by U.S. | $6,184,000 | 3,206 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,412,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $1,412,000 | 2,601 |
| 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) | $7,506,000 | 1,258 |
| Available-for-sale securities (fair market value) | $90,000 | 6,093 |
| Total debt securities | $7,597,000 | 5,597 |
| 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 | $8,070,000 | 5,613 |
| U.S. Government securities | $8,070,000 | 4,918 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,070,000 | 4,818 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $8,070,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | $6,550,000 | 3,156 |
| Issued or guaranteed by U.S. | $6,550,000 | 3,156 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,520,000 | 2,662 |
| CMOs issued by government agencies or sponsored agencies | $1,520,000 | 2,573 |
| 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) | $7,963,000 | 1,213 |
| Available-for-sale securities (fair market value) | $107,000 | 6,160 |
| Total debt securities | $8,071,000 | 5,590 |
| 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 | $8,556,000 | 5,587 |
| U.S. Government securities | $8,556,000 | 4,832 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,556,000 | 4,736 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $8,556,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $6,933,000 | 3,109 |
| Issued or guaranteed by U.S. | $6,933,000 | 3,107 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,623,000 | 2,612 |
| CMOs issued by government agencies or sponsored agencies | $1,623,000 | 2,518 |
| 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) | $8,443,000 | 1,174 |
| Available-for-sale securities (fair market value) | $113,000 | 6,236 |
| Total debt securities | $8,553,000 | 5,561 |
| 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 | $9,156,000 | 5,581 |
| U.S. Government securities | $9,155,000 | 4,790 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,155,000 | 4,694 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,000 | 2,720 |
| Privately issued residential mortgage-backed securities | $1,000 | 973 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $9,156,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $7,434,000 | 3,032 |
| Issued or guaranteed by U.S. | $7,433,000 | 3,029 |
| Privately issued | $1,000 | 78 |
| Collaterized mortgage obligations | $1,722,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $1,722,000 | 2,492 |
| 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) | $9,040,000 | 1,108 |
| Available-for-sale securities (fair market value) | $116,000 | 6,300 |
| Total debt securities | $9,153,000 | 5,553 |
| 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 | $10,137,000 | 5,479 |
| U.S. Government securities | $10,136,000 | 4,641 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,136,000 | 4,546 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,000 | 2,780 |
| Privately issued residential mortgage-backed securities | $1,000 | 994 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $10,137,000 | 3,210 |
| Certificates of participation in pools of residential mortgages | $8,232,000 | 2,881 |
| Issued or guaranteed by U.S. | $8,231,000 | 2,879 |
| Privately issued | $1,000 | 81 |
| Collaterized mortgage obligations | $1,905,000 | 2,578 |
| CMOs issued by government agencies or sponsored agencies | $1,905,000 | 2,478 |
| 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) | $10,014,000 | 994 |
| Available-for-sale securities (fair market value) | $123,000 | 6,347 |
| Total debt securities | $10,132,000 | 5,450 |
| 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 | $11,195,000 | 5,419 |
| U.S. Government securities | $11,194,000 | 4,547 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,194,000 | 4,450 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,000 | 2,781 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,033 |
| 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 | $11,195,000 | 3,130 |
| Mortgage-backed securities | $11,195,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $9,017,000 | 2,801 |
| Issued or guaranteed by U.S. | $9,016,000 | 2,801 |
| Privately issued | $1,000 | 81 |
| Collaterized mortgage obligations | $2,178,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $2,178,000 | 2,458 |
| 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) | $11,069,000 | 930 |
| Available-for-sale securities (fair market value) | $126,000 | 6,419 |
| Total debt securities | $11,195,000 | 5,385 |
| 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 | $12,116,000 | 5,298 |
| U.S. Government securities | $12,115,000 | 4,387 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,115,000 | 4,286 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,000 | 2,778 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,053 |
| 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 | $12,116,000 | 3,005 |
| Mortgage-backed securities | $12,116,000 | 3,071 |
| Certificates of participation in pools of residential mortgages | $9,656,000 | 2,699 |
| Issued or guaranteed by U.S. | $9,655,000 | 2,696 |
| Privately issued | $1,000 | 83 |
| Collaterized mortgage obligations | $2,460,000 | 2,537 |
| CMOs issued by government agencies or sponsored agencies | $2,460,000 | 2,435 |
| 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) | $11,987,000 | 891 |
| Available-for-sale securities (fair market value) | $129,000 | 6,465 |
| Total debt securities | $12,116,000 | 5,272 |
| 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 | $13,191,000 | 5,251 |
| U.S. Government securities | $13,190,000 | 4,351 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,190,000 | 4,255 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,000 | 2,864 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,100 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $13,191,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | $10,423,000 | 2,723 |
| Issued or guaranteed by U.S. | $10,422,000 | 2,720 |
| Privately issued | $1,000 | 87 |
| Collaterized mortgage obligations | $2,768,000 | 2,545 |
| CMOs issued by government agencies or sponsored agencies | $2,768,000 | 2,443 |
| 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) | $13,059,000 | 860 |
| Available-for-sale securities (fair market value) | $132,000 | 6,548 |
| Total debt securities | $13,187,000 | 5,220 |
| 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 | $14,154,000 | 5,155 |
| U.S. Government securities | $14,153,000 | 4,266 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $14,153,000 | 4,176 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,000 | 2,866 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,150 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $14,154,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | $11,150,000 | 2,685 |
| Issued or guaranteed by U.S. | $11,149,000 | 2,684 |
| Privately issued | $1,000 | 93 |
| Collaterized mortgage obligations | $3,004,000 | 2,511 |
| CMOs issued by government agencies or sponsored agencies | $3,004,000 | 2,395 |
| 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) | $14,017,000 | 823 |
| Available-for-sale securities (fair market value) | $137,000 | 6,605 |
| Total debt securities | $14,150,000 | 5,123 |
| 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 | $15,189,000 | 5,104 |
| U.S. Government securities | $15,188,000 | 4,254 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $15,188,000 | 4,157 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,000 | 2,862 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,182 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $15,189,000 | 2,940 |
| Certificates of participation in pools of residential mortgages | $11,889,000 | 2,601 |
| Issued or guaranteed by U.S. | $11,888,000 | 2,598 |
| Privately issued | $1,000 | 93 |
| Collaterized mortgage obligations | $3,300,000 | 2,464 |
| CMOs issued by government agencies or sponsored agencies | $3,300,000 | 2,351 |
| 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) | $15,044,000 | 809 |
| Available-for-sale securities (fair market value) | $145,000 | 6,655 |
| Total debt securities | $15,189,000 | 5,078 |
| 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 | $17,344,000 | 4,837 |
| U.S. Government securities | $12,607,000 | 4,541 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,607,000 | 4,452 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $4,737,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $3,641,000 | 469 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,096,000 | 1,381 |
| 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 | $16,248,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | $12,608,000 | 2,410 |
| Issued or guaranteed by U.S. | $12,607,000 | 2,404 |
| Privately issued | $1,000 | 120 |
| Collaterized mortgage obligations | $3,640,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $3,640,000 | 449 |
| 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) | $17,195,000 | 761 |
| Available-for-sale securities (fair market value) | $149,000 | 6,671 |
| Total debt securities | $17,344,000 | 4,810 |
| 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 | $18,593,000 | 4,655 |
| U.S. Government securities | $13,651,000 | 4,352 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,651,000 | 4,255 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $4,942,000 | 1,053 |
| Privately issued residential mortgage-backed securities | $3,946,000 | 480 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $996,000 | 1,454 |
| 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 | $17,597,000 | 2,610 |
| Certificates of participation in pools of residential mortgages | $13,652,000 | 2,238 |
| Issued or guaranteed by U.S. | $13,651,000 | 2,232 |
| Privately issued | $1,000 | 131 |
| Collaterized mortgage obligations | $3,945,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $3,945,000 | 456 |
| 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) | $18,441,000 | 713 |
| Available-for-sale securities (fair market value) | $152,000 | 6,736 |
| Total debt securities | $18,593,000 | 4,621 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $19,272,000 | 4,645 |
| U.S. Government securities | $14,131,000 | 4,390 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,131,000 | 4,278 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $5,141,000 | 1,008 |
| Privately issued residential mortgage-backed securities | $4,145,000 | 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 | $996,000 | 1,378 |
| 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 | $18,276,000 | 2,485 |
| Certificates of participation in pools of residential mortgages | $14,132,000 | 2,140 |
| Issued or guaranteed by U.S. | $14,131,000 | 2,137 |
| Privately issued | $1,000 | 124 |
| Collaterized mortgage obligations | $4,144,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $4,144,000 | 466 |
| 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) | $19,116,000 | 695 |
| Available-for-sale securities (fair market value) | $156,000 | 6,805 |
| Total debt securities | $19,272,000 | 4,609 |
| 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 | $19,958,000 | 4,551 |
| U.S. Government securities | $14,639,000 | 4,284 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,639,000 | 4,162 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $5,319,000 | 1,018 |
| Privately issued residential mortgage-backed securities | $4,323,000 | 512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $996,000 | 1,412 |
| 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 | $18,962,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $14,640,000 | 2,034 |
| Issued or guaranteed by U.S. | $14,639,000 | 2,030 |
| Privately issued | $1,000 | 132 |
| Collaterized mortgage obligations | $4,322,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $4,322,000 | 493 |
| 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) | $19,799,000 | 679 |
| Available-for-sale securities (fair market value) | $159,000 | 6,852 |
| Total debt securities | $19,958,000 | 4,514 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $21,016,000 | 4,279 |
| U.S. Government securities | $15,379,000 | 4,015 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,379,000 | 3,895 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $5,637,000 | 1,050 |
| Privately issued residential mortgage-backed securities | $4,641,000 | 529 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $996,000 | 1,411 |
| 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 | $20,020,000 | 2,226 |
| Certificates of participation in pools of residential mortgages | $15,380,000 | 1,887 |
| Issued or guaranteed by U.S. | $15,379,000 | 1,882 |
| Privately issued | $1,000 | 138 |
| Collaterized mortgage obligations | $4,640,000 | 2,037 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $4,640,000 | 506 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,854,000 | 649 |
| Available-for-sale securities (fair market value) | $162,000 | 6,895 |
| Total debt securities | $21,016,000 | 4,248 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $21,083,000 | 4,235 |
| U.S. Government securities | $16,221,000 | 3,881 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,221,000 | 3,767 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $4,862,000 | 1,161 |
| Privately issued residential mortgage-backed securities | $4,862,000 | 569 |
| 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 | $21,083,000 | 2,141 |
| Certificates of participation in pools of residential mortgages | $16,222,000 | 1,782 |
| Issued or guaranteed by U.S. | $16,221,000 | 1,776 |
| Privately issued | $1,000 | 140 |
| Collaterized mortgage obligations | $4,861,000 | 2,003 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $4,861,000 | 545 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,912,000 | 676 |
| Available-for-sale securities (fair market value) | $171,000 | 6,972 |
| Total debt securities | $21,083,000 | 4,197 |
| 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 | $29,083,000 | 3,542 |
| U.S. Government securities | $24,112,000 | 3,094 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,112,000 | 3,005 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $4,971,000 | 1,155 |
| Privately issued residential mortgage-backed securities | $4,971,000 | 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 | 2,114 |
| 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 | $21,682,000 | 2,088 |
| Certificates of participation in pools of residential mortgages | $16,712,000 | 1,769 |
| Issued or guaranteed by U.S. | $16,711,000 | 1,763 |
| Privately issued | $1,000 | 145 |
| Collaterized mortgage obligations | $4,970,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $4,970,000 | 573 |
| 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) | $28,909,000 | 537 |
| Available-for-sale securities (fair market value) | $174,000 | 7,029 |
| Total debt securities | $29,083,000 | 3,513 |
| 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 | $34,391,000 | 3,203 |
| U.S. Government securities | $29,326,000 | 2,750 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,326,000 | 2,683 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $5,065,000 | 1,182 |
| Privately issued residential mortgage-backed securities | $5,065,000 | 613 |
| 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 | $21,990,000 | 2,139 |
| Certificates of participation in pools of residential mortgages | $16,928,000 | 1,831 |
| Issued or guaranteed by U.S. | $16,925,000 | 1,828 |
| Privately issued | $3,000 | 142 |
| Collaterized mortgage obligations | $5,062,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $5,062,000 | 590 |
| 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) | $34,216,000 | 480 |
| Available-for-sale securities (fair market value) | $175,000 | 7,120 |
| Total debt securities | $34,391,000 | 3,173 |
| 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 | $12,021,000 | 5,440 |
| U.S. Government securities | $11,972,000 | 4,594 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,972,000 | 4,500 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $49,000 | 3,140 |
| Privately issued residential mortgage-backed securities | $49,000 | 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 | 2,182 |
| 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 | $12,021,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $11,975,000 | 2,347 |
| Issued or guaranteed by U.S. | $11,972,000 | 2,341 |
| Privately issued | $3,000 | 153 |
| Collaterized mortgage obligations | $46,000 | 3,631 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $46,000 | 1,418 |
| 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) | $11,845,000 | 995 |
| Available-for-sale securities (fair market value) | $176,000 | 7,164 |
| Total debt securities | $12,021,000 | 5,397 |
| 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 | $1,969,000 | 7,407 |
| U.S. Government securities | $1,917,000 | 7,060 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,917,000 | 6,962 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $52,000 | 3,234 |
| Privately issued residential mortgage-backed securities | $52,000 | 1,539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,969,000 | 5,102 |
| Certificates of participation in pools of residential mortgages | $1,920,000 | 4,635 |
| Issued or guaranteed by U.S. | $1,917,000 | 4,628 |
| Privately issued | $3,000 | 169 |
| Collaterized mortgage obligations | $49,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $49,000 | 1,465 |
| 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) | $1,792,000 | 2,178 |
| Available-for-sale securities (fair market value) | $177,000 | 7,227 |
| Total debt securities | $1,969,000 | 7,363 |
| 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 | $2,059,000 | 7,421 |
| U.S. Government securities | $2,005,000 | 7,062 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,005,000 | 6,967 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $54,000 | 3,307 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,559 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,059,000 | 5,107 |
| Certificates of participation in pools of residential mortgages | $2,008,000 | 4,651 |
| Issued or guaranteed by U.S. | $2,005,000 | 4,638 |
| Privately issued | $3,000 | 179 |
| Collaterized mortgage obligations | $51,000 | 3,632 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $51,000 | 1,483 |
| 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) | $1,880,000 | 2,181 |
| Available-for-sale securities (fair market value) | $179,000 | 7,297 |
| Total debt securities | $2,059,000 | 7,376 |
| 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 | $2,187,000 | 7,457 |
| U.S. Government securities | $2,129,000 | 7,125 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,129,000 | 7,038 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $58,000 | 3,244 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,573 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,187,000 | 5,156 |
| Certificates of participation in pools of residential mortgages | $2,132,000 | 4,691 |
| Issued or guaranteed by U.S. | $2,129,000 | 4,679 |
| Privately issued | $3,000 | 188 |
| Collaterized mortgage obligations | $55,000 | 3,639 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $55,000 | 1,497 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,005,000 | 2,170 |
| Available-for-sale securities (fair market value) | $182,000 | 7,358 |
| Total debt securities | $2,187,000 | 7,419 |
| 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 | $2,261,000 | 7,522 |
| U.S. Government securities | $2,199,000 | 7,204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,199,000 | 7,122 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $61,000 | 3,167 |
| Privately issued residential mortgage-backed securities | $61,000 | 1,523 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,767 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,260,000 | 5,109 |
| Certificates of participation in pools of residential mortgages | $2,203,000 | 4,658 |
| Issued or guaranteed by U.S. | $2,199,000 | 4,645 |
| Privately issued | $4,000 | 185 |
| Collaterized mortgage obligations | $57,000 | 3,601 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $57,000 | 1,449 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,079,000 | 2,165 |
| Available-for-sale securities (fair market value) | $182,000 | 7,398 |
| Total debt securities | $2,260,000 | 7,480 |
| 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 | $2,382,000 | 7,533 |
| U.S. Government securities | $2,314,000 | 7,212 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,314,000 | 7,121 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $66,000 | 3,119 |
| Privately issued residential mortgage-backed securities | $66,000 | 1,487 |
| 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 | $2,000 | 1,830 |
| 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 | $2,380,000 | 5,021 |
| Certificates of participation in pools of residential mortgages | $2,318,000 | 4,566 |
| Issued or guaranteed by U.S. | $2,314,000 | 4,553 |
| Privately issued | $4,000 | 188 |
| Collaterized mortgage obligations | $62,000 | 3,520 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $62,000 | 1,416 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,173,000 | 2,160 |
| Available-for-sale securities (fair market value) | $209,000 | 7,431 |
| Total debt securities | $2,380,000 | 7,488 |
| 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 | $2,556,000 | 7,556 |
| U.S. Government securities | $2,446,000 | 7,231 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,446,000 | 7,143 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $85,000 | 3,077 |
| Privately issued residential mortgage-backed securities | $85,000 | 1,446 |
| 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 | $25,000 | 1,811 |
| 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 | $2,531,000 | 4,976 |
| Certificates of participation in pools of residential mortgages | $2,450,000 | 4,524 |
| Issued or guaranteed by U.S. | $2,446,000 | 4,509 |
| Privately issued | $4,000 | 198 |
| Collaterized mortgage obligations | $81,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $81,000 | 1,366 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,323,000 | 2,127 |
| Available-for-sale securities (fair market value) | $233,000 | 7,487 |
| Total debt securities | $2,531,000 | 7,507 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $2,907,000 | 7,506 |
| U.S. Government securities | $2,773,000 | 7,147 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,773,000 | 7,045 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $103,000 | 2,988 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,428 |
| 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 | $31,000 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,876,000 | 4,761 |
| Certificates of participation in pools of residential mortgages | $2,777,000 | 4,292 |
| Issued or guaranteed by U.S. | $2,773,000 | 4,275 |
| Privately issued | $4,000 | 201 |
| Collaterized mortgage obligations | $99,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $99,000 | 1,346 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,608,000 | 2,087 |
| Available-for-sale securities (fair market value) | $299,000 | 7,511 |
| Total debt securities | $2,876,000 | 7,461 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $3,195,000 | 7,508 |
| U.S. Government securities | $3,024,000 | 7,183 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,024,000 | 7,067 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $125,000 | 2,810 |
| Privately issued residential mortgage-backed securities | $125,000 | 1,321 |
| 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 | $46,000 | 1,698 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,149,000 | 4,424 |
| Certificates of participation in pools of residential mortgages | $3,029,000 | 3,888 |
| Issued or guaranteed by U.S. | $3,024,000 | 3,874 |
| Privately issued | $5,000 | 188 |
| Collaterized mortgage obligations | $120,000 | 3,355 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $120,000 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,875,000 | 2,088 |
| Available-for-sale securities (fair market value) | $320,000 | 7,517 |
| Total debt securities | $3,149,000 | 7,471 |
| 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 | $4,531,000 | 7,233 |
| U.S. Government securities | $4,307,000 | 6,873 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,307,000 | 6,765 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $150,000 | 2,751 |
| Privately issued residential mortgage-backed securities | $150,000 | 1,276 |
| 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 | $74,000 | 1,594 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,457,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $3,315,000 | 3,616 |
| Issued or guaranteed by U.S. | $3,307,000 | 3,602 |
| Privately issued | $8,000 | 190 |
| Collaterized mortgage obligations | $142,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $142,000 | 1,205 |
| 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) | $4,181,000 | 1,877 |
| Available-for-sale securities (fair market value) | $350,000 | 7,547 |
| Total debt securities | $4,457,000 | 7,219 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $4,892,000 | 7,207 |
| U.S. Government securities | $4,636,000 | 6,820 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,636,000 | 6,699 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $177,000 | 2,679 |
| Privately issued residential mortgage-backed securities | $177,000 | 1,220 |
| 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 | $79,000 | 1,614 |
| 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 | $3,813,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $3,644,000 | 3,458 |
| Issued or guaranteed by U.S. | $3,636,000 | 3,446 |
| Privately issued | $8,000 | 201 |
| Collaterized mortgage obligations | $169,000 | 3,227 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $169,000 | 1,150 |
| 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) | $4,536,000 | 1,834 |
| Available-for-sale securities (fair market value) | $356,000 | 7,580 |
| Total debt securities | $4,813,000 | 7,175 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $15,232,000 | 5,220 |
| U.S. Government securities | $14,961,000 | 4,438 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,961,000 | 4,326 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $205,000 | 2,658 |
| Privately issued residential mortgage-backed securities | $205,000 | 1,164 |
| 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 | $66,000 | 1,649 |
| 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 | $4,202,000 | 3,860 |
| Certificates of participation in pools of residential mortgages | $4,006,000 | 3,312 |
| Issued or guaranteed by U.S. | $3,997,000 | 3,296 |
| Privately issued | $9,000 | 211 |
| Collaterized mortgage obligations | $196,000 | 3,180 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $196,000 | 1,089 |
| 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) | $14,886,000 | 1,009 |
| Available-for-sale securities (fair market value) | $346,000 | 7,604 |
| Total debt securities | $15,166,000 | 5,189 |
| 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 | $12,894,000 | 5,628 |
| U.S. Government securities | $12,586,000 | 4,936 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,586,000 | 4,806 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $236,000 | 2,665 |
| Privately issued residential mortgage-backed securities | $236,000 | 1,133 |
| 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 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $72,000 | 1,685 |
| 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 | $4,834,000 | 3,678 |
| Certificates of participation in pools of residential mortgages | $4,608,000 | 3,110 |
| Issued or guaranteed by U.S. | $4,598,000 | 3,102 |
| Privately issued | $10,000 | 198 |
| Collaterized mortgage obligations | $226,000 | 3,155 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $226,000 | 1,069 |
| 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) | $12,539,000 | 1,148 |
| Available-for-sale securities (fair market value) | $355,000 | 7,654 |
| Total debt securities | $12,822,000 | 5,594 |
| 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 | $29,283,000 | 3,554 |
| U.S. Government securities | $28,950,000 | 2,850 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,950,000 | 2,771 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $267,000 | 2,635 |
| Privately issued residential mortgage-backed securities | $267,000 | 1,097 |
| 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 | $66,000 | 1,734 |
| 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 | $5,424,000 | 3,499 |
| Certificates of participation in pools of residential mortgages | $5,167,000 | 2,958 |
| Issued or guaranteed by U.S. | $5,157,000 | 2,946 |
| Privately issued | $10,000 | 207 |
| Collaterized mortgage obligations | $257,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $257,000 | 1,027 |
| 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) | $28,929,000 | 658 |
| Available-for-sale securities (fair market value) | $354,000 | 7,711 |
| Total debt securities | $29,217,000 | 3,511 |
| 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 | $11,316,000 | 5,971 |
| U.S. Government securities | $10,952,000 | 5,341 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,952,000 | 5,204 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $306,000 | 2,624 |
| Privately issued residential mortgage-backed securities | $306,000 | 1,068 |
| 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 | $58,000 | 1,781 |
| 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 | $6,259,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $5,964,000 | 2,790 |
| Issued or guaranteed by U.S. | $5,953,000 | 2,783 |
| Privately issued | $11,000 | 203 |
| Collaterized mortgage obligations | $295,000 | 3,047 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $295,000 | 998 |
| 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) | $10,967,000 | 1,295 |
| Available-for-sale securities (fair market value) | $349,000 | 7,744 |
| Total debt securities | $11,258,000 | 5,926 |
| 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 | $12,068,000 | 5,860 |
| U.S. Government securities | $11,663,000 | 5,219 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,663,000 | 5,081 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $343,000 | 2,667 |
| Privately issued residential mortgage-backed securities | $343,000 | 1,036 |
| 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 | $62,000 | 1,811 |
| 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 | $7,007,000 | 3,165 |
| Certificates of participation in pools of residential mortgages | $6,675,000 | 2,700 |
| Issued or guaranteed by U.S. | $6,664,000 | 2,689 |
| Privately issued | $11,000 | 200 |
| Collaterized mortgage obligations | $332,000 | 3,013 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $332,000 | 974 |
| 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) | $11,706,000 | 1,277 |
| Available-for-sale securities (fair market value) | $362,000 | 7,777 |
| Total debt securities | $12,006,000 | 5,816 |
| 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 | $12,590,000 | 5,802 |
| U.S. Government securities | $12,136,000 | 5,085 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,136,000 | 4,934 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $396,000 | 2,705 |
| Privately issued residential mortgage-backed securities | $396,000 | 973 |
| 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 | $58,000 | 1,833 |
| 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 | $7,533,000 | 3,100 |
| Certificates of participation in pools of residential mortgages | $7,154,000 | 2,624 |
| Issued or guaranteed by U.S. | $7,137,000 | 2,618 |
| Privately issued | $17,000 | 205 |
| Collaterized mortgage obligations | $379,000 | 2,978 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $379,000 | 913 |
| 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) | $12,226,000 | 1,281 |
| Available-for-sale securities (fair market value) | $364,000 | 7,820 |
| Total debt securities | $12,532,000 | 5,756 |
| 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 | $12,391,000 | 5,827 |
| U.S. Government securities | $11,889,000 | 5,120 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,889,000 | 4,966 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $448,000 | 2,705 |
| Privately issued residential mortgage-backed securities | $448,000 | 943 |
| 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 | $54,000 | 1,849 |
| 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 | $8,338,000 | 2,971 |
| Certificates of participation in pools of residential mortgages | $7,908,000 | 2,506 |
| Issued or guaranteed by U.S. | $7,890,000 | 2,497 |
| Privately issued | $18,000 | 209 |
| Collaterized mortgage obligations | $430,000 | 2,947 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $430,000 | 888 |
| 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) | $12,011,000 | 1,297 |
| Available-for-sale securities (fair market value) | $380,000 | 7,852 |
| Total debt securities | $12,337,000 | 5,776 |
| 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 | $12,473,000 | 5,858 |
| U.S. Government securities | $11,892,000 | 5,163 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,892,000 | 5,018 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $510,000 | 2,591 |
| Privately issued residential mortgage-backed securities | $510,000 | 898 |
| 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 | $71,000 | 1,844 |
| 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 | $8,403,000 | 3,047 |
| Certificates of participation in pools of residential mortgages | $7,912,000 | 2,569 |
| Issued or guaranteed by U.S. | $7,893,000 | 2,565 |
| Privately issued | $19,000 | 212 |
| Collaterized mortgage obligations | $491,000 | 2,931 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $491,000 | 837 |
| 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) | $12,053,000 | 1,307 |
| Available-for-sale securities (fair market value) | $420,000 | 7,859 |
| Total debt securities | $12,402,000 | 5,815 |
| 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 | $13,261,000 | 5,782 |
| U.S. Government securities | $12,613,000 | 5,088 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,613,000 | 4,935 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $582,000 | 2,596 |
| Privately issued residential mortgage-backed securities | $582,000 | 868 |
| 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 | $66,000 | 1,885 |
| 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 | $9,196,000 | 3,000 |
| Certificates of participation in pools of residential mortgages | $8,637,000 | 2,520 |
| Issued or guaranteed by U.S. | $8,614,000 | 2,514 |
| Privately issued | $23,000 | 194 |
| Collaterized mortgage obligations | $559,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $559,000 | 809 |
| 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) | $12,830,000 | 1,273 |
| Available-for-sale securities (fair market value) | $431,000 | 7,939 |
| Total debt securities | $13,195,000 | 5,731 |
| 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 | $11,867,000 | 6,106 |
| U.S. Government securities | $11,142,000 | 5,447 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,142,000 | 5,279 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $640,000 | 2,591 |
| Privately issued residential mortgage-backed securities | $640,000 | 835 |
| 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 | $85,000 | 1,896 |
| 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 | $9,782,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $9,166,000 | 2,482 |
| Issued or guaranteed by U.S. | $9,142,000 | 2,481 |
| Privately issued | $24,000 | 189 |
| Collaterized mortgage obligations | $616,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $616,000 | 777 |
| 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) | $11,394,000 | 1,386 |
| Available-for-sale securities (fair market value) | $473,000 | 7,952 |
| Total debt securities | $11,782,000 | 6,055 |
| 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 | $12,615,000 | 5,955 |
| U.S. Government securities | $11,820,000 | 5,294 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,820,000 | 5,133 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $715,000 | 2,571 |
| Privately issued residential mortgage-backed securities | $715,000 | 768 |
| 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 | $80,000 | 1,935 |
| 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 | $10,535,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $9,844,000 | 2,404 |
| Issued or guaranteed by U.S. | $9,820,000 | 2,399 |
| Privately issued | $24,000 | 202 |
| Collaterized mortgage obligations | $691,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $691,000 | 715 |
| 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) | $12,109,000 | 1,337 |
| Available-for-sale securities (fair market value) | $506,000 | 7,982 |
| Total debt securities | $12,535,000 | 5,898 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $10,488,000 | 6,472 |
| U.S. Government securities | $9,588,000 | 5,866 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,588,000 | 5,711 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $815,000 | 2,602 |
| Privately issued residential mortgage-backed securities | $815,000 | 736 |
| 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 | $85,000 | 1,971 |
| 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 | $9,403,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | $8,616,000 | 2,598 |
| Issued or guaranteed by U.S. | $8,588,000 | 2,600 |
| Privately issued | $28,000 | 198 |
| Collaterized mortgage obligations | $787,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $787,000 | 691 |
| 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) | $9,962,000 | 1,489 |
| Available-for-sale securities (fair market value) | $526,000 | 8,024 |
| Total debt securities | $10,403,000 | 6,416 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $10,305,000 | 6,505 |
| U.S. Government securities | $9,284,000 | 5,911 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,284,000 | 5,756 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $931,000 | 2,623 |
| Privately issued residential mortgage-backed securities | $931,000 | 742 |
| 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 | $90,000 | 1,983 |
| 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 | $9,215,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $8,312,000 | 2,683 |
| Issued or guaranteed by U.S. | $8,284,000 | 2,681 |
| Privately issued | $28,000 | 206 |
| Collaterized mortgage obligations | $903,000 | 2,874 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $903,000 | 699 |
| 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) | $9,692,000 | 1,484 |
| Available-for-sale securities (fair market value) | $613,000 | 8,026 |
| Total debt securities | $10,215,000 | 6,438 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $10,100,000 | 6,584 |
| U.S. Government securities | $9,982,000 | 5,777 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,982,000 | 5,618 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $28,000 | 3,741 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,045 |
| 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 | $90,000 | 2,015 |
| 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 | $9,010,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $8,005,000 | 2,751 |
| Issued or guaranteed by U.S. | $7,977,000 | 2,743 |
| Privately issued | $28,000 | 221 |
| Collaterized mortgage obligations | $1,005,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $1,005,000 | 2,647 |
| 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) | $9,436,000 | 1,514 |
| Available-for-sale securities (fair market value) | $664,000 | 8,078 |
| Total debt securities | $10,010,000 | 6,527 |
| 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 | $10,030,000 | 6,549 |
| U.S. Government securities | $9,917,000 | 5,646 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,917,000 | 5,482 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $29,000 | 3,849 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,122 |
| 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 | $84,000 | 2,090 |
| 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 | $8,946,000 | 3,168 |
| Certificates of participation in pools of residential mortgages | $7,728,000 | 2,787 |
| Issued or guaranteed by U.S. | $7,699,000 | 2,778 |
| Privately issued | $29,000 | 230 |
| Collaterized mortgage obligations | $1,218,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $1,218,000 | 2,535 |
| 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) | $9,323,000 | 1,518 |
| Available-for-sale securities (fair market value) | $707,000 | 8,108 |
| Total debt securities | $9,946,000 | 6,465 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $10,264,000 | 6,432 |
| U.S. Government securities | $10,153,000 | 5,516 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,153,000 | 5,353 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $31,000 | 3,894 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $80,000 | 2,109 |
| 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 | $9,184,000 | 3,183 |
| Certificates of participation in pools of residential mortgages | $7,456,000 | 2,833 |
| Issued or guaranteed by U.S. | $7,425,000 | 2,828 |
| Privately issued | $31,000 | 230 |
| Collaterized mortgage obligations | $1,728,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $1,728,000 | 2,499 |
| 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) | $9,442,000 | 1,499 |
| Available-for-sale securities (fair market value) | $822,000 | 8,098 |
| Total debt securities | $10,184,000 | 6,355 |
| 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 | $10,309,000 | 6,436 |
| U.S. Government securities | $10,188,000 | 5,535 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,188,000 | 5,350 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $41,000 | 3,935 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,174 |
| 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 | $80,000 | 2,098 |
| 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 | $10,229,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $7,953,000 | 2,703 |
| Issued or guaranteed by U.S. | $7,912,000 | 2,695 |
| Privately issued | $41,000 | 225 |
| Collaterized mortgage obligations | $2,276,000 | 2,467 |
| CMOs issued by government agencies or sponsored agencies | $2,276,000 | 2,334 |
| 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) | $9,390,000 | 1,514 |
| Available-for-sale securities (fair market value) | $919,000 | 8,116 |
| Total debt securities | $10,229,000 | 6,354 |
| 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 | $9,530,000 | 6,621 |
| U.S. Government securities | $9,410,000 | 5,741 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,410,000 | 5,550 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $42,000 | 3,981 |
| Privately issued residential mortgage-backed securities | $42,000 | 1,209 |
| 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 | $78,000 | 2,120 |
| 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 | $9,452,000 | 3,102 |
| Certificates of participation in pools of residential mortgages | $6,558,000 | 2,952 |
| Issued or guaranteed by U.S. | $6,516,000 | 2,950 |
| Privately issued | $42,000 | 224 |
| Collaterized mortgage obligations | $2,894,000 | 2,306 |
| CMOs issued by government agencies or sponsored agencies | $2,894,000 | 2,197 |
| 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) | $8,555,000 | 1,634 |
| Available-for-sale securities (fair market value) | $975,000 | 8,125 |
| Total debt securities | $9,452,000 | 6,545 |
| 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 | $18,279,000 | 4,793 |
| U.S. Government securities | $18,121,000 | 3,818 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,121,000 | 3,634 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $62,000 | 4,013 |
| Privately issued residential mortgage-backed securities | $62,000 | 1,274 |
| 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 | $96,000 | 2,025 |
| 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 | $16,166,000 | 2,146 |
| Certificates of participation in pools of residential mortgages | $9,540,000 | 2,181 |
| Issued or guaranteed by U.S. | $9,478,000 | 2,178 |
| Privately issued | $62,000 | 230 |
| Collaterized mortgage obligations | $6,626,000 | 1,611 |
| CMOs issued by government agencies or sponsored agencies | $6,626,000 | 1,508 |
| 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) | $16,570,000 | 1,066 |
| Available-for-sale securities (fair market value) | $1,709,000 | 8,034 |
| Total debt securities | $18,183,000 | 4,721 |
| 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 | $47,284,000 | 2,306 |
| U.S. Government securities | $40,172,000 | 1,986 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,172,000 | 1,850 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $73,000 | 3,695 |
| Privately issued residential mortgage-backed securities | $73,000 | 1,215 |
| 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 | $7,039,000 | 665 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,743,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | $11,309,000 | 1,613 |
| Issued or guaranteed by U.S. | $11,236,000 | 1,609 |
| Privately issued | $73,000 | 261 |
| Collaterized mortgage obligations | $5,434,000 | 1,441 |
| CMOs issued by government agencies or sponsored agencies | $5,434,000 | 1,319 |
| 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) | $36,713,000 | 689 |
| Available-for-sale securities (fair market value) | $10,571,000 | 5,570 |
| Total debt securities | $40,245,000 | 2,584 |
| 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 | $51,614,000 | 2,186 |
| U.S. Government securities | $44,637,000 | 1,877 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,637,000 | 1,702 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $106,000 | 3,490 |
| Privately issued residential mortgage-backed securities | $106,000 | 1,212 |
| 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 | $6,871,000 | 663 |
| 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 | $19,747,000 | 1,623 |
| Certificates of participation in pools of residential mortgages | $13,808,000 | 1,500 |
| Issued or guaranteed by U.S. | $13,702,000 | 1,496 |
| Privately issued | $106,000 | 241 |
| Collaterized mortgage obligations | $5,939,000 | 1,478 |
| CMOs issued by government agencies or sponsored agencies | $5,939,000 | 1,346 |
| 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) | $42,388,000 | 653 |
| Available-for-sale securities (fair market value) | $9,226,000 | 6,093 |
| Total debt securities | $44,743,000 | 2,441 |
| 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 | $34,119,000 | 3,248 |
| U.S. Government securities | $29,106,000 | 2,896 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,106,000 | 2,436 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $773,000 | 2,418 |
| Privately issued residential mortgage-backed securities | $148,000 | 1,148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $625,000 | 2,081 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,240,000 | 941 |
| 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 | $24,281,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $19,314,000 | 1,265 |
| Issued or guaranteed by U.S. | $19,166,000 | 1,261 |
| Privately issued | $148,000 | 259 |
| Collaterized mortgage obligations | $4,967,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $4,967,000 | 1,655 |
| 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) | $22,302,000 | 1,241 |
| Available-for-sale securities (fair market value) | $11,817,000 | 5,304 |
| Total debt securities | $29,879,000 | 3,540 |
| 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 | $31,860,000 | 3,456 |
| U.S. Government securities | $31,251,000 | 2,822 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $31,251,000 | 2,208 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $265,000 | 2,746 |
| Privately issued residential mortgage-backed securities | $265,000 | 965 |
| 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 | $344,000 | 4,358 |
| 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 | $29,076,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $24,519,000 | 1,069 |
| Issued or guaranteed by U.S. | $24,254,000 | 1,060 |
| Privately issued | $265,000 | 283 |
| Collaterized mortgage obligations | $4,557,000 | 1,815 |
| CMOs issued by government agencies or sponsored agencies | $4,557,000 | 1,734 |
| 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) | $26,908,000 | 1,308 |
| Available-for-sale securities (fair market value) | $4,952,000 | 7,493 |
| Total debt securities | $31,516,000 | 3,392 |
| 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 | $35,619,000 | 3,396 |
| U.S. Government securities | $34,648,000 | 2,787 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,648,000 | 2,067 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $648,000 | 2,436 |
| Privately issued residential mortgage-backed securities | $648,000 | 893 |
| 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 | $286,000 | 4,614 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-37,000 | 907 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,860,000 | 1,268 |
| Certificates of participation in pools of residential mortgages | $27,753,000 | 1,048 |
| Issued or guaranteed by U.S. | $27,105,000 | 1,038 |
| Privately issued | $648,000 | 286 |
| Collaterized mortgage obligations | $5,107,000 | 1,909 |
| CMOs issued by government agencies or sponsored agencies | $5,107,000 | 1,812 |
| 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) | $33,308,000 | 1,223 |
| Available-for-sale securities (fair market value) | $2,311,000 | 8,881 |
| Total debt securities | $35,296,000 | 3,332 |
| 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 | $40,919,000 | 3,074 |
| U.S. Government securities | $40,063,000 | 2,523 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $40,063,000 | 1,767 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $817,000 | 2,703 |
| Privately issued residential mortgage-backed securities | $817,000 | 988 |
| 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 | $24,000 | 7,704 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-15,000 | 879 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,067,000 | 1,186 |
| Certificates of participation in pools of residential mortgages | $32,044,000 | 952 |
| Issued or guaranteed by U.S. | $31,227,000 | 945 |
| Privately issued | $817,000 | 312 |
| Collaterized mortgage obligations | $6,023,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $6,023,000 | 1,849 |
| 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) | $40,895,000 | 1,053 |
| Available-for-sale securities (fair market value) | $24,000 | 10,905 |
| Total debt securities | $40,880,000 | 2,995 |
| 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 | $43,179,000 | 3,046 |
| U.S. Government securities | $42,077,000 | 2,471 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $42,077,000 | 1,619 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $966,000 | 2,872 |
| Privately issued residential mortgage-backed securities | $966,000 | 954 |
| 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 | $4,000 | 8,600 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-132,000 | 1,200 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $39,262,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $31,487,000 | 980 |
| Issued or guaranteed by U.S. | $30,521,000 | 984 |
| Privately issued | $966,000 | 271 |
| Collaterized mortgage obligations | $7,775,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $7,775,000 | 1,633 |
| 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) | $43,179,000 | 1,713 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $43,043,000 | 2,988 |
| 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 | $41,034,000 | 3,397 |
| U.S. Government securities | $39,453,000 | 2,779 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $39,453,000 | 1,786 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $1,296,000 | 2,952 |
| Privately issued residential mortgage-backed securities | $1,296,000 | 1,061 |
| 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 | $4,000 | 8,665 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-281,000 | 1,398 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,714,000 | 1,453 |
| Certificates of participation in pools of residential mortgages | $26,494,000 | 1,208 |
| Issued or guaranteed by U.S. | $25,198,000 | 1,238 |
| Privately issued | $1,296,000 | 347 |
| Collaterized mortgage obligations | $9,220,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $9,220,000 | 1,696 |
| 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 | $40,749,000 | 3,322 |
| 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 | $37,801,000 | 3,640 |
| U.S. Government securities | $35,619,000 | 3,028 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $35,619,000 | 1,905 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $2,014,000 | 2,908 |
| Privately issued residential mortgage-backed securities | $2,014,000 | 1,204 |
| 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 | $4,000 | 8,619 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-164,000 | 1,542 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,318,000 | 1,526 |
| Certificates of participation in pools of residential mortgages | $26,812,000 | 1,199 |
| Issued or guaranteed by U.S. | $24,798,000 | 1,239 |
| Privately issued | $2,014,000 | 346 |
| Collaterized mortgage obligations | $7,506,000 | 2,061 |
| CMOs issued by government agencies or sponsored agencies | $7,506,000 | 1,859 |
| 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 | $37,633,000 | 3,567 |
| 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 |