Home > Sidney Federal Savings and Loan Association > Securities
Sidney Federal Savings and Loan Association, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,017,000 | 4,382 |
| U.S. Government securities | $1,017,000 | 4,247 |
| U.S. Treasury securities | $495,000 | 2,650 |
| U.S. Government agency obligations | $522,000 | 4,130 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $522,000 | 3,838 |
| Mortgage-backed securities | $522,000 | 3,595 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $510,000 | 3,350 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,000 | 1,565 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $1,017,000 | 4,137 |
| Total debt securities | $1,016,000 | 4,353 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $1,037,000 | 4,407 |
| U.S. Government securities | $1,037,000 | 4,274 |
| U.S. Treasury securities | $491,000 | 2,723 |
| U.S. Government agency obligations | $546,000 | 4,150 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| 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 | $544,000 | 3,842 |
| Mortgage-backed securities | $546,000 | 3,605 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $534,000 | 3,361 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,000 | 1,547 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $1,037,000 | 4,149 |
| Total debt securities | $1,027,000 | 4,380 |
| 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 | $1,047,000 | 4,444 |
| U.S. Government securities | $1,047,000 | 4,304 |
| U.S. Treasury securities | $487,000 | 2,747 |
| U.S. Government agency obligations | $560,000 | 4,184 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| 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 | $569,000 | 3,839 |
| Mortgage-backed securities | $560,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $547,000 | 3,372 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,000 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $1,047,000 | 4,179 |
| Total debt securities | $1,048,000 | 4,415 |
| 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 | $1,574,000 | 4,497 |
| U.S. Government securities | $1,574,000 | 4,340 |
| U.S. Treasury securities | $983,000 | 2,659 |
| U.S. Government agency obligations | $591,000 | 4,202 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| 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 | $595,000 | 3,841 |
| Mortgage-backed securities | $591,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $578,000 | 3,410 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,000 | 1,563 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $1,574,000 | 4,225 |
| Total debt securities | $1,575,000 | 4,469 |
| 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 | $2,094,000 | 4,501 |
| U.S. Government securities | $2,094,000 | 4,338 |
| U.S. Treasury securities | $1,470,000 | 2,607 |
| U.S. Government agency obligations | $624,000 | 4,217 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| 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 | $631,000 | 3,794 |
| Mortgage-backed securities | $624,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $608,000 | 3,436 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,000 | 1,559 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $2,094,000 | 4,226 |
| Total debt securities | $2,093,000 | 4,477 |
| 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 | $4,149,000 | 4,465 |
| U.S. Government securities | $4,149,000 | 4,227 |
| U.S. Treasury securities | $3,457,000 | 2,292 |
| U.S. Government agency obligations | $692,000 | 4,243 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| 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 | $676,000 | 3,802 |
| Mortgage-backed securities | $692,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $692,000 | 3,431 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $4,149,000 | 4,190 |
| Total debt securities | $4,149,000 | 4,441 |
| 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 | $4,232,000 | 4,483 |
| U.S. Government securities | $4,232,000 | 4,229 |
| U.S. Treasury securities | $3,467,000 | 2,251 |
| U.S. Government agency obligations | $765,000 | 4,258 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| 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 | $745,000 | 3,824 |
| Mortgage-backed securities | $765,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $748,000 | 3,532 |
| Issued or guaranteed by U.S. | $748,000 | 3,441 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $17,000 | 2,048 |
| Commercial mortgage pass-through securities | $17,000 | 1,565 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $4,232,000 | 4,213 |
| Total debt securities | $4,231,000 | 4,466 |
| 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 | $2,349,000 | 4,534 |
| U.S. Government securities | $2,349,000 | 4,310 |
| U.S. Treasury securities | $1,497,000 | 2,345 |
| U.S. Government agency obligations | $852,000 | 4,240 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| 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 | $829,000 | 3,832 |
| Mortgage-backed securities | $852,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | $835,000 | 3,519 |
| Issued or guaranteed by U.S. | $835,000 | 3,428 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $17,000 | 2,017 |
| Commercial mortgage pass-through securities | $17,000 | 1,533 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $2,349,000 | 4,283 |
| Total debt securities | $2,349,000 | 4,517 |
| 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 | $967,000 | 4,626 |
| U.S. Government securities | $967,000 | 4,403 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $967,000 | 4,233 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| 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 | $931,000 | 3,842 |
| Mortgage-backed securities | $967,000 | 3,720 |
| Certificates of participation in pools of residential mortgages | $943,000 | 3,509 |
| Issued or guaranteed by U.S. | $943,000 | 3,409 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $24,000 | 1,983 |
| Commercial mortgage pass-through securities | $24,000 | 1,502 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $967,000 | 4,385 |
| Total debt securities | $966,000 | 4,601 |
| 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 | $1,087,000 | 4,670 |
| U.S. Government securities | $1,087,000 | 4,411 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,087,000 | 4,260 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| 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 | $1,047,000 | 3,828 |
| Mortgage-backed securities | $1,087,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $1,061,000 | 3,504 |
| Issued or guaranteed by U.S. | $1,061,000 | 3,413 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $26,000 | 1,993 |
| Commercial mortgage pass-through securities | $26,000 | 1,513 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $1,087,000 | 4,425 |
| Total debt securities | $1,086,000 | 4,644 |
| 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 | $1,220,000 | 4,685 |
| U.S. Government securities | $1,220,000 | 4,426 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,220,000 | 4,280 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| 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 | $1,168,000 | 3,821 |
| Mortgage-backed securities | $1,220,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | $1,193,000 | 3,487 |
| Issued or guaranteed by U.S. | $1,193,000 | 3,386 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $27,000 | 1,999 |
| Commercial mortgage pass-through securities | $27,000 | 1,527 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,220,000 | 4,437 |
| Total debt securities | $1,220,000 | 4,662 |
| 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 | $1,436,000 | 4,683 |
| U.S. Government securities | $1,436,000 | 4,359 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,436,000 | 4,223 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,378,000 | 3,784 |
| Mortgage-backed securities | $1,436,000 | 3,679 |
| Certificates of participation in pools of residential mortgages | $1,397,000 | 3,417 |
| Issued or guaranteed by U.S. | $1,397,000 | 3,322 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $39,000 | 1,981 |
| Commercial mortgage pass-through securities | $39,000 | 1,517 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,436,000 | 4,433 |
| Total debt securities | $1,435,000 | 4,660 |
| 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 | $1,541,000 | 4,668 |
| U.S. Government securities | $1,541,000 | 4,288 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,541,000 | 4,158 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,494,000 | 3,759 |
| Mortgage-backed securities | $1,541,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $1,501,000 | 3,362 |
| Issued or guaranteed by U.S. | $1,501,000 | 3,276 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $40,000 | 1,937 |
| Commercial mortgage pass-through securities | $40,000 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,541,000 | 4,416 |
| Total debt securities | $1,540,000 | 4,644 |
| 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 | $1,812,000 | 4,664 |
| U.S. Government securities | $1,812,000 | 4,280 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,812,000 | 4,146 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,759,000 | 3,733 |
| Mortgage-backed securities | $1,812,000 | 3,624 |
| Certificates of participation in pools of residential mortgages | $1,764,000 | 3,277 |
| Issued or guaranteed by U.S. | $1,764,000 | 3,188 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $48,000 | 1,919 |
| Commercial mortgage pass-through securities | $48,000 | 1,453 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $1,812,000 | 4,414 |
| Total debt securities | $1,812,000 | 4,640 |
| 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 | $2,144,000 | 4,644 |
| U.S. Government securities | $2,144,000 | 4,252 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,144,000 | 4,100 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,079,000 | 3,683 |
| Mortgage-backed securities | $2,144,000 | 3,580 |
| Certificates of participation in pools of residential mortgages | $2,094,000 | 3,197 |
| Issued or guaranteed by U.S. | $2,094,000 | 3,110 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $50,000 | 1,906 |
| Commercial mortgage pass-through securities | $50,000 | 1,452 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $2,144,000 | 4,399 |
| Total debt securities | $2,145,000 | 4,620 |
| 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 | $2,308,000 | 4,665 |
| U.S. Government securities | $2,308,000 | 4,282 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,308,000 | 4,138 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,259,000 | 3,660 |
| Mortgage-backed securities | $2,308,000 | 3,563 |
| Certificates of participation in pools of residential mortgages | $2,254,000 | 3,173 |
| Issued or guaranteed by U.S. | $2,254,000 | 3,076 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,000 | 2,870 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,810 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $51,000 | 1,883 |
| Commercial mortgage pass-through securities | $51,000 | 1,415 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $2,308,000 | 4,424 |
| Total debt securities | $2,308,000 | 4,642 |
| 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 | $2,521,000 | 4,719 |
| U.S. Government securities | $2,521,000 | 4,347 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,521,000 | 4,178 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,443,000 | 3,706 |
| Mortgage-backed securities | $2,521,000 | 3,512 |
| Certificates of participation in pools of residential mortgages | $2,463,000 | 3,106 |
| Issued or guaranteed by U.S. | $2,463,000 | 3,015 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,820 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $52,000 | 1,859 |
| Commercial mortgage pass-through securities | $52,000 | 1,414 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $2,521,000 | 4,478 |
| Total debt securities | $2,522,000 | 4,696 |
| 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 | $3,205,000 | 4,736 |
| U.S. Government securities | $3,205,000 | 4,309 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,205,000 | 4,147 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,000 | 4,384 |
| Mortgage-backed securities | $3,205,000 | 3,405 |
| Certificates of participation in pools of residential mortgages | $3,140,000 | 2,957 |
| Issued or guaranteed by U.S. | $3,140,000 | 2,870 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,831 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $56,000 | 1,835 |
| Commercial mortgage pass-through securities | $56,000 | 1,407 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $3,205,000 | 4,499 |
| Total debt securities | $3,205,000 | 4,714 |
| 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 | $3,818,000 | 4,748 |
| U.S. Government securities | $3,818,000 | 4,280 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,818,000 | 4,114 |
| 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 | $135,000 | 4,423 |
| Mortgage-backed securities | $3,818,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $3,749,000 | 2,842 |
| Issued or guaranteed by U.S. | $3,749,000 | 2,762 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $12,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,830 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $57,000 | 1,819 |
| Commercial mortgage pass-through securities | $57,000 | 1,400 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $3,818,000 | 4,491 |
| Total debt securities | $3,818,000 | 4,728 |
| 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 | $4,477,000 | 4,746 |
| U.S. Government securities | $4,477,000 | 4,243 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,477,000 | 4,077 |
| 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 | $137,000 | 4,469 |
| Mortgage-backed securities | $4,477,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $4,393,000 | 2,729 |
| Issued or guaranteed by U.S. | $4,393,000 | 2,655 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $15,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 2,842 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $69,000 | 1,748 |
| Commercial mortgage pass-through securities | $69,000 | 1,372 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $4,477,000 | 4,474 |
| Total debt securities | $4,477,000 | 4,728 |
| 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 | $5,063,000 | 4,720 |
| U.S. Government securities | $4,813,000 | 4,219 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,813,000 | 4,070 |
| Securities issued by states & political subdivisions | $250,000 | 4,377 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,000 | 4,514 |
| Mortgage-backed securities | $4,813,000 | 3,186 |
| Certificates of participation in pools of residential mortgages | $4,724,000 | 2,667 |
| Issued or guaranteed by U.S. | $4,724,000 | 2,625 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $17,000 | 2,920 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 2,855 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $72,000 | 1,710 |
| Commercial mortgage pass-through securities | $72,000 | 1,354 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $5,063,000 | 4,457 |
| Total debt securities | $5,063,000 | 4,700 |
| 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 | $4,061,000 | 4,878 |
| U.S. Government securities | $3,810,000 | 4,427 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,810,000 | 4,274 |
| Securities issued by states & political subdivisions | $251,000 | 4,423 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,000 | 4,570 |
| Mortgage-backed securities | $3,810,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $3,703,000 | 2,930 |
| Issued or guaranteed by U.S. | $3,703,000 | 2,909 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,000 | 2,930 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 2,862 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $87,000 | 1,698 |
| Commercial mortgage pass-through securities | $87,000 | 1,335 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $4,061,000 | 4,606 |
| Total debt securities | $4,061,000 | 4,859 |
| 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 | $2,299,000 | 5,109 |
| U.S. Government securities | $1,113,000 | 4,937 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,113,000 | 4,797 |
| Securities issued by states & political subdivisions | $251,000 | 4,483 |
| Other domestic debt securities | $935,000 | 1,691 |
| Privately issued residential mortgage-backed securities | $935,000 | 502 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,000 | 4,613 |
| Mortgage-backed securities | $2,048,000 | 3,746 |
| Certificates of participation in pools of residential mortgages | $1,926,000 | 3,396 |
| Issued or guaranteed by U.S. | $991,000 | 3,537 |
| Privately issued | $935,000 | 268 |
| Collaterized mortgage obligations | $23,000 | 2,952 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 2,879 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $99,000 | 1,664 |
| Commercial mortgage pass-through securities | $99,000 | 1,295 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $2,299,000 | 4,837 |
| Total debt securities | $2,299,000 | 5,087 |
| 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 | $2,450,000 | 5,158 |
| U.S. Government securities | $2,199,000 | 4,812 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,199,000 | 4,675 |
| Securities issued by states & political subdivisions | $251,000 | 4,530 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,000 | 4,665 |
| Mortgage-backed securities | $2,099,000 | 3,761 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 3,410 |
| Issued or guaranteed by U.S. | $2,072,000 | 3,404 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $27,000 | 2,952 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 2,876 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $2,450,000 | 4,874 |
| Total debt securities | $2,449,000 | 5,136 |
| 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 | $2,176,000 | 5,246 |
| U.S. Government securities | $1,925,000 | 4,913 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,925,000 | 4,790 |
| Securities issued by states & political subdivisions | $251,000 | 4,598 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,000 | 4,741 |
| Mortgage-backed securities | $1,822,000 | 3,850 |
| Certificates of participation in pools of residential mortgages | $1,791,000 | 3,521 |
| Issued or guaranteed by U.S. | $1,791,000 | 3,513 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $31,000 | 2,957 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 2,875 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $2,176,000 | 4,974 |
| Total debt securities | $2,176,000 | 5,226 |
| 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 | $2,337,000 | 5,289 |
| U.S. Government securities | $2,086,000 | 4,919 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,086,000 | 4,803 |
| Securities issued by states & political subdivisions | $251,000 | 4,642 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $243,000 | 4,797 |
| Mortgage-backed securities | $1,970,000 | 3,870 |
| Certificates of participation in pools of residential mortgages | $1,928,000 | 3,541 |
| Issued or guaranteed by U.S. | $1,928,000 | 3,535 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $42,000 | 2,967 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 2,889 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,337,000 | 5,001 |
| Total debt securities | $2,338,000 | 5,266 |
| 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 | $2,512,000 | 5,319 |
| U.S. Government securities | $2,262,000 | 4,940 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,262,000 | 4,822 |
| Securities issued by states & political subdivisions | $250,000 | 4,690 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,000 | 4,829 |
| Mortgage-backed securities | $2,144,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $2,089,000 | 3,541 |
| Issued or guaranteed by U.S. | $2,089,000 | 3,535 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $55,000 | 2,984 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 2,900 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,512,000 | 5,023 |
| Total debt securities | $2,511,000 | 5,294 |
| 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 | $3,509,000 | 5,294 |
| U.S. Government securities | $3,259,000 | 4,823 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,259,000 | 4,693 |
| Securities issued by states & political subdivisions | $250,000 | 4,746 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $363,000 | 4,851 |
| Mortgage-backed securities | $3,121,000 | 3,733 |
| Certificates of participation in pools of residential mortgages | $3,055,000 | 3,349 |
| Issued or guaranteed by U.S. | $3,055,000 | 3,346 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $66,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 2,932 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $3,509,000 | 4,988 |
| Total debt securities | $3,509,000 | 5,271 |
| 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 | $3,744,000 | 5,307 |
| U.S. Government securities | $3,494,000 | 4,788 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,494,000 | 4,670 |
| Securities issued by states & political subdivisions | $250,000 | 4,795 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $395,000 | 4,891 |
| Mortgage-backed securities | $3,353,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $3,273,000 | 3,322 |
| Issued or guaranteed by U.S. | $3,273,000 | 3,318 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $80,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 2,917 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $3,744,000 | 4,987 |
| Total debt securities | $3,743,000 | 5,283 |
| 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 | $5,045,000 | 5,213 |
| U.S. Government securities | $4,593,000 | 4,658 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,593,000 | 4,540 |
| Securities issued by states & political subdivisions | $452,000 | 4,726 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $432,000 | 4,955 |
| Mortgage-backed securities | $4,449,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $4,350,000 | 3,122 |
| Issued or guaranteed by U.S. | $4,350,000 | 3,121 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $99,000 | 3,033 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 2,939 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $5,045,000 | 4,890 |
| Total debt securities | $5,046,000 | 5,188 |
| 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 | $7,715,000 | 4,995 |
| U.S. Government securities | $6,654,000 | 4,444 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,654,000 | 4,313 |
| Securities issued by states & political subdivisions | $1,061,000 | 4,509 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $456,000 | 5,027 |
| Mortgage-backed securities | $6,503,000 | 3,258 |
| Certificates of participation in pools of residential mortgages | $6,383,000 | 2,807 |
| Issued or guaranteed by U.S. | $6,383,000 | 2,802 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $120,000 | 3,044 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 2,942 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $7,715,000 | 4,662 |
| Total debt securities | $7,715,000 | 4,972 |
| 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 | $8,671,000 | 4,971 |
| U.S. Government securities | $7,613,000 | 4,400 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,613,000 | 4,281 |
| Securities issued by states & political subdivisions | $1,058,000 | 4,535 |
| 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 | $488,000 | 5,072 |
| Mortgage-backed securities | $6,959,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | $6,809,000 | 2,739 |
| Issued or guaranteed by U.S. | $6,809,000 | 2,734 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $150,000 | 3,042 |
| CMOs issued by government agencies or sponsored agencies | $150,000 | 2,950 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $8,671,000 | 4,621 |
| Total debt securities | $8,671,000 | 4,949 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,326 |
| Fair value | $250,000 | 1,329 |
| 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 | $12,032,000 | 4,696 |
| U.S. Government securities | $10,975,000 | 3,975 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,975,000 | 3,832 |
| Securities issued by states & political subdivisions | $1,057,000 | 4,569 |
| 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 | $570,000 | 5,075 |
| Mortgage-backed securities | $10,068,000 | 2,836 |
| Certificates of participation in pools of residential mortgages | $9,895,000 | 2,348 |
| Issued or guaranteed by U.S. | $9,895,000 | 2,345 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $173,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 2,969 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $12,032,000 | 4,340 |
| Total debt securities | $12,032,000 | 4,673 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,470 |
| Fair value | $249,000 | 1,494 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $12,795,000 | 4,709 |
| U.S. Government securities | $11,737,000 | 3,966 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $11,737,000 | 3,841 |
| Securities issued by states & political subdivisions | $1,058,000 | 4,621 |
| 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 | $609,000 | 5,142 |
| Mortgage-backed securities | $10,824,000 | 2,800 |
| Certificates of participation in pools of residential mortgages | $10,622,000 | 2,294 |
| Issued or guaranteed by U.S. | $10,622,000 | 2,292 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $202,000 | 3,088 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 2,996 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $12,795,000 | 4,343 |
| Total debt securities | $12,794,000 | 4,684 |
| 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 | $13,512,000 | 4,729 |
| U.S. Government securities | $12,458,000 | 3,988 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $12,458,000 | 3,866 |
| Securities issued by states & political subdivisions | $1,054,000 | 4,649 |
| 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 | $641,000 | 5,180 |
| Mortgage-backed securities | $11,590,000 | 2,791 |
| Certificates of participation in pools of residential mortgages | $11,350,000 | 2,274 |
| Issued or guaranteed by U.S. | $11,350,000 | 2,272 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $240,000 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $240,000 | 3,004 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $13,512,000 | 4,354 |
| Total debt securities | $13,512,000 | 4,706 |
| 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 | $13,895,000 | 4,766 |
| U.S. Government securities | $12,827,000 | 4,024 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,827,000 | 3,907 |
| Securities issued by states & political subdivisions | $1,068,000 | 4,636 |
| 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 | $680,000 | 5,235 |
| Mortgage-backed securities | $12,452,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | $12,158,000 | 2,219 |
| Issued or guaranteed by U.S. | $12,158,000 | 2,219 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $294,000 | 3,101 |
| CMOs issued by government agencies or sponsored agencies | $294,000 | 3,003 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $13,895,000 | 4,391 |
| Total debt securities | $13,896,000 | 4,740 |
| 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 | $14,182,000 | 4,794 |
| U.S. Government securities | $13,123,000 | 4,042 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $13,123,000 | 3,924 |
| Securities issued by states & political subdivisions | $1,059,000 | 4,713 |
| 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 | $752,000 | 5,295 |
| Mortgage-backed securities | $12,945,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $12,612,000 | 2,239 |
| Issued or guaranteed by U.S. | $12,612,000 | 2,237 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $333,000 | 3,132 |
| CMOs issued by government agencies or sponsored agencies | $333,000 | 3,031 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $14,182,000 | 4,416 |
| Total debt securities | $14,183,000 | 4,773 |
| 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 | $14,435,000 | 4,866 |
| U.S. Government securities | $13,378,000 | 4,112 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $13,378,000 | 3,994 |
| Securities issued by states & political subdivisions | $1,057,000 | 4,778 |
| 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 | $759,000 | 5,364 |
| Mortgage-backed securities | $13,191,000 | 2,791 |
| Certificates of participation in pools of residential mortgages | $12,821,000 | 2,295 |
| Issued or guaranteed by U.S. | $12,821,000 | 2,293 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $370,000 | 3,169 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 3,053 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $14,435,000 | 4,481 |
| Total debt securities | $14,436,000 | 4,846 |
| 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 | $15,346,000 | 4,843 |
| U.S. Government securities | $14,293,000 | 4,074 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $14,293,000 | 3,961 |
| Securities issued by states & political subdivisions | $1,053,000 | 4,825 |
| 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 | $769,000 | 5,410 |
| Mortgage-backed securities | $14,102,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $13,695,000 | 2,241 |
| Issued or guaranteed by U.S. | $13,695,000 | 2,241 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $407,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 3,074 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $15,346,000 | 4,443 |
| Total debt securities | $15,345,000 | 4,821 |
| 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 | $15,672,000 | 4,862 |
| U.S. Government securities | $14,623,000 | 4,060 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $14,623,000 | 3,961 |
| Securities issued by states & political subdivisions | $1,049,000 | 4,863 |
| 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 | $858,000 | 5,430 |
| Mortgage-backed securities | $14,430,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $14,001,000 | 2,240 |
| Issued or guaranteed by U.S. | $14,001,000 | 2,240 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $429,000 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $429,000 | 3,079 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $15,672,000 | 4,467 |
| Total debt securities | $15,672,000 | 4,831 |
| 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 | $16,458,000 | 4,791 |
| U.S. Government securities | $15,421,000 | 3,950 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,421,000 | 3,854 |
| Securities issued by states & political subdivisions | $1,037,000 | 4,905 |
| 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 | $876,000 | 5,488 |
| Mortgage-backed securities | $15,226,000 | 2,668 |
| Certificates of participation in pools of residential mortgages | $14,777,000 | 2,163 |
| Issued or guaranteed by U.S. | $14,777,000 | 2,163 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $449,000 | 3,173 |
| CMOs issued by government agencies or sponsored agencies | $449,000 | 3,058 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $16,458,000 | 4,403 |
| Total debt securities | $16,459,000 | 4,767 |
| 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 | $16,912,000 | 4,795 |
| U.S. Government securities | $15,874,000 | 3,948 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,874,000 | 3,848 |
| Securities issued by states & political subdivisions | $1,038,000 | 4,922 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $916,000 | 5,529 |
| Mortgage-backed securities | $15,674,000 | 2,664 |
| Certificates of participation in pools of residential mortgages | $15,194,000 | 2,134 |
| Issued or guaranteed by U.S. | $15,194,000 | 2,132 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $480,000 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $480,000 | 3,067 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,912,000 | 4,409 |
| Total debt securities | $16,911,000 | 4,763 |
| 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 | $17,385,000 | 4,750 |
| U.S. Government securities | $16,348,000 | 3,880 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,348,000 | 3,786 |
| Securities issued by states & political subdivisions | $1,037,000 | 4,914 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $831,000 | 5,579 |
| Mortgage-backed securities | $16,142,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | $15,600,000 | 2,097 |
| Issued or guaranteed by U.S. | $15,600,000 | 2,095 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $542,000 | 3,173 |
| CMOs issued by government agencies or sponsored agencies | $542,000 | 3,051 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $17,385,000 | 4,380 |
| Total debt securities | $17,384,000 | 4,714 |
| 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 | $17,430,000 | 4,753 |
| U.S. Government securities | $16,360,000 | 3,908 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $16,360,000 | 3,815 |
| Securities issued by states & political subdivisions | $1,070,000 | 4,896 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $16,153,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $15,553,000 | 2,125 |
| Issued or guaranteed by U.S. | $15,553,000 | 2,123 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $600,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $600,000 | 3,048 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $17,430,000 | 4,383 |
| Total debt securities | $17,430,000 | 4,722 |
| 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 | $17,517,000 | 4,712 |
| U.S. Government securities | $16,720,000 | 3,830 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $16,720,000 | 3,732 |
| Securities issued by states & political subdivisions | $797,000 | 5,083 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $16,478,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $15,814,000 | 2,081 |
| Issued or guaranteed by U.S. | $15,814,000 | 2,079 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $664,000 | 3,196 |
| CMOs issued by government agencies or sponsored agencies | $664,000 | 3,051 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $17,517,000 | 4,351 |
| Total debt securities | $17,518,000 | 4,682 |
| 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 | $18,976,000 | 4,624 |
| U.S. Government securities | $18,179,000 | 3,763 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $18,179,000 | 3,682 |
| Securities issued by states & political subdivisions | $797,000 | 5,098 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $17,935,000 | 2,662 |
| Certificates of participation in pools of residential mortgages | $17,229,000 | 2,065 |
| Issued or guaranteed by U.S. | $17,229,000 | 2,063 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $706,000 | 3,266 |
| CMOs issued by government agencies or sponsored agencies | $706,000 | 3,113 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $18,976,000 | 4,279 |
| Total debt securities | $18,977,000 | 4,590 |
| 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 | $20,932,000 | 4,496 |
| U.S. Government securities | $20,138,000 | 3,622 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $20,138,000 | 3,548 |
| Securities issued by states & political subdivisions | $794,000 | 5,096 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $19,892,000 | 2,546 |
| Certificates of participation in pools of residential mortgages | $19,114,000 | 1,958 |
| Issued or guaranteed by U.S. | $19,114,000 | 1,958 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $733,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $733,000 | 3,114 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $45,000 | 608 |
| Commercial mortgage pass-through securities | $45,000 | 437 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $20,932,000 | 4,152 |
| Total debt securities | $20,933,000 | 4,465 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $21,945,000 | 4,439 |
| U.S. Government securities | $21,159,000 | 3,599 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $21,159,000 | 3,520 |
| Securities issued by states & political subdivisions | $786,000 | 5,078 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $20,902,000 | 2,485 |
| Certificates of participation in pools of residential mortgages | $20,105,000 | 1,882 |
| Issued or guaranteed by U.S. | $20,105,000 | 1,880 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $751,000 | 3,297 |
| CMOs issued by government agencies or sponsored agencies | $751,000 | 3,137 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $46,000 | 569 |
| Commercial mortgage pass-through securities | $46,000 | 406 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $21,945,000 | 4,089 |
| Total debt securities | $21,944,000 | 4,410 |
| 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 | $20,590,000 | 4,497 |
| U.S. Government securities | $19,770,000 | 3,660 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,770,000 | 3,589 |
| Securities issued by states & political subdivisions | $820,000 | 5,048 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,520,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $19,520,000 | 1,813 |
| Issued or guaranteed by U.S. | $19,520,000 | 1,812 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,226,000 | 673 |
| Available-for-sale securities (fair market value) | $364,000 | 6,635 |
| Total debt securities | $20,590,000 | 4,471 |
| 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 | $20,210,000 | 4,484 |
| U.S. Government securities | $19,590,000 | 3,626 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,590,000 | 3,544 |
| Securities issued by states & political subdivisions | $620,000 | 5,180 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,337,000 | 2,484 |
| Certificates of participation in pools of residential mortgages | $19,337,000 | 1,768 |
| Issued or guaranteed by U.S. | $19,337,000 | 1,764 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $975,000 | 2,143 |
| Available-for-sale securities (fair market value) | $19,235,000 | 4,214 |
| Total debt securities | $20,210,000 | 4,449 |
| 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 | $18,275,000 | 4,751 |
| U.S. Government securities | $17,655,000 | 3,937 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,655,000 | 3,838 |
| Securities issued by states & political subdivisions | $620,000 | 5,164 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,390,000 | 2,566 |
| Certificates of participation in pools of residential mortgages | $17,390,000 | 1,864 |
| Issued or guaranteed by U.S. | $17,390,000 | 1,862 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $681,000 | 2,271 |
| Available-for-sale securities (fair market value) | $17,594,000 | 4,415 |
| Total debt securities | $18,275,000 | 4,711 |
| 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 | $19,114,000 | 4,647 |
| U.S. Government securities | $18,494,000 | 3,797 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,494,000 | 3,689 |
| Securities issued by states & political subdivisions | $620,000 | 5,168 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,222,000 | 2,440 |
| Certificates of participation in pools of residential mortgages | $18,222,000 | 1,757 |
| Issued or guaranteed by U.S. | $18,222,000 | 1,754 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $720,000 | 2,269 |
| Available-for-sale securities (fair market value) | $18,394,000 | 4,332 |
| Total debt securities | $19,114,000 | 4,608 |
| 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 | $17,763,000 | 4,685 |
| U.S. Government securities | $17,033,000 | 3,809 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,033,000 | 3,695 |
| Securities issued by states & political subdivisions | $730,000 | 5,114 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,750,000 | 2,451 |
| Certificates of participation in pools of residential mortgages | $16,750,000 | 1,786 |
| Issued or guaranteed by U.S. | $16,750,000 | 1,782 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $882,000 | 2,226 |
| Available-for-sale securities (fair market value) | $16,881,000 | 4,389 |
| Total debt securities | $17,763,000 | 4,650 |
| 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 | $16,494,000 | 4,780 |
| U.S. Government securities | $15,764,000 | 3,930 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,764,000 | 3,819 |
| Securities issued by states & political subdivisions | $730,000 | 5,040 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,468,000 | 2,548 |
| Certificates of participation in pools of residential mortgages | $15,468,000 | 1,842 |
| Issued or guaranteed by U.S. | $15,468,000 | 1,836 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $897,000 | 2,265 |
| Available-for-sale securities (fair market value) | $15,597,000 | 4,476 |
| Total debt securities | $16,494,000 | 4,740 |
| 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 | $14,734,000 | 5,023 |
| U.S. Government securities | $14,004,000 | 4,258 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,004,000 | 4,145 |
| Securities issued by states & political subdivisions | $730,000 | 5,022 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,692,000 | 2,708 |
| Certificates of participation in pools of residential mortgages | $13,692,000 | 2,022 |
| Issued or guaranteed by U.S. | $13,692,000 | 2,016 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $862,000 | 2,343 |
| Available-for-sale securities (fair market value) | $13,872,000 | 4,701 |
| Total debt securities | $14,734,000 | 4,988 |
| 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 | $13,519,000 | 5,220 |
| U.S. Government securities | $12,789,000 | 4,492 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,789,000 | 4,377 |
| Securities issued by states & political subdivisions | $730,000 | 5,029 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,458,000 | 2,907 |
| Certificates of participation in pools of residential mortgages | $12,458,000 | 2,233 |
| Issued or guaranteed by U.S. | $12,458,000 | 2,228 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,430,000 | 2,170 |
| Available-for-sale securities (fair market value) | $12,089,000 | 4,991 |
| Total debt securities | $13,519,000 | 5,184 |
| 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 | $14,306,000 | 5,124 |
| U.S. Government securities | $13,576,000 | 4,345 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,576,000 | 4,254 |
| Securities issued by states & political subdivisions | $730,000 | 5,068 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,301,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $13,301,000 | 2,217 |
| Issued or guaranteed by U.S. | $13,301,000 | 2,209 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $712,000 | 2,510 |
| Available-for-sale securities (fair market value) | $13,594,000 | 4,780 |
| Total debt securities | $14,306,000 | 5,086 |
| 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 | $12,435,000 | 5,426 |
| U.S. Government securities | $11,455,000 | 4,711 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,455,000 | 4,620 |
| Securities issued by states & political subdivisions | $980,000 | 4,948 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,372,000 | 3,145 |
| Certificates of participation in pools of residential mortgages | $11,372,000 | 2,493 |
| Issued or guaranteed by U.S. | $11,372,000 | 2,483 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,050,000 | 2,429 |
| Available-for-sale securities (fair market value) | $11,385,000 | 5,118 |
| Total debt securities | $12,435,000 | 5,379 |
| 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 | $12,862,000 | 5,351 |
| U.S. Government securities | $11,882,000 | 4,641 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,882,000 | 4,548 |
| Securities issued by states & political subdivisions | $980,000 | 4,941 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,797,000 | 3,126 |
| Certificates of participation in pools of residential mortgages | $11,797,000 | 2,488 |
| Issued or guaranteed by U.S. | $11,797,000 | 2,478 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,054,000 | 2,457 |
| Available-for-sale securities (fair market value) | $11,808,000 | 5,036 |
| Total debt securities | $12,862,000 | 5,307 |
| 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 | $13,852,000 | 5,253 |
| U.S. Government securities | $12,872,000 | 4,551 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,872,000 | 4,471 |
| Securities issued by states & political subdivisions | $980,000 | 4,872 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,786,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $12,786,000 | 2,409 |
| Issued or guaranteed by U.S. | $12,786,000 | 2,397 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,068,000 | 2,488 |
| Available-for-sale securities (fair market value) | $12,784,000 | 4,940 |
| Total debt securities | $13,852,000 | 5,211 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $14,040,000 | 5,261 |
| U.S. Government securities | $13,060,000 | 4,563 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,060,000 | 4,480 |
| Securities issued by states & political subdivisions | $980,000 | 4,835 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,970,000 | 2,982 |
| Certificates of participation in pools of residential mortgages | $12,970,000 | 2,368 |
| Issued or guaranteed by U.S. | $12,970,000 | 2,356 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,007,000 | 2,528 |
| Available-for-sale securities (fair market value) | $13,033,000 | 4,899 |
| Total debt securities | $14,040,000 | 5,218 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $13,169,000 | 5,336 |
| U.S. Government securities | $12,212,000 | 4,680 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,212,000 | 4,592 |
| Securities issued by states & political subdivisions | $957,000 | 4,838 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,118,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | $12,118,000 | 2,375 |
| Issued or guaranteed by U.S. | $12,118,000 | 2,359 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $997,000 | 2,564 |
| Available-for-sale securities (fair market value) | $12,172,000 | 4,988 |
| Total debt securities | $13,169,000 | 5,298 |
| 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 | $13,778,000 | 5,284 |
| U.S. Government securities | $12,798,000 | 4,593 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,798,000 | 4,517 |
| Securities issued by states & political subdivisions | $980,000 | 4,862 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,776,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $12,776,000 | 2,276 |
| Issued or guaranteed by U.S. | $12,776,000 | 2,263 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $689,000 | 2,732 |
| Available-for-sale securities (fair market value) | $13,089,000 | 4,906 |
| Total debt securities | $13,778,000 | 5,229 |
| 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 | $14,921,000 | 5,127 |
| U.S. Government securities | $13,941,000 | 4,409 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,941,000 | 4,330 |
| Securities issued by states & political subdivisions | $980,000 | 4,896 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,878,000 | 2,700 |
| Certificates of participation in pools of residential mortgages | $13,878,000 | 2,096 |
| Issued or guaranteed by U.S. | $13,878,000 | 2,085 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $58,000 | 3,417 |
| Available-for-sale securities (fair market value) | $14,863,000 | 4,648 |
| Total debt securities | $14,921,000 | 5,069 |
| 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 | $12,574,000 | 5,580 |
| U.S. Government securities | $11,594,000 | 4,940 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,594,000 | 4,846 |
| Securities issued by states & political subdivisions | $980,000 | 4,913 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,577,000 | 2,696 |
| Certificates of participation in pools of residential mortgages | $11,577,000 | 2,105 |
| Issued or guaranteed by U.S. | $11,577,000 | 2,093 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,000 | 3,590 |
| Available-for-sale securities (fair market value) | $12,562,000 | 5,016 |
| Total debt securities | $12,574,000 | 5,524 |
| 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 | $11,916,000 | 5,741 |
| U.S. Government securities | $10,936,000 | 5,164 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,936,000 | 5,068 |
| Securities issued by states & political subdivisions | $980,000 | 4,922 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,921,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $10,921,000 | 2,017 |
| Issued or guaranteed by U.S. | $10,921,000 | 2,007 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $80,000 | 3,488 |
| Available-for-sale securities (fair market value) | $11,836,000 | 5,170 |
| Total debt securities | $11,916,000 | 5,678 |
| 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 | $11,579,000 | 5,800 |
| U.S. Government securities | $10,599,000 | 5,267 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,599,000 | 5,153 |
| Securities issued by states & political subdivisions | $980,000 | 4,936 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,339,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $10,339,000 | 2,032 |
| Issued or guaranteed by U.S. | $10,339,000 | 2,025 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $122,000 | 3,445 |
| Available-for-sale securities (fair market value) | $11,457,000 | 5,236 |
| Total debt securities | $11,579,000 | 5,740 |
| 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 | $11,661,000 | 5,794 |
| U.S. Government securities | $10,681,000 | 5,270 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,681,000 | 5,151 |
| Securities issued by states & political subdivisions | $980,000 | 4,980 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,413,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $10,413,000 | 2,016 |
| Issued or guaranteed by U.S. | $10,413,000 | 2,009 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,000 | 3,653 |
| Available-for-sale securities (fair market value) | $11,605,000 | 5,192 |
| Total debt securities | $11,661,000 | 5,741 |
| 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 | $12,651,000 | 5,663 |
| U.S. Government securities | $11,671,000 | 5,111 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,671,000 | 4,990 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $980,000 | 1,054 |
| 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 | $11,404,000 | 2,463 |
| Certificates of participation in pools of residential mortgages | $11,404,000 | 1,925 |
| Issued or guaranteed by U.S. | $11,404,000 | 1,915 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,000 | 3,738 |
| Available-for-sale securities (fair market value) | $12,597,000 | 5,066 |
| Total debt securities | $11,671,000 | 5,791 |
| 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 | $12,824,000 | 5,687 |
| U.S. Government securities | $11,844,000 | 5,127 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,844,000 | 5,015 |
| Securities issued by states & political subdivisions | $980,000 | 5,044 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,574,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $11,574,000 | 1,913 |
| Issued or guaranteed by U.S. | $11,574,000 | 1,901 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,000 | 3,825 |
| Available-for-sale securities (fair market value) | $12,772,000 | 5,054 |
| Total debt securities | $12,824,000 | 5,638 |
| 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 | $13,734,000 | 5,534 |
| U.S. Government securities | $12,754,000 | 4,959 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,754,000 | 4,822 |
| Securities issued by states & political subdivisions | $980,000 | 5,061 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,299,000 | 2,475 |
| Certificates of participation in pools of residential mortgages | $11,299,000 | 1,953 |
| Issued or guaranteed by U.S. | $11,299,000 | 1,942 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $389,000 | 3,390 |
| Available-for-sale securities (fair market value) | $13,345,000 | 4,940 |
| Total debt securities | $13,734,000 | 5,485 |
| 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 | $12,102,000 | 5,856 |
| U.S. Government securities | $11,122,000 | 5,334 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,122,000 | 5,198 |
| Securities issued by states & political subdivisions | $980,000 | 5,079 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,667,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $9,667,000 | 2,195 |
| Issued or guaranteed by U.S. | $9,667,000 | 2,183 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $81,000 | 3,889 |
| Available-for-sale securities (fair market value) | $12,021,000 | 5,204 |
| Total debt securities | $12,102,000 | 5,802 |
| 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 | $11,765,000 | 5,960 |
| U.S. Government securities | $10,785,000 | 5,399 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,785,000 | 5,261 |
| Securities issued by states & political subdivisions | $980,000 | 5,104 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,336,000 | 2,798 |
| Certificates of participation in pools of residential mortgages | $9,336,000 | 2,251 |
| Issued or guaranteed by U.S. | $9,336,000 | 2,239 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $48,000 | 4,042 |
| Available-for-sale securities (fair market value) | $11,717,000 | 5,273 |
| Total debt securities | $11,765,000 | 5,903 |
| 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 | $11,111,000 | 6,108 |
| U.S. Government securities | $10,131,000 | 5,532 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,131,000 | 5,400 |
| Securities issued by states & political subdivisions | $980,000 | 5,117 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,679,000 | 2,925 |
| Certificates of participation in pools of residential mortgages | $8,679,000 | 2,391 |
| Issued or guaranteed by U.S. | $8,679,000 | 2,381 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,000 | 4,147 |
| Available-for-sale securities (fair market value) | $11,082,000 | 5,400 |
| Total debt securities | $11,111,000 | 6,042 |
| 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 | $10,893,000 | 6,188 |
| U.S. Government securities | $9,913,000 | 5,628 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,913,000 | 5,488 |
| Securities issued by states & political subdivisions | $980,000 | 5,094 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,457,000 | 3,038 |
| Certificates of participation in pools of residential mortgages | $8,457,000 | 2,470 |
| Issued or guaranteed by U.S. | $8,457,000 | 2,459 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,000 | 4,190 |
| Available-for-sale securities (fair market value) | $10,863,000 | 5,466 |
| Total debt securities | $10,893,000 | 6,124 |
| 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 | $8,435,000 | 6,777 |
| U.S. Government securities | $7,455,000 | 6,341 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,455,000 | 6,196 |
| Securities issued by states & political subdivisions | $980,000 | 5,126 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,000,000 | 3,648 |
| Certificates of participation in pools of residential mortgages | $6,000,000 | 3,040 |
| Issued or guaranteed by U.S. | $6,000,000 | 3,029 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $77,000 | 4,165 |
| Available-for-sale securities (fair market value) | $8,358,000 | 6,047 |
| Total debt securities | $8,435,000 | 6,722 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $7,072,000 | 7,104 |
| U.S. Government securities | $6,092,000 | 6,753 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,092,000 | 6,596 |
| Securities issued by states & political subdivisions | $980,000 | 5,131 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,651,000 | 4,051 |
| Certificates of participation in pools of residential mortgages | $4,651,000 | 3,421 |
| Issued or guaranteed by U.S. | $4,651,000 | 3,410 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000 | 4,445 |
| Available-for-sale securities (fair market value) | $7,069,000 | 6,327 |
| Total debt securities | $7,072,000 | 7,040 |
| 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 | $5,787,000 | 7,486 |
| U.S. Government securities | $4,807,000 | 7,189 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,807,000 | 7,030 |
| Securities issued by states & political subdivisions | $980,000 | 5,160 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,104,000 | 4,590 |
| Certificates of participation in pools of residential mortgages | $3,104,000 | 3,991 |
| Issued or guaranteed by U.S. | $3,104,000 | 3,981 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,000 | 4,452 |
| Available-for-sale securities (fair market value) | $5,775,000 | 6,674 |
| Total debt securities | $5,787,000 | 7,415 |
| 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 | $5,931,000 | 7,517 |
| U.S. Government securities | $4,951,000 | 7,226 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,951,000 | 7,070 |
| Securities issued by states & political subdivisions | $980,000 | 5,190 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,309,000 | 4,575 |
| Certificates of participation in pools of residential mortgages | $3,309,000 | 3,970 |
| Issued or guaranteed by U.S. | $3,309,000 | 3,961 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,000 | 4,540 |
| Available-for-sale securities (fair market value) | $5,926,000 | 6,702 |
| Total debt securities | $5,931,000 | 7,445 |
| 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 | $5,570,000 | 7,609 |
| U.S. Government securities | $4,590,000 | 7,305 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,590,000 | 7,151 |
| Securities issued by states & political subdivisions | $980,000 | 5,187 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,167,000 | 4,701 |
| Certificates of participation in pools of residential mortgages | $3,167,000 | 4,073 |
| Issued or guaranteed by U.S. | $3,167,000 | 4,064 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,000 | 4,559 |
| Available-for-sale securities (fair market value) | $5,560,000 | 6,801 |
| Total debt securities | $5,570,000 | 7,529 |
| 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 | $3,893,000 | 8,103 |
| U.S. Government securities | $2,907,000 | 7,942 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,907,000 | 7,759 |
| Securities issued by states & political subdivisions | $986,000 | 5,230 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,907,000 | 4,765 |
| Certificates of participation in pools of residential mortgages | $2,907,000 | 4,149 |
| Issued or guaranteed by U.S. | $2,907,000 | 4,136 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,000 | 4,550 |
| Available-for-sale securities (fair market value) | $3,865,000 | 7,269 |
| Total debt securities | $3,893,000 | 8,032 |
| 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 | $4,213,000 | 7,963 |
| U.S. Government securities | $3,257,000 | 7,728 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,257,000 | 7,540 |
| Securities issued by states & political subdivisions | $956,000 | 5,280 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,257,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $3,257,000 | 3,996 |
| Issued or guaranteed by U.S. | $3,257,000 | 3,982 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,000 | 4,583 |
| Available-for-sale securities (fair market value) | $4,185,000 | 7,149 |
| Total debt securities | $4,213,000 | 7,876 |
| 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 | $4,586,000 | 7,878 |
| U.S. Government securities | $3,619,000 | 7,584 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,619,000 | 7,392 |
| Securities issued by states & political subdivisions | $967,000 | 5,258 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,619,000 | 4,568 |
| Certificates of participation in pools of residential mortgages | $3,619,000 | 3,898 |
| Issued or guaranteed by U.S. | $3,619,000 | 3,887 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $88,000 | 4,479 |
| Available-for-sale securities (fair market value) | $4,498,000 | 7,083 |
| Total debt securities | $4,586,000 | 7,794 |
| 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 | $6,002,000 | 7,534 |
| U.S. Government securities | $5,006,000 | 7,136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,006,000 | 6,927 |
| Securities issued by states & political subdivisions | $980,000 | 5,188 |
| Other domestic debt securities | $16,000 | 3,991 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,887,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $3,887,000 | 3,813 |
| Issued or guaranteed by U.S. | $3,871,000 | 3,809 |
| Privately issued | $16,000 | 238 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $69,000 | 4,553 |
| Available-for-sale securities (fair market value) | $5,933,000 | 6,717 |
| Total debt securities | $6,002,000 | 7,438 |
| 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 | $6,333,000 | 7,446 |
| U.S. Government securities | $5,353,000 | 7,019 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,353,000 | 6,819 |
| Securities issued by states & political subdivisions | $980,000 | 5,203 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,219,000 | 4,408 |
| Certificates of participation in pools of residential mortgages | $4,219,000 | 3,651 |
| Issued or guaranteed by U.S. | $4,219,000 | 3,639 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,000 | 4,702 |
| Available-for-sale securities (fair market value) | $6,287,000 | 6,608 |
| Total debt securities | $6,333,000 | 7,364 |
| 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 | $3,719,000 | 8,352 |
| U.S. Government securities | $3,694,000 | 7,786 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,694,000 | 7,533 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,180 |
| 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 | $2,153,000 | 5,162 |
| Certificates of participation in pools of residential mortgages | $2,153,000 | 4,377 |
| Issued or guaranteed by U.S. | $2,153,000 | 4,359 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,000 | 4,994 |
| Available-for-sale securities (fair market value) | $3,689,000 | 7,394 |
| Total debt securities | $3,694,000 | 8,264 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $9,933,000 | 6,820 |
| U.S. Government securities | $9,933,000 | 5,874 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,933,000 | 5,551 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,559,000 | 3,904 |
| Certificates of participation in pools of residential mortgages | $3,559,000 | 3,138 |
| Issued or guaranteed by U.S. | $3,559,000 | 3,123 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,933,000 | 1,904 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $9,933,000 | 6,679 |
| 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 | $10,707,000 | 6,862 |
| U.S. Government securities | $10,707,000 | 5,891 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,707,000 | 5,374 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,636,000 | 4,147 |
| Certificates of participation in pools of residential mortgages | $3,636,000 | 3,273 |
| Issued or guaranteed by U.S. | $3,636,000 | 3,258 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,707,000 | 2,034 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $10,707,000 | 6,753 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $10,404,000 | 6,976 |
| U.S. Government securities | $10,404,000 | 5,972 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,404,000 | 5,164 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,100,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $4,100,000 | 3,305 |
| Issued or guaranteed by U.S. | $4,100,000 | 3,289 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,404,000 | 2,256 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $10,404,000 | 6,834 |
| 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 | $5,701,000 | 8,926 |
| U.S. Government securities | $5,701,000 | 8,214 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,701,000 | 6,962 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,100,000 | 5,338 |
| Certificates of participation in pools of residential mortgages | $2,100,000 | 4,306 |
| Issued or guaranteed by U.S. | $2,100,000 | 4,292 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,701,000 | 3,884 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $5,701,000 | 8,809 |
| 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 | $5,463,000 | 9,587 |
| U.S. Government securities | $5,458,000 | 8,925 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,458,000 | 7,402 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-5,000 | 771 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,511,000 | 5,531 |
| Certificates of participation in pools of residential mortgages | $2,511,000 | 4,393 |
| Issued or guaranteed by U.S. | $2,511,000 | 4,370 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,463,000 | 4,493 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $5,458,000 | 9,478 |
| 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 | $5,432,000 | 10,022 |
| U.S. Government securities | $5,425,000 | 9,342 |
| U.S. Treasury securities | $78,000 | 10,155 |
| U.S. Government agency obligations | $5,347,000 | 7,511 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-7,000 | 832 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,737,000 | 5,708 |
| Certificates of participation in pools of residential mortgages | $2,737,000 | 4,334 |
| Issued or guaranteed by U.S. | $2,737,000 | 4,308 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,390,000 | 4,831 |
| Available-for-sale securities (fair market value) | $42,000 | 10,842 |
| Total debt securities | $5,425,000 | 9,915 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $8,425,000 | 9,369 |
| U.S. Government securities | $7,373,000 | 8,951 |
| U.S. Treasury securities | $222,000 | 10,917 |
| U.S. Government agency obligations | $7,151,000 | 6,579 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $458,000 | 3,746 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $458,000 | 3,010 |
| Foreign debt securities | NA | NA |
| Equity securities | $568,000 | 2,858 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-26,000 | 989 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,612,000 | 6,136 |
| Certificates of participation in pools of residential mortgages | $2,612,000 | 4,671 |
| Issued or guaranteed by U.S. | $2,612,000 | 4,645 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,797,000 | 6,565 |
| Available-for-sale securities (fair market value) | $628,000 | 9,996 |
| Total debt securities | $7,831,000 | 9,498 |
| 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 | $8,434,000 | 9,703 |
| U.S. Government securities | $7,179,000 | 9,320 |
| U.S. Treasury securities | $227,000 | 11,329 |
| U.S. Government agency obligations | $6,952,000 | 6,841 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $622,000 | 3,950 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $622,000 | 3,014 |
| Foreign debt securities | NA | NA |
| Equity securities | $578,000 | 2,827 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-55,000 | 1,142 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,302,000 | 6,982 |
| Certificates of participation in pools of residential mortgages | $2,302,000 | 5,463 |
| Issued or guaranteed by U.S. | $2,302,000 | 5,423 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,801,000 | 9,816 |
| 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 | $7,944,000 | 10,059 |
| U.S. Government securities | $7,073,000 | 9,531 |
| U.S. Treasury securities | $63,000 | 12,111 |
| U.S. Government agency obligations | $7,010,000 | 6,807 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $208,000 | 6,114 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $208,000 | 4,674 |
| Foreign debt securities | NA | NA |
| Equity securities | $575,000 | 2,450 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-88,000 | 1,449 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,418,000 | 6,451 |
| Certificates of participation in pools of residential mortgages | $3,418,000 | 4,848 |
| Issued or guaranteed by U.S. | $3,418,000 | 4,795 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,281,000 | 10,241 |
| 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 |