Home > Susser Bank > Securities
Susser Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $181,533,000 | 1,052 |
| U.S. Government securities | $170,246,000 | 745 |
| U.S. Treasury securities | $94,904,000 | 274 |
| U.S. Government agency obligations | $75,342,000 | 1,223 |
| Securities issued by states & political subdivisions | $11,287,000 | 2,342 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $58,690,000 | 1,138 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $54,551,000 | 780 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,139,000 | 1,515 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $181,533,000 | 902 |
| Total debt securities | $181,533,000 | 1,039 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 442 |
| Fair value | $2,957,000 | 438 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $163,843,000 | 1,145 |
| U.S. Government securities | $152,431,000 | 817 |
| U.S. Treasury securities | $74,360,000 | 338 |
| U.S. Government agency obligations | $78,071,000 | 1,181 |
| Securities issued by states & political subdivisions | $11,412,000 | 2,323 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $59,660,000 | 1,108 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $55,543,000 | 762 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,117,000 | 1,499 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $163,843,000 | 981 |
| Total debt securities | $163,844,000 | 1,133 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 457 |
| Fair value | $2,910,000 | 451 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $173,739,000 | 1,126 |
| U.S. Government securities | $161,151,000 | 801 |
| U.S. Treasury securities | $79,366,000 | 318 |
| U.S. Government agency obligations | $81,785,000 | 1,172 |
| Securities issued by states & political subdivisions | $12,588,000 | 2,292 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $63,375,000 | 1,098 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $59,029,000 | 747 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,346,000 | 1,490 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $173,739,000 | 966 |
| Total debt securities | $173,738,000 | 1,112 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 494 |
| Fair value | $2,918,000 | 488 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $196,659,000 | 1,053 |
| U.S. Government securities | $183,204,000 | 746 |
| U.S. Treasury securities | $98,144,000 | 293 |
| U.S. Government agency obligations | $85,060,000 | 1,149 |
| Securities issued by states & political subdivisions | $13,455,000 | 2,290 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $66,546,000 | 1,109 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $61,981,000 | 752 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,565,000 | 1,497 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $196,659,000 | 896 |
| Total debt securities | $196,660,000 | 1,040 |
| Structured notes | ||
| Amortized cost | $14,000,000 | 140 |
| Fair value | $13,764,000 | 133 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $199,146,000 | 1,058 |
| U.S. Government securities | $185,742,000 | 740 |
| U.S. Treasury securities | $97,677,000 | 310 |
| U.S. Government agency obligations | $88,065,000 | 1,112 |
| Securities issued by states & political subdivisions | $13,404,000 | 2,328 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $69,698,000 | 1,076 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $65,056,000 | 738 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,642,000 | 1,505 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $199,146,000 | 908 |
| Total debt securities | $199,145,000 | 1,047 |
| Structured notes | ||
| Amortized cost | $14,000,000 | 152 |
| Fair value | $13,645,000 | 145 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $201,858,000 | 1,045 |
| U.S. Government securities | $188,526,000 | 746 |
| U.S. Treasury securities | $98,129,000 | 316 |
| U.S. Government agency obligations | $90,397,000 | 1,090 |
| Securities issued by states & political subdivisions | $13,332,000 | 2,332 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $72,026,000 | 1,062 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $67,221,000 | 727 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,805,000 | 1,512 |
| 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) | $201,858,000 | 902 |
| Total debt securities | $201,858,000 | 1,035 |
| Structured notes | ||
| Amortized cost | $14,000,000 | 149 |
| Fair value | $13,647,000 | 141 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $206,845,000 | 1,040 |
| U.S. Government securities | $193,072,000 | 735 |
| U.S. Treasury securities | $98,327,000 | 316 |
| U.S. Government agency obligations | $94,745,000 | 1,089 |
| Securities issued by states & political subdivisions | $13,773,000 | 2,359 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $76,110,000 | 1,051 |
| Certificates of participation in pools of residential mortgages | $71,043,000 | 735 |
| Issued or guaranteed by U.S. | $71,043,000 | 724 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $5,067,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $5,067,000 | 1,500 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $206,845,000 | 920 |
| Total debt securities | $206,846,000 | 1,028 |
| Structured notes | ||
| Amortized cost | $14,000,000 | 137 |
| Fair value | $13,835,000 | 131 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $51,000 | 128 |
| 2022-03-31 | Rank | |
| Total securities | $198,003,000 | 1,080 |
| U.S. Government securities | $183,832,000 | 757 |
| U.S. Treasury securities | $99,048,000 | 287 |
| U.S. Government agency obligations | $84,784,000 | 1,194 |
| Securities issued by states & political subdivisions | $14,171,000 | 2,350 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $79,902,000 | 1,030 |
| Certificates of participation in pools of residential mortgages | $74,306,000 | 728 |
| Issued or guaranteed by U.S. | $74,306,000 | 719 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $5,596,000 | 1,527 |
| CMOs issued by government agencies or sponsored agencies | $5,596,000 | 1,459 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $198,003,000 | 964 |
| Total debt securities | $198,003,000 | 1,067 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $86,933,000 | 1,958 |
| U.S. Government securities | $72,045,000 | 1,494 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $72,045,000 | 1,326 |
| Securities issued by states & political subdivisions | $14,888,000 | 2,349 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $72,045,000 | 1,098 |
| Certificates of participation in pools of residential mortgages | $68,184,000 | 772 |
| Issued or guaranteed by U.S. | $68,184,000 | 760 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,861,000 | 1,717 |
| CMOs issued by government agencies or sponsored agencies | $3,861,000 | 1,664 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $86,933,000 | 1,826 |
| Total debt securities | $86,933,000 | 1,940 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $56,869,000 | 2,467 |
| U.S. Government securities | $42,902,000 | 1,976 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $42,902,000 | 1,805 |
| Securities issued by states & political subdivisions | $13,967,000 | 2,376 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $42,902,000 | 1,484 |
| Certificates of participation in pools of residential mortgages | $38,835,000 | 1,114 |
| Issued or guaranteed by U.S. | $38,835,000 | 1,091 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,067,000 | 1,703 |
| CMOs issued by government agencies or sponsored agencies | $4,067,000 | 1,661 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $56,869,000 | 2,313 |
| Total debt securities | $56,868,000 | 2,452 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $33,268,000 | 3,087 |
| U.S. Government securities | $25,358,000 | 2,535 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $25,358,000 | 2,358 |
| Securities issued by states & political subdivisions | $7,910,000 | 2,883 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $25,358,000 | 1,966 |
| Certificates of participation in pools of residential mortgages | $21,225,000 | 1,580 |
| Issued or guaranteed by U.S. | $21,225,000 | 1,542 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,133,000 | 1,640 |
| CMOs issued by government agencies or sponsored agencies | $4,133,000 | 1,602 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $33,268,000 | 2,909 |
| Total debt securities | $33,268,000 | 3,067 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $23,291,000 | 3,365 |
| U.S. Government securities | $16,596,000 | 2,890 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $16,596,000 | 2,722 |
| Securities issued by states & political subdivisions | $6,695,000 | 2,987 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $16,596,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | $12,401,000 | 2,004 |
| Issued or guaranteed by U.S. | $12,401,000 | 1,947 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,195,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $4,195,000 | 1,568 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $23,291,000 | 3,168 |
| Total debt securities | $23,290,000 | 3,342 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $27,209,000 | 3,095 |
| U.S. Government securities | $20,297,000 | 2,510 |
| U.S. Treasury securities | $3,000,000 | 724 |
| U.S. Government agency obligations | $17,297,000 | 2,557 |
| Securities issued by states & political subdivisions | $6,912,000 | 2,936 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $17,297,000 | 2,165 |
| Certificates of participation in pools of residential mortgages | $12,961,000 | 1,869 |
| Issued or guaranteed by U.S. | $12,961,000 | 1,820 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,336,000 | 1,618 |
| CMOs issued by government agencies or sponsored agencies | $4,336,000 | 1,576 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $27,209,000 | 2,916 |
| Total debt securities | $27,209,000 | 3,076 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $0 | 4,892 |
| U.S. Government securities | $0 | 4,694 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $0 | 4,614 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $0 | 4,188 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $0 | 4,866 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $0 | 4,926 |
| U.S. Government securities | $0 | 4,728 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $0 | 4,647 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $0 | 4,205 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $0 | 4,901 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $0 | 4,976 |
| U.S. Government securities | $0 | 4,796 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $0 | 4,708 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $0 | 4,242 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $0 | 4,948 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $0 | 5,031 |
| U.S. Government securities | $0 | 4,877 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $0 | 4,779 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $0 | 5,007 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $0 | 5,116 |
| U.S. Government securities | $0 | 4,960 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $0 | 4,859 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $0 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $0 | 5,094 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $0 | 5,163 |
| U.S. Government securities | $0 | 5,009 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $0 | 4,911 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $0 | 4,365 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $0 | 5,141 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $0 | 5,213 |
| U.S. Government securities | $0 | 5,064 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $0 | 4,971 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $0 | 5,192 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $0 | 5,259 |
| U.S. Government securities | $0 | 5,111 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $0 | 5,011 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $0 | 5,239 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $0 | 5,327 |
| U.S. Government securities | $0 | 5,178 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $0 | 5,083 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $0 | 4,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $0 | 5,307 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $0 | 5,391 |
| U.S. Government securities | $0 | 5,238 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $0 | 5,142 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $0 | 4,680 |
| Mortgage-backed securities | $0 | 4,567 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $0 | 5,370 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $0 | 5,455 |
| U.S. Government securities | $0 | 5,305 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $0 | 5,225 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $0 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $0 | 5,434 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $0 | 5,520 |
| U.S. Government securities | $0 | 5,359 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $0 | 5,284 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $0 | 5,501 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $0 | 5,586 |
| U.S. Government securities | $0 | 5,428 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $0 | 5,354 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $0 | 4,727 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $0 | 5,566 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $0 | 5,640 |
| U.S. Government securities | $0 | 5,484 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $0 | 5,409 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $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 | $0 | 4,931 |
| Mortgage-backed securities | $0 | 4,767 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $0 | 5,619 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $0 | 5,713 |
| U.S. Government securities | $0 | 5,552 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $0 | 5,477 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $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 | $0 | 4,985 |
| Mortgage-backed securities | $0 | 4,838 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $0 | 5,693 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $0 | 5,773 |
| U.S. Government securities | $0 | 5,609 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $0 | 5,538 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $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 | $0 | 5,033 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $0 | 5,754 |
| 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 | $0 | 5,835 |
| U.S. Government securities | $0 | 5,670 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $0 | 5,603 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $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 | $0 | 5,116 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $0 | 5,815 |
| 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 | $0 | 5,920 |
| U.S. Government securities | $0 | 5,764 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $0 | 5,692 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $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 | $0 | 5,199 |
| Mortgage-backed securities | $0 | 4,997 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $0 | 5,899 |
| 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 | $0 | 5,984 |
| U.S. Government securities | $0 | 5,830 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $0 | 5,758 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $0 | 5,963 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $0 | 6,042 |
| U.S. Government securities | $0 | 5,887 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $0 | 5,821 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $0 | 6,021 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $0 | 6,122 |
| U.S. Government securities | $0 | 5,978 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $0 | 5,920 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $0 | 6,099 |
| 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 | $0 | 6,204 |
| U.S. Government securities | $0 | 6,065 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $0 | 5,998 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $0 | 6,179 |
| 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 | $2,932,000 | 5,881 |
| U.S. Government securities | $2,691,000 | 5,522 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,691,000 | 5,429 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $241,000 | 2,170 |
| Privately issued residential mortgage-backed securities | $241,000 | 569 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,932,000 | 4,564 |
| Mortgage-backed securities | $2,932,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $2,532,000 | 3,826 |
| Issued or guaranteed by U.S. | $2,532,000 | 3,821 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $400,000 | 3,044 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 3,090 |
| Privately issued | $241,000 | 537 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,932,000 | 1,606 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $2,932,000 | 5,856 |
| 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 | $3,075,000 | 5,956 |
| U.S. Government securities | $2,817,000 | 5,589 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,817,000 | 5,499 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $258,000 | 2,155 |
| Privately issued residential mortgage-backed securities | $258,000 | 562 |
| 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 | $3,075,000 | 4,576 |
| Mortgage-backed securities | $3,075,000 | 4,154 |
| Certificates of participation in pools of residential mortgages | $2,652,000 | 3,877 |
| Issued or guaranteed by U.S. | $2,652,000 | 3,871 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $423,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 3,136 |
| Privately issued | $258,000 | 531 |
| 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) | $3,075,000 | 1,592 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $3,074,000 | 5,932 |
| 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 | $3,217,000 | 6,030 |
| U.S. Government securities | $2,940,000 | 5,665 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,940,000 | 5,569 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $277,000 | 2,208 |
| Privately issued residential mortgage-backed securities | $277,000 | 597 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,217,000 | 4,603 |
| Mortgage-backed securities | $3,217,000 | 4,207 |
| Certificates of participation in pools of residential mortgages | $2,768,000 | 3,919 |
| Issued or guaranteed by U.S. | $2,768,000 | 3,916 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $449,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $172,000 | 3,175 |
| Privately issued | $277,000 | 569 |
| 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) | $3,217,000 | 1,611 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $3,218,000 | 6,007 |
| 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 | $3,363,000 | 6,081 |
| U.S. Government securities | $3,058,000 | 5,698 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,058,000 | 5,595 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $305,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $305,000 | 596 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,363,000 | 4,596 |
| Mortgage-backed securities | $3,363,000 | 4,240 |
| Certificates of participation in pools of residential mortgages | $2,877,000 | 3,950 |
| Issued or guaranteed by U.S. | $2,877,000 | 3,948 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $486,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 3,204 |
| Privately issued | $305,000 | 570 |
| 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) | $3,363,000 | 1,610 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $3,363,000 | 6,058 |
| 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 | $3,525,000 | 6,117 |
| U.S. Government securities | $3,194,000 | 5,708 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,194,000 | 5,610 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $331,000 | 2,283 |
| Privately issued residential mortgage-backed securities | $331,000 | 607 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,525,000 | 4,575 |
| Mortgage-backed securities | $3,525,000 | 4,241 |
| Certificates of participation in pools of residential mortgages | $3,004,000 | 3,958 |
| Issued or guaranteed by U.S. | $3,004,000 | 3,956 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $521,000 | 3,132 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 3,222 |
| Privately issued | $331,000 | 581 |
| 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) | $3,525,000 | 1,591 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $3,526,000 | 6,088 |
| 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 | $3,697,000 | 6,147 |
| U.S. Government securities | $3,344,000 | 5,733 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,344,000 | 5,642 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $353,000 | 2,327 |
| Privately issued residential mortgage-backed securities | $353,000 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,697,000 | 4,546 |
| Mortgage-backed securities | $3,697,000 | 4,213 |
| Certificates of participation in pools of residential mortgages | $3,142,000 | 3,936 |
| Issued or guaranteed by U.S. | $3,142,000 | 3,931 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $555,000 | 3,112 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 3,219 |
| Privately issued | $353,000 | 600 |
| 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) | $3,697,000 | 1,553 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $3,696,000 | 6,118 |
| 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 | $3,883,000 | 6,210 |
| U.S. Government securities | $3,507,000 | 5,755 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,507,000 | 5,666 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $376,000 | 2,374 |
| Privately issued residential mortgage-backed securities | $376,000 | 653 |
| 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 | $3,883,000 | 4,543 |
| Mortgage-backed securities | $3,883,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $3,289,000 | 3,910 |
| Issued or guaranteed by U.S. | $3,289,000 | 3,903 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $594,000 | 3,124 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 3,238 |
| Privately issued | $376,000 | 625 |
| 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) | $3,883,000 | 1,512 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $3,883,000 | 6,179 |
| 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 | $4,111,000 | 6,194 |
| U.S. Government securities | $3,699,000 | 5,739 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,699,000 | 5,638 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $412,000 | 2,416 |
| Privately issued residential mortgage-backed securities | $412,000 | 660 |
| 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 | $4,111,000 | 4,486 |
| Mortgage-backed securities | $4,111,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $3,456,000 | 3,853 |
| Issued or guaranteed by U.S. | $3,456,000 | 3,847 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $655,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 3,235 |
| Privately issued | $412,000 | 632 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $4,111,000 | 1,432 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $4,111,000 | 6,167 |
| 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 | $4,383,000 | 6,209 |
| U.S. Government securities | $3,929,000 | 5,742 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,929,000 | 5,636 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $454,000 | 2,388 |
| Privately issued residential mortgage-backed securities | $454,000 | 678 |
| 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 | $4,383,000 | 4,452 |
| Mortgage-backed securities | $4,383,000 | 4,198 |
| Certificates of participation in pools of residential mortgages | $3,652,000 | 3,853 |
| Issued or guaranteed by U.S. | $3,652,000 | 3,849 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $731,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 3,245 |
| Privately issued | $454,000 | 652 |
| 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) | $4,383,000 | 1,376 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $4,384,000 | 6,183 |
| 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 | $4,597,000 | 6,224 |
| U.S. Government securities | $4,094,000 | 5,740 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,094,000 | 5,628 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $503,000 | 2,305 |
| Privately issued residential mortgage-backed securities | $503,000 | 693 |
| 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 | $4,597,000 | 4,387 |
| Mortgage-backed securities | $4,597,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $3,786,000 | 3,815 |
| Issued or guaranteed by U.S. | $3,786,000 | 3,812 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $811,000 | 3,131 |
| CMOs issued by government agencies or sponsored agencies | $308,000 | 3,268 |
| Privately issued | $503,000 | 667 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $4,597,000 | 1,353 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $4,597,000 | 6,195 |
| 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 | $4,883,000 | 6,282 |
| U.S. Government securities | $4,310,000 | 5,814 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,310,000 | 5,716 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $573,000 | 2,318 |
| Privately issued residential mortgage-backed securities | $573,000 | 716 |
| 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 | $4,883,000 | 4,374 |
| Mortgage-backed securities | $4,883,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $3,972,000 | 3,905 |
| Issued or guaranteed by U.S. | $3,972,000 | 3,903 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $911,000 | 3,170 |
| CMOs issued by government agencies or sponsored agencies | $338,000 | 3,324 |
| Privately issued | $573,000 | 689 |
| 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) | $4,883,000 | 1,353 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $4,883,000 | 6,255 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $5,195,000 | 6,306 |
| U.S. Government securities | $4,495,000 | 5,876 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,495,000 | 5,780 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $700,000 | 2,236 |
| Privately issued residential mortgage-backed securities | $700,000 | 731 |
| 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 | $5,195,000 | 4,330 |
| Mortgage-backed securities | $5,195,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $4,127,000 | 3,911 |
| Issued or guaranteed by U.S. | $4,127,000 | 3,909 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,068,000 | 3,091 |
| CMOs issued by government agencies or sponsored agencies | $368,000 | 3,308 |
| Privately issued | $700,000 | 708 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $5,195,000 | 1,303 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $5,195,000 | 6,278 |
| 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 | $5,420,000 | 6,329 |
| U.S. Government securities | $4,645,000 | 5,936 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,645,000 | 5,833 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $775,000 | 2,182 |
| Privately issued residential mortgage-backed securities | $775,000 | 747 |
| 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 | $5,420,000 | 4,284 |
| Mortgage-backed securities | $5,420,000 | 4,198 |
| Certificates of participation in pools of residential mortgages | $4,247,000 | 3,883 |
| Issued or guaranteed by U.S. | $4,247,000 | 3,879 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,173,000 | 3,077 |
| CMOs issued by government agencies or sponsored agencies | $398,000 | 3,314 |
| Privately issued | $775,000 | 725 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $5,420,000 | 1,304 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $5,420,000 | 6,300 |
| 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 | $5,733,000 | 6,302 |
| U.S. Government securities | $4,811,000 | 5,901 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,811,000 | 5,802 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $922,000 | 2,074 |
| Privately issued residential mortgage-backed securities | $922,000 | 798 |
| 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 | $5,733,000 | 4,091 |
| Certificates of participation in pools of residential mortgages | $4,811,000 | 3,654 |
| Issued or guaranteed by U.S. | $4,811,000 | 3,650 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $922,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $922,000 | 759 |
| 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) | $5,733,000 | 1,294 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $5,733,000 | 6,271 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $6,042,000 | 6,279 |
| U.S. Government securities | $4,976,000 | 5,899 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,976,000 | 5,784 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,066,000 | 1,941 |
| Privately issued residential mortgage-backed securities | $1,066,000 | 792 |
| 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 | $6,042,000 | 3,998 |
| Certificates of participation in pools of residential mortgages | $4,976,000 | 3,583 |
| Issued or guaranteed by U.S. | $4,976,000 | 3,573 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,066,000 | 3,072 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $1,066,000 | 750 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,042,000 | 1,263 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $6,042,000 | 6,249 |
| 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 | $6,505,000 | 6,316 |
| U.S. Government securities | $5,157,000 | 5,987 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,157,000 | 5,863 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $1,348,000 | 1,766 |
| Privately issued residential mortgage-backed securities | $1,348,000 | 752 |
| 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 | $6,505,000 | 3,868 |
| Certificates of participation in pools of residential mortgages | $5,157,000 | 3,491 |
| Issued or guaranteed by U.S. | $5,157,000 | 3,479 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,348,000 | 2,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $1,348,000 | 714 |
| 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) | $2,983,000 | 1,667 |
| Available-for-sale securities (fair market value) | $3,522,000 | 6,285 |
| Total debt securities | $6,505,000 | 6,286 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $6,845,000 | 6,271 |
| U.S. Government securities | $5,418,000 | 5,942 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,418,000 | 5,807 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $1,427,000 | 1,786 |
| Privately issued residential mortgage-backed securities | $1,427,000 | 774 |
| 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 | $6,845,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $5,418,000 | 3,364 |
| Issued or guaranteed by U.S. | $5,418,000 | 3,357 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,427,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $1,427,000 | 737 |
| 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) | $3,121,000 | 1,650 |
| Available-for-sale securities (fair market value) | $3,724,000 | 6,290 |
| Total debt securities | $6,845,000 | 6,242 |
| 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 | $7,137,000 | 6,155 |
| U.S. Government securities | $5,622,000 | 5,774 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,622,000 | 5,647 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,515,000 | 1,849 |
| Privately issued residential mortgage-backed securities | $1,515,000 | 798 |
| 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 | $7,137,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $5,622,000 | 3,214 |
| Issued or guaranteed by U.S. | $5,622,000 | 3,207 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,515,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $1,515,000 | 761 |
| 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) | $3,344,000 | 1,628 |
| Available-for-sale securities (fair market value) | $3,793,000 | 6,247 |
| Total debt securities | $7,137,000 | 6,124 |
| 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 | $7,428,000 | 6,110 |
| U.S. Government securities | $5,821,000 | 5,719 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,821,000 | 5,600 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,607,000 | 1,855 |
| Privately issued residential mortgage-backed securities | $1,607,000 | 848 |
| 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 | $7,428,000 | 3,535 |
| Certificates of participation in pools of residential mortgages | $5,821,000 | 3,116 |
| Issued or guaranteed by U.S. | $5,821,000 | 3,108 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,607,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $1,607,000 | 806 |
| 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) | $3,535,000 | 1,638 |
| Available-for-sale securities (fair market value) | $3,893,000 | 6,267 |
| Total debt securities | $7,428,000 | 6,070 |
| 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 | $7,813,000 | 6,134 |
| U.S. Government securities | $6,115,000 | 5,768 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,115,000 | 5,658 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $1,698,000 | 1,821 |
| Privately issued residential mortgage-backed securities | $1,698,000 | 863 |
| 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 | $7,813,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $6,115,000 | 3,094 |
| Issued or guaranteed by U.S. | $6,115,000 | 3,087 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,698,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $1,698,000 | 829 |
| 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) | $3,714,000 | 1,682 |
| Available-for-sale securities (fair market value) | $4,099,000 | 6,296 |
| Total debt securities | $7,813,000 | 6,094 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $8,255,000 | 6,100 |
| U.S. Government securities | $6,430,000 | 5,778 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,430,000 | 5,667 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,825,000 | 1,834 |
| Privately issued residential mortgage-backed securities | $1,825,000 | 893 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 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 | $8,255,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $6,430,000 | 3,138 |
| Issued or guaranteed by U.S. | $6,430,000 | 3,130 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,825,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $1,825,000 | 856 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,969,000 | 1,670 |
| Available-for-sale securities (fair market value) | $4,286,000 | 6,326 |
| Total debt securities | $8,255,000 | 6,057 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $8,619,000 | 6,031 |
| U.S. Government securities | $6,678,000 | 5,680 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,678,000 | 5,576 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,941,000 | 1,849 |
| Privately issued residential mortgage-backed securities | $1,941,000 | 896 |
| 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 | $8,619,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $6,678,000 | 3,144 |
| Issued or guaranteed by U.S. | $6,678,000 | 3,137 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,941,000 | 2,516 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $1,941,000 | 859 |
| 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) | $4,170,000 | 1,650 |
| Available-for-sale securities (fair market value) | $4,449,000 | 6,322 |
| Total debt securities | $8,619,000 | 5,987 |
| 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 | $9,003,000 | 6,004 |
| U.S. Government securities | $6,998,000 | 5,641 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,998,000 | 5,549 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $2,005,000 | 1,914 |
| Privately issued residential mortgage-backed securities | $2,005,000 | 948 |
| 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 | $9,003,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $6,998,000 | 3,157 |
| Issued or guaranteed by U.S. | $6,998,000 | 3,147 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,005,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $2,005,000 | 909 |
| 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) | $4,310,000 | 1,670 |
| Available-for-sale securities (fair market value) | $4,693,000 | 6,331 |
| Total debt securities | $9,003,000 | 5,961 |
| 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 | $9,860,000 | 5,845 |
| U.S. Government securities | $7,319,000 | 5,547 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,319,000 | 5,464 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,541,000 | 1,789 |
| Privately issued residential mortgage-backed securities | $2,541,000 | 904 |
| 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 | $9,860,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $7,319,000 | 3,143 |
| Issued or guaranteed by U.S. | $7,319,000 | 3,131 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,541,000 | 2,300 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $2,541,000 | 867 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,597,000 | 1,659 |
| Available-for-sale securities (fair market value) | $5,263,000 | 6,223 |
| Total debt securities | $9,860,000 | 5,799 |
| 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 | $10,215,000 | 5,841 |
| U.S. Government securities | $7,580,000 | 5,607 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,580,000 | 5,519 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $2,635,000 | 1,676 |
| Privately issued residential mortgage-backed securities | $2,635,000 | 922 |
| 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 | $10,215,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $7,580,000 | 3,169 |
| Issued or guaranteed by U.S. | $7,580,000 | 3,158 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,635,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $2,635,000 | 882 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,952,000 | 1,637 |
| Available-for-sale securities (fair market value) | $5,263,000 | 6,255 |
| Total debt securities | $10,215,000 | 5,789 |
| 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 | $10,415,000 | 5,830 |
| U.S. Government securities | $7,706,000 | 5,679 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,706,000 | 5,598 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $2,709,000 | 1,602 |
| Privately issued residential mortgage-backed securities | $2,709,000 | 880 |
| 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 | $10,415,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $7,706,000 | 3,106 |
| Issued or guaranteed by U.S. | $7,706,000 | 3,094 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,709,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $2,709,000 | 844 |
| 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) | $5,152,000 | 1,604 |
| Available-for-sale securities (fair market value) | $5,263,000 | 6,299 |
| Total debt securities | $10,415,000 | 5,784 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $10,906,000 | 5,717 |
| U.S. Government securities | $8,162,000 | 5,531 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,162,000 | 5,441 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $2,744,000 | 1,575 |
| Privately issued residential mortgage-backed securities | $2,744,000 | 858 |
| 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 | $10,906,000 | 3,145 |
| Certificates of participation in pools of residential mortgages | $8,162,000 | 2,939 |
| Issued or guaranteed by U.S. | $8,162,000 | 2,928 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,744,000 | 2,144 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $2,744,000 | 820 |
| 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) | $5,372,000 | 1,594 |
| Available-for-sale securities (fair market value) | $5,534,000 | 6,221 |
| Total debt securities | $10,906,000 | 5,676 |
| 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 | $12,423,000 | 5,512 |
| U.S. Government securities | $7,106,000 | 5,830 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,106,000 | 5,749 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $3,000 | 3,163 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,551 |
| 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 | $5,314,000 | 448 |
| 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 | $7,109,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | $7,106,000 | 3,130 |
| Issued or guaranteed by U.S. | $7,106,000 | 3,116 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $3,000 | 1,459 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,575,000 | 1,438 |
| Available-for-sale securities (fair market value) | $5,848,000 | 6,211 |
| Total debt securities | $7,109,000 | 6,452 |
| 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 | $13,378,000 | 5,357 |
| U.S. Government securities | $7,716,000 | 5,668 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,716,000 | 5,580 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $20,000 | 3,099 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,491 |
| 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 | $5,642,000 | 474 |
| 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 | $7,736,000 | 3,523 |
| Certificates of participation in pools of residential mortgages | $7,716,000 | 2,910 |
| Issued or guaranteed by U.S. | $7,716,000 | 2,898 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $20,000 | 3,617 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $20,000 | 1,404 |
| 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) | $7,014,000 | 1,414 |
| Available-for-sale securities (fair market value) | $6,364,000 | 6,123 |
| Total debt securities | $7,736,000 | 6,335 |
| 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 | $13,968,000 | 5,321 |
| U.S. Government securities | $8,302,000 | 5,652 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,302,000 | 5,547 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $31,000 | 2,928 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,382 |
| 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 | $5,635,000 | 443 |
| 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 | $8,333,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $8,302,000 | 2,532 |
| Issued or guaranteed by U.S. | $8,302,000 | 2,518 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $31,000 | 3,510 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $31,000 | 1,304 |
| 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) | $7,055,000 | 1,463 |
| Available-for-sale securities (fair market value) | $6,913,000 | 6,048 |
| Total debt securities | $8,333,000 | 6,299 |
| 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 | $14,628,000 | 5,249 |
| U.S. Government securities | $9,027,000 | 5,568 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,027,000 | 5,457 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $43,000 | 2,878 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,333 |
| 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 | $5,558,000 | 420 |
| 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 | $9,070,000 | 2,887 |
| Certificates of participation in pools of residential mortgages | $9,027,000 | 2,248 |
| Issued or guaranteed by U.S. | $9,027,000 | 2,238 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $43,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $43,000 | 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) | $7,080,000 | 1,503 |
| Available-for-sale securities (fair market value) | $7,548,000 | 5,955 |
| Total debt securities | $9,070,000 | 6,197 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $15,580,000 | 5,115 |
| U.S. Government securities | $10,010,000 | 5,390 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,010,000 | 5,282 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $56,000 | 2,810 |
| Privately issued residential mortgage-backed securities | $56,000 | 1,278 |
| 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 | $5,514,000 | 424 |
| 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 | $10,066,000 | 2,669 |
| Certificates of participation in pools of residential mortgages | $10,010,000 | 2,062 |
| Issued or guaranteed by U.S. | $10,010,000 | 2,055 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $56,000 | 3,409 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $56,000 | 1,197 |
| 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) | $7,141,000 | 1,508 |
| Available-for-sale securities (fair market value) | $8,439,000 | 5,787 |
| Total debt securities | $10,066,000 | 6,029 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $16,796,000 | 4,958 |
| U.S. Government securities | $11,282,000 | 5,143 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,282,000 | 5,022 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $67,000 | 2,831 |
| Privately issued residential mortgage-backed securities | $67,000 | 1,237 |
| 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 | $5,447,000 | 445 |
| 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 | $11,349,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $11,282,000 | 1,917 |
| Issued or guaranteed by U.S. | $11,282,000 | 1,911 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $67,000 | 3,377 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $67,000 | 1,146 |
| 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) | $7,179,000 | 1,514 |
| Available-for-sale securities (fair market value) | $9,617,000 | 5,563 |
| Total debt securities | $11,349,000 | 5,797 |
| 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 | $17,972,000 | 4,842 |
| U.S. Government securities | $12,516,000 | 4,953 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,516,000 | 4,826 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $83,000 | 2,859 |
| Privately issued residential mortgage-backed securities | $83,000 | 1,207 |
| 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 | $5,373,000 | 446 |
| 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 | $12,599,000 | 2,339 |
| Certificates of participation in pools of residential mortgages | $12,516,000 | 1,816 |
| Issued or guaranteed by U.S. | $12,516,000 | 1,807 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $83,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $83,000 | 1,125 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,352,000 | 1,110 |
| Available-for-sale securities (fair market value) | $4,620,000 | 6,650 |
| Total debt securities | $12,599,000 | 5,629 |
| 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 | $19,125,000 | 4,704 |
| U.S. Government securities | $13,868,000 | 4,739 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,868,000 | 4,608 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $98,000 | 2,889 |
| Privately issued residential mortgage-backed securities | $98,000 | 1,183 |
| 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 | $5,159,000 | 464 |
| 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 | $13,966,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $13,868,000 | 1,698 |
| Issued or guaranteed by U.S. | $13,868,000 | 1,688 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $98,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $98,000 | 1,090 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,034,000 | 1,111 |
| Available-for-sale securities (fair market value) | $5,091,000 | 6,594 |
| Total debt securities | $13,966,000 | 5,433 |
| 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 | $20,624,000 | 4,492 |
| U.S. Government securities | $15,279,000 | 4,469 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,279,000 | 4,337 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $116,000 | 2,897 |
| Privately issued residential mortgage-backed securities | $116,000 | 1,156 |
| 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 | $5,229,000 | 447 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,395,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | $15,279,000 | 1,614 |
| Issued or guaranteed by U.S. | $15,279,000 | 1,605 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $116,000 | 3,279 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $116,000 | 1,071 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,943,000 | 1,078 |
| Available-for-sale securities (fair market value) | $5,681,000 | 6,462 |
| Total debt securities | $15,395,000 | 5,201 |
| 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 | $22,116,000 | 4,349 |
| U.S. Government securities | $16,766,000 | 4,271 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,766,000 | 4,135 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $150,000 | 2,937 |
| Privately issued residential mortgage-backed securities | $150,000 | 1,119 |
| 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 | $5,200,000 | 452 |
| 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 | $16,916,000 | 2,003 |
| Certificates of participation in pools of residential mortgages | $16,766,000 | 1,536 |
| Issued or guaranteed by U.S. | $16,766,000 | 1,527 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $150,000 | 3,243 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $150,000 | 1,037 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,849,000 | 1,057 |
| Available-for-sale securities (fair market value) | $6,267,000 | 6,395 |
| Total debt securities | $16,916,000 | 5,005 |
| 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 | $23,753,000 | 4,178 |
| U.S. Government securities | $18,404,000 | 4,023 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,404,000 | 3,894 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $194,000 | 2,994 |
| Privately issued residential mortgage-backed securities | $194,000 | 1,076 |
| 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 | $5,155,000 | 475 |
| 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 | $18,598,000 | 1,904 |
| Certificates of participation in pools of residential mortgages | $18,404,000 | 1,465 |
| Issued or guaranteed by U.S. | $18,404,000 | 1,454 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $194,000 | 3,183 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $194,000 | 992 |
| 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) | $7,913,000 | 1,611 |
| Available-for-sale securities (fair market value) | $15,840,000 | 4,565 |
| Total debt securities | $18,598,000 | 4,777 |
| 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 | $25,799,000 | 3,919 |
| U.S. Government securities | $20,418,000 | 3,707 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,418,000 | 3,573 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $294,000 | 2,856 |
| Privately issued residential mortgage-backed securities | $294,000 | 1,012 |
| 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 | $5,087,000 | 479 |
| 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 | $20,712,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $20,418,000 | 1,377 |
| Issued or guaranteed by U.S. | $20,418,000 | 1,367 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $294,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $294,000 | 938 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,270,000 | 1,579 |
| Available-for-sale securities (fair market value) | $17,529,000 | 4,323 |
| Total debt securities | $20,712,000 | 4,458 |
| 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 | $26,245,000 | 3,921 |
| U.S. Government securities | $22,845,000 | 3,466 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,845,000 | 3,340 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $825,000 | 2,360 |
| Privately issued residential mortgage-backed securities | $825,000 | 823 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,575,000 | 751 |
| 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 | $23,670,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $22,845,000 | 1,308 |
| Issued or guaranteed by U.S. | $22,845,000 | 1,298 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $825,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $825,000 | 767 |
| 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) | $7,948,000 | 1,628 |
| Available-for-sale securities (fair market value) | $18,297,000 | 4,249 |
| Total debt securities | $23,670,000 | 4,131 |
| 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 | $28,832,000 | 3,727 |
| U.S. Government securities | $25,002,000 | 3,285 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,002,000 | 3,154 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,259,000 | 2,058 |
| Privately issued residential mortgage-backed securities | $1,259,000 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,571,000 | 773 |
| 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 | $26,261,000 | 1,607 |
| Certificates of participation in pools of residential mortgages | $25,002,000 | 1,261 |
| Issued or guaranteed by U.S. | $25,002,000 | 1,253 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,259,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $1,259,000 | 670 |
| 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) | $19,580,000 | 957 |
| Available-for-sale securities (fair market value) | $9,252,000 | 5,856 |
| Total debt securities | $26,261,000 | 3,909 |
| 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 | $31,875,000 | 3,470 |
| U.S. Government securities | $27,700,000 | 3,026 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,700,000 | 2,917 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,618,000 | 1,937 |
| Privately issued residential mortgage-backed securities | $1,618,000 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,557,000 | 812 |
| 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 | $29,318,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $27,700,000 | 1,181 |
| Issued or guaranteed by U.S. | $27,700,000 | 1,174 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,618,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $1,618,000 | 624 |
| 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) | $21,833,000 | 893 |
| Available-for-sale securities (fair market value) | $10,042,000 | 5,698 |
| Total debt securities | $29,318,000 | 3,629 |
| 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 | $32,037,000 | 3,451 |
| U.S. Government securities | $27,599,000 | 3,038 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,599,000 | 2,923 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,892,000 | 1,859 |
| Privately issued residential mortgage-backed securities | $1,892,000 | 586 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,546,000 | 830 |
| 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 | $29,491,000 | 1,504 |
| Certificates of participation in pools of residential mortgages | $27,599,000 | 1,186 |
| Issued or guaranteed by U.S. | $27,599,000 | 1,177 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,892,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $1,892,000 | 544 |
| 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) | $21,098,000 | 913 |
| Available-for-sale securities (fair market value) | $10,939,000 | 5,549 |
| Total debt securities | $29,491,000 | 3,607 |
| 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 | $31,756,000 | 3,514 |
| U.S. Government securities | $27,170,000 | 3,104 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,170,000 | 2,984 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,060,000 | 1,868 |
| Privately issued residential mortgage-backed securities | $2,060,000 | 567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,526,000 | 862 |
| 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 | $29,230,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $27,170,000 | 1,216 |
| Issued or guaranteed by U.S. | $27,170,000 | 1,208 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,060,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $2,060,000 | 528 |
| 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) | $19,672,000 | 963 |
| Available-for-sale securities (fair market value) | $12,084,000 | 5,393 |
| Total debt securities | $29,230,000 | 3,659 |
| 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 | $33,597,000 | 3,361 |
| U.S. Government securities | $29,642,000 | 2,844 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,642,000 | 2,744 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,428,000 | 2,247 |
| Privately issued residential mortgage-backed securities | $1,428,000 | 672 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,527,000 | 920 |
| 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 | $31,070,000 | 1,488 |
| Certificates of participation in pools of residential mortgages | $29,642,000 | 1,154 |
| Issued or guaranteed by U.S. | $29,642,000 | 1,145 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,428,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $1,428,000 | 629 |
| 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) | $19,947,000 | 936 |
| Available-for-sale securities (fair market value) | $13,650,000 | 5,103 |
| Total debt securities | $31,070,000 | 3,497 |
| 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 | $35,372,000 | 3,292 |
| U.S. Government securities | $32,858,000 | 2,724 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,858,000 | 2,634 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,514,000 | 919 |
| 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 | $32,858,000 | 1,441 |
| Certificates of participation in pools of residential mortgages | $31,213,000 | 1,122 |
| Issued or guaranteed by U.S. | $31,213,000 | 1,112 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,645,000 | 2,453 |
| CMOs issued by government agencies or sponsored agencies | $1,645,000 | 2,321 |
| 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) | $20,683,000 | 914 |
| Available-for-sale securities (fair market value) | $14,689,000 | 4,959 |
| Total debt securities | $32,858,000 | 3,409 |
| 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 | $32,184,000 | 3,444 |
| U.S. Government securities | $29,683,000 | 2,851 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,683,000 | 2,748 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,501,000 | 967 |
| 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 | $29,683,000 | 1,546 |
| Certificates of participation in pools of residential mortgages | $27,718,000 | 1,201 |
| Issued or guaranteed by U.S. | $27,718,000 | 1,198 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,965,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $1,965,000 | 2,221 |
| 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) | $7,468,000 | 1,718 |
| Available-for-sale securities (fair market value) | $24,716,000 | 3,600 |
| Total debt securities | $29,683,000 | 3,598 |
| 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 | $26,059,000 | 3,935 |
| U.S. Government securities | $26,059,000 | 3,042 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,059,000 | 2,920 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $26,059,000 | 1,706 |
| Certificates of participation in pools of residential mortgages | $23,426,000 | 1,359 |
| Issued or guaranteed by U.S. | $23,426,000 | 1,351 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,633,000 | 2,269 |
| CMOs issued by government agencies or sponsored agencies | $2,633,000 | 2,144 |
| 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) | $7,163,000 | 1,755 |
| Available-for-sale securities (fair market value) | $18,896,000 | 4,221 |
| Total debt securities | $26,059,000 | 3,857 |
| 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 | $25,017,000 | 4,014 |
| U.S. Government securities | $25,017,000 | 3,126 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,017,000 | 2,993 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $25,017,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $21,357,000 | 1,433 |
| Issued or guaranteed by U.S. | $21,357,000 | 1,428 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,660,000 | 2,066 |
| CMOs issued by government agencies or sponsored agencies | $3,660,000 | 1,956 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,990,000 | 1,822 |
| Available-for-sale securities (fair market value) | $18,027,000 | 4,310 |
| Total debt securities | $25,017,000 | 3,932 |
| 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 | $23,327,000 | 4,189 |
| U.S. Government securities | $23,327,000 | 3,294 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,327,000 | 3,135 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,327,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $18,033,000 | 1,580 |
| Issued or guaranteed by U.S. | $18,033,000 | 1,571 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,294,000 | 1,782 |
| CMOs issued by government agencies or sponsored agencies | $5,294,000 | 1,686 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,785,000 | 1,354 |
| Available-for-sale securities (fair market value) | $11,542,000 | 5,380 |
| Total debt securities | $23,327,000 | 4,109 |
| 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 | $19,269,000 | 4,648 |
| U.S. Government securities | $19,269,000 | 3,626 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,269,000 | 3,451 |
| 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 | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,269,000 | 1,893 |
| Certificates of participation in pools of residential mortgages | $16,518,000 | 1,507 |
| Issued or guaranteed by U.S. | $16,518,000 | 1,499 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,751,000 | 2,440 |
| CMOs issued by government agencies or sponsored agencies | $2,751,000 | 2,289 |
| 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) | $12,194,000 | 1,358 |
| Available-for-sale securities (fair market value) | $7,075,000 | 6,382 |
| Total debt securities | $19,269,000 | 4,558 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $8,073,000 | 7,339 |
| U.S. Government securities | $8,073,000 | 6,484 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,073,000 | 6,136 |
| 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 | $8,073,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | $4,311,000 | 2,870 |
| Issued or guaranteed by U.S. | $4,311,000 | 2,851 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,762,000 | 1,748 |
| CMOs issued by government agencies or sponsored agencies | $3,762,000 | 1,616 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,073,000 | 2,136 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $8,073,000 | 7,224 |
| 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 | $5,390,000 | 8,535 |
| U.S. Government securities | $5,390,000 | 7,869 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,390,000 | 7,354 |
| 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 | $5,390,000 | 3,466 |
| Certificates of participation in pools of residential mortgages | $3,425,000 | 3,394 |
| Issued or guaranteed by U.S. | $3,425,000 | 3,382 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,965,000 | 2,458 |
| CMOs issued by government agencies or sponsored agencies | $1,965,000 | 2,322 |
| 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 | 2,972 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $5,390,000 | 8,418 |
| 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 | $0 | 10,385 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,927 |
| 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 | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $0 | 10,235 |
| 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 |