Home > Washington Savings Bank > Securities
Washington Savings Bank, Securities
| 2020-03-31 | Rank | |
| Total securities | $2,502,000 | 4,657 |
| U.S. Government securities | $2,472,000 | 4,263 |
| U.S. Treasury securities | $1,993,000 | 912 |
| U.S. Government agency obligations | $479,000 | 4,530 |
| 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 | $30,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,000 | 4,272 |
| Mortgage-backed securities | $479,000 | 3,936 |
| Certificates of participation in pools of residential mortgages | $479,000 | 3,719 |
| Issued or guaranteed by U.S. | $479,000 | 3,631 |
| 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) | $479,000 | 1,446 |
| Available-for-sale securities (fair market value) | $2,023,000 | 4,449 |
| Total debt securities | $2,472,000 | 4,634 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $3,089,000 | 4,667 |
| U.S. Government securities | $3,026,000 | 4,265 |
| U.S. Treasury securities | $993,000 | 1,167 |
| U.S. Government agency obligations | $2,033,000 | 4,268 |
| 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 | $63,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,517,000 | 3,688 |
| Mortgage-backed securities | $533,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | $533,000 | 3,696 |
| Issued or guaranteed by U.S. | $533,000 | 3,614 |
| 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) | $1,033,000 | 1,348 |
| Available-for-sale securities (fair market value) | $2,056,000 | 4,520 |
| Total debt securities | $3,026,000 | 4,653 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 345 |
| Fair value | $1,500,000 | 346 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $3,146,000 | 4,743 |
| U.S. Government securities | $3,075,000 | 4,331 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,075,000 | 4,166 |
| 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 | $71,000 | 269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,529,000 | 3,748 |
| Mortgage-backed securities | $575,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $575,000 | 3,714 |
| Issued or guaranteed by U.S. | $575,000 | 3,628 |
| 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) | $1,075,000 | 1,387 |
| Available-for-sale securities (fair market value) | $2,071,000 | 4,598 |
| Total debt securities | $3,075,000 | 4,732 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 324 |
| Fair value | $2,500,000 | 325 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $4,168,000 | 4,717 |
| U.S. Government securities | $4,108,000 | 4,235 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,108,000 | 4,076 |
| 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 | $60,000 | 294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,531,000 | 3,798 |
| Mortgage-backed securities | $607,000 | 3,956 |
| Certificates of participation in pools of residential mortgages | $607,000 | 3,717 |
| Issued or guaranteed by U.S. | $607,000 | 3,642 |
| 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) | $3,107,000 | 1,166 |
| Available-for-sale securities (fair market value) | $1,061,000 | 4,742 |
| Total debt securities | $4,107,000 | 4,703 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 291 |
| Fair value | $3,500,000 | 290 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $4,208,000 | 4,771 |
| U.S. Government securities | $4,151,000 | 4,291 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,151,000 | 4,129 |
| 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 | $57,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,532,000 | 3,847 |
| Mortgage-backed securities | $650,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $650,000 | 3,736 |
| Issued or guaranteed by U.S. | $650,000 | 3,655 |
| 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) | $3,150,000 | 1,179 |
| Available-for-sale securities (fair market value) | $1,058,000 | 4,791 |
| Total debt securities | $4,150,000 | 4,757 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 297 |
| Fair value | $3,496,000 | 294 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $5,214,000 | 4,708 |
| U.S. Government securities | $5,179,000 | 4,174 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,179,000 | 4,027 |
| 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 | $35,000 | 479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,524,000 | 3,892 |
| Mortgage-backed securities | $681,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $681,000 | 3,757 |
| Issued or guaranteed by U.S. | $681,000 | 3,689 |
| 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) | $3,181,000 | 1,210 |
| Available-for-sale securities (fair market value) | $2,033,000 | 4,737 |
| Total debt securities | $5,181,000 | 4,690 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 254 |
| Fair value | $4,484,000 | 250 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $5,274,000 | 4,752 |
| U.S. Government securities | $5,224,000 | 4,223 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,224,000 | 4,080 |
| 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 | $50,000 | 490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,508,000 | 3,942 |
| Mortgage-backed securities | $729,000 | 4,037 |
| Certificates of participation in pools of residential mortgages | $729,000 | 3,785 |
| Issued or guaranteed by U.S. | $729,000 | 3,760 |
| 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) | $3,229,000 | 1,227 |
| Available-for-sale securities (fair market value) | $2,045,000 | 4,799 |
| Total debt securities | $5,229,000 | 4,738 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 254 |
| Fair value | $4,461,000 | 251 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $5,318,000 | 4,811 |
| U.S. Government securities | $5,270,000 | 4,255 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,270,000 | 4,105 |
| 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 | $48,000 | 527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,514,000 | 3,982 |
| Mortgage-backed securities | $777,000 | 4,075 |
| Certificates of participation in pools of residential mortgages | $777,000 | 3,813 |
| Issued or guaranteed by U.S. | $777,000 | 3,644 |
| 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) | $3,277,000 | 1,241 |
| Available-for-sale securities (fair market value) | $2,041,000 | 4,862 |
| Total debt securities | $5,277,000 | 4,795 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 254 |
| Fair value | $4,463,000 | 253 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $5,376,000 | 4,864 |
| U.S. Government securities | $5,328,000 | 4,317 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,328,000 | 4,170 |
| 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 | $48,000 | 568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,518,000 | 4,023 |
| Mortgage-backed securities | $838,000 | 4,095 |
| Certificates of participation in pools of residential mortgages | $838,000 | 3,836 |
| Issued or guaranteed by U.S. | $838,000 | 3,828 |
| 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) | $3,338,000 | 1,267 |
| Available-for-sale securities (fair market value) | $2,038,000 | 4,921 |
| Total debt securities | $5,338,000 | 4,845 |
| Structured notes | ||
| Amortized cost | $4,490,000 | 250 |
| Fair value | $4,462,000 | 245 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $5,453,000 | 4,927 |
| U.S. Government securities | $5,387,000 | 4,355 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,387,000 | 4,213 |
| 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 | $66,000 | 802 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,546,000 | 4,077 |
| Mortgage-backed securities | $896,000 | 4,107 |
| Certificates of participation in pools of residential mortgages | $896,000 | 3,856 |
| Issued or guaranteed by U.S. | $896,000 | 3,849 |
| 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) | $3,396,000 | 1,292 |
| Available-for-sale securities (fair market value) | $2,057,000 | 4,981 |
| Total debt securities | $5,396,000 | 4,910 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 242 |
| Fair value | $4,479,000 | 244 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $5,524,000 | 4,983 |
| U.S. Government securities | $5,457,000 | 4,402 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,457,000 | 4,277 |
| 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 | $67,000 | 825 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,558,000 | 4,135 |
| Mortgage-backed securities | $962,000 | 4,123 |
| Certificates of participation in pools of residential mortgages | $962,000 | 3,871 |
| Issued or guaranteed by U.S. | $962,000 | 3,865 |
| 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) | $3,462,000 | 1,325 |
| Available-for-sale securities (fair market value) | $2,062,000 | 5,031 |
| Total debt securities | $5,462,000 | 4,971 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 253 |
| Fair value | $4,493,000 | 253 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $5,582,000 | 5,017 |
| U.S. Government securities | $5,523,000 | 4,424 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,523,000 | 4,303 |
| 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 | $59,000 | 833 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,561,000 | 4,168 |
| Mortgage-backed securities | $1,027,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $1,027,000 | 3,886 |
| Issued or guaranteed by U.S. | $1,027,000 | 3,879 |
| 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) | $3,527,000 | 1,341 |
| Available-for-sale securities (fair market value) | $2,055,000 | 5,081 |
| Total debt securities | $5,527,000 | 5,000 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 273 |
| Fair value | $4,490,000 | 273 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $6,640,000 | 4,965 |
| U.S. Government securities | $6,578,000 | 4,338 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,578,000 | 4,198 |
| 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 | $62,000 | 844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,563,000 | 4,208 |
| Mortgage-backed securities | $1,085,000 | 4,189 |
| Certificates of participation in pools of residential mortgages | $1,085,000 | 3,930 |
| Issued or guaranteed by U.S. | $1,085,000 | 3,925 |
| 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) | $4,585,000 | 1,268 |
| Available-for-sale securities (fair market value) | $2,055,000 | 5,134 |
| Total debt securities | $6,585,000 | 4,945 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 237 |
| Fair value | $5,483,000 | 239 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $7,681,000 | 4,892 |
| U.S. Government securities | $7,608,000 | 4,162 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,608,000 | 4,023 |
| 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 | $73,000 | 843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,565,000 | 4,240 |
| Mortgage-backed securities | $1,165,000 | 4,198 |
| Certificates of participation in pools of residential mortgages | $1,165,000 | 3,935 |
| Issued or guaranteed by U.S. | $1,165,000 | 3,928 |
| 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) | $4,665,000 | 1,264 |
| Available-for-sale securities (fair market value) | $3,016,000 | 5,060 |
| Total debt securities | $7,609,000 | 4,872 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 232 |
| Fair value | $5,477,000 | 227 |
| 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 | $7,733,000 | 4,930 |
| U.S. Government securities | $7,688,000 | 4,177 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,688,000 | 4,058 |
| 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 | $45,000 | 861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,850,000 | 3,614 |
| Mortgage-backed securities | $1,238,000 | 4,227 |
| Certificates of participation in pools of residential mortgages | $1,238,000 | 3,949 |
| Issued or guaranteed by U.S. | $1,238,000 | 3,946 |
| 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) | $4,738,000 | 1,275 |
| Available-for-sale securities (fair market value) | $2,995,000 | 5,106 |
| Total debt securities | $7,688,000 | 4,915 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 218 |
| Fair value | $5,498,000 | 219 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $9,815,000 | 4,776 |
| U.S. Government securities | $9,773,000 | 3,978 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,773,000 | 3,855 |
| 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 | $42,000 | 877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,974,000 | 3,466 |
| Mortgage-backed securities | $1,324,000 | 4,252 |
| Certificates of participation in pools of residential mortgages | $1,324,000 | 3,956 |
| Issued or guaranteed by U.S. | $1,324,000 | 3,951 |
| 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) | $7,822,000 | 1,088 |
| Available-for-sale securities (fair market value) | $1,993,000 | 5,297 |
| Total debt securities | $9,772,000 | 4,758 |
| Structured notes | ||
| Amortized cost | $7,498,000 | 201 |
| Fair value | $7,507,000 | 201 |
| 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 | $11,379,000 | 4,718 |
| U.S. Government securities | $11,343,000 | 3,889 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,343,000 | 3,756 |
| 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 | $36,000 | 899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,572,000 | 3,261 |
| Mortgage-backed securities | $1,397,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $1,397,000 | 3,962 |
| Issued or guaranteed by U.S. | $1,397,000 | 3,958 |
| 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) | $9,393,000 | 1,052 |
| Available-for-sale securities (fair market value) | $1,986,000 | 5,363 |
| Total debt securities | $11,343,000 | 4,702 |
| Structured notes | ||
| Amortized cost | $8,996,000 | 205 |
| Fair value | $9,007,000 | 200 |
| 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 | $8,956,000 | 5,010 |
| U.S. Government securities | $8,914,000 | 4,251 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,914,000 | 4,121 |
| 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 | $42,000 | 895 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,013,000 | 3,539 |
| Mortgage-backed securities | $1,469,000 | 4,255 |
| Certificates of participation in pools of residential mortgages | $1,469,000 | 3,959 |
| Issued or guaranteed by U.S. | $1,469,000 | 3,955 |
| 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) | $8,914,000 | 1,094 |
| Available-for-sale securities (fair market value) | $42,000 | 5,664 |
| Total debt securities | $8,913,000 | 4,995 |
| Structured notes | ||
| Amortized cost | $6,495,000 | 309 |
| Fair value | $6,467,000 | 309 |
| 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 | $9,025,000 | 5,096 |
| U.S. Government securities | $8,975,000 | 4,327 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,975,000 | 4,215 |
| 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 | $50,000 | 911 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,053,000 | 3,417 |
| Mortgage-backed securities | $1,027,000 | 4,470 |
| Certificates of participation in pools of residential mortgages | $1,027,000 | 4,203 |
| Issued or guaranteed by U.S. | $1,027,000 | 4,198 |
| 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) | $8,975,000 | 1,091 |
| Available-for-sale securities (fair market value) | $50,000 | 5,738 |
| Total debt securities | $8,975,000 | 5,076 |
| Structured notes | ||
| Amortized cost | $6,998,000 | 347 |
| Fair value | $7,003,000 | 343 |
| 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 | $8,813,000 | 5,188 |
| U.S. Government securities | $8,761,000 | 4,482 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,761,000 | 4,369 |
| 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 | $52,000 | 927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,493,000 | 3,556 |
| Mortgage-backed securities | $1,075,000 | 4,530 |
| Certificates of participation in pools of residential mortgages | $1,075,000 | 4,256 |
| Issued or guaranteed by U.S. | $1,075,000 | 4,252 |
| 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) | $7,813,000 | 1,171 |
| Available-for-sale securities (fair market value) | $1,000,000 | 5,676 |
| Total debt securities | $8,763,000 | 5,173 |
| Structured notes | ||
| Amortized cost | $6,738,000 | 416 |
| Fair value | $6,940,000 | 410 |
| 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 | $10,860,000 | 5,059 |
| U.S. Government securities | $10,807,000 | 4,271 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $10,807,000 | 4,148 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $53,000 | 929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,805,000 | 3,698 |
| Mortgage-backed securities | $1,128,000 | 4,585 |
| Certificates of participation in pools of residential mortgages | $1,128,000 | 4,304 |
| Issued or guaranteed by U.S. | $1,128,000 | 4,297 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $9,857,000 | 1,067 |
| Available-for-sale securities (fair market value) | $1,003,000 | 5,733 |
| Total debt securities | $10,807,000 | 5,045 |
| Structured notes | ||
| Amortized cost | $8,729,000 | 389 |
| Fair value | $8,957,000 | 378 |
| 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 | $15,375,000 | 4,682 |
| U.S. Government securities | $15,324,000 | 3,798 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,324,000 | 3,669 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $51,000 | 935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,967,000 | 3,220 |
| Mortgage-backed securities | $1,172,000 | 4,657 |
| Certificates of participation in pools of residential mortgages | $1,172,000 | 4,364 |
| Issued or guaranteed by U.S. | $1,172,000 | 4,357 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $14,376,000 | 935 |
| Available-for-sale securities (fair market value) | $999,000 | 5,825 |
| Total debt securities | $15,327,000 | 4,665 |
| Structured notes | ||
| Amortized cost | $13,204,000 | 254 |
| Fair value | $13,306,000 | 252 |
| 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 | $17,873,000 | 4,555 |
| U.S. Government securities | $17,815,000 | 3,627 |
| U.S. Treasury securities | $947,000 | 1,124 |
| U.S. Government agency obligations | $16,868,000 | 3,600 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $58,000 | 969 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,881,000 | 3,275 |
| Mortgage-backed securities | $1,228,000 | 4,716 |
| Certificates of participation in pools of residential mortgages | $1,228,000 | 4,420 |
| Issued or guaranteed by U.S. | $1,228,000 | 4,417 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $15,919,000 | 888 |
| Available-for-sale securities (fair market value) | $1,954,000 | 5,799 |
| Total debt securities | $17,815,000 | 4,537 |
| Structured notes | ||
| Amortized cost | $14,691,000 | 272 |
| Fair value | $14,719,000 | 267 |
| 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 | $17,931,000 | 4,607 |
| U.S. Government securities | $17,861,000 | 3,671 |
| U.S. Treasury securities | $947,000 | 1,072 |
| U.S. Government agency obligations | $16,914,000 | 3,669 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $70,000 | 970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,370,000 | 3,210 |
| Mortgage-backed securities | $1,286,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $1,286,000 | 4,443 |
| Issued or guaranteed by U.S. | $1,286,000 | 4,441 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $16,914,000 | 867 |
| Available-for-sale securities (fair market value) | $1,017,000 | 5,957 |
| Total debt securities | $17,861,000 | 4,590 |
| Structured notes | ||
| Amortized cost | $14,678,000 | 297 |
| Fair value | $14,668,000 | 293 |
| 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 | $20,339,000 | 4,419 |
| U.S. Government securities | $20,270,000 | 3,461 |
| U.S. Treasury securities | $926,000 | 947 |
| U.S. Government agency obligations | $19,344,000 | 3,456 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $69,000 | 983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,765,000 | 3,474 |
| Mortgage-backed securities | $1,330,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $1,330,000 | 4,463 |
| Issued or guaranteed by U.S. | $1,330,000 | 4,459 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $19,344,000 | 786 |
| Available-for-sale securities (fair market value) | $995,000 | 6,028 |
| Total debt securities | $20,270,000 | 4,407 |
| Structured notes | ||
| Amortized cost | $17,064,000 | 263 |
| Fair value | $16,861,000 | 260 |
| 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 | $18,069,000 | 4,630 |
| U.S. Government securities | $18,010,000 | 3,681 |
| U.S. Treasury securities | $901,000 | 896 |
| U.S. Government agency obligations | $17,109,000 | 3,663 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $59,000 | 1,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,073,000 | 3,419 |
| Mortgage-backed securities | $1,376,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $1,376,000 | 4,472 |
| Issued or guaranteed by U.S. | $1,376,000 | 4,466 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $17,109,000 | 840 |
| Available-for-sale securities (fair market value) | $960,000 | 6,109 |
| Total debt securities | $18,010,000 | 4,615 |
| Structured notes | ||
| Amortized cost | $14,782,000 | 290 |
| Fair value | $14,415,000 | 289 |
| 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 | $17,371,000 | 4,748 |
| U.S. Government securities | $17,334,000 | 3,780 |
| U.S. Treasury securities | $927,000 | 876 |
| U.S. Government agency obligations | $16,407,000 | 3,791 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $37,000 | 1,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,911,000 | 3,643 |
| Mortgage-backed securities | $1,457,000 | 4,814 |
| Certificates of participation in pools of residential mortgages | $1,457,000 | 4,481 |
| Issued or guaranteed by U.S. | $1,457,000 | 4,475 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $16,407,000 | 842 |
| Available-for-sale securities (fair market value) | $964,000 | 6,179 |
| Total debt securities | $17,334,000 | 4,723 |
| Structured notes | ||
| Amortized cost | $14,000,000 | 298 |
| Fair value | $13,748,000 | 295 |
| 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 | $9,967,000 | 5,502 |
| U.S. Government securities | $9,932,000 | 4,680 |
| U.S. Treasury securities | $937,000 | 890 |
| U.S. Government agency obligations | $8,995,000 | 4,711 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $35,000 | 1,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,450,000 | 4,409 |
| Mortgage-backed securities | $1,545,000 | 4,797 |
| Certificates of participation in pools of residential mortgages | $1,545,000 | 4,424 |
| Issued or guaranteed by U.S. | $1,545,000 | 4,420 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $8,995,000 | 1,057 |
| Available-for-sale securities (fair market value) | $972,000 | 6,214 |
| Total debt securities | $9,932,000 | 5,472 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 569 |
| Fair value | $6,303,000 | 570 |
| 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 | $5,576,000 | 6,047 |
| U.S. Government securities | $5,550,000 | 5,445 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,550,000 | 5,332 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $26,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,950,000 | 4,588 |
| Mortgage-backed securities | $1,600,000 | 4,824 |
| Certificates of participation in pools of residential mortgages | $1,600,000 | 4,439 |
| Issued or guaranteed by U.S. | $1,600,000 | 4,437 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $5,550,000 | 1,244 |
| Available-for-sale securities (fair market value) | $26,000 | 6,443 |
| Total debt securities | $5,550,000 | 6,028 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 970 |
| Fair value | $2,999,000 | 995 |
| 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 | $5,621,000 | 6,103 |
| U.S. Government securities | $5,603,000 | 5,451 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,603,000 | 5,335 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $18,000 | 1,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,950,000 | 4,559 |
| Mortgage-backed securities | $1,653,000 | 4,849 |
| Certificates of participation in pools of residential mortgages | $1,653,000 | 4,447 |
| Issued or guaranteed by U.S. | $1,653,000 | 4,446 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $5,603,000 | 1,248 |
| Available-for-sale securities (fair market value) | $18,000 | 6,496 |
| Total debt securities | $5,603,000 | 6,079 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,019 |
| Fair value | $3,002,000 | 1,042 |
| 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 | $8,681,000 | 5,784 |
| U.S. Government securities | $8,664,000 | 4,989 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,664,000 | 4,899 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $17,000 | 1,123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,450,000 | 4,476 |
| Mortgage-backed securities | $1,714,000 | 4,932 |
| Certificates of participation in pools of residential mortgages | $1,714,000 | 4,542 |
| Issued or guaranteed by U.S. | $1,714,000 | 4,540 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $8,664,000 | 1,047 |
| Available-for-sale securities (fair market value) | $17,000 | 6,584 |
| Total debt securities | $8,663,000 | 5,763 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 667 |
| Fair value | $6,008,000 | 674 |
| 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 | $11,419,000 | 5,517 |
| U.S. Government securities | $11,402,000 | 4,682 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $11,402,000 | 4,589 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $17,000 | 1,139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 4,794 |
| Mortgage-backed securities | $1,760,000 | 4,967 |
| Certificates of participation in pools of residential mortgages | $1,760,000 | 4,569 |
| Issued or guaranteed by U.S. | $1,760,000 | 4,567 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $11,402,000 | 923 |
| Available-for-sale securities (fair market value) | $17,000 | 6,646 |
| Total debt securities | $11,402,000 | 5,493 |
| Structured notes | ||
| Amortized cost | $8,692,000 | 564 |
| Fair value | $8,697,000 | 568 |
| 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 | $11,816,000 | 5,511 |
| U.S. Government securities | $11,797,000 | 4,707 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,797,000 | 4,613 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $19,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 4,667 |
| Mortgage-backed securities | $1,847,000 | 4,968 |
| Certificates of participation in pools of residential mortgages | $1,847,000 | 4,553 |
| Issued or guaranteed by U.S. | $1,847,000 | 4,549 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $11,797,000 | 911 |
| Available-for-sale securities (fair market value) | $19,000 | 6,695 |
| Total debt securities | $11,797,000 | 5,486 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 656 |
| Fair value | $8,982,000 | 663 |
| 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 | $10,171,000 | 5,719 |
| U.S. Government securities | $10,155,000 | 4,914 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,155,000 | 4,815 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 1,138 |
| 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 | $1,905,000 | 4,933 |
| Certificates of participation in pools of residential mortgages | $1,905,000 | 4,473 |
| Issued or guaranteed by U.S. | $1,905,000 | 4,467 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,155,000 | 993 |
| Available-for-sale securities (fair market value) | $16,000 | 6,714 |
| Total debt securities | $10,155,000 | 5,692 |
| 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 | $12,232,000 | 5,417 |
| U.S. Government securities | $12,217,000 | 4,552 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,217,000 | 4,459 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 1,184 |
| 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 | $1,968,000 | 4,891 |
| Certificates of participation in pools of residential mortgages | $1,968,000 | 4,417 |
| Issued or guaranteed by U.S. | $1,968,000 | 4,404 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,217,000 | 906 |
| Available-for-sale securities (fair market value) | $15,000 | 6,782 |
| Total debt securities | $12,217,000 | 5,381 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $19,055,000 | 4,677 |
| U.S. Government securities | $19,035,000 | 3,770 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,035,000 | 3,674 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $20,000 | 1,183 |
| 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 | $2,036,000 | 4,857 |
| Certificates of participation in pools of residential mortgages | $2,036,000 | 4,376 |
| Issued or guaranteed by U.S. | $2,036,000 | 4,366 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,034,000 | 759 |
| Available-for-sale securities (fair market value) | $2,021,000 | 6,519 |
| Total debt securities | $19,035,000 | 4,642 |
| 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 | $18,108,000 | 4,757 |
| U.S. Government securities | $18,086,000 | 3,833 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,086,000 | 3,727 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 1,200 |
| 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 | $2,088,000 | 4,797 |
| Certificates of participation in pools of residential mortgages | $2,088,000 | 4,305 |
| Issued or guaranteed by U.S. | $2,088,000 | 4,296 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,587,000 | 803 |
| Available-for-sale securities (fair market value) | $2,521,000 | 6,477 |
| Total debt securities | $18,086,000 | 4,727 |
| 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 | $10,680,000 | 5,621 |
| U.S. Government securities | $10,658,000 | 4,750 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,658,000 | 4,630 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,000 | 3,046 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,000 | 1,203 |
| 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 | $2,160,000 | 4,720 |
| Certificates of participation in pools of residential mortgages | $2,159,000 | 4,177 |
| Issued or guaranteed by U.S. | $2,159,000 | 4,171 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $1,000 | 1,330 |
| 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) | $8,660,000 | 1,101 |
| Available-for-sale securities (fair market value) | $2,020,000 | 6,568 |
| Total debt securities | $10,659,000 | 5,582 |
| 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 | $9,748,000 | 5,701 |
| U.S. Government securities | $9,729,000 | 4,885 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,729,000 | 4,768 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $2,000 | 3,121 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,459 |
| 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 | $17,000 | 1,259 |
| 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 | $2,231,000 | 4,728 |
| Certificates of participation in pools of residential mortgages | $2,229,000 | 4,149 |
| Issued or guaranteed by U.S. | $2,229,000 | 4,140 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,000 | 3,822 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $2,000 | 1,389 |
| 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) | $9,229,000 | 1,086 |
| Available-for-sale securities (fair market value) | $519,000 | 6,884 |
| Total debt securities | $9,731,000 | 5,669 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $14,827,000 | 5,016 |
| U.S. Government securities | $14,804,000 | 4,133 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,804,000 | 4,022 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $3,000 | 3,117 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,477 |
| 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 | $20,000 | 1,293 |
| 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 | $2,306,000 | 4,719 |
| Certificates of participation in pools of residential mortgages | $2,303,000 | 4,168 |
| Issued or guaranteed by U.S. | $2,303,000 | 4,159 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,000 | 3,739 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $3,000 | 1,407 |
| 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) | $12,803,000 | 936 |
| Available-for-sale securities (fair market value) | $2,024,000 | 6,676 |
| Total debt securities | $14,807,000 | 4,982 |
| 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 | $15,423,000 | 4,972 |
| U.S. Government securities | $15,388,000 | 4,089 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,388,000 | 3,990 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $5,000 | 3,162 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,503 |
| 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 | $30,000 | 1,313 |
| 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 | $2,393,000 | 4,778 |
| Certificates of participation in pools of residential mortgages | $2,388,000 | 4,262 |
| Issued or guaranteed by U.S. | $2,388,000 | 4,256 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,000 | 3,729 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $5,000 | 1,436 |
| 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) | $14,888,000 | 867 |
| Available-for-sale securities (fair market value) | $535,000 | 7,021 |
| Total debt securities | $15,393,000 | 4,941 |
| 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 | $18,019,000 | 4,629 |
| U.S. Government securities | $17,983,000 | 3,735 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $17,983,000 | 3,661 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $6,000 | 3,218 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,536 |
| 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 | $30,000 | 1,353 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,489,000 | 4,823 |
| Certificates of participation in pools of residential mortgages | $2,483,000 | 4,314 |
| Issued or guaranteed by U.S. | $2,483,000 | 4,307 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,000 | 3,739 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $6,000 | 1,460 |
| 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) | $17,983,000 | 775 |
| Available-for-sale securities (fair market value) | $36,000 | 7,225 |
| Total debt securities | $17,989,000 | 4,592 |
| 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 | $21,692,000 | 4,240 |
| U.S. Government securities | $21,649,000 | 3,320 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,649,000 | 3,248 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $8,000 | 3,310 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,587 |
| 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 | $35,000 | 1,421 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,659,000 | 4,870 |
| Certificates of participation in pools of residential mortgages | $2,651,000 | 4,358 |
| Issued or guaranteed by U.S. | $2,651,000 | 4,351 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,000 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $8,000 | 1,506 |
| 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) | $21,649,000 | 712 |
| Available-for-sale securities (fair market value) | $43,000 | 7,291 |
| Total debt securities | $21,657,000 | 4,209 |
| 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 | $19,727,000 | 4,465 |
| U.S. Government securities | $19,701,000 | 3,504 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,701,000 | 3,433 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $9,000 | 3,374 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,601 |
| 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 | $17,000 | 1,522 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,812,000 | 4,868 |
| Certificates of participation in pools of residential mortgages | $2,803,000 | 4,371 |
| Issued or guaranteed by U.S. | $2,803,000 | 4,358 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $9,000 | 3,725 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $9,000 | 1,519 |
| 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) | $19,701,000 | 760 |
| Available-for-sale securities (fair market value) | $26,000 | 7,373 |
| Total debt securities | $19,710,000 | 4,427 |
| 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 | $18,341,000 | 4,637 |
| U.S. Government securities | $18,318,000 | 3,727 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,318,000 | 3,648 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $10,000 | 3,294 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,617 |
| 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 | $13,000 | 1,565 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,933,000 | 4,909 |
| Certificates of participation in pools of residential mortgages | $2,923,000 | 4,424 |
| Issued or guaranteed by U.S. | $2,923,000 | 4,413 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,000 | 3,729 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $10,000 | 1,535 |
| 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) | $18,317,000 | 793 |
| Available-for-sale securities (fair market value) | $24,000 | 7,432 |
| Total debt securities | $18,328,000 | 4,602 |
| 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 | $20,077,000 | 4,445 |
| U.S. Government securities | $20,044,000 | 3,566 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,044,000 | 3,495 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $12,000 | 3,215 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,570 |
| 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 | $21,000 | 1,479 |
| 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 | $3,062,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $3,050,000 | 4,348 |
| Issued or guaranteed by U.S. | $3,050,000 | 4,337 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $12,000 | 3,693 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $12,000 | 1,489 |
| 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) | $20,044,000 | 749 |
| Available-for-sale securities (fair market value) | $33,000 | 7,467 |
| Total debt securities | $20,056,000 | 4,414 |
| 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 | $19,231,000 | 4,490 |
| U.S. Government securities | $19,174,000 | 3,614 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,174,000 | 3,544 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $14,000 | 3,175 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,540 |
| 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 | $43,000 | 1,551 |
| 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 | $3,193,000 | 4,731 |
| Certificates of participation in pools of residential mortgages | $3,179,000 | 4,224 |
| Issued or guaranteed by U.S. | $3,179,000 | 4,212 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $14,000 | 3,619 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $14,000 | 1,457 |
| 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) | $19,174,000 | 769 |
| Available-for-sale securities (fair market value) | $57,000 | 7,502 |
| Total debt securities | $19,188,000 | 4,460 |
| 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 | $20,081,000 | 4,436 |
| U.S. Government securities | $19,854,000 | 3,565 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,854,000 | 3,498 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $16,000 | 3,134 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,508 |
| 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 | $211,000 | 1,524 |
| 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 | $3,375,000 | 4,675 |
| Certificates of participation in pools of residential mortgages | $3,359,000 | 4,174 |
| Issued or guaranteed by U.S. | $3,359,000 | 4,159 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $16,000 | 3,632 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $16,000 | 1,421 |
| 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) | $19,854,000 | 746 |
| Available-for-sale securities (fair market value) | $227,000 | 7,491 |
| Total debt securities | $19,870,000 | 4,424 |
| 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 | $20,466,000 | 4,371 |
| U.S. Government securities | $20,127,000 | 3,509 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,127,000 | 3,446 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $18,000 | 3,102 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,494 |
| 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 | $321,000 | 1,425 |
| 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 | $3,647,000 | 4,511 |
| Certificates of participation in pools of residential mortgages | $3,629,000 | 3,977 |
| Issued or guaranteed by U.S. | $3,629,000 | 3,962 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $18,000 | 3,626 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $18,000 | 1,407 |
| 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) | $20,127,000 | 720 |
| Available-for-sale securities (fair market value) | $339,000 | 7,494 |
| Total debt securities | $20,145,000 | 4,348 |
| 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 | $21,559,000 | 4,259 |
| U.S. Government securities | $21,111,000 | 3,445 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,111,000 | 3,376 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $19,000 | 2,942 |
| Privately issued residential mortgage-backed securities | $19,000 | 1,397 |
| 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 | $429,000 | 1,296 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,993,000 | 4,135 |
| Certificates of participation in pools of residential mortgages | $3,974,000 | 3,538 |
| Issued or guaranteed by U.S. | $3,974,000 | 3,524 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $19,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $19,000 | 1,318 |
| 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) | $21,111,000 | 727 |
| Available-for-sale securities (fair market value) | $448,000 | 7,483 |
| Total debt securities | $21,130,000 | 4,246 |
| 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 | $20,652,000 | 4,403 |
| U.S. Government securities | $19,919,000 | 3,645 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,919,000 | 3,567 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $21,000 | 2,908 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,361 |
| 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 | $712,000 | 1,091 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,440,000 | 3,850 |
| Certificates of participation in pools of residential mortgages | $4,419,000 | 3,231 |
| Issued or guaranteed by U.S. | $4,419,000 | 3,216 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $21,000 | 3,522 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $21,000 | 1,281 |
| 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) | $19,918,000 | 794 |
| Available-for-sale securities (fair market value) | $734,000 | 7,449 |
| Total debt securities | $19,940,000 | 4,440 |
| 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 | $21,237,000 | 4,319 |
| U.S. Government securities | $20,485,000 | 3,580 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,485,000 | 3,493 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $23,000 | 2,856 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,315 |
| 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 | $729,000 | 1,090 |
| 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 | $5,008,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $4,985,000 | 3,009 |
| Issued or guaranteed by U.S. | $4,985,000 | 2,995 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $23,000 | 3,497 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $23,000 | 1,231 |
| 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) | $20,485,000 | 775 |
| Available-for-sale securities (fair market value) | $752,000 | 7,474 |
| Total debt securities | $20,508,000 | 4,373 |
| 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 | $16,842,000 | 4,950 |
| U.S. Government securities | $16,101,000 | 4,239 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,101,000 | 4,136 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $25,000 | 2,882 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,282 |
| 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 | $716,000 | 1,112 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,628,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $5,603,000 | 2,844 |
| Issued or guaranteed by U.S. | $5,603,000 | 2,829 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $25,000 | 3,478 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $25,000 | 1,189 |
| 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) | $15,602,000 | 983 |
| Available-for-sale securities (fair market value) | $1,240,000 | 7,376 |
| Total debt securities | $16,126,000 | 5,023 |
| 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 | $15,686,000 | 5,195 |
| U.S. Government securities | $14,711,000 | 4,531 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,711,000 | 4,411 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $27,000 | 2,920 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,263 |
| 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 | $948,000 | 1,079 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,241,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $6,214,000 | 2,703 |
| Issued or guaranteed by U.S. | $6,214,000 | 2,690 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $27,000 | 3,481 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $27,000 | 1,179 |
| 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) | $14,214,000 | 1,066 |
| Available-for-sale securities (fair market value) | $1,472,000 | 7,374 |
| Total debt securities | $14,738,000 | 5,285 |
| 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 | $15,596,000 | 5,239 |
| U.S. Government securities | $14,476,000 | 4,616 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,476,000 | 4,489 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $29,000 | 2,964 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,253 |
| 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 | $1,091,000 | 989 |
| 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 | $7,010,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | $6,981,000 | 2,559 |
| Issued or guaranteed by U.S. | $6,981,000 | 2,545 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $29,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $29,000 | 1,157 |
| 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) | $13,980,000 | 1,115 |
| Available-for-sale securities (fair market value) | $1,616,000 | 7,385 |
| Total debt securities | $14,505,000 | 5,334 |
| 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 | $16,226,000 | 5,129 |
| U.S. Government securities | $15,252,000 | 4,478 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,252,000 | 4,345 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $32,000 | 3,035 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,239 |
| 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 | $942,000 | 1,086 |
| 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 | $7,792,000 | 2,977 |
| Certificates of participation in pools of residential mortgages | $7,760,000 | 2,432 |
| Issued or guaranteed by U.S. | $7,760,000 | 2,421 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $32,000 | 3,481 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $32,000 | 1,147 |
| 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) | $14,759,000 | 1,089 |
| Available-for-sale securities (fair market value) | $1,467,000 | 7,451 |
| Total debt securities | $15,284,000 | 5,224 |
| 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 | $17,104,000 | 5,033 |
| U.S. Government securities | $16,067,000 | 4,386 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,067,000 | 4,252 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $35,000 | 3,104 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,002,000 | 1,059 |
| 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 | $8,609,000 | 2,887 |
| Certificates of participation in pools of residential mortgages | $8,574,000 | 2,355 |
| Issued or guaranteed by U.S. | $8,574,000 | 2,344 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $35,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $35,000 | 1,132 |
| 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) | $15,574,000 | 1,069 |
| Available-for-sale securities (fair market value) | $1,530,000 | 7,480 |
| Total debt securities | $16,102,000 | 5,144 |
| 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 | $18,221,000 | 4,879 |
| U.S. Government securities | $16,954,000 | 4,231 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,954,000 | 4,094 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $39,000 | 3,202 |
| Privately issued residential mortgage-backed securities | $39,000 | 1,200 |
| 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 | $1,228,000 | 1,008 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,499,000 | 2,761 |
| Certificates of participation in pools of residential mortgages | $9,460,000 | 2,238 |
| Issued or guaranteed by U.S. | $9,460,000 | 2,226 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $39,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $39,000 | 1,104 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,460,000 | 1,048 |
| Available-for-sale securities (fair market value) | $1,761,000 | 7,473 |
| Total debt securities | $16,993,000 | 5,012 |
| 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 | $20,288,000 | 4,571 |
| U.S. Government securities | $18,683,000 | 3,934 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,683,000 | 3,812 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $43,000 | 3,256 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,181 |
| 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 | $1,562,000 | 934 |
| 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 | $10,734,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $10,691,000 | 2,111 |
| Issued or guaranteed by U.S. | $10,691,000 | 2,100 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $43,000 | 3,486 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $43,000 | 1,082 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,690,000 | 1,007 |
| Available-for-sale securities (fair market value) | $2,598,000 | 7,287 |
| Total debt securities | $18,726,000 | 4,744 |
| 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 | $21,641,000 | 4,430 |
| U.S. Government securities | $19,713,000 | 3,833 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,713,000 | 3,704 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $48,000 | 3,299 |
| Privately issued residential mortgage-backed securities | $48,000 | 1,142 |
| 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 | $1,880,000 | 889 |
| 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 | $12,266,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $12,218,000 | 2,002 |
| Issued or guaranteed by U.S. | $12,218,000 | 1,992 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $48,000 | 3,508 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $48,000 | 1,039 |
| 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) | $18,717,000 | 960 |
| Available-for-sale securities (fair market value) | $2,924,000 | 7,255 |
| Total debt securities | $19,761,000 | 4,605 |
| 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 | $20,364,000 | 4,668 |
| U.S. Government securities | $18,501,000 | 4,086 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,501,000 | 3,940 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $53,000 | 3,341 |
| Privately issued residential mortgage-backed securities | $53,000 | 1,129 |
| 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 | $1,810,000 | 939 |
| 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 | $13,562,000 | 2,442 |
| Certificates of participation in pools of residential mortgages | $13,509,000 | 1,931 |
| Issued or guaranteed by U.S. | $13,509,000 | 1,921 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $53,000 | 3,537 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $53,000 | 1,035 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,502,000 | 1,040 |
| Available-for-sale securities (fair market value) | $2,862,000 | 7,319 |
| Total debt securities | $18,554,000 | 4,862 |
| 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 | $20,370,000 | 4,673 |
| U.S. Government securities | $18,165,000 | 4,132 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,165,000 | 3,995 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $58,000 | 3,387 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,108 |
| 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 | $2,147,000 | 874 |
| 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 | $14,727,000 | 2,362 |
| Certificates of participation in pools of residential mortgages | $14,669,000 | 1,846 |
| Issued or guaranteed by U.S. | $14,669,000 | 1,839 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $58,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $58,000 | 1,018 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,665,000 | 1,031 |
| Available-for-sale securities (fair market value) | $2,705,000 | 7,391 |
| Total debt securities | $18,223,000 | 4,929 |
| 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 | $20,501,000 | 4,650 |
| U.S. Government securities | $18,533,000 | 4,028 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,533,000 | 3,886 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $66,000 | 3,446 |
| Privately issued residential mortgage-backed securities | $66,000 | 1,057 |
| 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 | $1,902,000 | 969 |
| 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 | $16,100,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $16,034,000 | 1,759 |
| Issued or guaranteed by U.S. | $16,034,000 | 1,751 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $66,000 | 3,569 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $66,000 | 970 |
| 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) | $18,033,000 | 1,012 |
| Available-for-sale securities (fair market value) | $2,468,000 | 7,484 |
| Total debt securities | $18,599,000 | 4,841 |
| 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 | $20,560,000 | 4,714 |
| U.S. Government securities | $18,587,000 | 4,088 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,587,000 | 3,939 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $78,000 | 3,524 |
| Privately issued residential mortgage-backed securities | $78,000 | 1,032 |
| 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 | $1,895,000 | 998 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $16,665,000 | 2,217 |
| Certificates of participation in pools of residential mortgages | $16,587,000 | 1,744 |
| Issued or guaranteed by U.S. | $16,587,000 | 1,736 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $78,000 | 3,606 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $78,000 | 952 |
| 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) | $18,587,000 | 1,005 |
| Available-for-sale securities (fair market value) | $1,973,000 | 7,694 |
| Total debt securities | $18,665,000 | 4,919 |
| 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 | $21,729,000 | 4,540 |
| U.S. Government securities | $19,817,000 | 3,870 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,817,000 | 3,744 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $104,000 | 3,557 |
| Privately issued residential mortgage-backed securities | $104,000 | 1,075 |
| 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 | $1,808,000 | 1,090 |
| 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 | $18,421,000 | 2,130 |
| Certificates of participation in pools of residential mortgages | $18,317,000 | 1,646 |
| Issued or guaranteed by U.S. | $18,317,000 | 1,634 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $104,000 | 3,625 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $104,000 | 987 |
| 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) | $19,817,000 | 942 |
| Available-for-sale securities (fair market value) | $1,912,000 | 7,704 |
| Total debt securities | $19,921,000 | 4,711 |
| 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 | $24,246,000 | 4,299 |
| U.S. Government securities | $22,453,000 | 3,610 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,453,000 | 3,482 |
| 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 | $1,793,000 | 1,084 |
| 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 | $19,953,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $19,820,000 | 1,558 |
| Issued or guaranteed by U.S. | $19,820,000 | 1,547 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $133,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 3,456 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,322,000 | 872 |
| Available-for-sale securities (fair market value) | $1,924,000 | 7,769 |
| Total debt securities | $22,453,000 | 4,426 |
| 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 | $25,595,000 | 4,078 |
| U.S. Government securities | $23,971,000 | 3,348 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,971,000 | 3,220 |
| 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 | $1,624,000 | 1,173 |
| 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 | $21,971,000 | 1,893 |
| Certificates of participation in pools of residential mortgages | $21,798,000 | 1,441 |
| Issued or guaranteed by U.S. | $21,798,000 | 1,435 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $173,000 | 3,667 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 3,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,798,000 | 816 |
| Available-for-sale securities (fair market value) | $1,797,000 | 7,805 |
| Total debt securities | $23,971,000 | 4,172 |
| 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 | $24,392,000 | 4,110 |
| U.S. Government securities | $22,819,000 | 3,369 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,819,000 | 3,241 |
| 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 | $1,573,000 | 1,200 |
| 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 | $22,819,000 | 1,873 |
| Certificates of participation in pools of residential mortgages | $22,591,000 | 1,398 |
| Issued or guaranteed by U.S. | $22,591,000 | 1,390 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $228,000 | 3,766 |
| CMOs issued by government agencies or sponsored agencies | $228,000 | 3,588 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,591,000 | 817 |
| Available-for-sale securities (fair market value) | $1,801,000 | 7,819 |
| Total debt securities | $22,819,000 | 4,221 |
| 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 | $26,685,000 | 3,832 |
| U.S. Government securities | $25,069,000 | 3,116 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $25,069,000 | 2,983 |
| 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 | $1,616,000 | 1,175 |
| 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 | $24,569,000 | 1,780 |
| Certificates of participation in pools of residential mortgages | $24,260,000 | 1,320 |
| Issued or guaranteed by U.S. | $24,260,000 | 1,315 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $309,000 | 3,765 |
| CMOs issued by government agencies or sponsored agencies | $309,000 | 3,592 |
| 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) | $24,763,000 | 773 |
| Available-for-sale securities (fair market value) | $1,922,000 | 7,828 |
| Total debt securities | $25,069,000 | 3,926 |
| 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 | $30,539,000 | 3,488 |
| U.S. Government securities | $28,784,000 | 2,804 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,784,000 | 2,674 |
| 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 | $1,755,000 | 1,165 |
| 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 | $26,786,000 | 1,631 |
| Certificates of participation in pools of residential mortgages | $26,383,000 | 1,189 |
| Issued or guaranteed by U.S. | $26,383,000 | 1,181 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $403,000 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 3,557 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,382,000 | 697 |
| Available-for-sale securities (fair market value) | $2,157,000 | 7,758 |
| Total debt securities | $28,784,000 | 3,554 |
| 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 | $43,487,000 | 2,478 |
| U.S. Government securities | $41,520,000 | 1,910 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,520,000 | 1,808 |
| 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 | $1,967,000 | 1,063 |
| 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 | $28,040,000 | 1,456 |
| Certificates of participation in pools of residential mortgages | $26,987,000 | 1,033 |
| Issued or guaranteed by U.S. | $26,987,000 | 1,028 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,053,000 | 3,229 |
| CMOs issued by government agencies or sponsored agencies | $1,053,000 | 3,067 |
| 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) | $39,469,000 | 524 |
| Available-for-sale securities (fair market value) | $4,018,000 | 7,287 |
| Total debt securities | $41,520,000 | 2,516 |
| 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 | $42,326,000 | 2,555 |
| U.S. Government securities | $40,403,000 | 1,973 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,403,000 | 1,838 |
| 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 | $1,923,000 | 1,631 |
| 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 | $19,417,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $18,029,000 | 1,157 |
| Issued or guaranteed by U.S. | $18,029,000 | 1,149 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,388,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $1,388,000 | 2,447 |
| 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) | $32,016,000 | 764 |
| Available-for-sale securities (fair market value) | $10,310,000 | 5,657 |
| Total debt securities | $40,403,000 | 2,571 |
| 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 | $31,539,000 | 3,434 |
| U.S. Government securities | $30,402,000 | 2,717 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,402,000 | 2,428 |
| 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 | $1,137,000 | 2,215 |
| 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 | $16,006,000 | 1,869 |
| Certificates of participation in pools of residential mortgages | $14,415,000 | 1,456 |
| Issued or guaranteed by U.S. | $14,415,000 | 1,443 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,591,000 | 2,640 |
| CMOs issued by government agencies or sponsored agencies | $1,591,000 | 2,498 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,399,000 | 1,139 |
| Available-for-sale securities (fair market value) | $9,140,000 | 6,114 |
| Total debt securities | $30,402,000 | 3,440 |
| 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 | $36,228,000 | 3,083 |
| U.S. Government securities | $34,119,000 | 2,501 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,119,000 | 2,100 |
| 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 | $2,109,000 | 1,470 |
| 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 | $19,136,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $16,121,000 | 1,429 |
| Issued or guaranteed by U.S. | $16,121,000 | 1,419 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,015,000 | 2,210 |
| CMOs issued by government agencies or sponsored agencies | $3,015,000 | 2,085 |
| 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) | $23,580,000 | 1,198 |
| Available-for-sale securities (fair market value) | $12,648,000 | 5,110 |
| Total debt securities | $34,119,000 | 3,153 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $49,218,000 | 2,325 |
| U.S. Government securities | $48,037,000 | 1,906 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $48,037,000 | 1,492 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,181,000 | 2,093 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,786,000 | 1,542 |
| Certificates of participation in pools of residential mortgages | $18,845,000 | 1,291 |
| Issued or guaranteed by U.S. | $18,845,000 | 1,277 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,941,000 | 1,961 |
| CMOs issued by government agencies or sponsored agencies | $3,941,000 | 1,881 |
| 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) | $32,284,000 | 1,078 |
| Available-for-sale securities (fair market value) | $16,934,000 | 4,102 |
| Total debt securities | $48,037,000 | 2,312 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $50,975,000 | 2,405 |
| U.S. Government securities | $50,083,000 | 1,940 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,083,000 | 1,469 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $888,000 | 2,498 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-4,000 | 761 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $24,140,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | $20,008,000 | 1,330 |
| Issued or guaranteed by U.S. | $20,008,000 | 1,312 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,132,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $4,132,000 | 2,062 |
| 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) | $34,631,000 | 1,183 |
| Available-for-sale securities (fair market value) | $16,344,000 | 4,452 |
| Total debt securities | $50,083,000 | 2,373 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $50,634,000 | 2,483 |
| U.S. Government securities | $49,951,000 | 2,015 |
| U.S. Treasury securities | $2,698,000 | 6,330 |
| U.S. Government agency obligations | $47,253,000 | 1,493 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $672,000 | 2,773 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-11,000 | 857 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,542,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $19,176,000 | 1,365 |
| Issued or guaranteed by U.S. | $19,176,000 | 1,344 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,366,000 | 2,343 |
| CMOs issued by government agencies or sponsored agencies | $4,366,000 | 2,218 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,436,000 | 1,289 |
| Available-for-sale securities (fair market value) | $17,198,000 | 4,445 |
| Total debt securities | $49,951,000 | 2,444 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $48,338,000 | 2,703 |
| U.S. Government securities | $47,379,000 | 2,216 |
| U.S. Treasury securities | $244,000 | 10,889 |
| U.S. Government agency obligations | $47,135,000 | 1,466 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $439,000 | 3,800 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $439,000 | 3,049 |
| Foreign debt securities | NA | NA |
| Equity securities | $515,000 | 3,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-5,000 | 886 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,122,000 | 1,833 |
| Certificates of participation in pools of residential mortgages | $18,770,000 | 1,442 |
| Issued or guaranteed by U.S. | $18,770,000 | 1,423 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,352,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $4,352,000 | 2,379 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,206,000 | 2,038 |
| Available-for-sale securities (fair market value) | $12,132,000 | 4,199 |
| Total debt securities | $47,818,000 | 2,662 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $54,250,000 | 2,556 |
| U.S. Government securities | $53,737,000 | 2,033 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $53,737,000 | 1,342 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $417,000 | 4,490 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $417,000 | 3,467 |
| Foreign debt securities | NA | NA |
| Equity securities | $85,000 | 5,936 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-11,000 | 983 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $27,996,000 | 1,758 |
| Certificates of participation in pools of residential mortgages | $20,999,000 | 1,428 |
| Issued or guaranteed by U.S. | $20,999,000 | 1,408 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $6,997,000 | 2,144 |
| CMOs issued by government agencies or sponsored agencies | $6,997,000 | 2,012 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $54,154,000 | 2,490 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $41,624,000 | 3,291 |
| U.S. Government securities | $40,167,000 | 2,674 |
| U.S. Treasury securities | $250,000 | 11,790 |
| U.S. Government agency obligations | $39,917,000 | 1,691 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $1,386,000 | 3,560 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,386,000 | 2,498 |
| Foreign debt securities | NA | NA |
| Equity securities | $85,000 | 5,459 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $14,000 | 417 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $23,446,000 | 2,033 |
| Certificates of participation in pools of residential mortgages | $17,988,000 | 1,649 |
| Issued or guaranteed by U.S. | $17,988,000 | 1,613 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,458,000 | 2,510 |
| CMOs issued by government agencies or sponsored agencies | $5,458,000 | 2,275 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $41,553,000 | 3,210 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |