Home > Worthington Federal Savings Bank, FSB > Securities
Worthington Federal Savings Bank, FSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $19,594,000 | 3,591 |
| U.S. Government securities | $8,749,000 | 3,673 |
| U.S. Treasury securities | $6,583,000 | 1,666 |
| U.S. Government agency obligations | $2,166,000 | 3,943 |
| Securities issued by states & political subdivisions | $10,845,000 | 2,375 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $34,000 | 3,753 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,000 | 3,579 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $34,000 | 1,710 |
| Available-for-sale securities (fair market value) | $19,560,000 | 3,349 |
| Total debt securities | $19,594,000 | 3,569 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,050 |
| Fair value | $397,000 | 1,036 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $19,035,000 | 3,627 |
| U.S. Government securities | $8,924,000 | 3,677 |
| U.S. Treasury securities | $6,819,000 | 1,689 |
| U.S. Government agency obligations | $2,105,000 | 3,975 |
| Securities issued by states & political subdivisions | $10,111,000 | 2,436 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $41,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,000 | 3,591 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $41,000 | 1,731 |
| Available-for-sale securities (fair market value) | $18,994,000 | 3,372 |
| Total debt securities | $19,035,000 | 3,606 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,073 |
| Fair value | $392,000 | 1,054 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $19,953,000 | 3,637 |
| U.S. Government securities | $9,334,000 | 3,689 |
| U.S. Treasury securities | $7,205,000 | 1,676 |
| U.S. Government agency obligations | $2,129,000 | 4,003 |
| Securities issued by states & political subdivisions | $10,619,000 | 2,450 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $45,000 | 3,779 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $45,000 | 3,603 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $45,000 | 1,745 |
| Available-for-sale securities (fair market value) | $19,908,000 | 3,381 |
| Total debt securities | $19,953,000 | 3,615 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,119 |
| Fair value | $389,000 | 1,107 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $20,511,000 | 3,702 |
| U.S. Government securities | $9,412,000 | 3,755 |
| U.S. Treasury securities | $7,267,000 | 1,746 |
| U.S. Government agency obligations | $2,145,000 | 4,026 |
| Securities issued by states & political subdivisions | $11,099,000 | 2,462 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $50,000 | 3,834 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,000 | 3,647 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $50,000 | 1,801 |
| Available-for-sale securities (fair market value) | $20,461,000 | 3,435 |
| Total debt securities | $20,511,000 | 3,678 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,147 |
| Fair value | $391,000 | 1,137 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $20,554,000 | 3,723 |
| U.S. Government securities | $9,275,000 | 3,801 |
| U.S. Treasury securities | $7,157,000 | 1,791 |
| U.S. Government agency obligations | $2,118,000 | 4,040 |
| Securities issued by states & political subdivisions | $11,279,000 | 2,485 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $56,000 | 3,864 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $56,000 | 3,679 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $56,000 | 1,820 |
| Available-for-sale securities (fair market value) | $20,498,000 | 3,451 |
| Total debt securities | $20,555,000 | 3,700 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,172 |
| Fair value | $386,000 | 1,162 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $19,980,000 | 3,754 |
| U.S. Government securities | $9,213,000 | 3,817 |
| U.S. Treasury securities | $7,101,000 | 1,820 |
| U.S. Government agency obligations | $2,112,000 | 4,066 |
| Securities issued by states & political subdivisions | $10,767,000 | 2,529 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $65,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $65,000 | 3,698 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $65,000 | 1,808 |
| Available-for-sale securities (fair market value) | $19,915,000 | 3,481 |
| Total debt securities | $19,980,000 | 3,729 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,159 |
| Fair value | $384,000 | 1,151 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $20,846,000 | 3,751 |
| U.S. Government securities | $9,530,000 | 3,817 |
| U.S. Treasury securities | $7,317,000 | 1,779 |
| U.S. Government agency obligations | $2,213,000 | 4,077 |
| Securities issued by states & political subdivisions | $11,316,000 | 2,539 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $74,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $74,000 | 3,790 |
| Issued or guaranteed by U.S. | $74,000 | 3,719 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $74,000 | 1,739 |
| Available-for-sale securities (fair market value) | $20,772,000 | 3,491 |
| Total debt securities | $20,846,000 | 3,731 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,130 |
| Fair value | $393,000 | 1,127 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $21,520,000 | 3,673 |
| U.S. Government securities | $9,701,000 | 3,733 |
| U.S. Treasury securities | $7,428,000 | 1,582 |
| U.S. Government agency obligations | $2,273,000 | 4,050 |
| Securities issued by states & political subdivisions | $11,819,000 | 2,510 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $83,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $83,000 | 3,804 |
| Issued or guaranteed by U.S. | $83,000 | 3,740 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $83,000 | 1,660 |
| Available-for-sale securities (fair market value) | $21,437,000 | 3,440 |
| Total debt securities | $21,520,000 | 3,654 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,004 |
| Fair value | $394,000 | 1,005 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $20,812,000 | 3,655 |
| U.S. Government securities | $6,556,000 | 3,847 |
| U.S. Treasury securities | $5,399,000 | 1,350 |
| U.S. Government agency obligations | $1,157,000 | 4,199 |
| Securities issued by states & political subdivisions | $14,256,000 | 2,381 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $91,000 | 3,957 |
| Certificates of participation in pools of residential mortgages | $91,000 | 3,819 |
| Issued or guaranteed by U.S. | $91,000 | 3,742 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $91,000 | 1,580 |
| Available-for-sale securities (fair market value) | $20,721,000 | 3,444 |
| Total debt securities | $20,812,000 | 3,635 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $20,929,000 | 3,608 |
| U.S. Government securities | $6,627,000 | 3,818 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $6,627,000 | 3,593 |
| Securities issued by states & political subdivisions | $14,302,000 | 2,358 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $101,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $101,000 | 3,862 |
| Issued or guaranteed by U.S. | $101,000 | 3,792 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $101,000 | 1,596 |
| Available-for-sale securities (fair market value) | $20,828,000 | 3,397 |
| Total debt securities | $20,929,000 | 3,587 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $20,579,000 | 3,593 |
| U.S. Government securities | $6,404,000 | 3,840 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $6,404,000 | 3,609 |
| Securities issued by states & political subdivisions | $14,175,000 | 2,345 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $110,000 | 4,019 |
| Certificates of participation in pools of residential mortgages | $110,000 | 3,871 |
| Issued or guaranteed by U.S. | $110,000 | 3,798 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $110,000 | 1,574 |
| Available-for-sale securities (fair market value) | $20,469,000 | 3,388 |
| Total debt securities | $20,579,000 | 3,571 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $17,446,000 | 3,654 |
| U.S. Government securities | $4,396,000 | 3,960 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $4,396,000 | 3,789 |
| Securities issued by states & political subdivisions | $13,050,000 | 2,363 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $119,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $119,000 | 3,858 |
| Issued or guaranteed by U.S. | $119,000 | 3,778 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $119,000 | 1,568 |
| Available-for-sale securities (fair market value) | $17,327,000 | 3,444 |
| Total debt securities | $17,446,000 | 3,629 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $13,932,000 | 3,781 |
| U.S. Government securities | $1,223,000 | 4,348 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,223,000 | 4,221 |
| Securities issued by states & political subdivisions | $12,709,000 | 2,358 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $131,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $131,000 | 3,844 |
| Issued or guaranteed by U.S. | $131,000 | 3,772 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $131,000 | 1,548 |
| Available-for-sale securities (fair market value) | $13,801,000 | 3,565 |
| Total debt securities | $13,932,000 | 3,760 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $11,151,000 | 3,920 |
| U.S. Government securities | $941,000 | 4,439 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $941,000 | 4,318 |
| Securities issued by states & political subdivisions | $10,210,000 | 2,468 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $141,000 | 3,999 |
| Certificates of participation in pools of residential mortgages | $141,000 | 3,840 |
| Issued or guaranteed by U.S. | $141,000 | 3,767 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $141,000 | 1,544 |
| Available-for-sale securities (fair market value) | $11,010,000 | 3,696 |
| Total debt securities | $11,151,000 | 3,897 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $10,359,000 | 3,970 |
| U.S. Government securities | $153,000 | 4,646 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $153,000 | 4,545 |
| Securities issued by states & political subdivisions | $10,206,000 | 2,404 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $153,000 | 4,011 |
| Certificates of participation in pools of residential mortgages | $153,000 | 3,840 |
| Issued or guaranteed by U.S. | $153,000 | 3,771 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $153,000 | 1,547 |
| Available-for-sale securities (fair market value) | $10,206,000 | 3,743 |
| Total debt securities | $10,359,000 | 3,945 |
| Structured notes | ||
| Amortized cost | $447,000 | 331 |
| Fair value | $447,000 | 328 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $9,078,000 | 4,109 |
| U.S. Government securities | $163,000 | 4,716 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $163,000 | 4,610 |
| Securities issued by states & political subdivisions | $8,915,000 | 2,434 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $163,000 | 4,041 |
| Certificates of participation in pools of residential mortgages | $163,000 | 3,866 |
| Issued or guaranteed by U.S. | $163,000 | 3,786 |
| 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) | $163,000 | 1,561 |
| Available-for-sale securities (fair market value) | $8,915,000 | 3,872 |
| Total debt securities | $9,078,000 | 4,082 |
| Structured notes | ||
| Amortized cost | $945,000 | 369 |
| Fair value | $945,000 | 363 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $9,149,000 | 4,155 |
| U.S. Government securities | $173,000 | 4,797 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $173,000 | 4,681 |
| Securities issued by states & political subdivisions | $8,976,000 | 2,405 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $173,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $173,000 | 3,878 |
| Issued or guaranteed by U.S. | $173,000 | 3,811 |
| 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) | $173,000 | 1,603 |
| Available-for-sale securities (fair market value) | $8,976,000 | 3,914 |
| Total debt securities | $9,149,000 | 4,131 |
| Structured notes | ||
| Amortized cost | $447,000 | 606 |
| Fair value | $447,000 | 606 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $8,827,000 | 4,238 |
| U.S. Government securities | $184,000 | 4,882 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $184,000 | 4,761 |
| Securities issued by states & political subdivisions | $8,643,000 | 2,472 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $184,000 | 4,096 |
| Certificates of participation in pools of residential mortgages | $184,000 | 3,905 |
| Issued or guaranteed by U.S. | $184,000 | 3,834 |
| 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) | $184,000 | 1,664 |
| Available-for-sale securities (fair market value) | $8,643,000 | 3,999 |
| Total debt securities | $8,826,000 | 4,216 |
| Structured notes | ||
| Amortized cost | $447,000 | 757 |
| Fair value | $447,000 | 758 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $8,824,000 | 4,310 |
| U.S. Government securities | $201,000 | 4,928 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $201,000 | 4,809 |
| Securities issued by states & political subdivisions | $8,623,000 | 2,530 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $201,000 | 4,110 |
| Certificates of participation in pools of residential mortgages | $201,000 | 3,919 |
| Issued or guaranteed by U.S. | $201,000 | 3,854 |
| 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) | $201,000 | 1,700 |
| Available-for-sale securities (fair market value) | $8,623,000 | 4,061 |
| Total debt securities | $8,824,000 | 4,287 |
| Structured notes | ||
| Amortized cost | $447,000 | 816 |
| Fair value | $447,000 | 816 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $8,753,000 | 4,375 |
| U.S. Government securities | $212,000 | 4,976 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $212,000 | 4,864 |
| Securities issued by states & political subdivisions | $8,541,000 | 2,609 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $212,000 | 4,147 |
| Certificates of participation in pools of residential mortgages | $212,000 | 3,949 |
| Issued or guaranteed by U.S. | $212,000 | 3,878 |
| 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) | $212,000 | 1,722 |
| Available-for-sale securities (fair market value) | $8,541,000 | 4,117 |
| Total debt securities | $8,753,000 | 4,353 |
| Structured notes | ||
| Amortized cost | $447,000 | 829 |
| Fair value | $447,000 | 828 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $10,271,000 | 4,274 |
| U.S. Government securities | $524,000 | 4,957 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $524,000 | 4,826 |
| Securities issued by states & political subdivisions | $9,747,000 | 2,524 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $224,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $224,000 | 3,978 |
| Issued or guaranteed by U.S. | $224,000 | 3,923 |
| 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) | $224,000 | 1,762 |
| Available-for-sale securities (fair market value) | $10,047,000 | 4,012 |
| Total debt securities | $10,271,000 | 4,252 |
| Structured notes | ||
| Amortized cost | $447,000 | 855 |
| Fair value | $447,000 | 852 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $10,214,000 | 4,333 |
| U.S. Government securities | $538,000 | 5,030 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $538,000 | 4,900 |
| Securities issued by states & political subdivisions | $9,676,000 | 2,553 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $239,000 | 4,224 |
| Certificates of participation in pools of residential mortgages | $239,000 | 4,026 |
| Issued or guaranteed by U.S. | $239,000 | 4,006 |
| 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) | $239,000 | 1,787 |
| Available-for-sale securities (fair market value) | $9,975,000 | 4,074 |
| Total debt securities | $10,213,000 | 4,309 |
| Structured notes | ||
| Amortized cost | $447,000 | 826 |
| Fair value | $447,000 | 824 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $10,305,000 | 4,386 |
| U.S. Government securities | $561,000 | 5,070 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $561,000 | 4,941 |
| Securities issued by states & political subdivisions | $9,744,000 | 2,597 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $262,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $262,000 | 4,066 |
| Issued or guaranteed by U.S. | $262,000 | 3,931 |
| 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) | $262,000 | 1,801 |
| Available-for-sale securities (fair market value) | $10,043,000 | 4,119 |
| Total debt securities | $10,304,000 | 4,362 |
| Structured notes | ||
| Amortized cost | $447,000 | 829 |
| Fair value | $447,000 | 829 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $10,328,000 | 4,430 |
| U.S. Government securities | $577,000 | 5,132 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $577,000 | 5,014 |
| Securities issued by states & political subdivisions | $9,751,000 | 2,635 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $278,000 | 4,299 |
| Certificates of participation in pools of residential mortgages | $278,000 | 4,098 |
| Issued or guaranteed by U.S. | $278,000 | 4,091 |
| 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) | $278,000 | 1,818 |
| Available-for-sale securities (fair market value) | $10,050,000 | 4,169 |
| Total debt securities | $10,328,000 | 4,404 |
| Structured notes | ||
| Amortized cost | $449,000 | 793 |
| Fair value | $449,000 | 792 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $11,983,000 | 4,332 |
| U.S. Government securities | $594,000 | 5,172 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $594,000 | 5,066 |
| Securities issued by states & political subdivisions | $11,389,000 | 2,509 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $294,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $294,000 | 4,134 |
| Issued or guaranteed by U.S. | $294,000 | 4,129 |
| 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) | $294,000 | 1,843 |
| Available-for-sale securities (fair market value) | $11,689,000 | 4,074 |
| Total debt securities | $11,982,000 | 4,310 |
| Structured notes | ||
| Amortized cost | $200,000 | 884 |
| Fair value | $200,000 | 887 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $12,367,000 | 4,343 |
| U.S. Government securities | $610,000 | 5,224 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $610,000 | 5,113 |
| Securities issued by states & political subdivisions | $11,376,000 | 2,554 |
| 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 | $381,000 | 661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $309,000 | 4,379 |
| Certificates of participation in pools of residential mortgages | $309,000 | 4,183 |
| Issued or guaranteed by U.S. | $309,000 | 4,179 |
| 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) | $309,000 | 1,886 |
| Available-for-sale securities (fair market value) | $12,058,000 | 4,083 |
| Total debt securities | $11,986,000 | 4,352 |
| Structured notes | ||
| Amortized cost | $200,000 | 917 |
| Fair value | $200,000 | 920 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $11,471,000 | 4,476 |
| U.S. Government securities | $627,000 | 5,271 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $627,000 | 5,163 |
| Securities issued by states & political subdivisions | $10,463,000 | 2,690 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $381,000 | 669 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $325,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $325,000 | 4,207 |
| Issued or guaranteed by U.S. | $325,000 | 4,202 |
| 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) | $325,000 | 1,909 |
| Available-for-sale securities (fair market value) | $11,146,000 | 4,211 |
| Total debt securities | $11,090,000 | 4,485 |
| Structured notes | ||
| Amortized cost | $200,000 | 980 |
| Fair value | $200,000 | 983 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $11,569,000 | 4,514 |
| U.S. Government securities | $1,146,000 | 5,243 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,146,000 | 5,121 |
| Securities issued by states & political subdivisions | $10,041,000 | 2,761 |
| 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 | $382,000 | 682 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $341,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $341,000 | 4,265 |
| Issued or guaranteed by U.S. | $341,000 | 4,261 |
| 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) | $341,000 | 1,943 |
| Available-for-sale securities (fair market value) | $11,228,000 | 4,229 |
| Total debt securities | $11,184,000 | 4,527 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,066 |
| Fair value | $200,000 | 1,069 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $11,915,000 | 4,487 |
| U.S. Government securities | $1,165,000 | 5,279 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,165,000 | 5,156 |
| Securities issued by states & political subdivisions | $10,368,000 | 2,740 |
| 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 | $382,000 | 685 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $365,000 | 4,491 |
| Certificates of participation in pools of residential mortgages | $365,000 | 4,288 |
| Issued or guaranteed by U.S. | $365,000 | 4,282 |
| 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) | $11,533,000 | 919 |
| Available-for-sale securities (fair market value) | $382,000 | 5,368 |
| Total debt securities | $11,533,000 | 4,495 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,058 |
| Fair value | $200,000 | 1,063 |
| 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 | $11,641,000 | 4,537 |
| U.S. Government securities | $1,685,000 | 5,216 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,685,000 | 5,101 |
| Securities issued by states & political subdivisions | $9,574,000 | 2,862 |
| 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 | $382,000 | 695 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $385,000 | 4,525 |
| Certificates of participation in pools of residential mortgages | $385,000 | 4,308 |
| Issued or guaranteed by U.S. | $385,000 | 4,305 |
| 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) | $11,259,000 | 928 |
| Available-for-sale securities (fair market value) | $382,000 | 5,425 |
| Total debt securities | $11,259,000 | 4,544 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,047 |
| Fair value | $200,000 | 1,051 |
| 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 | $11,980,000 | 4,589 |
| U.S. Government securities | $2,007,000 | 5,235 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,007,000 | 5,128 |
| Securities issued by states & political subdivisions | $9,590,000 | 2,851 |
| 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 | $383,000 | 713 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $407,000 | 4,565 |
| Certificates of participation in pools of residential mortgages | $407,000 | 4,351 |
| Issued or guaranteed by U.S. | $407,000 | 4,346 |
| 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) | $11,597,000 | 944 |
| Available-for-sale securities (fair market value) | $383,000 | 5,505 |
| Total debt securities | $11,597,000 | 4,597 |
| Structured notes | ||
| Amortized cost | $500,000 | 968 |
| Fair value | $500,000 | 993 |
| 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 | $11,202,000 | 4,738 |
| U.S. Government securities | $2,326,000 | 5,248 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,326,000 | 5,147 |
| Securities issued by states & political subdivisions | $8,494,000 | 2,996 |
| 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 | $382,000 | 715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $429,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $429,000 | 4,377 |
| Issued or guaranteed by U.S. | $429,000 | 4,373 |
| 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) | $10,820,000 | 1,000 |
| Available-for-sale securities (fair market value) | $382,000 | 5,557 |
| Total debt securities | $10,820,000 | 4,740 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,132 |
| Fair value | $500,000 | 1,145 |
| 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 | $11,184,000 | 4,774 |
| U.S. Government securities | $2,350,000 | 5,324 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,350,000 | 5,223 |
| Securities issued by states & political subdivisions | $8,452,000 | 3,014 |
| 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 | $382,000 | 718 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $453,000 | 4,617 |
| Certificates of participation in pools of residential mortgages | $453,000 | 4,391 |
| Issued or guaranteed by U.S. | $453,000 | 4,388 |
| 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) | $10,802,000 | 1,010 |
| Available-for-sale securities (fair market value) | $382,000 | 5,605 |
| Total debt securities | $10,801,000 | 4,797 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,254 |
| Fair value | $500,000 | 1,277 |
| 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 | $11,161,000 | 4,866 |
| U.S. Government securities | $2,373,000 | 5,422 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,373,000 | 5,324 |
| Securities issued by states & political subdivisions | $8,404,000 | 3,049 |
| 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 | $384,000 | 731 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $477,000 | 4,673 |
| Certificates of participation in pools of residential mortgages | $477,000 | 4,440 |
| Issued or guaranteed by U.S. | $477,000 | 4,436 |
| 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) | $10,777,000 | 1,018 |
| Available-for-sale securities (fair market value) | $384,000 | 5,687 |
| Total debt securities | $10,777,000 | 4,883 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $500,000 | 1,465 |
| 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 | $10,567,000 | 5,012 |
| U.S. Government securities | $2,645,000 | 5,456 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,645,000 | 5,361 |
| Securities issued by states & political subdivisions | $7,539,000 | 3,179 |
| 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 | $383,000 | 739 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $499,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $499,000 | 4,506 |
| Issued or guaranteed by U.S. | $499,000 | 4,503 |
| 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) | $10,184,000 | 1,048 |
| Available-for-sale securities (fair market value) | $383,000 | 5,763 |
| Total debt securities | $10,184,000 | 5,034 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $494,000 | 1,642 |
| 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 | $9,721,000 | 5,161 |
| U.S. Government securities | $2,966,000 | 5,478 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,966,000 | 5,383 |
| Securities issued by states & political subdivisions | $6,371,000 | 3,365 |
| 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 | $384,000 | 753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $522,000 | 4,785 |
| Certificates of participation in pools of residential mortgages | $522,000 | 4,552 |
| Issued or guaranteed by U.S. | $522,000 | 4,547 |
| 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) | $9,337,000 | 1,084 |
| Available-for-sale securities (fair market value) | $384,000 | 5,823 |
| Total debt securities | $9,336,000 | 5,173 |
| Structured notes | ||
| Amortized cost | $798,000 | 1,561 |
| Fair value | $801,000 | 1,555 |
| 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 | $9,064,000 | 5,307 |
| U.S. Government securities | $3,047,000 | 5,547 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,047,000 | 5,452 |
| Securities issued by states & political subdivisions | $5,634,000 | 3,531 |
| 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 | $383,000 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $604,000 | 4,834 |
| Certificates of participation in pools of residential mortgages | $604,000 | 4,585 |
| Issued or guaranteed by U.S. | $604,000 | 4,578 |
| 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) | $8,681,000 | 1,142 |
| Available-for-sale securities (fair market value) | $383,000 | 5,914 |
| Total debt securities | $8,680,000 | 5,336 |
| Structured notes | ||
| Amortized cost | $798,000 | 1,647 |
| Fair value | $795,000 | 1,648 |
| 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 | $9,410,000 | 5,368 |
| U.S. Government securities | $3,085,000 | 5,631 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,085,000 | 5,535 |
| Securities issued by states & political subdivisions | $5,944,000 | 3,503 |
| 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 | $381,000 | 767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $639,000 | 4,915 |
| Certificates of participation in pools of residential mortgages | $639,000 | 4,655 |
| Issued or guaranteed by U.S. | $639,000 | 4,652 |
| 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) | $9,029,000 | 1,139 |
| Available-for-sale securities (fair market value) | $381,000 | 5,991 |
| Total debt securities | $9,028,000 | 5,387 |
| Structured notes | ||
| Amortized cost | $1,096,000 | 1,509 |
| Fair value | $1,086,000 | 1,508 |
| 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 | $9,703,000 | 5,389 |
| U.S. Government securities | $3,211,000 | 5,665 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,211,000 | 5,559 |
| Securities issued by states & political subdivisions | $6,044,000 | 3,526 |
| 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 | $448,000 | 759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $765,000 | 4,917 |
| Certificates of participation in pools of residential mortgages | $765,000 | 4,649 |
| Issued or guaranteed by U.S. | $765,000 | 4,645 |
| 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) | $9,255,000 | 1,142 |
| Available-for-sale securities (fair market value) | $448,000 | 6,042 |
| Total debt securities | $9,254,000 | 5,422 |
| Structured notes | ||
| Amortized cost | $1,096,000 | 1,552 |
| Fair value | $1,081,000 | 1,553 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $9,202,000 | 5,499 |
| U.S. Government securities | $2,952,000 | 5,762 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,952,000 | 5,663 |
| Securities issued by states & political subdivisions | $5,804,000 | 3,605 |
| 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 | $446,000 | 766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $804,000 | 4,945 |
| Certificates of participation in pools of residential mortgages | $804,000 | 4,676 |
| Issued or guaranteed by U.S. | $804,000 | 4,671 |
| 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) | $8,756,000 | 1,167 |
| Available-for-sale securities (fair market value) | $446,000 | 6,100 |
| Total debt securities | $8,756,000 | 5,525 |
| Structured notes | ||
| Amortized cost | $797,000 | 1,823 |
| Fair value | $774,000 | 1,829 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $8,883,000 | 5,556 |
| U.S. Government securities | $2,450,000 | 5,912 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,450,000 | 5,813 |
| Securities issued by states & political subdivisions | $5,989,000 | 3,563 |
| 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 | $444,000 | 778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $848,000 | 4,963 |
| Certificates of participation in pools of residential mortgages | $848,000 | 4,676 |
| Issued or guaranteed by U.S. | $848,000 | 4,671 |
| 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) | $8,439,000 | 1,175 |
| Available-for-sale securities (fair market value) | $444,000 | 6,179 |
| Total debt securities | $8,439,000 | 5,577 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $470,000 | 2,053 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $9,062,000 | 5,595 |
| U.S. Government securities | $2,780,000 | 5,908 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,780,000 | 5,811 |
| Securities issued by states & political subdivisions | $5,838,000 | 3,621 |
| 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 | $444,000 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $926,000 | 4,981 |
| Certificates of participation in pools of residential mortgages | $926,000 | 4,686 |
| Issued or guaranteed by U.S. | $926,000 | 4,682 |
| 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) | $8,618,000 | 1,137 |
| Available-for-sale securities (fair market value) | $444,000 | 6,250 |
| Total debt securities | $8,618,000 | 5,611 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $478,000 | 2,042 |
| 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 | $9,347,000 | 5,570 |
| U.S. Government securities | $2,839,000 | 5,913 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,839,000 | 5,808 |
| Securities issued by states & political subdivisions | $6,073,000 | 3,571 |
| 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 | $435,000 | 793 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $985,000 | 4,968 |
| Certificates of participation in pools of residential mortgages | $985,000 | 4,640 |
| Issued or guaranteed by U.S. | $985,000 | 4,636 |
| 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) | $8,912,000 | 1,062 |
| Available-for-sale securities (fair market value) | $435,000 | 6,295 |
| Total debt securities | $8,912,000 | 5,591 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $481,000 | 2,039 |
| 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 | $9,307,000 | 5,627 |
| U.S. Government securities | $2,917,000 | 5,942 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,917,000 | 5,833 |
| Securities issued by states & political subdivisions | $5,952,000 | 3,588 |
| 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 | $438,000 | 802 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $1,062,000 | 4,993 |
| Certificates of participation in pools of residential mortgages | $1,062,000 | 4,648 |
| Issued or guaranteed by U.S. | $1,062,000 | 4,646 |
| 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) | $8,869,000 | 1,030 |
| Available-for-sale securities (fair market value) | $438,000 | 6,369 |
| Total debt securities | $8,871,000 | 5,638 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $500,000 | 2,030 |
| 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 | $8,464,000 | 5,738 |
| U.S. Government securities | $2,043,000 | 6,147 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,043,000 | 6,049 |
| Securities issued by states & political subdivisions | $5,983,000 | 3,530 |
| 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 | $438,000 | 785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $1,143,000 | 5,007 |
| Certificates of participation in pools of residential mortgages | $1,143,000 | 4,651 |
| Issued or guaranteed by U.S. | $1,143,000 | 4,650 |
| 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) | $8,026,000 | 1,068 |
| Available-for-sale securities (fair market value) | $438,000 | 6,418 |
| Total debt securities | $8,026,000 | 5,765 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,858 |
| Fair value | $801,000 | 1,862 |
| 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 | $8,434,000 | 5,825 |
| U.S. Government securities | $2,527,000 | 6,175 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,527,000 | 6,081 |
| Securities issued by states & political subdivisions | $5,468,000 | 3,637 |
| 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 | $439,000 | 785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $1,327,000 | 5,049 |
| Certificates of participation in pools of residential mortgages | $1,327,000 | 4,685 |
| Issued or guaranteed by U.S. | $1,327,000 | 4,683 |
| 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) | $7,995,000 | 1,086 |
| Available-for-sale securities (fair market value) | $439,000 | 6,502 |
| Total debt securities | $7,995,000 | 5,863 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,002 |
| Fair value | $802,000 | 2,007 |
| 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 | $9,668,000 | 5,734 |
| U.S. Government securities | $3,656,000 | 6,022 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,656,000 | 5,922 |
| Securities issued by states & political subdivisions | $5,576,000 | 3,562 |
| 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 | $436,000 | 784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $1,535,000 | 5,038 |
| Certificates of participation in pools of residential mortgages | $1,535,000 | 4,643 |
| Issued or guaranteed by U.S. | $1,535,000 | 4,641 |
| 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) | $9,232,000 | 1,016 |
| Available-for-sale securities (fair market value) | $436,000 | 6,566 |
| Total debt securities | $9,232,000 | 5,753 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $9,088,000 | 5,846 |
| U.S. Government securities | $3,851,000 | 6,084 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,851,000 | 5,985 |
| Securities issued by states & political subdivisions | $4,803,000 | 3,669 |
| 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 | $434,000 | 766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $1,651,000 | 5,019 |
| Certificates of participation in pools of residential mortgages | $1,651,000 | 4,616 |
| Issued or guaranteed by U.S. | $1,651,000 | 4,612 |
| 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) | $8,654,000 | 1,067 |
| Available-for-sale securities (fair market value) | $434,000 | 6,611 |
| Total debt securities | $8,654,000 | 5,879 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,851 |
| Fair value | $1,791,000 | 1,854 |
| 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 | $9,449,000 | 5,808 |
| U.S. Government securities | $4,617,000 | 5,933 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,617,000 | 5,836 |
| Securities issued by states & political subdivisions | $4,400,000 | 3,738 |
| 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 | $432,000 | 754 |
| 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 | $1,765,000 | 4,966 |
| Certificates of participation in pools of residential mortgages | $1,765,000 | 4,523 |
| Issued or guaranteed by U.S. | $1,765,000 | 4,516 |
| 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) | $9,017,000 | 1,052 |
| Available-for-sale securities (fair market value) | $432,000 | 6,623 |
| Total debt securities | $9,017,000 | 5,830 |
| 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 | $9,764,000 | 5,751 |
| U.S. Government securities | $4,926,000 | 5,908 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,926,000 | 5,792 |
| Securities issued by states & political subdivisions | $4,407,000 | 3,675 |
| 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 | $431,000 | 784 |
| 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 | $1,872,000 | 4,923 |
| Certificates of participation in pools of residential mortgages | $1,872,000 | 4,459 |
| Issued or guaranteed by U.S. | $1,872,000 | 4,446 |
| 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) | $9,333,000 | 1,053 |
| Available-for-sale securities (fair market value) | $431,000 | 6,692 |
| Total debt securities | $9,333,000 | 5,776 |
| 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 | $9,327,000 | 5,918 |
| U.S. Government securities | $4,685,000 | 6,093 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,685,000 | 5,973 |
| Securities issued by states & political subdivisions | $4,214,000 | 3,681 |
| 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 | $428,000 | 787 |
| 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 | $1,578,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $1,578,000 | 4,551 |
| Issued or guaranteed by U.S. | $1,578,000 | 4,543 |
| 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) | $8,899,000 | 1,085 |
| Available-for-sale securities (fair market value) | $428,000 | 6,755 |
| Total debt securities | $8,899,000 | 5,950 |
| 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 | $10,443,000 | 5,718 |
| U.S. Government securities | $5,797,000 | 5,858 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,797,000 | 5,728 |
| Securities issued by states & political subdivisions | $4,221,000 | 3,652 |
| 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 | $425,000 | 797 |
| 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 | $1,689,000 | 4,936 |
| Certificates of participation in pools of residential mortgages | $1,689,000 | 4,471 |
| Issued or guaranteed by U.S. | $1,689,000 | 4,462 |
| 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) | $10,018,000 | 1,032 |
| Available-for-sale securities (fair market value) | $425,000 | 6,808 |
| Total debt securities | $10,018,000 | 5,763 |
| 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 | $8,987,000 | 5,861 |
| U.S. Government securities | $4,015,000 | 6,153 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,015,000 | 6,023 |
| Securities issued by states & political subdivisions | $4,548,000 | 3,574 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $424,000 | 805 |
| 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 | $1,813,000 | 4,842 |
| Certificates of participation in pools of residential mortgages | $1,813,000 | 4,312 |
| Issued or guaranteed by U.S. | $1,813,000 | 4,307 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,563,000 | 1,106 |
| Available-for-sale securities (fair market value) | $424,000 | 6,843 |
| Total debt securities | $8,563,000 | 5,889 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $7,952,000 | 6,020 |
| U.S. Government securities | $3,162,000 | 6,384 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,162,000 | 6,262 |
| Securities issued by states & political subdivisions | $4,365,000 | 3,533 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $425,000 | 855 |
| 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 | $1,744,000 | 4,880 |
| Certificates of participation in pools of residential mortgages | $1,744,000 | 4,330 |
| Issued or guaranteed by U.S. | $1,744,000 | 4,323 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,527,000 | 1,212 |
| Available-for-sale securities (fair market value) | $425,000 | 6,913 |
| Total debt securities | $7,527,000 | 6,053 |
| 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 | $9,279,000 | 5,852 |
| U.S. Government securities | $4,682,000 | 6,111 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,682,000 | 5,994 |
| Securities issued by states & political subdivisions | $4,177,000 | 3,518 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $420,000 | 875 |
| 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 | $1,861,000 | 4,864 |
| Certificates of participation in pools of residential mortgages | $1,861,000 | 4,343 |
| Issued or guaranteed by U.S. | $1,861,000 | 4,335 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,859,000 | 1,152 |
| Available-for-sale securities (fair market value) | $420,000 | 6,969 |
| Total debt securities | $8,859,000 | 5,902 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $8,763,000 | 6,024 |
| U.S. Government securities | $4,692,000 | 6,207 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,692,000 | 6,092 |
| Securities issued by states & political subdivisions | $3,659,000 | 3,660 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $412,000 | 906 |
| 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 | $2,039,000 | 4,893 |
| Certificates of participation in pools of residential mortgages | $2,039,000 | 4,394 |
| Issued or guaranteed by U.S. | $2,039,000 | 4,386 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,351,000 | 1,194 |
| Available-for-sale securities (fair market value) | $412,000 | 7,056 |
| Total debt securities | $8,351,000 | 6,039 |
| 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 | $6,830,000 | 6,374 |
| U.S. Government securities | $3,220,000 | 6,614 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,220,000 | 6,514 |
| Securities issued by states & political subdivisions | $3,200,000 | 3,838 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $410,000 | 928 |
| 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 | $1,170,000 | 5,313 |
| Certificates of participation in pools of residential mortgages | $1,170,000 | 4,872 |
| Issued or guaranteed by U.S. | $1,170,000 | 4,862 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,420,000 | 1,365 |
| Available-for-sale securities (fair market value) | $410,000 | 7,097 |
| Total debt securities | $6,420,000 | 6,404 |
| 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 | $6,135,000 | 6,568 |
| U.S. Government securities | $3,239,000 | 6,645 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,239,000 | 6,550 |
| Securities issued by states & political subdivisions | $2,490,000 | 4,134 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $406,000 | 982 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,540,000 | 5,260 |
| Certificates of participation in pools of residential mortgages | $1,540,000 | 4,806 |
| Issued or guaranteed by U.S. | $1,540,000 | 4,795 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,729,000 | 1,497 |
| Available-for-sale securities (fair market value) | $406,000 | 7,157 |
| Total debt securities | $5,729,000 | 6,607 |
| 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 | $6,048,000 | 6,598 |
| U.S. Government securities | $3,381,000 | 6,631 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,381,000 | 6,545 |
| Securities issued by states & political subdivisions | $2,275,000 | 4,214 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $392,000 | 1,024 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,682,000 | 5,263 |
| Certificates of participation in pools of residential mortgages | $1,682,000 | 4,811 |
| Issued or guaranteed by U.S. | $1,682,000 | 4,796 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,656,000 | 1,520 |
| Available-for-sale securities (fair market value) | $392,000 | 7,221 |
| Total debt securities | $5,656,000 | 6,632 |
| 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 | $4,892,000 | 6,869 |
| U.S. Government securities | $3,569,000 | 6,686 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,569,000 | 6,598 |
| Securities issued by states & political subdivisions | $936,000 | 4,902 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $387,000 | 1,028 |
| 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 | $1,870,000 | 5,262 |
| Certificates of participation in pools of residential mortgages | $1,870,000 | 4,808 |
| Issued or guaranteed by U.S. | $1,870,000 | 4,792 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,505,000 | 1,696 |
| Available-for-sale securities (fair market value) | $387,000 | 7,292 |
| Total debt securities | $4,505,000 | 6,908 |
| 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 | $5,528,000 | 6,817 |
| U.S. Government securities | $4,149,000 | 6,642 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,149,000 | 6,543 |
| Securities issued by states & political subdivisions | $976,000 | 4,840 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $403,000 | 1,003 |
| 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 | $1,700,000 | 5,325 |
| Certificates of participation in pools of residential mortgages | $1,700,000 | 4,876 |
| Issued or guaranteed by U.S. | $1,700,000 | 4,862 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,125,000 | 1,605 |
| Available-for-sale securities (fair market value) | $403,000 | 7,332 |
| Total debt securities | $5,125,000 | 6,853 |
| 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 | $5,650,000 | 6,764 |
| U.S. Government securities | $4,228,000 | 6,624 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,228,000 | 6,527 |
| Securities issued by states & political subdivisions | $976,000 | 4,826 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $446,000 | 999 |
| 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 | $1,779,000 | 5,247 |
| Certificates of participation in pools of residential mortgages | $1,779,000 | 4,808 |
| Issued or guaranteed by U.S. | $1,779,000 | 4,793 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,204,000 | 1,610 |
| Available-for-sale securities (fair market value) | $446,000 | 7,369 |
| Total debt securities | $5,204,000 | 6,833 |
| 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 | $6,299,000 | 6,670 |
| U.S. Government securities | $4,735,000 | 6,537 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,735,000 | 6,444 |
| Securities issued by states & political subdivisions | $1,077,000 | 4,781 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $487,000 | 1,283 |
| 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 | $1,885,000 | 5,203 |
| Certificates of participation in pools of residential mortgages | $1,885,000 | 4,755 |
| Issued or guaranteed by U.S. | $1,885,000 | 4,735 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,812,000 | 1,530 |
| Available-for-sale securities (fair market value) | $487,000 | 7,414 |
| Total debt securities | $5,812,000 | 6,742 |
| 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 | $6,687,000 | 6,626 |
| U.S. Government securities | $5,092,000 | 6,441 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,092,000 | 6,346 |
| Securities issued by states & political subdivisions | $1,077,000 | 4,802 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $518,000 | 1,264 |
| 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 | $1,447,000 | 5,334 |
| Certificates of participation in pools of residential mortgages | $1,447,000 | 4,880 |
| Issued or guaranteed by U.S. | $1,447,000 | 4,858 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,170,000 | 1,494 |
| Available-for-sale securities (fair market value) | $517,000 | 7,440 |
| Total debt securities | $6,169,000 | 6,659 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $7,104,000 | 6,627 |
| U.S. Government securities | $5,504,000 | 6,433 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,504,000 | 6,334 |
| Securities issued by states & political subdivisions | $1,077,000 | 4,828 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $523,000 | 1,215 |
| 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 | $1,223,000 | 5,231 |
| Certificates of participation in pools of residential mortgages | $1,223,000 | 4,778 |
| Issued or guaranteed by U.S. | $1,223,000 | 4,759 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,581,000 | 1,507 |
| Available-for-sale securities (fair market value) | $523,000 | 7,460 |
| Total debt securities | $6,581,000 | 6,666 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $8,776,000 | 6,321 |
| U.S. Government securities | $7,182,000 | 6,035 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,182,000 | 5,928 |
| Securities issued by states & political subdivisions | $1,077,000 | 4,820 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $517,000 | 1,180 |
| 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 | $1,305,000 | 5,097 |
| Certificates of participation in pools of residential mortgages | $1,305,000 | 4,596 |
| Issued or guaranteed by U.S. | $1,305,000 | 4,583 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,259,000 | 1,390 |
| Available-for-sale securities (fair market value) | $517,000 | 7,496 |
| Total debt securities | $8,259,000 | 6,366 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $8,808,000 | 6,343 |
| U.S. Government securities | $7,221,000 | 6,040 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,221,000 | 5,929 |
| Securities issued by states & political subdivisions | $1,077,000 | 4,846 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $510,000 | 1,198 |
| 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 | $1,384,000 | 5,044 |
| Certificates of participation in pools of residential mortgages | $1,384,000 | 4,535 |
| Issued or guaranteed by U.S. | $1,384,000 | 4,520 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,298,000 | 1,384 |
| Available-for-sale securities (fair market value) | $510,000 | 7,530 |
| Total debt securities | $8,298,000 | 6,390 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $8,625,000 | 6,403 |
| U.S. Government securities | $7,041,000 | 6,148 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,041,000 | 6,029 |
| Securities issued by states & political subdivisions | $1,077,000 | 4,889 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $507,000 | 1,216 |
| 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 | $1,456,000 | 5,011 |
| Certificates of participation in pools of residential mortgages | $1,456,000 | 4,489 |
| Issued or guaranteed by U.S. | $1,456,000 | 4,472 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,118,000 | 1,422 |
| Available-for-sale securities (fair market value) | $507,000 | 7,550 |
| Total debt securities | $8,118,000 | 6,447 |
| 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 | $8,419,000 | 6,496 |
| U.S. Government securities | $6,842,000 | 6,264 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,842,000 | 6,136 |
| Securities issued by states & political subdivisions | $1,077,000 | 4,915 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $500,000 | 1,263 |
| 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 | $1,198,000 | 5,143 |
| Certificates of participation in pools of residential mortgages | $1,198,000 | 4,653 |
| Issued or guaranteed by U.S. | $1,198,000 | 4,636 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,919,000 | 1,494 |
| Available-for-sale securities (fair market value) | $500,000 | 7,602 |
| Total debt securities | $7,919,000 | 6,544 |
| 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 | $8,555,000 | 6,520 |
| U.S. Government securities | $6,983,000 | 6,276 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,983,000 | 6,151 |
| Securities issued by states & political subdivisions | $1,077,000 | 4,938 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $495,000 | 1,305 |
| 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 | $1,140,000 | 5,187 |
| Certificates of participation in pools of residential mortgages | $1,140,000 | 4,705 |
| Issued or guaranteed by U.S. | $1,140,000 | 4,680 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,060,000 | 1,528 |
| Available-for-sale securities (fair market value) | $495,000 | 7,667 |
| Total debt securities | $8,060,000 | 6,575 |
| 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 | $8,604,000 | 6,542 |
| U.S. Government securities | $7,041,000 | 6,263 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,041,000 | 6,133 |
| Securities issued by states & political subdivisions | $1,077,000 | 4,964 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $486,000 | 1,314 |
| 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 | $1,199,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $1,199,000 | 4,688 |
| Issued or guaranteed by U.S. | $1,199,000 | 4,665 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,118,000 | 1,538 |
| Available-for-sale securities (fair market value) | $486,000 | 7,712 |
| Total debt securities | $8,118,000 | 6,585 |
| 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 | $9,461,000 | 6,421 |
| U.S. Government securities | $7,902,000 | 6,106 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,902,000 | 5,957 |
| Securities issued by states & political subdivisions | $1,078,000 | 4,984 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $481,000 | 1,357 |
| 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 | $1,262,000 | 5,183 |
| Certificates of participation in pools of residential mortgages | $1,262,000 | 4,678 |
| Issued or guaranteed by U.S. | $1,262,000 | 4,658 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,980,000 | 1,477 |
| Available-for-sale securities (fair market value) | $481,000 | 7,749 |
| Total debt securities | $8,980,000 | 6,458 |
| 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 | $9,793,000 | 6,394 |
| U.S. Government securities | $8,237,000 | 6,010 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,237,000 | 5,856 |
| Securities issued by states & political subdivisions | $1,078,000 | 5,009 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $478,000 | 1,391 |
| 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 | $1,347,000 | 5,176 |
| Certificates of participation in pools of residential mortgages | $1,347,000 | 4,660 |
| Issued or guaranteed by U.S. | $1,347,000 | 4,639 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,315,000 | 1,477 |
| Available-for-sale securities (fair market value) | $478,000 | 7,797 |
| Total debt securities | $9,315,000 | 6,433 |
| 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 | $8,967,000 | 6,558 |
| U.S. Government securities | $7,319,000 | 6,252 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,319,000 | 6,120 |
| Securities issued by states & political subdivisions | $1,173,000 | 4,948 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $475,000 | 1,413 |
| 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 | $1,426,000 | 5,172 |
| Certificates of participation in pools of residential mortgages | $1,426,000 | 4,657 |
| Issued or guaranteed by U.S. | $1,426,000 | 4,637 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,493,000 | 1,556 |
| Available-for-sale securities (fair market value) | $474,000 | 7,829 |
| Total debt securities | $8,492,000 | 6,606 |
| 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 | $8,512,000 | 6,707 |
| U.S. Government securities | $6,866,000 | 6,452 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,866,000 | 6,322 |
| Securities issued by states & political subdivisions | $1,173,000 | 4,933 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $473,000 | 1,436 |
| 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 | $1,571,000 | 5,177 |
| Certificates of participation in pools of residential mortgages | $1,571,000 | 4,647 |
| Issued or guaranteed by U.S. | $1,571,000 | 4,625 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,039,000 | 1,613 |
| Available-for-sale securities (fair market value) | $473,000 | 7,848 |
| Total debt securities | $8,039,000 | 6,752 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $8,611,000 | 6,734 |
| U.S. Government securities | $6,969,000 | 6,478 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,969,000 | 6,331 |
| Securities issued by states & political subdivisions | $1,173,000 | 4,949 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $469,000 | 1,477 |
| 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 | $1,672,000 | 5,199 |
| Certificates of participation in pools of residential mortgages | $1,672,000 | 4,646 |
| Issued or guaranteed by U.S. | $1,672,000 | 4,630 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,142,000 | 1,622 |
| Available-for-sale securities (fair market value) | $469,000 | 7,928 |
| Total debt securities | $8,142,000 | 6,795 |
| 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 | $8,036,000 | 6,874 |
| U.S. Government securities | $6,395,000 | 6,654 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,395,000 | 6,505 |
| Securities issued by states & political subdivisions | $1,173,000 | 4,967 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $468,000 | 1,511 |
| 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 | $1,496,000 | 5,334 |
| Certificates of participation in pools of residential mortgages | $1,496,000 | 4,779 |
| Issued or guaranteed by U.S. | $1,496,000 | 4,765 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,568,000 | 1,701 |
| Available-for-sale securities (fair market value) | $468,000 | 7,954 |
| Total debt securities | $7,568,000 | 6,933 |
| 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 | $7,036,000 | 7,166 |
| U.S. Government securities | $5,436,000 | 6,996 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,436,000 | 6,837 |
| Securities issued by states & political subdivisions | $1,134,000 | 5,032 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $466,000 | 1,526 |
| 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 | $1,585,000 | 5,299 |
| Certificates of participation in pools of residential mortgages | $1,585,000 | 4,758 |
| Issued or guaranteed by U.S. | $1,585,000 | 4,747 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,571,000 | 1,833 |
| Available-for-sale securities (fair market value) | $465,000 | 8,007 |
| Total debt securities | $6,570,000 | 7,226 |
| 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 | $8,031,000 | 7,005 |
| U.S. Government securities | $6,436,000 | 6,762 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,436,000 | 6,594 |
| Securities issued by states & political subdivisions | $1,134,000 | 5,030 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $461,000 | 1,566 |
| 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 | $1,735,000 | 5,293 |
| Certificates of participation in pools of residential mortgages | $1,735,000 | 4,729 |
| Issued or guaranteed by U.S. | $1,735,000 | 4,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,569,000 | 1,725 |
| Available-for-sale securities (fair market value) | $462,000 | 8,062 |
| Total debt securities | $7,570,000 | 7,057 |
| 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 | $8,286,000 | 6,935 |
| U.S. Government securities | $6,940,000 | 6,543 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,940,000 | 6,388 |
| Securities issued by states & political subdivisions | $884,000 | 5,300 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $462,000 | 1,603 |
| 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 | $1,636,000 | 5,375 |
| Certificates of participation in pools of residential mortgages | $1,636,000 | 4,822 |
| Issued or guaranteed by U.S. | $1,636,000 | 4,808 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,824,000 | 1,669 |
| Available-for-sale securities (fair market value) | $462,000 | 8,078 |
| Total debt securities | $7,824,000 | 6,960 |
| 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 | $8,677,000 | 6,908 |
| U.S. Government securities | $7,335,000 | 6,497 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,335,000 | 6,321 |
| Securities issued by states & political subdivisions | $884,000 | 5,346 |
| 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 | $458,000 | 1,617 |
| 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 | $1,776,000 | 5,298 |
| Certificates of participation in pools of residential mortgages | $1,776,000 | 4,733 |
| Issued or guaranteed by U.S. | $1,776,000 | 4,715 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,219,000 | 1,633 |
| Available-for-sale securities (fair market value) | $458,000 | 8,145 |
| Total debt securities | $8,219,000 | 6,929 |
| 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 | $9,729,000 | 6,607 |
| U.S. Government securities | $8,490,000 | 6,022 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,490,000 | 5,833 |
| Securities issued by states & political subdivisions | $783,000 | 5,484 |
| 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 | $456,000 | 1,689 |
| 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 | $1,976,000 | 5,205 |
| Certificates of participation in pools of residential mortgages | $1,976,000 | 4,597 |
| Issued or guaranteed by U.S. | $1,976,000 | 4,576 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,273,000 | 1,523 |
| Available-for-sale securities (fair market value) | $456,000 | 8,185 |
| Total debt securities | $9,273,000 | 6,594 |
| 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 | $9,681,000 | 6,564 |
| U.S. Government securities | $8,440,000 | 5,975 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,440,000 | 5,792 |
| Securities issued by states & political subdivisions | $784,000 | 5,459 |
| 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 | $457,000 | 1,703 |
| 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 | $2,321,000 | 5,146 |
| Certificates of participation in pools of residential mortgages | $2,321,000 | 4,488 |
| Issued or guaranteed by U.S. | $2,321,000 | 4,470 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,224,000 | 1,515 |
| Available-for-sale securities (fair market value) | $457,000 | 8,203 |
| Total debt securities | $9,224,000 | 6,569 |
| 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 | $8,793,000 | 6,761 |
| U.S. Government securities | $7,690,000 | 6,241 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,690,000 | 6,066 |
| Securities issued by states & political subdivisions | $683,000 | 5,550 |
| 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 | $420,000 | 1,728 |
| 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 | $1,818,000 | 5,410 |
| Certificates of participation in pools of residential mortgages | $1,818,000 | 4,762 |
| Issued or guaranteed by U.S. | $1,818,000 | 4,745 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,373,000 | 1,619 |
| Available-for-sale securities (fair market value) | $420,000 | 8,258 |
| Total debt securities | $8,373,000 | 6,774 |
| 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 | $8,367,000 | 6,921 |
| U.S. Government securities | $7,462,000 | 6,336 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,462,000 | 6,137 |
| Securities issued by states & political subdivisions | $517,000 | 5,784 |
| 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 | $388,000 | 1,739 |
| 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 | $1,787,000 | 5,435 |
| Certificates of participation in pools of residential mortgages | $1,787,000 | 4,779 |
| Issued or guaranteed by U.S. | $1,787,000 | 4,761 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,979,000 | 1,719 |
| Available-for-sale securities (fair market value) | $388,000 | 8,285 |
| Total debt securities | $7,979,000 | 6,938 |
| 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 | $7,761,000 | 7,102 |
| U.S. Government securities | $7,327,000 | 6,322 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,327,000 | 6,100 |
| Securities issued by states & political subdivisions | $95,000 | 6,814 |
| 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 | $339,000 | 1,736 |
| 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 | $1,792,000 | 5,397 |
| Certificates of participation in pools of residential mortgages | $1,792,000 | 4,641 |
| Issued or guaranteed by U.S. | $1,792,000 | 4,620 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,422,000 | 1,855 |
| Available-for-sale securities (fair market value) | $339,000 | 8,464 |
| Total debt securities | $7,422,000 | 7,098 |
| 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 | $6,579,000 | 7,810 |
| U.S. Government securities | $6,276,000 | 7,202 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,276,000 | 6,846 |
| Securities issued by states & political subdivisions | $100,000 | 6,978 |
| 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 | $203,000 | 5,764 |
| 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 | $2,276,000 | 4,609 |
| Certificates of participation in pools of residential mortgages | $2,276,000 | 3,781 |
| Issued or guaranteed by U.S. | $2,276,000 | 3,764 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,579,000 | 2,399 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $6,376,000 | 7,768 |
| 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 | $6,708,000 | 8,088 |
| U.S. Government securities | $6,417,000 | 7,416 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,417,000 | 6,889 |
| Securities issued by states & political subdivisions | $100,000 | 7,321 |
| 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 | $191,000 | 5,776 |
| 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 | $2,415,000 | 4,816 |
| Certificates of participation in pools of residential mortgages | $2,415,000 | 3,935 |
| Issued or guaranteed by U.S. | $2,415,000 | 3,918 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,708,000 | 2,656 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $6,517,000 | 8,028 |
| 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 | $4,946,000 | 8,794 |
| U.S. Government securities | $4,665,000 | 8,196 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,665,000 | 7,380 |
| Securities issued by states & political subdivisions | $100,000 | 7,566 |
| 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 | $181,000 | 5,607 |
| 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 | $2,667,000 | 4,926 |
| Certificates of participation in pools of residential mortgages | $2,667,000 | 3,992 |
| Issued or guaranteed by U.S. | $2,667,000 | 3,973 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,946,000 | 3,433 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $4,765,000 | 8,721 |
| 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 | $7,438,000 | 8,282 |
| U.S. Government securities | $7,165,000 | 7,590 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,165,000 | 6,278 |
| Securities issued by states & political subdivisions | $100,000 | 7,840 |
| 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 | $173,000 | 5,648 |
| 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 | $3,361,000 | 4,579 |
| Certificates of participation in pools of residential mortgages | $3,361,000 | 3,559 |
| Issued or guaranteed by U.S. | $3,361,000 | 3,545 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,438,000 | 3,376 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $7,265,000 | 8,213 |
| 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 | $7,133,000 | 8,932 |
| U.S. Government securities | $6,885,000 | 8,307 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,885,000 | 6,761 |
| Securities issued by states & political subdivisions | $100,000 | 8,252 |
| 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 | $164,000 | 5,610 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $16,000 | 206 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,426,000 | 4,970 |
| Certificates of participation in pools of residential mortgages | $3,426,000 | 3,857 |
| Issued or guaranteed by U.S. | $3,426,000 | 3,834 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,133,000 | 3,923 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $6,985,000 | 8,902 |
| 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 | $9,282,000 | 8,528 |
| U.S. Government securities | $9,038,000 | 7,699 |
| U.S. Treasury securities | $1,174,000 | 8,179 |
| U.S. Government agency obligations | $7,864,000 | 6,320 |
| Securities issued by states & political subdivisions | $100,000 | 8,607 |
| 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 | $156,000 | 5,476 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $12,000 | 248 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,189,000 | 4,848 |
| Certificates of participation in pools of residential mortgages | $4,189,000 | 3,600 |
| Issued or guaranteed by U.S. | $4,189,000 | 3,571 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,282,000 | 3,579 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $9,138,000 | 8,457 |
| 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 | $10,042,000 | 8,739 |
| U.S. Government securities | $9,903,000 | 7,788 |
| U.S. Treasury securities | $1,425,000 | 9,051 |
| U.S. Government agency obligations | $8,478,000 | 5,977 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $147,000 | 5,352 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $8,000 | 339 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,791,000 | 4,794 |
| Certificates of participation in pools of residential mortgages | $4,791,000 | 3,469 |
| Issued or guaranteed by U.S. | $4,791,000 | 3,446 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,042,000 | 5,658 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $9,903,000 | 8,684 |
| 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 | $11,867,000 | 8,405 |
| U.S. Government securities | $11,726,000 | 7,353 |
| U.S. Treasury securities | $2,528,000 | 7,839 |
| U.S. Government agency obligations | $9,198,000 | 5,861 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $142,000 | 5,098 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $1,000 | 380 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,940,000 | 5,303 |
| Certificates of participation in pools of residential mortgages | $4,940,000 | 3,799 |
| Issued or guaranteed by U.S. | $4,940,000 | 3,765 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,726,000 | 8,298 |
| 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 | $12,491,000 | 8,198 |
| U.S. Government securities | $12,355,000 | 7,109 |
| U.S. Treasury securities | $2,127,000 | 8,517 |
| U.S. Government agency obligations | $10,228,000 | 5,439 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $138,000 | 4,559 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $2,000 | 542 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,949,000 | 5,019 |
| Certificates of participation in pools of residential mortgages | $5,949,000 | 3,594 |
| Issued or guaranteed by U.S. | $5,949,000 | 3,548 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,355,000 | 8,129 |
| 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 |